Related papers: Designing Langevin microdynamics in macrocosm
Many real-world systems exhibit ``noisy'' evolution in time; interpreting their finitely-sampled behavior as arising from continuous-time processes (in the It\^o or Stratonovich sense) has led to significant success in modeling and analysis…
Complex Langevin dynamics can solve the sign problem appearing in numerical simulations of theories with a complex action. In order to justify the procedure, it is important to understand the properties of the real and positive…
When analyzing the equilibrium properties of a stochastic process, identifying the parity of the variables under time-reversal is imperative. This initial step is required to assess the presence of detailed balance, and to compute the…
By modeling the interaction of a system with an environment through a renewal approach, we demonstrate that completely positive non-Markovian dynamics may develop some unexplored non-standard statistical properties. The renewal approach is…
Dynamic heterogeneity has often been modeled by assuming that a single-particle observable, fluctuating at a molecular scale, is influenced by its coupling to environmental variables fluctuating on a second, perhaps slower, time scale.…
We introduce and analyze a model for the transport of particles or energy in extended lattice systems. The dynamics of the model acts on a discrete phase space at discrete times but has nonetheless some of the characteristic properties of…
An universal form of kinetic equation for open systems is considered which naturally unifies classical and quantum cases and allows to extend concept of wave function to open quantum systems. Corresponding stochastic Schr\"{o}dinger…
A manifest covariant equilibrium statistical mechanics is constructed starting with a 8N dimensional extended phase space which is reduced to the 6N physical degrees of freedom using the Poincare-invariant constrained Hamiltonian dynamics…
We introduce the notion of a real form of a Hamiltonian dynamical system in analogy with the notion of real forms for simple Lie algebras. This is done by restricting the complexified initial dynamical system to the fixed point set of a…
Upon revisiting the Hamiltonian structure of classical wavefunctions in Koopman-von Neumann theory, this paper addresses the long-standing problem of formulating a dynamical theory of classical-quantum coupling. The proposed model not only…
Two different versions of relativistic Langevin equation in curved spacetime background are constructed, both are manifestly general covariant. It is argued that, from the observer's point of view, the version which takes the proper time of…
We introduce a scheme for deriving an optimally-parametrised Langevin dynamics of few collective variables from data generated in molecular dynamics simulations. The drift and the position-dependent diffusion profiles governing the Langevin…
It is well-known that the Liouville equation of statistical mechanics is restricted to systems where the total number of particles (N) is fixed. In this paper, we show how the Liouville equation can be extended to systems where the number…
Presentation of the probability as an intrinsic property of the nature leads researchers to switch from deterministic to stochastic description of the phenomena. The procedure of stochastization of one-step process was formulated. It allows…
We study the Langevin dynamics of diffusive particles with regular pairwise interactions under mean-field scaling. By approximating empirical distributions with conditional distributions, we establish coercive and contractive properties for…
In molecular dynamics, statistics of transitions, such as the mean transition time, are macroscopic observables which provide important dynamical information on the underlying microscopic stochastic process. A direct estimation using…
Dynamics near and far away from thermal equilibrium is studied within the framework of Langevin equations. A stochasticity-dissipation relation is proposed to emphasize the equal importance of the stochastic and deterministic forces in…
It is argued that the world is a dissipative dynamic system, a phase flow of which is formed by conformally-symplectic mapping. The key assumption is that the concept of energy in microcosm makes sense only for the steady motions…
Influence of mesoscopic channel noise on excitable dynamics of living cells became a hot subject within the last decade, and the traditional biophysical models of neuronal dynamics such as Hodgkin-Huxley model have been generalized to…
In this article, we characterize continuous stationary fields via generalized Langevin dynamics. This gives natural connections between stationary fields, stationary increment fields, self-similar fields, and generalized Langevin dynamics.…