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This work is aimed at demonstrating the possibility to construct new exactly-solvable stochastic systems by use of the extended supersymmetric quantum mechanics ($N=4 SUSY QM$) formalism. A feature of the proposed approach consists in $N=4…

High Energy Physics - Theory · Physics 2009-07-04 V. P. Berezovoj , G. I. Ivashkevych

A wide variety of numerical methods are evaluated and compared for solving the stochastic differential equations encountered in molecular dynamics. The methods are based on the application of deterministic impulses, drifts, and Brownian…

Computational Physics · Physics 2013-05-14 Benedict Leimkuhler , Charles Matthews

Given a particle system obeying overdamped Langevin dynamics, we demonstrate that it is always possible to construct a thermodynamically consistent macroscopic model which obeys a gradient flow with respect to its non-equilibrium free…

Statistical Mechanics · Physics 2025-06-11 Travis Leadbetter , Prashant K. Purohit , Celia Reina

When simulating molecular systems using deterministic equations of motion (e.g., Newtonian dynamics), such equations are generally numerically integrated according to a well-developed set of algorithms that share commonly agreed-upon…

Computational Physics · Physics 2014-08-08 David A. Sivak , John D. Chodera , Gavin E. Crooks

This paper provides an introduction to some stochastic models of lattice gases out of equilibrium and a discussion of results of various kinds obtained in recent years. Although these models are different in their microscopic features, a…

Statistical Mechanics · Physics 2015-12-18 L. Bertini , A. De Sole , D. Gabrielli , G. Jona--Lasinio , C. Landim

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…

Atmospheric and Oceanic Physics · Physics 2011-09-06 Valerio Lucarini , Davide Faranda , Matteo Willeit

This paper derives and analyzes exact, nonlocal Langevin equations appropriate in a cosmological setting to describe the interaction of some collective degree of freedom with a surrounding ``environment.'' Formally, these equations are much…

General Relativity and Quantum Cosmology · Physics 2009-10-22 Salman Habib , Henry E. Kandrup

We consider the Langevin dynamics of a many-body system of interacting particles in $d$ dimensions, in a very general setting suitable to model several out-of-equilibrium situations, such as liquid and glass rheology, active self-propelled…

Disordered Systems and Neural Networks · Physics 2019-03-22 Elisabeth Agoritsas , Thibaud Maimbourg , Francesco Zamponi

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…

Statistical Mechanics · Physics 2020-06-24 Victor Los

In a higher-order modified teleparallel theory cosmological we present analytical cosmological solutions. In particular we determine forms of the unknown potential which drives the scalar field such that the field equations form a Liouville…

General Relativity and Quantum Cosmology · Physics 2018-06-11 L. Karpathopoulos , S. Basilakos , G. Leon , A. Paliathanasis , M. Tsamparlis

We look at the equilibrium of a Brownian particle in an inhomogeneous space following the alternative approach proposed in ref.[1]. We consider a coordinate dependent damping that makes the stochastic dynamics the one with multiplicative…

Statistical Mechanics · Physics 2014-10-07 Avik Biswas , A. Bhattacharyay

A tilted Liouville-master equation in Hilbert space is presented for Markovian open quantum systems. We demonstrate that it is the unraveling of the tilted quantum master equation. The latter is widely used in the analysis and calculations…

Statistical Mechanics · Physics 2021-08-11 Fei Liu

In this work, we study the nonequilibrium statistical properties of the relaxation dynamics of a nanoparticle trapped in a harmonic potential. We report an exact time-dependent analytical solution to the Langevin dynamics that arises from…

Statistical Mechanics · Physics 2016-11-23 Domingos S. P. Salazar , Sérgio A. Lira

This paper is concerned with stochastic Hamiltonian systems which model a class of open dynamical systems subject to random external forces. Their dynamics are governed by Ito stochastic differential equations whose structure is specified…

Systems and Control · Computer Science 2018-06-29 Igor G. Vladimirov , Ian R. Petersen

We consider the problem of inferring the dynamics of unknown (i.e. hidden) nodes from a set of observed trajectories and study analytically the average prediction error and the typical relaxation time of correlations between errors. We…

Disordered Systems and Neural Networks · Physics 2017-06-23 Barbara Bravi , Peter Sollich

We introduce a transformation of the quantum phase $S'=S+\frac{\hbar}{2}\log\rho$, which converts the deterministic equations of quantum mechanics into the Lagrangian reference frame of stochastic particles. We show that the quantum…

Quantum Physics · Physics 2024-01-09 Adam Brownstein

This paper presents a novel formalism for the out of equilibrium dynamics of the density matrix, capable of describing highly entangled many-body interactions. The evolution of quantum states is evaluated via eigenvalue dynamics of a…

Quantum Physics · Physics 2025-10-28 Mumnuna Aziz Qureshi

Lattice field theories with a complex action can be studied numerically by allowing a complexified configuration space to be explored. Here we compare the recently introduced formulation on a Lefschetz thimble with the result from…

High Energy Physics - Lattice · Physics 2013-11-13 Gert Aarts

We show that nonequilibrium dynamics can play a constructive role in unsupervised machine learning by inducing the spontaneous emergence of latent-state cycles. We introduce a model in which visible and hidden variables interact through two…

Statistical Mechanics · Physics 2026-05-05 Marco Baiesi , Alberto Rosso

We derive analytic solutions for the full time dependence of space-fractional Fokker-Planck equations corresponding to stochastic Langevin equations with additive tempered-stable L\'{e}vy noise terms. The drift terms are generalised to be…

Statistical Mechanics · Physics 2021-05-05 Mathew Zuparic , Alexander Kalloniatis
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