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The Boltzmann kinetic equation is obtained from an integro-differential master equation that describes a stochastic dynamics in phase space of an isolated thermodynamic system. The stochastic evolution yields a generation of entropy,…

Statistical Mechanics · Physics 2019-06-05 Mário J. de Oliveira

We present a general algorithm constructing a discretization of a classical field theory from a Lagrangian. We prove a new discrete Noether theorem relating symmetries to conservation laws and an energy conservation theorem not based on any…

Mathematical Physics · Physics 2023-09-14 Mikhail Skopenkov

Numerical stochastic perturbation theory is a powerful tool for estimating high-order perturbative expansions in lattice field theory. The standard algorithms based on the Langevin equation, however, suffer from several limitations which in…

High Energy Physics - Lattice · Physics 2017-09-11 Mattia Dalla Brida , Marco Garofalo , A. D. Kennedy

We use stochastic computer simulations to study the transport of a spherical cargo particle along a microtubule-like track on a planar substrate by several kinesin-like processive motors. Our newly developed adhesive motor dynamics…

Subcellular Processes · Quantitative Biology 2010-02-24 Christian B. Korn , Stefan Klumpp , Reinhard Lipowsky , Ulrich S. Schwarz

This work presents a systematic methodology for describing the transient dynamics of coarse-grained molecular systems inferred from all-atom simulated data. We suggest Langevin-type dynamics where the coarse-grained interaction potential…

Numerical Analysis · Mathematics 2023-09-22 G. Baxevani , V. Harmandaris , E. Kalligiannaki , I. Tsantili

We characterize the dynamic non-equilibrium steady state behavior of active particles using density fluctuations in the system. We analyze the effective local density around a particle in the steady state and numerically calculate its mean,…

Statistical Mechanics · Physics 2025-04-22 Jayam Joshi , Pawan Kumar Mishra , Shradha Mishra

A form of stochastic perturbation theory is described, where the representative stochastic fields are generated instantaneously rather than through a Markov process. The correctness of the procedure is established to all orders of the…

High Energy Physics - Lattice · Physics 2015-05-20 Martin Lüscher

High-quality nanomechanical oscillators can sensitively probe force, mass, or displacement in experiments bridging the gap between the classical and quantum domain. Dynamics of these stochastic systems is inherently determined by the…

We present a dynamical field theory for directed randomly branched polymers and in particular their collapse transition. We develop a phenomenological model in the form of a stochastic response functional that allows us to address several…

Soft Condensed Matter · Physics 2015-05-13 Hans-Karl Janssen , Frank Wevelsiep , Olaf Stenull

We study the convergence behavior of the stochastic heavy-ball method with a small stepsize. Under a change of time scale, we approximate the discrete method by a stochastic differential equation that models small random perturbations of a…

Probability · Mathematics 2019-10-21 Wenqing Hu , Chris Junchi Li , Xiang Zhou

We present a systematic treatment of non-Gaussianity in stochastic systems using the Schwinger-Keldysh effective field theory framework, in which the non-Gaussianity is realized as nonlinear terms in the fluctuation field. We establish two…

High Energy Physics - Theory · Physics 2024-02-15 Shu Lin , Yanyan Bu , Chang Lei

This article addresses reaction networks in which spatial and stochastic effects are of crucial importance. For such systems, particle-based models allow us to describe all microscopic details with high accuracy. However, they suffer from…

This report provides a description of unbunched beam stochastic cooling in the framework of control theory. The main interest in the investigation is concentrated on the beam stability in an active cooling system. A stochastic cooling…

acc-phys · Physics 2008-02-03 O. Meincke

We develop a general theory dealing with stochastic models for dynamical systems that are governed by various nonlinear, ordinary or partial differential, equations. In particular, we address the problem how flows in the random medium…

chao-dyn · Physics 2009-10-31 Piotr Garbaczewski

For the characterization of surface height profiles we present a new stochastic approach which is based on the theory of Markov processes. With this analysis we achieve a characterization of the complexity of the surface roughness by means…

Data Analysis, Statistics and Probability · Physics 2009-11-10 M. Waechter , F. Riess , H. Kantz , J. Peinke

Studying sample path behaviour of stochastic fields/processes is a classical research topic in probability theory and related areas such as fractal geometry. To this end, many methods have been developed since a long time in Gaussian…

Probability · Mathematics 2016-06-13 Antoine Ayache , Geoffrey Boutard

We propose a method to compute an approximation of the moments of a discrete-time stochastic polynomial system. We use the Carleman linearization technique to transform this finite-dimensional polynomial system into an infinite-dimensional…

Systems and Control · Electrical Eng. & Systems 2021-02-25 Sasinee Pruekprasert , Toru Takisaka , Clovis Eberhart , Ahmet Cetinkaya , Jérémy Dubut

The driven transport of plastic systems in various disordered backgrounds is studied within mean field theory. Plasticity is modeled using non-convex interparticle potentials that allow for phase slips. This theory most naturally describes…

Disordered Systems and Neural Networks · Physics 2009-11-10 Karl Saunders , J. M. Schwarz , M. Cristina Marchetti , A. Alan Middleton

We present a mean-field dynamical theory for single semiflexible polymers which can precisely capture, without fitting parameters, recent fluorescence correlation spectroscopy results on single monomer kinetics of DNA strands in solution.…

Soft Condensed Matter · Physics 2009-10-19 Michael Hinczewski , Roland R. Netz

The kinetic equation is crucial for understanding the statistical properties of stochastic processes, yet current equations, such as the classical Fokker-Planck, are limited to local analysis. This paper derives a new kinetic equation for…

Fluid Dynamics · Physics 2024-04-18 De-yu Zhong , Guang-qian Wang