相关论文: Langevin dynamics for ramified structures

Cross-Correlation random matrices have emerged as a promising indicator of phase transitions in spin systems. The core concept is that the evolution of magnetization encapsulates thermodynamic information [R. da Silva, Int. J. Mod. Phys. C,…

We present a rigorous result on ultra-slow diffusion by solving a Fokker-Planck equation, which describes anomalous transport in a three dimensional (3D) comb. This 3D cylindrical comb consists of a cylinder of discs threaten on a backbone.…

Transport of electrons through two-dimensional semiconductor structures on the nanoscale in the presence of perpendicular magnetic field depends on the interplay of geometry of the system, the leads, and the magnetic length. We use a…

We present a numerical method to produce stochastic dynamics according to the generalized Langevin equation with a non-stationary memory kernel. This type of dynamics occurs when a microscopic system with an explicitly time-dependent…

Diffusion limits provide a framework for the asymptotic analysis of stochastic gradient descent (SGD) schemes used in machine learning. We consider an alternative framework, the Riemannian Langevin equation (RLE), that generalizes the…

We study the generalized Langevin equation approach to anomalous diffusion for a harmonic oscillator and a free particle driven by different forms of internal noises, such as power-law-correlated and distributed-order noises that fulfil…

The diffusion behavior of particles moving in complex heterogeneous environment is a very topical issue. We characterize particle's trajectory via an underdamped Langevin system driven by a Gaussian white noise with a time dependent…

We use an effective Markovian description to study the long-time behaviour of a nonlinear second order Langevin equation with Gaussian noise. When dissipation is neglected, the energy of the system grows as with time a power-law with an…

We study the long-time behaviour of both the classical second-order Langevin dynamics and the nonlinear second-order Langevin dynamics of McKean-Vlasov type. By a coupling approach, we establish global contraction in an $L^1$ Wasserstein…

We propose a solution for linear inverse problems based on higher-order Langevin diffusion. More precisely, we propose pre-conditioned second-order and third-order Langevin dynamics that provably sample from the posterior distribution of…

A unified theoretical approach to describe the properties of multimode squeezed light generated in a lossy medium is presented. This approach is valid for Markovian environments and includes both a model of discrete losses based on the…

A dynamics between Newton and Langevin formalisms is elucidated within the framework of the generalized Langevin equation. For thermal noise yielding a vanishing zero-frequency friction the corresponding non-Markovian Brownian dynamics…

Diffusion with stochastic transport is investigated here when the random driving process is a very general Gaussian process, including Fractional Brownian motion. The purpose is the comparison with a deterministic PDE, which in certain…

We introduce the concept of Randomly Modulated Gaussian Processes as a unifying framework for modeling, analyzing and classifying anomalous diffusion models in heterogeneous media. This formulation incorporates correlations in the…

The diffusion in two dimensions of non-interacting active particles that follow an arbitrary motility pattern is considered for analysis. Accordingly, the transport equation is generalized to take into account an arbitrary distribution of…

Dynamics simulations of constrained particles can greatly aid in understanding the temporal and spatial evolution of biological processes such as lateral transport along membranes and self-assembly of viruses. Most theoretical efforts in…

The Langevin equation (LE) for the one-dimensional relativistic Brownian motion is derived from a microscopic collision model. The model assumes that a heavy point-like Brownian particle interacts with the lighter heat bath particles via…

We introduce a conceptual reformulation of the Mott-Berezinski\u{i} (MB) theory of low-frequency AC conductivity in disordered systems based on localization landscape theory. Instead of assuming uniform localization and fixed hopping…

We study a polar tracer, having a concave surface, immersed in a two-dimensional suspension of active particles. Using Brownian dynamics simulations, we measure the distributions and auto-correlation functions of forces and torque exerted…

We propose a general approach to study spin models with two symmetric absorbing states. Starting from the microscopic dynamics on a square lattice, we derive a Langevin equation for the time evolution of the magnetization field, that…