Related papers: Fokker-Planck and Langevin Equations from Forward-…
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…
Graham has shown in Z. Physik B 26, 397-405 (1977) that a fluctuation-dissipation relation can be imposed on a class of non-equilibrium Markovian Langevin equations that admit a stationary solution of the corresponding Fokker-Planck…
We propose a discrete lattice version of the Fokker-Planck kinetic equation along lines similar to the Lattice-Boltzmann scheme. Our work extends an earlier one-dimensional formulation to arbitrary spatial dimension $D$. A generalized…
We consider the motion of a Brownian particle moving in a potential field and driven by dichotomous noise with exponential correlation. Traditionally, the analytic as well as the numerical treatments of the problem, in general, rely on…
We revise the classical problem of characterizing first exit times of a harmonically trapped particle whose motion is described by one- or multi-dimensional Ornstein-Uhlenbeck process. We start by recalling the main derivation steps of a…
The Becker-D\"oring equations are an infinite dimensional system of ordinary differntial equations describing coagulation/fragmentation processes of species of integer sizes. Formal Taylor expansions motivate that its solution should be…
We consider a degenerated Fokker-Planck type differential operator associated to an adaptive Langevin dynamic. We prove Eyring-Kramers formulas for the bottom of the spectrum of this operator in the low temperature regime. The main…
We present a path integral formulation of 't Hooft's derivation of quantum from classical physics. Our approach is based on two concepts: Faddeev-Jackiw's treatment of constrained systems and Gozzi's path integral formulation of classical…
In this work, based on the complete Bernstein function, we propose a generalized regularity analysis including maximal $\mathrm{L}^p$ regularity for the Fokker--Planck equation, which governs the subordinated Brownian motion with the…
We complement previous studies of an ion coupled with an optical cavity in the dispersive regime, for a model which exhibits bistability of different configurations in the semiclassical description. Our approach is based on a truncated…
The time-fractional Fokker-Planck equation is a key model for characterizing anomalous diffusion, stochastic transport, and non-equilibrium statistical mechanics with applications in finance, chaotic dynamics, optical physics, and…
We provide an analytical solution for the time-dependent Fokker-Planck equation for a two-dimensional active Brownian particle trapped in an isotropic harmonic potential. Using the passive Brownian particle as basis states we show that the…
We develop a mathematically rigorous path integral representation of the time evolution operator for a model of (1+1) quantum gravity that incorporates factor ordering ambiguity. In obtaining a suitable integral kernel for the…
We consider the problem of equilibration of a single oscillator system with dynamics given by the generalized Langevin equation. It is well-known that this dynamics can be obtained if one considers a model where the single oscillator is…
For many non-equilibrium dynamics driven by small noise, in physics, chemistry, biology, or economy, rare events do matter. Large deviation theory then explains that the leading order term of the main statistical quantities have an…
The stochastic dynamics of a rigid inclusion constrained to move on a curved surface has many applications in biological and soft matter physics, ranging from the diffusion of passive or active membrane proteins to the motion of phoretic…
The path integral approach to the quantization of one degree-of-freedom Newtonian particles is considered within the discrete time-slicing approach, as in Feynman's original development. In the time-slicing approximation the quantum…
The solution of many physical evolution equations can be expressed as an exponential of two or more operators acting on initial data. Accurate solutions can be systematically derived by decomposing the exponential in a product form. For…
We solve the time-dependent Fokker-Planck equation for a two-dimensional active Brownian particle exploring a circular region with an absorbing boundary. Using the passive Brownian particle as basis states and dealing with the activity as a…
The complex Langevin method aims at performing path integral with a complex action numerically based on complexification of the original real dynamical variables. One of the poorly understood issues concerns occasional failure in the…