Related papers: Langevin dynamics with generalized time-reversal s…
We describe a simple stochastic method, so-called Langevin approach, which enables one to extract evolution equations of stochastic variables from a set of measurements. Our method is parameter-free and it is based on the nonlinear Langevin…
Exponential relaxation to equilibrium is a typical property of physical systems, but inhomogeneities are known to distort the exponential relaxation curve, leading to a wide variety of relaxation patterns. Power law relaxation is related to…
Many complex systems, ranging from migrating cells to animal groups, exhibit stochastic dynamics described by the underdamped Langevin equation. Inferring such an equation of motion from experimental data can provide profound insight into…
We show that in driven systems the Gaussian nature of the fluctuating force and time-reversibility are equivalent properties. This result together with the potential condition of the external force drastically restricts the form of the…
In this work, we study the nonequilibrium statistical properties of the relaxation dynamics of a nanoparticle trapped in a harmonic potential. We report an exact time-dependent analytical solution to the Langevin dynamics that arises from…
We consider the problem of equilibration of a single oscillator system with dynamics given by the generalized Langevin equation. It is well-known that this dynamics can be obtained if one considers a model where the single oscillator is…
We present lattice simulations of nonequilibrium quantum fields in Minkowskian space-time. Starting from a non-thermal initial state, the real-time quantum ensemble in 3+1 dimensions is constructed by a stochastic process in an additional…
Abstract: Models for studying systems in stationary states but out of equilibrium have often empirical nature and very often break the fundamental time reversal symmetry. Here a formal interpretation will be discussed of the widespread idea…
We perform numerical simulations of a model micromachine driven by catalytic chemical reactions. Our model includes a mechano-chemical coupling between the structural variables and the nonequilibrium variable describing the catalytic…
Recent rapid advances in single particle tracking and supercomputing techniques resulted in an unprecedented abundance of diffusion data exhibiting complex behaviours, such the presence of power law tails of the msd and memory functions,…
We study long time behavior of some nonlinear discrete velocity kinetic equations in the one and three dimensions with periodic boundary conditions. We prove the exponential time decay of solutions towards the global equilibrium in the…
For a system at given temperature, with energy known as a function of a set of variables, we obtain the thermal fluctuation of the evolution of the variables by replacing the phase-space with a lattice and invoking the principle of detailed…
Quantitative long-time entropic convergence and short-time regularization are established for an idealized Hamiltonian Monte Carlo chain which alternatively follows an Hamiltonian dynamics for a fixed time and then partially or totally…
We propose a stochastic dynamics to be associated to a deterministic motion defined by a set of first order differential equation. The transitions that defined the stochastic dynamics are unidirectional and the rates are equal to the…
In this paper we propose a new approach for sampling from probability measures in, possibly, high dimensional spaces. By perturbing the standard overdamped Langevin dynamics by a suitable Stratonovich perturbation that preserves the…
In this paper we address the problem of consistently construct Langevin equations to describe fluctuations in non-linear systems. Detailed balance severely restricts the choice of the random force, but we prove that this property together…
For discrete-time stochastic processes, there is a close connection between return/waiting times and entropy. Such a connection cannot be straightforwardly extended to the continuous-time setting. Contrarily to the discrete-time case one…
The training algorithms for AI systems all introduce far-from-equilibrium dynamical processes, and understanding the irreversibility of these algorithms is a fundamental step towards understanding the learning dynamics of modern AI systems.…
We characterise the nonequilibrium stationary state of a generic multivariate Ornstein-Uhlenbeck process involving $N$ degrees of freedom. The irreversibility of the process is encoded in the antisymmetric part of the Onsager matrix. The…
The entropy production of a nonequilibrium system with broken detailed balance is a random variable whose mean value is nonnegative. Among the total entropy production, the housekeeping entropy production is associated with the heat…