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Estimating free-energy differences using nonequilibrium work relations, such as the Jarzynski equality, is hindered by poor convergence when work fluctuations are large. For systems governed by overdamped Langevin dynamics, we propose the…

Statistical Mechanics · Physics 2025-08-14 Stephen Whitelam

We discuss the use of a Langevin equation with a colored (correlated) noise to perform constant-temperature molecular dynamics simulations. Since the equations of motion are linear in nature, it is easy to predict the response of a…

Statistical Mechanics · Physics 2010-01-04 Michele Ceriotti , Giovanni Bussi , Michele Parrinello

Motivated by the task of computing normalizing constants and importance sampling in high dimensions, we study the dimension dependence of fluctuations for additive functionals of time-inhomogeneous Langevin-type diffusions on…

Statistics Theory · Mathematics 2018-09-07 Christophe Andrieu , James Ridgway , Nick Whiteley

The role of external forces in systems exhibiting anomalous diffusion is discussed on the basis of the describing Langevin equations. Since there exist different possibilities to include the effect of an external field the concept of {\it…

Statistical Mechanics · Physics 2015-05-13 S. Eule , R. Friedrich

A perturbative method for solving the Langevin equation of inflationary cosmology in presence of backreaction is presented. In the Gaussian approximation, the method permits an explicit calculation of the probability distribution of the…

High Energy Physics - Theory · Physics 2009-11-11 Jerome Martin , Marcello Musso

A wide class of nonlinear Langevin equations with drift and diffusion coefficients separable in time and space driven by the Gaussian white noise is analyzed in terms of a generalized n-moment. We show the system may present ergodic…

Statistical Mechanics · Physics 2023-11-30 K. S. Fa , S. Pianegonda

We consider simple stochastic climate models, described by slowly time-dependent Langevin equations. We show that when the noise intensity is not too large, these systems can spend substantial amounts of time in metastable equilibrium,…

Atmospheric and Oceanic Physics · Physics 2007-05-23 Nils Berglund , Barbara Gentz

We review and complete the existing literature on the kinetic theory of spatially homogeneous systems with long-range interactions taking collective effects into account. The evolution of the system as a whole is described by the…

Statistical Mechanics · Physics 2012-02-20 Pierre-Henri Chavanis

We present lattice simulations of nonequilibrium quantum fields in Minkowskian space-time. Starting from a non-thermal initial state, the real-time quantum ensemble in 3+1 dimensions is constructed by a stochastic process in an additional…

High Energy Physics - Lattice · Physics 2009-11-11 J. Berges , I. -O. Stamatescu

A linearised kinetic equation describing electrostatic perturbations of a Maxwellian equilibrium in a weakly collisional plasma forced by a random source is considered. The problem is treated as a kinetic analogue of the Langevin equation…

Plasma Physics · Physics 2019-02-20 A. Kanekar , A. A. Schekochihin , W. Dorland , N. F. Loureiro

Non-equilibrium systems have long-ranged spatial correlations even far away from critical points. This implies that the likelihoods of spatial steady state profiles of physical observables are nonlocal functionals. In this letter, it is…

Statistical Mechanics · Physics 2015-05-14 Otto Pulkkinen

Starting from the kinetic equations for the fluctuations and correlations of a dilute gas of inelastic hard spheres or disks, a Boltzmann-Langevin equation for the one-particle distribution function of the homogeneous cooling state is…

Statistical Mechanics · Physics 2015-05-13 J. Javier Brey , P. Maynar , M. I. Garcia de Soria

The weak coupling limit for a quantum system, with discrete energy spectrum, coupled to a Bose reservoir with the most general linear interaction is considered: under this limit we have a quantum noise processes substituting for the field.…

Mathematical Physics · Physics 2013-03-05 L. Accardi , J. Gough , Y. G. Lu

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

We examine the effective theory of single-field inflation in the limit where the scalar perturbations propagate with a small speed of sound. In this case the non-linearly realized time-translation symmetry of the Lagrangian implies large…

High Energy Physics - Theory · Physics 2015-05-27 Daniel Baumann , Daniel Green

Semiclassical Einstein-Langevin equations for arbitrary small metric perturbations conformally coupled to a massless quantum scalar field in a spatially flat cosmological background are derived. Use is made of the fact that for this problem…

General Relativity and Quantum Cosmology · Physics 2014-11-17 Antonio Campos , Enric Verdaguer

Fluctuations and noise may alter the behavior of dynamical systems considerably. For example, oscillations may be sustained by demographic fluctuations in biological systems where a stable fixed point is found in the absence of noise. We…

Adaptation and Self-Organizing Systems · Physics 2009-11-13 Richard P. Boland , Tobias Galla , Alan J. McKane

We demonstrate that a Langevin equation that describes the motion of a Brownian particle under non-equilibrium conditions can be exactly transformed to a special equation that explicitly exhibits the response of the velocity to a time…

Statistical Mechanics · Physics 2009-11-11 Takahiro Harada , Kumiko Hayashi , Shin-ichi Sasa

A system-reservoir nonlinear coupling model has been proposed for a situation where the reservoir is nonlinearly driven by an external Gaussian stationary noise which exposes the system particles to a nonequilibrium environment. Apart from…

Statistical Mechanics · Physics 2015-06-05 Anindita Shit , Sudip Chattopadhyay , Suman Kumar Banik , Jyotipratim Ray Chaudhuri

It has been become standard practice to describe steady-state non-equilibrium phenomena by Langevin equations with colored noise and time-dependent friction kernels that do not obey the fluctuation-dissipation theorem, but since these…

Statistical Mechanics · Physics 2023-10-03 Roland R. Netz
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