Related papers: Particle oscillations in external chaotic fields
We study the generalized Langevin equation approach to anomalous diffusion for a harmonic oscillator and a free particle driven by different forms of internal noises, such as power-law-correlated and distributed-order noises that fulfil…
Estimating parameters of a diffusion process given continuous-time observations of the process via maximum likelihood approaches or, online, via stochastic gradient descent or Kalman filter formulations constitutes a well-established…
We study reaction-diffusion particle systems with several interaction mechanisms. As the number of particles tends to infinity, the system admits a mean-field limit describing the bulk behaviour. We focus on determining the propagation…
We present a systematic treatment of non-Gaussianity in stochastic systems using the Schwinger-Keldysh effective field theory framework, in which the non-Gaussianity is realized as nonlinear terms in the fluctuation field. We establish two…
In a differential approach elaborated, we study the evolution of the parameters of Gaussian, mixed, continuous variable density matrices, whose dynamics are given by Hermitian Hamiltonians expressed as quadratic forms of the position and…
It has been generally recognized that stochasticity can play an important role in the information processing accomplished by reaction networks in biological cells. Most treatments of that stochasticity employ Gaussian noise even though it…
Wave propagation problems have many applications in physics and engineering, and the stochastic effects are important in accurately modeling them due to the uncertainty of the media. This paper considers and analyzes a fully discrete finite…
We study a particular generalisation of the classical Kramers model describing Brownian particles in the external potential. The generalised model includes the stochastic force which is modelled as an additive random noise that depends upon…
We present a generalized dynamical mean-field approach for the nonequilibrium physics of a strongly correlated system in the presence of a time-dependent external field. The Keldysh Green's function formalism is used to study the…
We generalize the oscillator model of a particle interacting with a thermal reservoir by introducing arbitrary nonlinear couplings in the particle coordinates.The equilibrium positions of the heat bath oscillators are promoted to space-time…
Stochastic differential equations have proved to be a valuable governing framework for many real-world systems which exhibit ``noise'' or randomness in their evolution. One quality of interest in such systems is the shape of their…
Reconstruction of equations of motion from incomplete or noisy data and dimension reduction are two fundamental problems in the study of dynamical systems with many degrees of freedom. For the latter extensive efforts have been made but…
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…
We consider a continuous random walk model for describing normal as well as anomalous diffusion of particles subjected to an external force when these particles diffuse in a uniformly expanding (or contracting) medium. A general equation…
We extend the statistical neurodynamics to study transient dynamics of sequence processing neural networks with finite dilution, and the theoretical results is supported by the extensive numerical simulations. It is found that the order…
We prove a Freidlin-Wentzell large deviation principle for general stochastic evolution equations with small perturbation multiplicative noises. In particular, our general result can be used to deal with a large class of quasi linear…
The main purpose of this review is to summarize the recent advances of the Conservation-Dissipation Formalism (CDF), a new way for constructing both thermodynamically compatible and mathematically stable and well-posed models for…
The linear Boltzmann equation for elastic and/or inelastic scattering is applied to derive the distribution function of a spatially homogeneous system of charged particles spreading in a host medium of two-level atoms and subjected to…
The effective dynamics of a colloidal particle immersed in a complex medium is often described in terms of an overdamped linear Langevin equation for its velocity with a memory kernel which determines the effective (time-dependent) friction…
We analyze the dynamics of particles in two dimensions with constant speed and a stochastic switching angle dynamics defined by a correlated dichotomous Markov process (telegraph noise) plus Gaussian white noise. We study various cases of…