Related papers: Second- and third-order properties of multidimensi…
Complex Langevin dynamics can be used to perform numerical simulations of theories with a complex action. In order to justify the procedure, it is important to understand the properties of the real and positive distribution, which is…
We study large deviations in the Langevin dynamics, with damping of order $\e^{-1}$ and noise of order $1$, as $\e\downarrow 0$. The damping coefficient is assumed to be state dependent. We proceed first with a change of time and then, we…
The generalized Langevin equation with an exponential kernel is used to analyze memory effects on the optimal work done by a Brownian particle in a heat bath and subjected to a harmonic moving potential. The generalized overdamping scenario…
We address the issue of stock market fluctuations within Langevin Dynamics (LD) and the thermodynamics definitions of multifractality in order to study its second-order characterization given by the analogous specific heat C_{q}, where q is…
We consider the lattice dynamics in the half-space. The initial data are random according to a probability measure which enforces slow spatial variation on the linear scale $\varepsilon^{-1}$. We establish two time regimes. For times of…
D. B. Br\"{u}ckner et al. [Phys. Rev. Lett. 125, 058103 (2020)] have described a novel method for inferring the dynamics of systems governed by an underdamped Langevin equation in the presence of measurement noise. While this is a…
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…
Multi-state models are frequently applied for representing processes evolving through a discrete set of state. Important classes of multi-state models arise when transitions between states may depend on the time since entry into the current…
On the basis of general considerations, we propose a Langevin equation accounting for critical phenomena occurring in the presence of two symmetric absorbing states. We study its phase diagram by mean-field arguments and direct numerical…
Linear diffusions are used to model a large number of stochastic processes in physics, including small mechanical and electrical systems perturbed by thermal noise, as well as Brownian particles controlled by electrical and optical forces.…
We present a new time-dependent Density Functional approach to study the relaxational dynamics of an assembly of interacting particles subject to thermal noise. Starting from the Langevin stochastic equations of motion for the velocities of…
Adaptive Langevin dynamics is a method for sampling the Boltzmann-Gibbs distribution at prescribed temperature in cases where the potential gradient is subject to stochastic perturbation of unknown magnitude. The method replaces the…
Macroscopic parameters as well as precise information on the random force characterizing the Langevin type description of the nuclear fusion process around the Coulomb barrier are extracted from the microscopic dynamics of individual…
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…
We discuss a relativistic diffusion in the proper time in an approach of Schay and Dudley. We derive (Langevin) stochastic differential equations in various coordinates.We show that in some coordinates the stochastic differential equations…
Langevin dynamics has become a popular tool to simulate the Boltzmann equilibrium distribution. When the repartition of the Langevin equation involves the exact realization of the Ornstein-Uhlenbeck noise, in addition to the conventional…
Using agent-based modelling, empirical evidence and physical ideas, such as the energy function and the fact that the phase space must have twice the dimension of the configuration space, we argue that the stochastic differential equations…
We consider the dynamics of small tracer particles in turbulent quantum liquids. The complicated interaction processes of vortex filaments, the quantum constraints on vorticity and the varying influence of both the superfluid and the normal…
The crossover among two or more types of diffusive processes represents a vibrant theme in nonequilibrium statistical physics. In this work we propose two models to generate crossovers among different L\'evy processes: in the first model we…
We study the mathematical properties of a nonequilibrium Langevin dynamics which can be used to estimate the shear viscosity of a system. More precisely, we prove a linear response result which allows to relate averages over the…