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We present a simple derivation of the stochastic equation obeyed by the density function for a system of Langevin processes interacting via a pairwise potential. The resulting equation is considerably different from the phenomenological…

Condensed Matter · Physics 2009-10-28 David S. Dean

In diverse microscopy modalities, sensors measure only real-valued intensities. Additionally, the sensor readouts are affected by Poissonian-distributed photon noise. Traditional restoration algorithms typically aim to minimize the mean…

Computer Vision and Pattern Recognition · Computer Science 2023-07-31 Nadav Torem , Roi Ronen , Yoav Y. Schechner , Michael Elad

The problem of biological motion is a very intriguing and topical issue. Many efforts are being focused on the development of novel modeling approaches for the description of anomalous diffusion in biological systems, such as the very…

Data-driven modeling of non-Markovian dynamics is a recent topic of research with applications in many fields such as climate research, molecular dynamics, biophysics, or wind power modeling. In the frequently used standard Langevin…

Data Analysis, Statistics and Probability · Physics 2022-07-22 Clemens Willers , Oliver Kamps

The ability to quantify stochastic fluctuations present in biochemical and other systems is becoming increasing important. Analytical descriptions of these fluctuations are attractive, as stochastic simulations are computationally…

Statistical Mechanics · Physics 2013-02-07 Joseph D. Challenger , Alan J. McKane , Jürgen Pahle

A new approach for the analysis of Langevin-type stochastic processes in the presence of strong measurement noise is presented. For the case of Gaussian distributed, exponentially correlated, measurement noise it is possible to extract the…

Data Analysis, Statistics and Probability · Physics 2013-05-29 Bernd Lehle

The dynamics of soliton molecules in ultrafast fiber ring laser cavity is strongly influenced by noise. We show how a parsimonious Langevin model can be constructed from experimental data, resulting in a mathematical description that…

The dynamics of one species chemical kinetics is studied. Chemical reactions are modelled by means of continuous time Markov processes whose probability distribution obeys a suitable master equation. A large deviation theory is formally…

Statistical Mechanics · Physics 2015-03-14 Carlos Escudero , Andres M. Rivera , Pedro J. Torres

In spatially distributed cellular systems, it is often convenient to represent complicated auxiliary pathways and spatial transport by time-delayed reaction rates. Furthermore, many of the reactants appear in low numbers necessitating a…

Quantitative Methods · Quantitative Biology 2015-05-14 Matthew Scott

We develop a formalism to describe the discrete-time dynamics of systems containing an arbitrary number of interacting species. The individual-based model, which forms our starting point, is described by a Markov chain, which in the limit…

Statistical Mechanics · Physics 2014-10-06 César Parra-Rojas , Joseph D. Challenger , Duccio Fanelli , Alan J. McKane

We present a comparison of three different types of Langevin equation exhibiting absorbing states: the Langevin equation defining the Reggeon field theory, one with multiplicative noise, and a third type in which the noise is complex. Each…

Condensed Matter · Physics 2016-08-17 Miguel A. Muñoz

The precision of reaction-diffusion models for mesoscopic physical systems is limited by fluctuations. To account for this uncertainty, Van Kampen derived a stochastic Langevin-like reaction-diffusion equation that incorporates…

Statistical Mechanics · Physics 2018-11-28 Roman Belousov , Adrian Jacobo , A. J. Hudspeth

Effective stochastic equations for the continuous transitions of relativistic quantum fields inevitably contain multiplicative noise. We examine the effect of such noise in a numerical simulation of a temperature quench in a 1+1 dimensional…

High Energy Physics - Phenomenology · Physics 2009-11-11 Nuno D. Antunes , Pedro Gandra , Ray J. Rivers

A detailed study of the mean-field solution of Langevin equations with multiplicative noise is presented. Three different regimes depending on noise-intensity (weak, intermediate, and strong-noise) are identified by performing a…

Statistical Mechanics · Physics 2009-11-11 Miguel A. Munoz , Francesca Colaiori , Claudio castellano

We present a numerical method to compute the approximation of the memory functions in the generalized Langevin models for collective dynamics of macromolecules. We first derive the exact expressions of the memory functions, obtained from…

Numerical Analysis · Mathematics 2015-06-19 Minxin Chen , Xiantao Li , Chun Liu

We show the relation between processes which are modeled by a Langevin equation with multiplicative noise and infinite ergodic theory. We concentrate on a spatially dependent diffusion coefficient that behaves as ${D(x)}\sim…

Statistical Mechanics · Physics 2019-05-01 N. Leibovich , E. Barkai

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

Noise induced decoherence is one of the main threats to large-scale quantum computation. In an attempt to assess the noise affecting a qubit we go beyond the standard steady-state solution of the transmission through a qubit-coupled cavity…

Mesoscale and Nanoscale Physics · Physics 2023-02-15 Philipp M. Mutter , Guido Burkard

While loss-gain-induced Langevin noises have been intensively studied in quantum optics, the effect of a complex-valued nonlinear coupling coefficient on the noises of two coupled phase-conjugated optical fields has never been questioned…

Quantum Physics · Physics 2025-05-30 Yue Jiang , Yefeng Mei , Shengwang Du

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