Related papers: Effective Action Method for Langevin Equation
We present in detail a Langevin formalism for constructing stochastic dynamical equations for active-matter systems coupled to a thermal bath. We apply the formalism to clarify issues of principle regarding the sources and signatures of…
We introduce a constructive framework to learn effective Langevin equations from stationary time series. Unlike conventional approaches that require iterative calibration to match target statistics, our construction guarantees the observed…
Numerical stochastic perturbation theory is a powerful tool for estimating high-order perturbative expansions in lattice field theory. The standard algorithms based on the Langevin equation, however, suffer from several limitations which in…
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…
An effective description is presented for a Brownian particle in a magnetized plasma. In order to systematically capture various corrections to linear Langevin equation, we construct effective action for the Brownian particle, to quartic…
We consider the nonlinear Schr{\"o}dinger-Langevin equation for both signs of the logarithmic nonlinearity. We explicitly compute the dynamics of Gaussian solutions for large times, which is obtained through the study of a particular…
Recently, we proposed a method to estimate parameters of stochastic dynamics based on the linear response statistics. The method rests upon a nonlinear least-squares problem that takes into account the response properties that stem from the…
In this paper, we develop an efficient numerical solver for unsteady diffusion-type partial differential equations with random coefficients. A major computational challenge in such problems lies in repeatedly handling large-scale linear…
This paper derives and analyzes exact, nonlocal Langevin equations appropriate in a cosmological setting to describe the interaction of some collective degree of freedom with a surrounding ``environment.'' Formally, these equations are much…
Basing on our results [1] on a representation of solutions to the Cauchy problem for multidimensional non-viscous Burgers equation obtained by a method of stochastic perturbation of the associated Langevin system, we deduce an explicit…
We consider a nonlinear stochastic differential equation driven by an $\alpha$-stable L\'{e}vy process ($1<\alpha<2$). We first obtain some regularity results for the probability density of its invariant measure via establishing the a…
We study the effective approximation for a nonlocal stochastic Schrodinger equation with a rapidly oscillating, periodically time-dependent potential. We use the natural diffusive scaling of heterogeneous system and study the limit…
The analysis of space-time data from complex, real-life phenomena requires the use of flexible and physically motivated covariance functions. In most cases, it is not possible to explicitly solve the equations of motion for the fields or…
A model has two main aims: predicting the behavior of a physical system and understanding its nature, that is how it works, at some desired level of abstraction. A promising recent approach to model building consists in deriving a…
We present a nonperturbative field theoretic method based on the Liouville-Neumann (LN) equation. The LN approach provides a unified formulation of nonperturbative quantum fields and also nonequilibrium quantum fields, which makes use of…
We propose a sampling method based on an ensemble approximation of second order Langevin dynamics. The log target density is appended with a quadratic term in an auxiliary momentum variable and damped-driven Hamiltonian dynamics introduced;…
We present a stochastic theory of charges moving in an electromagnetic field using nonequilibrium quantum field theory. We give a first principles' derivation of the Abraham-Lorentz-Dirac-Langevin equation which depicts the quantum…
We show how to find the physical Langevin equation describing the trajectories of particles undergoing collisionless stochastic acceleration. These stochastic differential equations retain not only one-, but two-particle statistics, and…
Previously developed ``stochastic representation of deterministic interactions`` enables exact treatment of an open system without leaving its native phase space (Hilbert space) due to peculiar stochastic extension of the Liouville (von…
A new Langevin equation with a field-dependent kernel is proposed to deal with bottomless systems within the framework of the stochastic quantization of Parisi and Wu. The corresponding Fokker-Planck equation is shown to be a diffusion-type…