Related papers: Designing Langevin microdynamics in macrocosm
This paper aims to explore the relationship between maximum principle and dynamic programming principle for stochastic recursive control problem with random coefficients. Under certain regular conditions for the coefficients, the…
We introduce a model of long-range interacting particles evolving under a stochastic Monte Carlo dynamics, in which possible increase or decrease in the values of the dynamical variables is accepted with preassigned probabilities. For…
In complex systems, the interplay between nonlinear and stochastic dynamics, e.g., J. Monod's necessity and chance, gives rise to an evolutionary process in Darwinian sense, in terms of discrete jumps among attractors, with punctuated…
High-dimensional dynamical systems projected onto a reduced-order model cease to be deterministic and are best described by probability distributions in state space. Their equations of motion map onto an evolution operator with a…
We present the non-Markovian generalization of the widely used stochastic Schrodinger equation. Our result allows to describe open quantum systems in terms of stochastic state vectors rather than density operators, without approximation.…
We distinguish a mechanical representation of the world in terms of point masses with positions and momenta and the chemical representation of the world in terms of populations of different individuals, each with intrinsic stochasticity,…
We discuss two methods of an exact stochastic representation of the non-Markovian quantum dynamics of open systems. The first method employs a pair of stochastic product vectors in the total system's state space, while the second method…
The probability distributions, as well as the mean values of stochastic currents and fluxes, associated with a driven Langevin process, provide a good and topologically protected measure of how far a stochastic system is driven out of…
The reasons which restrict opportunities of classical mechanics at the description of nonequilibrium systems are discussed. The way of overcoming of the key restrictions is offered. This way is based on an opportunity of representation of…
The Driven Liouville von Neumann approach [J. Chem. Theory Comput. 10, 2927-2941 (2014)] is a computationally efficient simulation method for modeling electron dynamics in molecular electronics junctions. Previous numerical simulations have…
We introduce a continuous policy-value iteration algorithm where the approximations of the value function of a stochastic control problem and the optimal control are simultaneously updated through Langevin-type dynamics. This framework…
We first prove stochastic representation formulae for space-time harmonic mappings defined on manifolds with evolving Riemannian metric. We then apply these formulae to derive Liouville type theorems under appropriate curvature conditions.…
In the previous papers (Kui\'{c} et al. in Found Phys 42:319-339, 2012; Kui\'{c} in arXiv:1506.02622, 2015), it was demonstrated that applying the principle of maximum information entropy by maximizing the conditional information entropy,…
The classical Lagrange formalism is generalized to the case of arbitrary stationary (but not necessarily conservative) dynamical systems. It is shown that the equations of motion for such systems can be derived in the standard ways from the…
We develop Hamiltonian mechanics on Aristotelian manifolds, which lack local boost symmetry and admit absolute time and space structures. We construct invariant phase space dynamics, define free Hamiltonians, and establish a generalized…
We develop a systematic approach to the linear-noise approximation for stochastic reaction systems with distributed delays. Unlike most existing work our formalism does not rely on a master equation, instead it is based upon a dynamical…
We drive a d-dimensional Heisenberg magnet using a spatially anisotropic current of mobile particles or heat. The continuum Langevin equation is analyzed using a dynamical renormalization group, stability analysis and numerical simulations.…
We show how Langevin diffusions can be interpreted in the context of stochastic Hamiltonian systems with structure-preserving noise and dissipation on reductive Lie groups. Reductive Lie groups provide the setting in which the Lie group…
Physical scenarios that require a relativistic treatment are ubiquitous in nature, ranging from cosmological objects to charge carriers in Dirac materials. Interestingly all of these situations have in common that the systems typically…
We propose a novel stochastic method to generate paths conditioned to start in an initial state and end in a given final state during a certain time $t_{f}$. These paths are weighted with a probability given by the overdamped Langevin…