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In this paper we present a rigorous asymptotic analysis for stochastic systems with two fast relaxation times. The mathematical model analyzed in this paper consists of a Langevin equation for the particle motion with time-dependent force…

Mathematical Physics · Physics 2007-05-23 G. A. Pavliotis , A. M. Stuart

We describe a continuous-time modelling framework for biological population dynamics that accounts for demographic noise. In the spirit of the methodology used by statistical physicists, transitions between the states of the system are…

Populations and Evolution · Quantitative Biology 2018-07-19 George W. A. Constable , Alan J. McKane

We consider three extensions of the standard 2D Ising model with Glauber dynamics on a finite torus at low temperature. The first model is an anisotropic version, where the interaction energy takes different values on vertical and on…

Probability · Mathematics 2019-07-02 Kaveh Bashiri

The dynamics of hexagon patterns in rotating systems are investigated within the framework of modified Swift-Hohenberg equations that can be considered as simple models for rotating convection with broken up-down symmetry, e.g.…

patt-sol · Physics 2007-05-23 Filip Sain , Hermann Riecke

We have generalized the semi-analytic approach of special flow to the description of flows of passive particles taking into account internal noise. The model is represented by a series of recurrence relations. The recurrence relations are…

Statistical Mechanics · Physics 2023-12-12 Boris S. Maryshev , Lyudmila S. Klimenko

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

The generic Berry phase scenario in which a two-level system is coupled to a second system whose dynamical coordinate is slowly-varying is generalized to allow for stochastic evolution of the slow system. The stochastic behavior is produced…

Quantum Physics · Physics 2009-10-31 Frank Gaitan

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

We quantify the effect of Gaussian white noise on fast--slow dynamical systems with one fast and two slow variables, which display mixed-mode oscillations owing to the presence of a folded-node singularity. The stochastic system can be…

Dynamical Systems · Mathematics 2015-03-06 Nils Berglund , Barbara Gentz , Christian Kuehn

We apply two independent data analysis methodologies to locate stable climate states in an intermediate complexity climate model and analyze their interplay. First, drawing from the theory of quasipotentials, and viewing the state space as…

Atmospheric and Oceanic Physics · Physics 2021-07-07 Georgios Margazoglou , Tobias Grafke , Alessandro Laio , Valerio Lucarini

We apply a recently developed theory for metastability in open quantum systems to a one-dimensional dissipative quantum Ising model. Earlier results suggest this model features either a non-equilibrium phase transition or a smooth but sharp…

Statistical Mechanics · Physics 2016-11-22 Dominic C. Rose , Katarzyna Macieszczak , Igor Lesanovsky , Juan P. Garrahan

A class of asymptotically autonomous systems on the plane with oscillatory coefficients is considered. It is assumed that the limiting system is Hamiltonian with a stable equilibrium. The effect of damped multiplicative stochastic…

Dynamical Systems · Mathematics 2023-06-14 Oskar A. Sultanov

This paper derives and analyzes exact, nonlocal Langevin equations appropriate in a cosmological setting to describe the interaction of some collective degree of freedom with a surrounding ``environment.'' Formally, these equations are much…

General Relativity and Quantum Cosmology · Physics 2009-10-22 Salman Habib , Henry E. Kandrup

This article is divided into two parts. In the first part, we study the hierarchical phenomenon of metastability in low-temperature lattice models in the most general setting. Given an abstract dynamical system governed by a Hamiltonian…

Probability · Mathematics 2024-06-05 Seonwoo Kim

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…

Probability · Mathematics 2025-09-15 Erwin Luesink , Oliver D. Street

We consider a one-dimensional harmonic crystal with conservative noise, in contact with two stochastic Langevin heat baths at different temperatures. The noise term consists of collisions between neighbouring oscillators that exchange their…

Statistical Mechanics · Physics 2011-09-08 Stefano Lepri , Carlos Mejia-Monasterio , Antonio Politi

Port-Hamiltonian systems are pertinent representations of many nonlinear physical systems. In this study, we formulate and analyse a general class of stochastic car-following models with a systematic port-Hamiltonian structure. The model…

Dynamical Systems · Mathematics 2024-06-12 Barbara Rüdiger , Antoine Tordeux , Baris Ugurcan

The Earth is well-known to be, in the current astronomical configuration, in a regime where two asymptotic states can be realised. The warm state we live in is in competition with the ice-covered snowball state. The bistability exists as a…

Atmospheric and Oceanic Physics · Physics 2019-04-24 Valerio Lucarini , Tamas Bodai

We demonstrate that a quiet state and large-amplitude self-sustained oscillations can co-exist in a carbon nanotube subject to time-independent drive. A feature of the bistability is that it would be hysteresis-free in the absence of noise…

Mesoscale and Nanoscale Physics · Physics 2025-05-01 P. Belardinelli , W. Yang , A. Bachtold , M. I. Dykman , F. Alijani

In this paper we consider a system coupling a wave equation with a heat equation through its boundary conditions. The existence of a small parameter in the heat equation, as a factor multiplying the time derivative, implies the existence of…

Analysis of PDEs · Mathematics 2023-06-06 Gonzalo Arias , Eduardo Cerpa , Swann Marx