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Pervasive across diverse domains, stochastic systems exhibit fluctuations in processes ranging from molecular dynamics to climate phenomena. The Langevin equation has served as a common mathematical model for studying such systems, enabling…
The dynamical evolution of spatial patterns in a complex system can reveal the underlying structure and stability of stationary states. As a model system we employ a two-component rubidium Bose-Einstein condensate at the transition from…
Based on the d'Alembert-Lagrange-Poincar\'{e} variational principle, we formulate general equations of motion for mechanical systems subject to nonlinear nonholonomic constraints, that do not involve Lagrangian undetermined multipliers. We…
We model non-stationary volume-price distributions with a log-normal distribution and collect the time series of its two parameters. The time series of the two parameters are shown to be stationary and Markov-like and consequently can be…
Do phenomenological master equations with memory kernel always describe a non-Markovian quantum dynamics characterized by reverse flow of information? Is the integration over the past states of the system an unmistakable signature of…
Cross-Correlation random matrices have emerged as a promising indicator of phase transitions in spin systems. The core concept is that the evolution of magnetization encapsulates thermodynamic information [R. da Silva, Int. J. Mod. Phys. C,…
We present a new method of conducting molecular dynamics simulation in isothermal-isobaric ensemble based on Langevin equations of motion. The stochastic coupling to all particle and cell degrees of freedoms is introduced in a correct way,…
Proceeding from the method of stochastic perturbation of a Langevin system associated with the non-viscous Burgers equation we construct a solution to the Riemann problem for the non-interacting particles and sticky particles systems. We…
We consider a massive particle of arbitrary spin and the basis vectors that carry the unitary, irreducible representations of the Poincar\'e group. From the complex coefficients in normalizable superpositions of these basis vectors, we…
We calculate the pressure and density of polarized non-relativistic systems of two-component fermions coupled via a contact interaction at finite temperature. For the unpolarized one-dimensional system with an attractive interaction, we…
A complete exposition of the rest-frame instant form of dynamics for arbitrary isolated systems (particles, fields, strings, fluids)admitting a Lagrangian description is given. The starting point is the parametrized Minkowski theory…
We discuss the use of a Langevin equation with a colored (correlated) noise to perform constant-temperature molecular dynamics simulations. Since the equations of motion are linear in nature, it is easy to predict the response of a…
We propose a new solvable class of multidimensional quantum harmonic oscillators for a linear diffusive particle and a quadratic energy absorbing well associated with a semi-definite positive matrix force. Under natural and easily checked…
A manifest covariant equilibrium statistical mechanics is constructed starting with a 8N dimensional extended phase space which is reduced to the 6N physical degrees of freedom using the Poincare-invariant constrained Hamiltonian dynamics…
We analyze the dynamical equations obeyed by a classical system with position-dependent mass. It is shown that there is a non-conservative force quadratic in the velocity associated to the variable mass. We construct the Lagrangian and the…
We develop the connection between large deviation theory and more applied approaches to stochastic hybrid systems by highlighting a common underlying Hamiltonian structure. A stochastic hybrid system involves the coupling between a…
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 study the properties of a refined weak coupling limit that preserves complete positivity in order to describe non-Markovian dynamics in the spin-boson model. With this tool, we show the system presents a rich and new non-Markovian…
A recently proposed method for computer simulations in the isothermal-isobaric (NPT) ensemble, based on Langevin-type equations of motion for the particle coordinates and the ``piston'' degree of freedom, is re-derived by straightforward…
We consider a new class of non Markovian processes with a countable number of interacting components. At each time unit, each component can take two values, indicating if it has a spike or not at this precise moment. The system evolves as…