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The incompressible Navier-Stokes equations contain viscous dissipation but no thermal noise. I show, using a topological argument based on Poincar\'e's lemma, that the fluctuation-dissipation relation for the full nonlinear dynamics can be…
The non--static generalized Langevin equation and its corresponding Fokker--Planck equation for the position of a viscous fluid particle were solved in closed form for a time dependent external force. Its solution for a constant external…
This paper explores a mathematical technique for deriving dynamical invariants (i.e. constants of motion) in time-dependent gravitational potentials. The method relies on the construction of a canonical transformation that removes the…
A general non-local point transformation for position-dependent mass Lagrangians and their mapping into a "constant unit-mass" Lagrangians in the generalized coordinates is introduced. The conditions on the invariance of the related…
In stochastic quantisation, quantum mechanical expectation values are computed as averages over the time history of a stochastic process described by a Langevin equation. Complex stochastic quantisation, though theoretically not rigorously…
Standard algorithms for the numerical integration of the Langevin equation require that interactions are slowly varying during to the integration timestep. This in not the case for hard-body systems, where there is no clearcut between the…
We perturb with an additive Gaussian white noise the Hamiltonian system associated to a cubic anharmonic oscillator. The stochastic system is assumed to start from initial conditions that guarantee the existence of a periodic solution for…
One important problem in constructing the reduced dynamics of molecular systems is the accurate modeling of the non-Markovian behavior arising from the dynamics of unresolved variables. The main complication emerges from the lack of scale…
It is shown, that by means of a special projection operator, the Liouville equation for an N-particle distribution function of classical particles, driven from an equilibrium state by an external field, can be exactly converted into a…
We analyze a system coupled to a bath of independent harmonic oscillators. We transform the bath in chain structure by solving an inverse eigenvalue problem. We solve the equations of motion for the collective variables defined by this…
We recently showed that the dynamics of coarse-grained observables in systems out of thermal equilibrium are governed by the non-stationary generalized Langevin equation [J. Chem. Phys. 147, 214110 (2017), J. Chem. Phys. 150, 174118…
We develop a fourth order simulation algorithm for solving the stochastic Langevin equation. The method consists of identifying solvable operators in the Fokker-Planck equation, factorizing the evolution operator for small time steps to…
The understanding of the statistical properties and of the dynamics of multistable systems is gaining more and more importance in a vast variety of scientific fields. This is especially relevant for the investigation of the tipping points…
In this thesis, we develop analytical methods to study out-of-equilibrium stochastic processes driven by colored noise, i.e., noise with temporal correlations. These non-Markovian processes pose significant analytical challenges compared to…
We show that the quantum stochastic unitary dynamics Langevin model for continuous in time measurements provides an exact formulation of the Heisenberg uncertainty error-disturbance principle. Moreover, as it was shown in the 80's, this…
We describe a simple stochastic method, so-called Langevin approach, which enables one to extract evolution equations of stochastic variables from a set of measurements. Our method is parameter-free and it is based on the nonlinear Langevin…
We extend the Langevin dynamics so that particles can be exchanged with a particle reservoir. We show that grand canonical ensembles are realized at equilibrium and derive the relations of thermodynamics for processes between equilibrium…
This work deals with the numerical approximation of plasmas which are confined by the effect of a fast oscillating magnetic field (see \cite{Bostan2012}) in the Vlasov model. The presence of this magnetic field induces oscillations (in…
Among quantum Langevin equations describing the unitary time evolution of a quantum system in contact with a quantum bath, we completely characterize those equations which are actually driven by classical noises. The characterization is…
This article has to do with the derivation and solution of the Fokker--Planck equation associated to the momentum-independent Wigner function, of a particle subjected to a harmonic external field and immersed in a ohmic thermal bath of…