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The emergence of transition phenomena between metastable states induced by noise plays a fundamental role in a broad range of nonlinear systems. The computation of the most probable paths is a key issue to understand the mechanism of…
The trace formula for the evolution operator associated with nonlinear stochastic flows with weak additive noise is cast in the path integral formalism. We integrate over the neighborhood of a given saddlepoint exactly by means of a smooth…
We discuss some aspects of a new noncombinatorial fermionic approach to the two-dimensional dimer problem in statistical mechanics based on the integration over anticommuting Grassmann variables and factorization ideas for dimer density…
We propose a novel stochastic method to generate paths conditioned to start in an initial state and end in a given final state during a certain time $t_{f}$. These paths are weighted with a probability given by the overdamped Langevin…
The stochastic partial differential equation analyzed in this work is the Cahn-Hilliard equation perturbed by an additive fractional white noise (fractional in time and white in space). We work in the case of one spatial dimension and apply…
We introduce a new method, allowing to describe slowly time-dependent Langevin equations through the behaviour of individual paths. This approach yields considerably more information than the computation of the probability density. The main…
Many physical systems characterized by nonlinear multiscale interactions can be effectively modeled by treating unresolved degrees of freedom as random fluctuations. However, even when the microscopic governing equations and qualitative…
This paper is the second in a series devoted to the study of Langevin systems subjected to a continuous time-delayed feedback control. The goal of our previous paper [Phys. Rev. E 91, 042114 (2015)] was to derive second-law-like…
Linear dynamical systems, driven by a non-white noise which has the Levy distribution, are analysed. Noise is modelled by a specific stochastic process which is defined by the Langevin equation with a linear force and the Levy distributed…
A lattice fermion model is formulated in Fock space using the Jordan-Wigner representation for the fermion creation and annihilation operators. The resulting path integral is a sum over configurations of lattice site occupation numbers…
A large variety of microscopic or mesoscopic models lead to generic results that accommodate naturally within Boltzmann-Gibbs statistical mechanics (based on $S_1\equiv -k \int du p(u) \ln p(u)$). Similarly, other classes of models point…
Stochastic averaging allows for the reduction of the dimension and complexity of stochastic dynamical systems with multiple time scales, replacing fast variables with statistically equivalent stochastic processes in order to analyze…
We present a simple derivation of the stochastic equation obeyed by the density function for a system of Langevin processes interacting via a pairwise potential. The resulting equation is considerably different from the phenomenological…
In this paper we analyze fractional Fokker-Planck equation describing subdiffusion in the general infinitely divisible (ID) setting. We show that in the case of space-time-dependent drift and diffusion and time-dependent jump coefficient,…
We derive and analyze numerical methods for underdamped (kinetic) Langevin dynamics in a domain with elastic reflection at the boundary. First-order approximations are based on an Euler-type scheme incorporating collision-handling at the…
We study Langevin dynamics for recovering the planted signal in the spiked matrix model. We provide a "path-wise" characterization of the overlap between the output of the Langevin algorithm and the planted signal. This overlap is…
The stochastization of the Jacobi second equality of classical mechanics, by Gaussian white noises for the Lagrangian of a particle in an arbitrary field is considered. The quantum mechanical Hamilton operator similar to that in Euclidian…
We present a (1+1)-dimensional fermionic QFT with non-local couplings between currents. This model describes an ensemble of spinless fermions interacting through forward, backward and umklapp scattering processes. We express the vacuum to…
Many physical and biological systems exhibit intrinsic cyclic dynamics that are altered by random external perturbations. We examine continuous-time autonomous dynamical systems exhibiting a stable limit cycle, perturbed by additive…
We derive exact Langevin-type equations governing quasispecies dynamics. The inherent multiplicative noise has both real and imaginary parts. The numerical simulation of the underlying complex stochastic partial differential equations is…