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Bistable systems present two degenerate metastable configurations separated by an energy barrier. Thermal or quantum fluctuations can promote the transition between the configurations at a rate which depends on the dynamical properties of…
Baths produce friction and random forcing on particles suspended in them. The relation between noise and friction in (generalized) Langevin equations is usually referred to as the second fluctuation-dissipation theorem. We show what is the…
For the first time, the non-equilibrium time-relaxation kinetic model (NTRKM) is proposed for compressible turbulence modeling on unresolved grids. Within the non-equilibrium time-relaxation framework, NTRKM is extended in the form of…
Generalized Langevin equations (GLEs) can be systematically derived via dimensional reduction from high-dimensional microscopic systems. For linear models the derivation can either be based on projection operator techniques such as the…
We study dynamical friction in the Newtonian regime of nonlocal gravity (NLG), which is a classical nonlocal generalization of Einstein's theory of gravitation. The nonlocal aspect of NLG simulates dark matter. The attributes of the…
A collisional model of a confined quasi-two-dimensional granular mixture is considered to analyze homogeneous steady states. The model includes an effective mechanism to transfer the kinetic energy injected by vibration in the vertical…
We demonstrate the equivalence of a Non--Markovian evolution equation with a linear memory--coupling and a Fokker--Planck equation (FPE). In case the feedback term offers a direct and permanent coupling of the current probability density to…
Local diffusivity of a protein depends crucially on the conformation, and the conformational fluctuations are often non-Markovian. Here, we investigate the Langevin equation with non-Markovian fluctuating diffusivity, where the fluctuating…
A full implementation of the Boltzmann-Langevin equation for fermionic systems is introduced in a transport model for dissipative collisions among heavy nuclei. Fluctuations are injected in phase space and not, like in more conventional…
We study the induced dynamics of an inertial tracer particle elastically coupled to passive or active Brownian particles. We integrate out the environment degrees of freedom to obtain generalized Langevin equation for the tracer dynamics in…
Friction modeling has always been a challenging problem due to the complexity of real physical systems. Although a few state-of-the-art structured data-driven methods show their efficiency in nonlinear system modeling, deterministic…
This essay fuses concepts and approaches used to describe fluctuating phenomena in climate systems and statistical mechanics, and explores new ideas essential for understanding such phenomena. Its starting points are the Langevin equation…
We present a novel and flexible data-driven framework for estimating the response of higher-order moments of nonlinear stochastic systems to small external perturbations. The classical Generalized Fluctuation--Dissipation Theorem (GFDT)…
In this paper, we derive a generalized second fluctuation-dissipation theorem (FDT) for stochastic dynamical systems in the steady state. The established theory is built upon the Mori-type generalized Langevin equation for stochastic…
Analytically and quantitatively we reveal that the GLE equation, based on a memory function approach, in which memory functions and information measures of statistical memory play fundamental role in determining the thin details of the…
We present a full-wave Maxwell-density matrix simulation tool including c-number stochastic noise terms for the modeling of the spatiotemporal dynamics in active photonic devices, such as quantum cascade lasers (QCLs) and quantum dot (QD)…
In this paper we present a formulation of the nonlinear stochastic differential equation which allows for systematic approximations. The method is not restricted to the asymptotic, i.e., stationary, regime but can be applied to derive…
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…
We present a numerical scheme for simulating the dynamics of Brownian particles suspended in a fluid. The motion of the particles is tracked by the Langevin equation, whereas the host fluid flow is analyzed by using the lattice Boltzmann…
It is shown that the collision integral describing the nonlocal character of collisions leads to the same mean-field fluctuations as proposed by Boltzmann-Langevin pictures. It is argued that this appropriate collision integral contains the…