Related papers: Langevin equation with scale-dependent noise
We solve the generalized Langevin equation driven by a stochastic force with power-law autocorrelation function. A stationary Markov process has been applied as a model of the noise. However, the resulting velocity variance does not…
We present an analytical scheme, easily implemented numerically, to generate synthetic Gaussian turbulent flows by using a linear Langevin equation, where the noise term acts as a stochastic stirring force. The characteristic parameters of…
Both linear and nonlinear Langevin equations are derived directly from the Liouville equation for an exactly solvable model consisting of a Brownian particle of mass $M$ interacting with ideal gas molecules of mass $m$ via a quadratic…
We review recent progress on the study of the Kardar-Parisi-Zhang (KPZ) equation in a periodic setting, which describes the random growth of an interface in a cylindrical geometry. The main results include central limit theorems for the…
We review a recent asymptotic weak noise approach to the Kardar-Parisi-Zhang equation for the kinetic growth of an interface in higher dimensions. The weak noise approach provides a many body picture of a growing interface in terms of a…
Experimental data from a turbulent jet flow is analysed in terms of an additive, continuous stochastic process where the usual time variable is replaced by the scale. We show that the energy transfer through scales is well described by a…
In this paper we address the problem of consistently construct Langevin equations to describe fluctuations in non-linear systems. Detailed balance severely restricts the choice of the random force, but we prove that this property together…
The statistics of random band--matrices with width and strength of the band slowly varying along the diagonal is considered. The Dyson equation for the averaged Green function close to the edge of spectrum is reduced to the Painlev\'{e} I…
We present an application of the standard Langevin dynamics to the problem of weak coupling perturbative expansions for Lattice QCD. This method can be applied to the computation of the most general observables. In this preliminary work we…
The influence of the noise on the long-time ageing dynamics of a quenched ferromagnetic spin system with a non-conserved order parameter and described through a Langevin equation with a thermal noise term and a disordered initial state is…
A host of spatially extended systems, both in physics and in other disciplines, are well described at a coarse-grained scale by a Langevin equation with multiplicative-noise. Such systems may exhibit non-equilibrium phase transitions, which…
We study the Langevin equation with stationary-increment Gaussian noise. We show the strong consistency and the asymptotic normality with Berry--Esseen bound of the so-called alternative estimator of the mean reversion parameter. The…
We introduce a Langevin equation describing the pinning-depinning phase transition experienced by Kardar-Parisi-Zhang interfaces in the presence of a bounding ``lower-wall''. This provides a continuous description for this universality…
Langevin algorithms are gradient descent methods augmented with additive noise, and are widely used in Markov Chain Monte Carlo (MCMC) sampling, optimization, and machine learning. In recent years, the non-asymptotic analysis of Langevin…
The nonlinear disturbance caused by a localised forcing moving at constant speed on the free surface of a liquid of finite depth is investigated using the forced Kadometsev-Petviashvili equation. The presence of a steady v-shaped Kelvin…
Recent rapid advances in single particle tracking and supercomputing techniques resulted in an unprecedented abundance of diffusion data exhibiting complex behaviours, such the presence of power law tails of the msd and memory functions,…
Using experiments on a colloidal particle trapped in an optical tweezer, we confirm a recent proposal to increase the effective mobility or clock rate of systems described by Langevin dynamics, by simultaneously scaling deterministic forces…
A novel exact dynamical real space renormalization group for a Langevin equation derivable from a Euclidean Gaussian action is presented. It is demonstrated rigorously that an algebraic temporal law holds for the Green function on arbitrary…
The phenomena of subdiffusion are widely observed in physical and biological systems. To investigate the effects of external potentials, say, harmonic potential, linear potential, and time dependent force, we study the subdiffusion…
The celebrated Kardar-Parisi-Zhang (KPZ) equation describes the kinetic roughening of stochastically growing interfaces. In one dimension, the KPZ equation is exactly solvable and its statistical properties are known to an exquisite degree.…