相关论文: Langevin dynamics for ramified structures

Many studies on biological and soft matter systems report the joint presence of a linear mean-squared displacement and a non-Gaussian probability density exhibiting, for instance, exponential or stretched-Gaussian tails. This phenomenon is…

Nonlinear, multiplicative Langevin equations for a complete set of slow variables in equilibrium systems are generally derived on the basis of the separation of time scales. The form of the equations is universal and equivalent to that…

Stochastic Gradient Langevin Dynamics (SGLD) is a popular variant of Stochastic Gradient Descent, where properly scaled isotropic Gaussian noise is added to an unbiased estimate of the gradient at each iteration. This modest change allows…

In this paper, we present a new method for the solution of those linear transport processes that may be described by a Master Equation, such as electron, neutron and photon transport, and more exotic variants thereof. We base our algorithm…

A continuous approximation framework for non-linear stochastic as well as deterministic discrete maps is developed. For the stochastic map with uncorelated Gaussian noise, by successively applying the It\^o lemma, we obtain a Langevin type…

Ratchet models are prominent candidates to describe the transport phenomenum in nature in the absence of external bias. This work analyzes the parameter space of a discrete ratchet model and gives direct connections between chaotic domains…

We study the Langevin dynamics of a two-dimensional discrete oscillator chain absorbed on a periodic substrate and subjected to an external localized point force. Going beyond the commonly used harmonic bead-spring model, we consider a…

Thermal motion in complex fluids is a complicated stochastic process but ubiquitously exhibits initial ballistic, intermediate sub-diffusive, and long-time non-Gaussian diffusive motion, unless interrupted. Despite its relevance to numerous…

We study the transport and localization properties of scalar vibrations on a lattice with random bond strength by means of the transfer matrix method. This model has been recently suggested as a means to investigate the vibrations and heat…

We study diffusion on comb lattices of arbitrary dimension. Relying on the loopless structure of these lattices and using first-passage properties, we obtain exact and explicit formulae for the Laplace transforms of the propagators…

We give an exact solution to the generalized Langevin equation of motion of a charged Brownian particle in a uniform magnetic field that is driven internally by an exponentially-correlated stochastic force. A strong dissipation regime is…

When probe molecules of interest are embedded in a container or aggregate under stochastic motion, one needs to rely on the so-called two-point mean square displacement (MSD) measurement to extract the intrinsic mobility of the probes. We…

Non-spherical particles transported by an anisotropic turbulent flow preferentially align with the mean shear and intermittently tumble when the local strain fluctuates. Such an intricate behaviour is here studied for inertialess,…

We study Langevin dynamics with a kinetic energy different from the standard, quadratic one in order to accelerate the sampling of Boltzmann-Gibbs distributions. In particular, this kinetic energy can be non-globally Lipschitz, which raises…

We study a Langevin equation describing the stochastic motion of a particle in one dimension with coordinate $x$, which is simultaneously exposed to a space-dependent friction coefficient $\gamma(x)$, a confining potential $U(x)$ and…

Subdiffusion is a hallmark of complex systems, ranging from protein folding to transport in viscoelastic media. However, despite its pervasiveness, the mechanistic origins of subdiffusion remain contested. Here, we analyze both Markovian…

We prove quantitative convergence rates at which discrete Langevin-like processes converge to the invariant distribution of a related stochastic differential equation. We study the setup where the additive noise can be non-Gaussian and…

This paper reviews some selected approaches to the description of transport properties, mainly electroconductivity, in crystalline and disordered metallic systems. A detailed qualitative theoretical formulation of the electron transport…

In this paper, we consider the generalised (higher order) Langevin equation for the purpose of simulated annealing and optimisation of nonconvex functions. Our approach modifies the underdamped Langevin equation by replacing the Brownian…

We describe and analyze the mean transport due to transient progressive waves, including breaking waves. The waves are packets and are generated with a boundary-forced air-water two-phase Navier Stokes solver. The analysis is done in the…