Related papers: Langevin equation with scale-dependent noise
The complex Langevin method is a promising approach to the complex-action problem based on a fictitious time evolution of complexified dynamical variables under the influence of a Gaussian noise. Although it is known to have a restricted…
We investigate the properties of hysteresis cycles produced by a one-dimensional, periodically forced Langevin equation. We show that depending on amplitude and frequency of the forcing and on noise intensity, there are three qualitatively…
We present a new method for the solution of the Schrodinger equation applicable to problems of non-perturbative nature. The method works by identifying three different scales in the problem, which then are treated independently: An…
Linear wave theory captures the essential physics of free-surface flows at a fraction of the computational cost of nonlinear and viscous methods, making it attractive for design, real-time control, and surrogate modeling applications.…
We consider the 2D incompressible Navier-Stokes equations driven by mildly degenerate noise that acts only on finitely many low Fourier modes, a setting that models large-scale stirring. For this system, we prove that the top Lyapunov…
The role of external forces in systems exhibiting anomalous diffusion is discussed on the basis of the describing Langevin equations. Since there exist different possibilities to include the effect of an external field the concept of {\it…
We present a new adaptive circuit simulation algorithm based on spline wavelets. The unknown voltages and currents are expanded into a wavelet representation, which is determined as solution of nonlinear equations derived from the circuit…
Linear response theory is a fundamental framework studying the macroscopic response of a physical system to an external perturbation. This paper focuses on the rigorous mathematical justification of linear response theory for Langevin…
We present a simple derivation of the stochastic equation obeyed by the density function for a system of Langevin processes interacting via a pairwise potential. The resulting equation is considerably different from the phenomenological…
We study the long-time behaviour of both the classical second-order Langevin dynamics and the nonlinear second-order Langevin dynamics of McKean-Vlasov type. By a coupling approach, we establish global contraction in an $L^1$ Wasserstein…
We develop a timescale synthesis-based probabilistic approach for the modeling of locally stationary signals. Inspired by our previous work, the model involves zero-mean, complex Gaussian wavelet coefficients, whose distribution varies as a…
We explore properties the solution of Langevin equation when stochastic influence is orthogonal to velocity of a particle. Wiener's process can accept unlimited values. But for these equations, the attraction surfaces exist. For these…
We introduce a semiclassical Einstein-Langevin equation as a consistent dynamical equation for a first order perturbative correction to semiclassical gravity. This equation includes the lowest order quantum stress-energy fluctuations of…
We extend the Langevin approach to a class of driving noises whose generating processes have independent increments with super-heavy-tailed distributions. The time-dependent generalized Fokker-Planck equation that corresponds to the…
We consider the problem of an overdamped Brownian particle moving in multiscale potential with N + 1 characteristic length scales: the macroscale and N separated microscales. We show that the coarse-grained dynamics is given by an…
A semiclassical theory of single and multi-mode lasing is derived for open complex or random media using a self-consistent linear response formulation. Unlike standard approaches which use closed cavity solutions to describe the lasing…
The one-dimensional Kardar-Parisi-Zhang (KPZ) equation is becoming an overarching paradigm for the scaling of nonequilibrium, spatially extended, classical and quantum systems with strong correlations. Recent analytical solutions have…
In many instances, the dynamical richness and complexity observed in natural phenomena can be related to stochastic drives influencing their temporal evolution. For example, random noise allied to spatial asymmetries may induce…
We suggest an adaptive sampling rule for obtaining information from noisy signals using wavelet methods. The technique involves increasing the sampling rate when relatively high-frequency terms are incorporated into the wavelet estimator,…
The problem of estimating small transition probabilities for overdamped Langevin dynamics is considered. A simplification of Girsanov's formula is obtained in which the relationship between the infinitesimal generator of the underlying…