Related papers: Large N Limit on Langevin Equation: Two-Dimensiona…
The problem of sampling according to the probability distribution minimizing a given free energy, using interacting particles unadjusted kinetic Langevin Monte Carlo, is addressed. In this setting, three sources of error arise, related to…
We continue the analysis started in a recent paper of the large-N two-dimensional CP(N-1) sigma model, defined on a finite space interval L with Dirichlet (or Neumann) boundary conditions. Here we focus our attention on the problem of the…
Many complex systems operating far from the equilibrium exhibit stochastic dynamics that can be described by a Langevin equation. Inferring Langevin equations from data can reveal how transient dynamics of such systems give rise to their…
The Langevin equation is a common tool to model diffusion at a single-particle level. In non-homogeneous environments, such as aqueous two-phase systems or biological condensates with different diffusion coefficients in different phases,…
The stochastic quantization method is applied to N = 1 supersymmetric Yang-Mills theory, in particular in 4 and 10 dimensions. In the 4 dimensional case, based on Ito calculus, the Langevin equation is formulated in terms of the superfield…
We develop a perturbative approach to study the supersymmetric non-linear sigma model characterized by a generic coupling matrix in the strong coupling limit. The method allows us to calculate explicitly the moments of the eigenfunctions…
We study the superspace formulation of the noncommutative nonlinear supersymmetric O(N) invariant sigma-model in 2+1 dimensions. We prove that the model is renormalizable to all orders of 1/N and explicitly verify that the model is…
We consider the cubic nonlinear Schr\"odinger (NLS) equation set on a two dimensional box of size $L$ with periodic boundary conditions. By taking the large box limit $L \to \infty$ in the weakly nonlinear regime (characterized by smallness…
A wide body of work has applied the concept of critical slowing down to estimate the stability of different Earth system components. Most of them -- such as global vegetation -- are inherently non-stationary, for example due to strong…
By making use of the Langevin equation with a kernel, it was shown that the Feynman measure exp(-S) can be realized in a restricted sense in a diffusive stochastic process, which diverges and has no equilibrium, for bottomless systems. In…
In this paper a one-dimensional model of two infinite gases separated by a movable heavy piston is considered. The non-linear Langevin equation for the motion of the piston is derived from first principles for the case when the…
We apply the quantum Langevin equations approach to study nonlinear light propagation through one-dimensional interacting open quantum lattice models. We write a large set of quantum Langevin equations of lattice operators obtained after…
In this paper, we study the diffusive limit of solutions to the generalized Langevin equation (GLE) in a periodic potential. Under the assumption of quasi-Markovianity, we obtain sharp longtime equilibration estimates for the GLE using…
The gradient flow equation in the 2D $O(N)$ nonlinear sigma model with lattice regularization is solved in the leading order of the $1/N$ expansion. By using this solution, we analytically compute the thermal expectation value of a lattice…
This study deals with continuous limits of interacting one-dimensional diffusive systems, arising from stochastic distortions of discrete curves with various kinds of coding representations. These systems are essentially of a…
Using a path integral approach, we derive an analytical solution of a nonlinear and singular Langevin equation, which has been introduced previously by P.-G. de Gennes as a simple phenomenological model for the stick-slip motion of a solid…
We study fluctuating dynamics of a freely movable piston that separates an infinite cylinder into two regions filled with ideal gas particles at the same pressure but different temperatures. To investigate statistical properties of the…
Many living and complex systems exhibit second order emergent dynamics. Limited experimental access to the configurational degrees of freedom results in data that appears to be generated by a non-Markovian process. This poses a challenge in…
Self-interacting scalar quantum field theories possessing $PT$-symmetry are physically admissible since their energy spectrum is real and bounded below. However, models with $PT$-invariant potentials can have complex actions in general and…
On the basis of general considerations, we propose a Langevin equation accounting for critical phenomena occurring in the presence of two symmetric absorbing states. We study its phase diagram by mean-field arguments and direct numerical…