Related papers: Stochastic Processes in Mesoscale Physics and the …
We study a model of rolling particles subject to stochastic fluctuations, which may be relevant in systems of nano- or micro-scale particles where rolling is an approximation for strong static friction. We consider the simplest possible…
Previous years researchers began to simulate open quantum system, taking into account the interaction between system and the environment. One approach to deal with this problem is to use the density matrix within the Liouville-von-Neumann…
A perturbative method for solving the Langevin equation of inflationary cosmology in presence of backreaction is presented. In the Gaussian approximation, the method permits an explicit calculation of the probability distribution of the…
Using the gauge/string duality, we derive a set of Langevin equations describing the dynamics of a relativistic heavy quark moving with constant average speed through the strongly-coupled N=4 SYM plasma at finite temperature. We show that…
We discuss the stochastic process of creation and annihilation of particles, i.e., the $A^{n} \rightleftarrows B$ process in which $n$ particles $A$s and one particle $B$ are transformed to each other. Considering the case that the…
By introducing a new stochastic integral, we investigate the energetics of classical stochastic systems driven by non-Gaussian white noises. In particular, we introduce a decomposition of the total-energy difference into the work and the…
We study the dynamics of Brownian particles in a heterogeneous one-dimensional medium with a spatially-dependent diffusion coefficient of the form $D(x)\sim |x|^c$, at constant temperature. The particle's probability distribution function…
Unlike macroscopic engines, the molecular machinery of living cells is strongly affected by fluctuations. Stochastic Thermodynamics uses Markovian jump processes to model the random transitions between the chemical and configurational…
Many complex systems are characterized by intriguing spatio-temporal structures. Their mathematical description relies on the analysis of appropriate correlation functions. Functional integral techniques provide a unifying formalism that…
We apply the stochastic thermodynamics formalism to describe the dynamics of systems of complex Langevin and Fokker-Planck equations. We provide in particular a simple and general recipe to calculate thermodynamical currents, dissipated and…
Driven Langevin processes have appeared in a variety of fields due to the relevance of natural phenomena having both deterministic and stochastic effects. The stochastic currents and fluxes in these systems provide a convenient set of…
We revisit the Lagrangian formulation of stochastic inflation, where the path-integral approach is employed to derive the Langevin equation governing the dynamics of long-wavelength fields, in contrast to the standard method where the…
We present approaches for the study of fluid-structure interactions subject to thermal fluctuations. A mixed mechanical description is utilized combining Eulerian and Lagrangian reference frames. We establish general conditions for…
We discuss the statistics of first-passage times of a Brownian particle moving in a highly unstable nonlinear potential proportional to an odd power of position. We observe temperature-induced shortening of the mean first-passage time and…
Langevin simulation provides an effective way to study collisional effects in beams by reducing the six-dimensional Fokker-Planck equation to a group of stochastic ordinary differential equations. These resulting equations usually have…
Inflationary models that contain a transient ultra-slow-roll phase can exhibit strong non-perturbative dynamics, making the usual perturbative treatment of cosmological fluctuations incomplete. In such regimes, quantum diffusion and the…
Stochastic thermodynamics is formulated under the assumption of perfect knowledge of all thermodynamic parameters. However, in any real-world experiment, there is non-zero uncertainty about the precise value of temperatures, chemical…
We establish a refined version of the Second Law of Thermodynamics for Langevin stochastic processes describing mesoscopic systems driven by conservative or non-conservative forces and interacting with thermal noise. The refinement is based…
A stochastic theory is developed for the light transmitting the optical media exhibiting linear and nonlinear birefringence. The starting point is the two--component nonlinear Schr{"o}dinger equation (NLSE). On the basis of the ansatz of…
We examine the non-ergodic properties of scaled Brownian motion, a non-stationary stochastic process with a time dependent diffusivity of the form $D(t)\simeq t^{\alpha-1}$. We compute the ergodicity breaking parameter EB in the entire…