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We construct classes of stochastic differential equations with fluctuating friction forces that generate a dynamics correctly described by Tsallis statistics and nonextensive statistical mechanics. These systems generalize the way in which…

Statistical Mechanics · Physics 2009-11-07 Christian Beck

We express the probabilistic character associated to the wave function by treating it as a stochastic variable. This is accomplished by means of a stochastic equation for the wave function whose noise changes the phase of the wave function…

Quantum Physics · Physics 2026-01-08 Mário J. de Oliveira

We numerically investigate stochastic dynamics in cosmology by solving Langevin equations for Infrared (IR) modes with stochastic noises generated by Ultraviolet (UV) modes at the coarse-graining scale. By construction, the stochastic…

Cosmology and Nongalactic Astrophysics · Physics 2026-02-13 Masahiro Kawasaki , Tomotaka Kuroda

New partial differential equations for the Wiener-Hermite expansions of the Langevin (stochastic) transitions are formulated. They are solved recursively in full order series solutions with respect to $\sqrt{t}$. A sort of 'gauge' degrees…

High Energy Physics - Lattice · Physics 2007-05-23 Hideo Nakajima

We analyze the dynamical equations obeyed by a classical system with position-dependent mass. It is shown that there is a non-conservative force quadratic in the velocity associated to the variable mass. We construct the Lagrangian and the…

Mathematical Physics · Physics 2013-01-18 Sara Cruz y Cruz , Oscar Rosas-Ortiz

Cross-Correlation random matrices have emerged as a promising indicator of phase transitions in spin systems. The core concept is that the evolution of magnetization encapsulates thermodynamic information [R. da Silva, Int. J. Mod. Phys. C,…

Statistical Mechanics · Physics 2024-08-19 Roberto da Silva , Sandra D. Prado

We present solutions to the classical Liouville equation for ergodic and completely integrable systems - systems that are known to attain equilibrium. Ergodic systems are known to thermal equilibrate with a Maxwell-Boltzmann distribution…

Statistical Mechanics · Physics 2014-06-26 Jose A. Magpantay , Cilicia Uzziel M. Perez

We present in detail a Langevin formalism for constructing stochastic dynamical equations for active-matter systems coupled to a thermal bath. We apply the formalism to clarify issues of principle regarding the sources and signatures of…

Soft Condensed Matter · Physics 2018-12-26 Lokrshi Prawar Dadhichi , Ananyo Maitra , Sriram Ramaswamy

The problem of effective equations is reviewed and discussed. Starting from the classical Langevin equation, we show how it can be generalized to Hamiltonian systems with non-standard kinetic terms. A numerical method for inferring…

Statistical Mechanics · Physics 2020-01-29 Angelo Vulpiani , Marco Baldovin

Langevin dynamics has become a popular tool to simulate the Boltzmann equilibrium distribution. When the repartition of the Langevin equation involves the exact realization of the Ornstein-Uhlenbeck noise, in addition to the conventional…

Chemical Physics · Physics 2017-11-15 Dezhang Li , Xu Han , Yichen Chai , Cong Wang , Zifei Chen , Zhijun Zhang , Jian Liu , Jiushu Shao

We introduce a general procedure for directly ascertaining how many independent stochastic sources exist in a complex system modeled through a set of coupled Langevin equations of arbitrary dimension. The procedure is based on the…

Data Analysis, Statistics and Probability · Physics 2013-06-03 V. V. Vasconcelos , F. Raischel , M. Haase , J. Peinke , M. Wächter , P. G. Lind , D. Kleinhans

Based on a Liouville-space formulation of open systems, we present two methods to solve the quantum dynamics of coupled harmonic oscillators experiencing Markovian loss. Starting point is the quantum master equation in Liouville space which…

Quantum Physics · Physics 2020-05-06 Lucas Teuber , Stefan Scheel

We construct an infinite particle/infinite volume Langevin dynamics on the space of configurations in $\R^d$ having velocities as marks. The construction is done via a limiting procedure using $N$-particle dynamics in cubes…

Probability · Mathematics 2011-07-13 Florian Conrad , Martin Grothaus

In this paper we present a dynamical system to generate Brownian motion based on the Langevin equation without stochastic term and using fractional derivatives, i.e., a deterministic Brownian motion model is proposed. The stochastic process…

Chaotic Dynamics · Physics 2018-05-09 H. E. Gilardi-Velázquez , E. Campos-Cantón

In Bhattacharya et al. (Science Advances, 2020), a set of chemical reactions involved in the dynamics of actin waves in cells was studied. Both at the microscopic level, where the individual chemical reactions are directly modelled using…

Analysis of PDEs · Mathematics 2023-02-01 Christian Hamster , Peter van Heijster

Stochastic representation for interaction of quantum systems is formulated which allows to replace some of them by equivalent but purely commutative random sources. The formalism is applied to two-level systems interacting with Gaussian…

Statistical Mechanics · Physics 2016-08-31 Yu. E. Kuzovlev

Numerical studies of the May-Leonard model for cyclically competing species exhibit spontaneous spatial structures in the form of spirals. It is desirable to obtain a simple coarse-grained evolution equation describing spatio-temporal…

Statistical Mechanics · Physics 2017-09-08 Shannon R. Serrao , Uwe C. Täuber

Many complex systems are characterized by intriguing spatio-temporal structures. Their mathematical description relies on the analysis of appropriate correlation functions. Functional integral techniques provide a unifying formalism that…

Statistical Mechanics · Physics 2009-11-12 Uwe C. Tauber

The dynamic of a classical system can be expressed by means of Poisson brackets. In this paper we generalize the relation between the usual non covariant Hamiltonian and the Poisson brackets to a covariant Hamiltonian and new brackets in…

Classical Physics · Physics 2007-05-23 A. Berard , H. Mohrbach , P. Gosselin

In a previous paper, the author asked the question "Does a Special Relativistic Liouville Equation Exist?'. In this paper, I give an affirmative answer. In 8N phase space, a Hamiltonian is derived by breaking the reparametrization symmetry…

Statistical Mechanics · Physics 2022-08-30 Jose A. Magpantay
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