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We develop the stochastic approach to thermodynamics based on the stochastic dynamics, which can be discrete (master equation) continuous (Fokker-Planck equation), and on two assumptions concerning entropy. The first is the definition of…

Statistical Mechanics · Physics 2015-06-11 Tânia Tomé , Mário J. de Oliveira

One of the main elements of the self-consistent generalized Langevin equation (SCGLE) theory of colloid dynamics [Phys. Rev. E {\bf 62}, 3382 (2000); ibid {\bf 72}, 031107 (2005)] is the introduction of exact short-time moment conditions in…

The self-consistent field theory (SCFT) is a powerful framework for the study of the phase behavior and structural properties of many-body systems. In particular, polymeric SCFT has been successfully applied to inhomogeneous polymeric…

Soft Condensed Matter · Physics 2019-01-31 An-Chang Shi

Results are presented from numerical experiments aiming at the computation of stochastic phase-field models for phase transformations by coarse-graining molecular dynamics. The studied phase transformations occur between a solid crystal and…

Numerical Analysis · Mathematics 2009-08-11 Erik von Schwerin

The kinetic field theory is developed without assumptions of statistical homogeneity and isotropy. In a solvable toy model with short-ranged interactions, we compare first-order perturbation theory to an iterated mean-field approximation…

Cosmology and Nongalactic Astrophysics · Physics 2025-09-03 Matthias Bartelmann , James Stokes

We further study the stochastic model discussed in Ref.[2] in which positive and negative particles diffuse in an asymmetric, CP invariant way on a ring. The positive particles hop clockwise, the negative counter-clockwise and…

Statistical Mechanics · Physics 2007-05-23 Peter F. Arndt , Vladimir Rittenberg

The usual Langevin approach to describe systems driven by noise fails to describe the long time behavior of systems with multiple attractors. The solution of the associated linear Fokker-Planck equation is always unique, even though it…

Statistical Mechanics · Physics 2017-06-20 M. Morillo , J. M. Casado

A systematic Bayesian framework is developed for physics constrained parameter inference ofstochastic differential equations (SDE) from partial observations. The physical constraints arederived for stochastic climate models but are…

Data Analysis, Statistics and Probability · Physics 2016-11-25 Daniel Peavoy , Christian L. E. Franzke , Gareth O. Roberts

This article investigates spatiotemporally discrete or continuous stochastic descriptions, where we focus on differences in heat naturally defined between the particle level and the density field. Both the descriptions are found to…

Statistical Mechanics · Physics 2025-03-27 Takuya Saito , Yutaka Sumino

Stochastic quantization offers the opportunity to simulate field theories with a complex action. In some theories unstable trajectories are prevalent when a constant stepsize is employed. We construct algorithms for generating an adaptive…

High Energy Physics - Lattice · Physics 2014-11-20 Gert Aarts , Frank A. James , Erhard Seiler , Ion-Olimpiu Stamatescu

A dynamical model of an ecological community is analyzed within a "mean-field approximation" in which one of the species interacts with the combination of all of the other species in the community. Within this approximation the model may be…

Adaptation and Self-Organizing Systems · Physics 2009-10-31 Alan McKane , David Alonso , Ricard V. Sole

We develop quantum electrodynamics into a kinetic-theory-like evolution equation for electrons, positrons and photons. To keep the "collision rules" simple, we make use of longitudinal and temporal photons in addition to the usual…

High Energy Physics - Theory · Physics 2018-03-09 Hans Christian Öttinger

We propose a field-theoretical approach to a polymer system immersed in an ideal mixture of clustering centers. The system contains several species of these clustering centers with different functionality, each of which connects a fixed…

Materials Science · Physics 2015-05-28 Riccardo Fantoni , Kristian K. Muller-Nedebock

A numerical method is devised for study of stochastic partial differential equations describing directed percolation, the contact process, and other models with a continuous transition to an absorbing state. Owing to the heightened…

Condensed Matter · Physics 2009-10-22 Ronald Dickman

Self-consistent field theory (SCFT) is one of the useful methods to simulate phase separated structures of multi-component polymer systems. In this article, we propose an SCFT for semiflexible polymer melts, where the basic equations for…

Soft Condensed Matter · Physics 2025-03-04 Yutaka Oya , Toshihiro Kawakatsu

Covariant stochastic partial (pseudo-)differential equations are studied in any dimension. In particular a large class of covariant interacting local quantum fields obeying the Morchio-Strocchi system of axioms for indefinite quantum field…

Quantum Physics · Physics 2009-10-31 R. Gielerak , P. Lugiewicz

We introduce a model of long-range interacting particles evolving under a stochastic Monte Carlo dynamics, in which possible increase or decrease in the values of the dynamical variables is accepted with preassigned probabilities. For…

Statistical Mechanics · Physics 2013-12-03 Shamik Gupta , Thierry Dauxois , Stefano Ruffo

We extend the theory of neural fields which has been developed in a deterministic framework by considering the influence spatio-temporal noise. The outstanding problem that we here address is the development of a theory that gives rigorous…

Probability · Mathematics 2013-11-22 Olivier Faugeras , James Inglis

We investigate modifications of a stochastic polymer picture through a shift in the boundary between the system and an external environment. A conventional bead-and-spring model serving as the coarse-graining model is given by the Langevin…

Soft Condensed Matter · Physics 2022-01-12 Takuya Saito

We apply stochastic quantization method to matrix models for the second quantization of loops in both discretized and continuum levels. The fictitious time evolution described by the Langevin equation is interpreted as the time evolution in…

High Energy Physics - Theory · Physics 2009-10-28 N. Nakazawa