Related papers: Stochastic Processes in Mesoscale Physics and the …
The probability distributions, as well as the mean values of stochastic currents and fluxes, associated with a driven Langevin process, provide a good and topologically protected measure of how far a stochastic system is driven out of…
A new phenomenological model of turbulent fluctuations is constructed by considering the Lagrangian dynamics of 4 points (the tetrad). The closure of the equations of motion is achieved by postulating an anisotropic, i.e. tetrad shape…
It is a big challenge in the analysis of experimental data to disentangle the unavoidable measurement noise from the intrinsic dynamical noise. Here we present a general operational method to extract measurement noise from stochastic time…
Using the influence functional formalism we show how to derive a generalized Einstein equation in the form of a Langevin equation for the description of the backreaction of quantum fields and their fluctuations on the dynamics of curved…
Stochastic integration \textit{wrt} Gaussian processes has raised strong interest in recent years, motivated in particular by its applications in Internet traffic modeling, biomedicine and finance. The aim of this work is to define and…
Dynamic heterogeneity has often been modeled by assuming that a single-particle observable, fluctuating at a molecular scale, is influenced by its coupling to environmental variables fluctuating on a second, perhaps slower, time scale.…
Stochastic thermodynamics is a developing theory for systems out of thermal equilibrium. It allows to formulate a wealth of nontrivial relations among thermodynamic quantities such as heat dissipation, excess work, and entropy production in…
This work is devoted to quantifying how periodic perturbation can change the rate of metastable transition in stochastic mechanical systems with weak noises. A closed-form explicit expression for approximating the rate change is provided,…
We numerically solve the underdamped Langevin equation to obtain the trajectories of a particle in a sinusoidal potential driven by a temporally sinusoidal force in a medium with coefficient of friction periodic in space as the potential…
A lot is known about the H\"older regularity of stochastic processes, in particular in the case of Gaussian processes. Recently, a finer analysis of the local regularity of functions, termed 2-microlocal analysis, has been introduced in a…
We will construct a theory which can explain the dynamics toward the steady state self-gravitating systems (SGSs) where many particles interact via the gravitational force. Real examples of SGS in the universe are globular clusters and…
During inflation, vacuum quantum fluctuations are amplified and stretched to astrophysical distances. They give rise to fluctuations in the cosmic microwave background (CMB) temperature and polarisation, and to large-scale structures in our…
We present an application of the theory of stochastic processes to model and categorize non-equilibrium physical phenomena. The concepts of uniformly continuous probability measures and modular evolution lead to a systematic hierarchical…
The probability laws associated with random tensors or tensor field theories are traditionally equilibrium distributions. In this paper, we consider a stochastic point of view, and approach the quantization by a Langevin type equation. We…
Nonergodic Brownian motion is elucidated within the framework of the generalized Langevin equation. For thermal noise yielding either a vanishing or a divergent zero-frequency friction strength, the non-Markovian Browninan dynamics exhibits…
The measured time series from complex systems are renowned for their intricate stochastic behavior, characterized by random fluctuations stemming from external influences and nonlinear interactions. These fluctuations take diverse forms,…
We consider stochastic dynamics of a particle on a plane in presence of two noises and a confining parabolic potential - an analog of the experimentally-relevant Brownian Gyrator (BG) model. In contrast to the standard BG model, we suppose…
A computational approach is introduced for the study of the rheological properties of complex fluids and soft materials. The approach allows for a consistent treatment of microstructure elastic mechanics, hydrodynamic coupling, thermal…
Molecular dynamics with the stochastic process provides a convenient way to compute structural and thermodynamic properties of chemical, biological, and materials systems. It is demonstrated that the virtual dynamics case that we proposed…
We consider potential type dynamical systems in finite dimensions with two meta-stable states. They are subject to two sources of perturbation: a slow external periodic perturbation of period $T$ and a small Gaussian random perturbation of…