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We analyse various properties of stochastic Markov processes with multiplicative white noise. We take a single-variable problem as a simple example, and we later extend the analysis to the Landau-Lifshitz-Gilbert equation for the stochastic…

We describe a novel coarse-grained simulation method for modelling the dynamics of globular macromolecules, such as proteins. The macromolecule is treated as a continuum that is subject to thermal fluctuations. The model includes a…

Computational Physics · Physics 2015-06-11 Robin Oliver , Daniel J. Read , Oliver G. Harlen , Sarah A. Harris

Common algorithms for computationally simulating Langevin dynamics must discretize the stochastic differential equations of motion. These resulting finite time step integrators necessarily have several practical issues in common:…

Statistical Mechanics · Physics 2013-01-31 David A. Sivak , John D. Chodera , Gavin E. Crooks

We present a numerical method to produce stochastic dynamics according to the generalized Langevin equation with a non-stationary memory kernel. This type of dynamics occurs when a microscopic system with an explicitly time-dependent…

Statistical Mechanics · Physics 2022-11-30 Christoph Widder , Fabian Glatzel , Tanja Schilling

We propose an energetic interpretation ofstochastic processes described by Langevin equations with non-uniform temperature. In order to avoid It\^{o}-Stratonovich dilemma, we start with a Kramers equation, and derive a Fokker-Plank equation…

Statistical Mechanics · Physics 2007-05-23 Miki Matsuo , Shin-ichi Sasa

Stochastic quantization in physics has been considered to provide a path integral representation of a probability distribution for Ito processes. It has been indicated that the stochastic quantization can involve a potential term, if the…

Systems and Control · Computer Science 2020-05-05 Masakazu Sano

We utilize simulations of electron scattering by a chain of dynamical quantum spins, to analyze the interplay between the spin transfer effect and the magnetization dynamics. We show that the complex interactions between the spin-polarized…

Materials Science · Physics 2021-04-21 Neil Tramsen , Alexander Mitrofanov , Sergei Urazhdin

An exact and efficient new method to simulate dynamics in dissipative quantum systems is presented. A stochastic Liouville equation, deduced from Feynman and Vernon's path-integral expression of the reduced density matrix, is used to…

Statistical Mechanics · Physics 2009-10-31 J. Stockburger , C. H. Mak

We consider Langevin dynamics associated with a modified kinetic energy vanishing for small momenta. This allows us to freeze slow particles, and hence avoid the re-computation of inter-particle forces, which leads to computational gains.…

Statistical Mechanics · Physics 2016-07-20 Stephane Redon , Gabriel Stoltz , Zofia Trstanova

Magnetic nanoparticles and their magnetization dynamics play an important role in many applications. We focus on magnetization dynamics in large ensembles of single domain nanoparticles being characterized by either Brownian or N\'{e}el…

Image and Video Processing · Electrical Eng. & Systems 2020-10-16 Hannes Albers , Tobias Kluth , Tobias Knopp

Recently observed scaling in the random-anisotropy model of amorphous or sintered ferromagnets is derived by an alternative method and extended for studying the dynamical properties in terms of the Landau-Lifshitz equations for spin blocks.…

Disordered Systems and Neural Networks · Physics 2025-02-14 Dmitry A. Garanin , Eugene M. Chudnovsky

The effect of thermal fluctuations on a thin film magnetoresistive element has been calculated. The technique involves adding to the basic spin dynamics a general form of interaction with a thermal bath. For a general anisotropic magnetic…

Materials Science · Physics 2007-05-23 Vladimir L. Safonov , H. Neal Bertram

A hidden Markov process is a well known concept in information theory and is used for a vast range of applications such as speech recognition and error correction. We bridge between two disciplines, experimental physics and advanced…

Mesoscale and Nanoscale Physics · Physics 2015-06-24 Ido Kanter , Aviad Frydman , Asaf Ater

Numerical integration of the Landau-Lifshitz-Gilbert equation with thermal fluctuations is used to study the dynamic response of single-domain nanomagnets to rapid changes in the applied magnetic field. The simulation can resolve…

Materials Science · Physics 2007-05-23 G. Brown , M. A. Novotny , P. A. Rikvold

Data-driven control strategies for dynamical systems with unknown parameters are popular in theory and applications. An essential problem is to prevent stochastic linear systems becoming destabilized, due to the uncertainty of the…

Systems and Control · Computer Science 2019-05-20 Mohamad Kazem Shirani Faradonbeh , Ambuj Tewari , George Michailidis

Modelling stochastic systems has many important applications. Normal form coordinate transforms are a powerful way to untangle interesting long term macroscale dynamics from detailed microscale dynamics. We explore such coordinate…

Dynamical Systems · Mathematics 2009-11-13 A. J. Roberts

The past two decades have seen a revolution in statistical physics, generalizing it to apply to systems of arbitrary size, evolving while arbitrarily far from equilibrium. Many of these new results are based on analyzing the dynamics of the…

Statistical Mechanics · Physics 2022-08-08 David H. Wolpert

Precise modeling of the magnetization dynamics of nanoparticles with finite size effects at fast varying temperatures is a computationally challenging task. Based on the Landau-Lifshitz-Bloch (LLB) equation we derive a coarse grained model…

Materials Science · Physics 2019-08-07 Christoph Vogler , Claas Abert , Florian Bruckner , Dieter Suess

This paper draws attention to a hardware system which can be engineered so that its intrinsic physics is described by the generalized Ising model and can encode the solution to many important NP-hard problems as its ground state. The basic…

Mesoscale and Nanoscale Physics · Physics 2017-03-28 Brian Sutton , Kerem Yunus Camsari , Behtash Behin-Aein , Supriyo Datta

In this paper, one of the major shortcomings of the conventional numerical approaches is alleviated by introducing the probabilistic nature of molecular transitions into the framework of classical computational electrodynamics. The main aim…

Classical Physics · Physics 2020-01-24 Ali Reza Hashemi , Mahmood Hosseini-Farzad