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We consider systems of interacting particles which are described by a second order Langevin equation. The class of equations considered includes the situation where the particle evolution is governed by Hamiltonian dynamics with additional…
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…
In this paper, we proposed a stochastic model which describes two species of particles moving in counterflow. The model generalizes the theoretical framework describing the transport in random systems since particles can work as mobile…
In this study we derive a single-particle equation of motion, from first-principles, starting out with a microscopic description of a tracer particle in a one-dimensional many-particle system with a general two-body interaction potential.…
This paper focuses on the long-term behavior of solutions to nonlinear stochastic Fokker-Planck equations driven by common noise, where the drift term has a linear dependence on the measure. These equations, which describe the evolution of…
In this paper, we develop a class of interacting particle Langevin algorithms to solve inverse problems for partial differential equations (PDEs). In particular, we leverage the statistical finite elements (statFEM) formulation to obtain a…
We explain in detail the quantum-to-classical transition for the cosmological perturbations using only the standard rules of quantum mechanics: the Schrodinger equation and Born's rule applied to a subsystem. We show that the conditioned,…
Non-universal dynamics is shown to occur in a one-dimensional non-equilibrium system of hard-core particles. The stochastic processes included are pair creation and annihilation (with rates e and e') and symmetric hopping rates which…
We demonstrate that a Langevin equation that describes the motion of a Brownian particle under non-equilibrium conditions can be exactly transformed to a special equation that explicitly exhibits the response of the velocity to a time…
The dynamical properties of nuclei, carried by the concept of phonon quasiparticles (QP), are central to the field of condensed matter. While the harmonic approximation can reproduce a number of properties observed in real crystals, the…
We consider a basic model of the lossless interaction between a moving two-level atom and a standing-wave single-mode laser field. Classical treatment of the translational atomic motion provides the semiclassical Hamilton-Schrodinger…
Firstly, the Markovian stochastic Schr\"odinger equations are presented, together with their connections with the theory of measurements in continuous time. Moreover, the stochastic evolution equations are translated into a simulation…
In this work we study the non-equilibrium Markov state evolution for a spatial population model on the space of locally finite configurations $\Gamma^2 = \Gamma^+ \times \Gamma^-$ over $\mathbb{R}^d$ where particles are marked by spins…
This work proposes a general framework for capturing noise-driven transitions in spatially extended non-equilibrium systems and explains the emergence of coherent patterns beyond the instability onset. The framework relies on stochastic…
We study the asymptotic behavior of continuous-time, time-inhomogeneous Markovian quantum dynamics in a stationary random environment. Under mild faithfulness and eventually positivity-improving assumptions, the normalized evolution…
In the frames of classical mechanics the generalized Langevin equation is derived for an arbitrary mechanical subsystem coupled to the harmonic bath of a solid. A time-acting temperature operator is introduced for the quantum Klein-Kramers…
Aim of this note is to analyse branching Brownian motion within the class of models introduced in the recent paper [4] and called chemical diffusion master equations. These models provide a description for the probabilistic evolution of…
Based on a Liouville-space formulation of open systems, we present two methods to solve the quantum dynamics of coupled harmonic oscillators experiencing Markovian loss. Starting point is the quantum master equation in Liouville space which…
We study dynamical systems which admit action-angle variables at leading order which are subject to nearly resonant perturbations. If the frequencies characterizing the unperturbed system are not in resonance, the long-term dynamical…
In a companion paper we derived a unique time-reversal-invariant stochastic generalization of the Liouville equation and showed that it coincides with the evolution equation for the Husimi $Q$-function in a broad class of bosonic quantum…