Related papers: Overdamped limits for Langevin dynamics with posit…
We asymptotically derive a non-linear Langevin-like equation with non-Gaussian white noise for a wide class of stochastic systems associated with multiple stochastic environments, by developing the expansion method in our previous paper [K.…
This memoir attempts at a systematic study of convergence to stationary state for certain classes of degenerate diffusive equations, by means of well-chosen Lyapunov functionals. Typical examples are the kinetic Fokker--Planck and Boltzmann…
We prove long-time contractivity estimates and exponential rates of convergence to equilibrium for solutions of hypoelliptic diffusion equations, which include the well-known Kolmogorov equation and similar kinetic Fokker-Planck equations…
This paper focuses on systems of nonlinear second-order stochastic differential equations with multi-scales. The motivation for our study stems from mathematical physics and statistical mechanics, for examples, Langevin dynamics and…
We consider a simple model of a bistable system under the influence of multiplicative noise. We provide a path integral representation of the overdamped Langevin dynamics and compute conditional probabilities and escape rates in the weak…
We have investigated how Langevin dynamics is affected by the friction coefficient using the novel algorithm ISOKANN, which combines the transfer operator approach with modern machine learning techniques. ISOKANN describes the dynamics in…
We study the Langevin dynamics of a physical system with manifold structure $\mathcal{M}\subset\mathbb{R}^p$ based on collected sample points $\{\mathsf{x}_i\}_{i=1}^n \subset \mathcal{M}$ that probe the unknown manifold $\mathcal{M}$.…
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…
We present a unified framework for the data-driven construction of stochastic reduced models with state-dependent memory for high-dimensional Hamiltonian systems. The method addresses two key challenges: (\rmnum{1}) accurately modeling…
We employ the Schwinger-Keldysh formalism to study the nonequilibrium dynamics of the mirror with perfect reflection moving in a quantum field. Within the regime of linear response in terms of a first order expansion of the mirror's…
The small mass limit is derived for a McKean-Vlasov equation with state-dependent friction in $d$-dimensional space. By applying the averaging approach to a non-autonomous slow-fast system with the microscopic and macroscopic scales, the…
In a recent paper by B. G. da Costa {\it et al.} [Phys. Rev. E 102, 062105(2020)], the phenomenological Langevin equation and the corresponding Fokker-Planck equation for an inhomogeneous medium with a position-dependent particle mass and…
In this paper, we consider the generalised (higher order) Langevin equation for the purpose of simulated annealing and optimisation of nonconvex functions. Our approach modifies the underdamped Langevin equation by replacing the Brownian…
Response lags are generic to almost any physical system and often play a crucial role in the feedback loops present in artificial nanodevices and biological molecular machines. In this paper, we perform a comprehensive study of small…
We derive the fluctuating hydrodynamic equation for the number and momentum densities exactly from the underdamped Langevin equation. This derivation is an extension of the Kawasaki-Dean formula in underdamped case. The steady state…
We continue our study of the statistical properties of particles in equilibrium obeying Smoluchowski dynamics. We show that the system is governed by a kinetic equation of the memory function form and that the memory function is given by…
The squeezing dynamics of a damped harmonic oscillator are studied for different types of environment without making the Markovian approximation. The squeezing dynamics of a coherent state depend on the reservoir spectrum in a unique way…
Studying the structure of systems in nonequilibrium steady states necessitates tools that quantify population shifts and associated deformations of equilibrium free energy landscapes under persistent currents. Within the framework of…
We investigate systems of self-propelled particles with alignment interaction. Compared to previous work, the force acting on the particles is not normalized and this modification gives rise to phase transitions from disordered states at…
This work proposes an adaptive structure-preserving model order reduction method for finite-dimensional parametrized Hamiltonian systems modeling non-dissipative phenomena. To overcome the slowly decaying Kolmogorov width typical of…