Related papers: Langevin equation with scale-dependent noise
The Langevin equation is a common tool to model diffusion at a single-particle level. In non-homogeneous environments, such as aqueous two-phase systems or biological condensates with different diffusion coefficients in different phases,…
This paper investigates the inverse random source problem for elastic waves in three dimensions, where the source is assumed to be driven by an additive white noise. A novel computational method is proposed for reconstructing the variance…
We consider a stochastic partial differential equation (SPDE) on a lattice \partial_t X=(\Delta-m^2)X-\lambda X^p+\eta where $\eta$ is a space-time L\'evy noise. A perturbative (in the sense of formal power series) strong solution is given…
We study relaxation dynamics of a three dimensional elastic manifold in random potential from a uniform initial condition by numerically solving the Langevin equation.We observe growth of roughness of the system up to larger wavelengths…
This paper presents an extended version of the article [Franz, S., Kopteva, N.: J. Differential Equations, 252 (2012)]. The main improvement compared to the latter is in that here we additionally estimate the mixed second-order derivative…
We propose a variational superposed Gaussian approximation (VSGA) for dynamical solutions of Langevin equations subject to applied signals, determining time-dependent parameters of superposed Gaussian distributions by the variational…
We consider an evolution operator for a discrete Langevin equation with a strongly hyperbolic classical dynamics and noise with finite moments. Using a perturbative expansion of the evolution operator we calculate high order corrections to…
We consider a system of infinitely many interacting Brownian motions that models the height of a one-dimensional interface between two bulk phases. We prove that the large scale fluctuations of the system are well approximated by the…
Inverse problems are ubiquitous because they formalize the integration of data with mathematical models. In many scientific applications the forward model is expensive to evaluate, and adjoint computations are difficult to employ; in this…
The Kardar-Parisi-Zhang model of non-equilibrium critical behaviour (kinetic surface roughening) with turbulent motion of the environment taken into account is studied by the field theoretic renormalization group approach. The turbulent…
Many complex systems are described by Langevin-type equations in which the noise exhibits long-range correlations and couples to the system in a state-dependent, multiplicative manner, leading to heterogeneous non-Markovian diffusion. Here,…
We present recent results on coarse-graining techniques for thermodynamic quantities (canonical averages) and dynamical quantities (averages of path functionals over solutions of overdamped Langevin equations). The question is how to obtain…
We have developed a variational perturbation theory based on the Liouville-Neumann equation, which enables one to systematically compute the perturbative correction terms to the variationally determined wave functions of the time-dependent…
We introduce an algorithm to solve linear inverse problems regularized with the total (gradient) variation in a gridless manner. Contrary to most existing methods, that produce an approximate solution which is piecewise constant on a fixed…
We consider an inverse problem for a Westervelt type nonlinear wave equation with fractional damping. This equation arises in nonlinear acoustic imaging, and we show the forward problem is locally well-posed. We prove that the smooth…
Fractional generalized Langevin equation with external force is used to model single-file diffusion. It is found that for external force that varies with power law the solution for such a fractional Langevin equation gives the correct short…
The viability of a variant of numerical stochastic perturbation theory, where the Langevin equation is replaced by the SMD algorithm, is examined. In particular, the convergence of the process to a unique stationary state is rigorously…
We consider the quantum scattering from a random potential of strength $\lambda^{1/2}$ and with a support on the scale of the mean free path, which is of order $\lambda^{-1}$. On the basis of maximally crossed diagrams we provide a concise…
We propose a Langevin equation to describe the quantum Brownian motion of bounded particles based on a distinctive formulation concerning both the fluctuation and dissipation forces. The fluctuation force is similar to that employed in the…
An exact solution of the collisionless time-dependent Vlasov equation is found for the first time. By means of this solution the behavior of the Langmuir waves in the nonlinear stage is considered. The analysis is restricted by the…