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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…

Statistical Mechanics · Physics 2007-05-23 Nils Berglund , Barbara Gentz

We study metastability and nucleation in a kinetic two-dimensional Ising model which is driven out of equilibrium by a small random perturbation of the usual dynamics at temperature T. We show that, at a mesoscopic/cluster level, a…

Statistical Mechanics · Physics 2009-11-11 Pablo I. Hurtado , J. Marro , P. L. Garrido

The path probability of stochastic motion of non dissipative or quasi-Hamiltonian systems is investigated by numerical experiment. The simulation model generates ideal one-dimensional motion of particles subject only to conservative forces…

Statistical Mechanics · Physics 2015-03-20 Tongling Lin , Ru Wang , W. P. Bi , A. El Kaabouchi , C. Pujos , F. Calvayrac , Q. A. Wang

Stochastic systems often exhibit multiple viable metastable states that are long-lived. Over very long timescales, fluctuations may push the system to transition between them, drastically changing its macroscopic configuration. In realistic…

Statistical Mechanics · Physics 2023-04-14 Tobias Grafke , Alessandro Laio

We study flow driven through a finite-length planar rigid channel by a fixed upstream flux, where a segment of one wall is replaced by a pre-stressed elastic beam subject to uniform external pressure. The steady and unsteady systems are…

Fluid Dynamics · Physics 2021-11-24 Danyang Wang , Xiaoyu Luo , Peter S. Stewart

We construct Langevin equations describing the fluctuations of the tensor order parameter $Q_{\alpha\beta}$ in nematic liquid crystals by adding noise terms to time-dependent variational equations that follow from the Ginzburg-Landau-de…

Soft Condensed Matter · Physics 2010-01-07 A. K. Bhattacharjee , Gautam I. Menon , R. Adhikari

Dynamics of a system that performs a large fluctuation to a given state is essentially deterministic: the distribution of fluctuational paths peaks sharply at a certain optimal path along which the system is most likely to move. For the…

Statistical Mechanics · Physics 2008-03-03 M. I. Dykman , V. N. Smelyanskiy

The dynamics of mechanical systems such as turbomachinery with multiple blades are often modeled by arrays of periodically driven coupled nonlinear oscillators. It is known that such systems may have multiple stable vibrational modes, and…

Chaotic Dynamics · Physics 2022-12-06 Lautaro Cilenti , Maria Cameron , Balakumar Balachandran

We derive various exact results for Markovian systems that spontaneously relax to a non-equilibrium steady-state by using joint probability distributions symmetries of different entropy production decompositions. The analytical approach is…

Statistical Mechanics · Physics 2012-02-10 Reinaldo García-García , Vivien Lecomte , A. B. Kolton , D. Domínguez

The research herein studies the Langevin dynamics allowing for an exchange of energy between liquid crystals and the thermal environment. This dynamics leads to fluctuation and dissipation behaviors in the motions of liquid crystals, and…

Soft Condensed Matter · Physics 2021-06-08 I. L. Ho

Transition phenomena between thermal noise state and turbulent state observed in a submarginal turbulent plasma are analyzed with statistical theory. Time-development of turbulent fluctuation is obtained by numerical simulations of Langevin…

Plasma Physics · Physics 2018-02-07 Mitsuhiro Kawasaki , Atsushi Furuya , Masatoshi Yagi , Kimitaka Itoh , Sanae-I. Itoh

We consider the rates of noise-induced switching between the stable states of dissipative dynamical systems with delay and also the rates of noise-induced extinction, where such systems model population dynamics. We study a class of systems…

Statistical Mechanics · Physics 2015-01-27 Ira B. Schwartz , Lora Billings , Thomas W. Carr , Mark Dykman

We present a formalism to describe slowly decaying systems in the context of finite Markov chains obeying detailed balance. We show that phase space can be partitioned into approximately decoupled regions, in which one may introduce…

Statistical Mechanics · Physics 2007-05-23 Hernan Larralde , Francois Leyvraz , David P. Sanders

We demonstrate the possibility to systematically steer the most probable escape paths (MPEPs) by adjusting relative noise intensities in dynamical systems that exhibit noise-induced escape from a metastable point via a saddle point. Using a…

Statistical Mechanics · Physics 2015-06-19 Paul H. Dannenberg , John C. Neu , Stephen W. Teitsworth

We investigate a class of simple models for Langevin dynamics of turbulent flows, including the one-layer quasi-geostrophic equation and the two-dimensional Euler equations. Starting from a path integral representation of the transition…

Statistical Mechanics · Physics 2014-11-05 Freddy Bouchet , Jason Laurie , Oleg Zaboronski

Stochastic systems are used to model a variety of phenomena in which noise plays an essential role. In these models, one potential goal is to determine if noise can induce transitions between states, and if so, to calculate the most…

Dynamical Systems · Mathematics 2024-07-26 Katherine Slyman , Mackenzie Simper , John A. Gemmer , Bjorn Sandstede

Using recent mathematical advances, a geometric approach to rare noise-driven transition events in nonequilibrium systems is given, and an algorithm for computing the maximum likelihood transition curve is generalized to the case of…

Probability · Mathematics 2010-10-19 Matthias Heymann , Stephen W. Teitsworth , Jonathan C. Mattingly

The paper considers a stabilizing stochastic control which can be applied to a variety of unstable and even chaotic maps. Compared to previous methods introducing control by noise, we relax assumptions on the class of maps, as well as…

Dynamical Systems · Mathematics 2019-02-25 Elena Braverman , Alexandra Rodkina

Transition of a system between two states is an important but difficult problem in natural science. In this article we study the transition problem in the framework of transition path ensemble. Using the overdamped Langevin method, we…

Statistical Mechanics · Physics 2023-02-01 De-Zhang Li , Jia-Rui Zeng , Wei-Jie Huang , Yao Yao , Xiao-Bao Yang

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…

Statistical Mechanics · Physics 2020-07-01 Miguel V. Moreno , Daniel G. Barci , Zochil González Arenas