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Related papers: Stochastic Processes in Mesoscale Physics and the …

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Stochastic semiclassical gravity of the 90's is a theory naturally evolved from semiclassical gravity of the 70's and 80's. It improves on the semiclassical Einstein equation with source given by the expectation value of the stress-energy…

General Relativity and Quantum Cosmology · Physics 2017-08-23 B. L. Hu , E. Verdaguer

The understanding of the statistical properties and of the dynamics of multistable systems is gaining more and more importance in a vast variety of scientific fields. This is especially relevant for the investigation of the tipping points…

Atmospheric and Oceanic Physics · Physics 2011-09-06 Valerio Lucarini , Davide Faranda , Matteo Willeit

The individual motion of a colloidal particle is described by an overdamped Langevin equation. When rotational degrees of freedom are relevant, these are described by a corresponding Langevin process. Our purpose is to show that the…

This paper deals with the analysis of stochastic systems which can be described by a Langevin equation. By the method presented in this paper drift and diffusion terms of the corresponding Fokker-Planck equation can be extracted from the…

Condensed Matter · Physics 2009-10-31 S. Siegert , R. Friedrich , J. Peinke

The stochastic theory of non-relativistic quantum mechanics presented here relies heavily upon the theory of stochastic processes, with its definitions, theorems and specific vocabulary as well. Its main hypothesis states indeed that the…

Quantum Physics · Physics 2014-04-01 Maurice J. M. L. O. Godart

Examples of self propulsion in strongly fluctuating environment is abound in nature, e.g., molecular motors and pumps operating in living cells. Starting from Langevin equation of motion, we develop a fluctuating thermodynamic description…

Statistical Mechanics · Physics 2015-02-20 Chandrima Ganguly , Debasish Chaudhuri

We present a review on the state-of-the-art of the mathematical framework known as stochastic inflation, paying special attention to its derivation and giving references for the readers interested on results coming from the application of…

General Relativity and Quantum Cosmology · Physics 2022-06-20 Diego Cruces

Stochastic processes driven by stationary fractional Gaussian noise, that is, fractional Brownian motion and fractional Langevin equation motion, are usually considered to be ergodic in the sense that, after an algebraic relaxation, time…

Statistical Mechanics · Physics 2015-06-16 Jochen Kursawe , Johannes Schulz , Ralf Metzler

An appealing feature of inflationary cosmology is the presence of a phase-space attractor, "slow roll", which washes out the dependence on initial field velocities. We investigate the robustness of this property under backreaction from…

General Relativity and Quantum Cosmology · Physics 2021-04-05 Julien Grain , Vincent Vennin

We consider stochastic thermodynamics as a theory of statistical inference for experimentally observed fluctuating time-series. To that end, we introduce a general framework for quantifying the knowledge about the dynamical state of the…

Statistical Mechanics · Physics 2015-05-19 Bernhard Altaner , Jürgen Vollmer

Numerical simulations of fast remagnetization processes using the stochastic dynamics are widely used to study various magnetic systems. In this paper we first address several crucial methodological problems of such simulations: (i) the…

Other Condensed Matter · Physics 2009-11-10 Dmitri V. Berkov , Natalia L. Gorn

This thesis is dedicated to studying cosmological inflation, which is a period of accelerated expansion in the very early Universe that is required to explain the observed anisotropies in the cosmic microwave background. Inflation, when…

Cosmology and Nongalactic Astrophysics · Physics 2021-02-02 Chris Pattison

We describe a simple stochastic method, so-called Langevin approach, which enables one to extract evolution equations of stochastic variables from a set of measurements. Our method is parameter-free and it is based on the nonlinear Langevin…

Data Analysis, Statistics and Probability · Physics 2015-02-19 Nico Reinke , André Fuchs , Wided Medjroubi , Pedro G. Lind , Matthias Wächter , Joachim Peinke

In this paper a quantum mechanical phase space picture is constructed for coarse-grained free quantum fields in an inflationary Universe. The appropriate stochastic quantum Liouville equation is derived. Explicit solutions for the phase…

General Relativity and Quantum Cosmology · Physics 2009-10-22 Salman Habib

In these lecture notes, the basic principles of stochastic thermodynamics are developed starting with a closed system in contact with a heat bath. A trajectory undergoes Markovian transitions between observable meso-states that correspond…

Statistical Mechanics · Physics 2018-06-13 Udo Seifert

In this paper we study a parametric class of stochastic processes to model both fast and slow anomalous diffusion. This class, called generalized grey Brownian motion (ggBm), is made up off self-similar with stationary increments processes…

Mathematical Physics · Physics 2009-11-13 Antonio Mura , Gianni Pagnini

Stochastic motion of charged particles in the magnetic field was first studied almost half a century ago in the classical works by Taylor and Kursunoglu in connection with the diffusion of electrons and ions in plasma. In their works the…

Soft Condensed Matter · Physics 2011-07-12 V. Lisy , J. Tothova

We present a numerical method to produce stochastic dynamics according to the generalized Langevin equation with a non-stationary memory kernel. This type of dynamics occurs when a microscopic system with an explicitly time-dependent…

Statistical Mechanics · Physics 2022-11-30 Christoph Widder , Fabian Glatzel , Tanja Schilling

We develop a stochastic approach to a non de Sitter Universe in a gauge-invariant way and obtain a system of Langevin-type equations which may be considered to be renormalization group equations for the long wave parts of the scalar fields…

High Energy Physics - Theory · Physics 2008-02-03 Boris Spokoiny

The non-equilibrium dynamics of mesoscale phase transitions are fundamentally shaped by thermal fluctuations, which not only seed instabilities but actively control kinetic pathways, including rare barrier-crossing events such as nucleation…

Computational Physics · Physics 2026-04-14 Luning Sun , Van Hai Nguyen , Shusen Liu , John Klepeis , Fei Zhou