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We consider a repeated quantum interaction model describing a small system $\Hh_S$ in interaction with each one of the identical copies of the chain $\bigotimes_{\N^*}\C^{n+1}$, modeling a heat bath, one after another during the same short…

概率论 · 数学 2009-02-23 Ameur Dhahri

The decomposition of the energy of a compressible fluid parcel into slow (deterministic) and fast (stochastic) components is interpreted as a stochastic Hamiltonian interacting particle system (HIPS). It is shown that the McKean-Vlasov…

流体动力学 · 物理学 2020-10-02 Simon Hochgerner

We investigate a scaling limit of gradient stochastic dynamics associated to Gibbs states in classical continuous systems on ${\mathbb R}^d, d \ge 1$. The aim is to derive macroscopic quantities from a given micro- or mesoscopic system. The…

Convergence to equilibrium of underdamped Langevin dynamics is studied under general assumptions on the potential $U$ allowing for singularities. By modifying the direct approach to convergence in $L^2$ pioneered by F. H\'erau and…

概率论 · 数学 2022-01-19 Evan Camrud , David P. Herzog , Gabriel Stoltz , Maria Gordina

We consider a system of interacting particles governed by the generalized Langevin equation (GLE) in the presence of external confining potentials, singular repulsive forces, as well as memory kernels. Using a Mori-Zwanzig approach, we…

概率论 · 数学 2024-03-15 Manh Hong Duong , Hung D. Nguyen

This article deals with the realisation of constraints in underdamped Langevin dynamics via soft-constrained dynamics. Specifically, we study systems with a large (or small) parameter that controls the constraint mechanisms, e.g. the…

概率论 · 数学 2026-04-03 Carsten Hartmann , Lara Neureither , Upanshu Sharma

In this paper we establish the ergodicity of Langevin dynamics for simple two-particle system involving a Lennard-Jones type potential. To the best of our knowledge, this is the first such result for a system operating under this type of…

We consider the classical initial and boundary value problem for the Cahn--Hilliard equation with non-degenerate mobility and singular (e.g., logarithmic) potential. We prove that any weak solution converges to a single equilibrium using…

偏微分方程分析 · 数学 2026-02-06 Maurizio Grasselli , Andrea Poiatti

We study Langevin dynamics of $N$ particles on $R^d$ interacting through a singular repulsive potential, e.g.~the well-known Lennard-Jones type, and show that the system converges to the unique invariant Gibbs measure exponentially fast in…

概率论 · 数学 2017-11-08 David P. Herzog , Jonathan C. Mattingly

We consider fermions defined on a continuous one-dimensional interval and subject to weak repulsive two-body interactions. We show that it is possible to perturbatively construct an extensive number of mutually compatible conserved charges…

统计力学 · 物理学 2022-06-01 Bruno Bertini , Fabian H. L. Essler , Etienne Granet

This paper studies homogenization of stochastic differential systems. The standard example of this phenomenon is the small mass limit of Hamiltonian systems. We consider this case first from the heuristic point of view, stressing the role…

数学物理 · 物理学 2018-08-16 Jeremiah Birrell , Jan Wehr

A statistical treatment of finite unbound systems in the presence of collective motions is presented and applied to a classical Lennard-Jones Hamiltonian, numerically simulated through molecular dynamics. In the ideal gas limit, the flow…

统计力学 · 物理学 2008-02-01 M. J. Ison , F. Gulminelli , C. Dorso

In this paper, we study the formation of clusters for stochastic interacting particle systems (SIPS) that interact through short-range attractive potentials in a periodic domain. We consider kinetic (underdamped) Langevin dynamics and focus…

We provide a framework to analyze the convergence of discretized kinetic Langevin dynamics for $M$-$\nabla$Lipschitz, $m$-convex potentials. Our approach gives convergence rates of $\mathcal{O}(m/M)$, with explicit stepsize restrictions,…

数值分析 · 数学 2024-05-24 Benedict Leimkuhler , Daniel Paulin , Peter A. Whalley

Microscopically conserving reduced models of many-body systems have a long, highly successful history. Established theories of this type are the random-phase approximation for Coulomb fluids and the particle-particle ladder model for…

强关联电子 · 物理学 2019-07-19 Frederick Green

We show expansion \textit{\`a la Talay-Tubaro} of a stopped numerical scheme for the Langevin process in the case of a singular potential. In order to achieve this, we provide estimates on the associated semi-group of the process. The class…

概率论 · 数学 2024-04-29 Lucas Journel

We consider a general interacting particle system with interactions on a random graph, and study the large population limit of this system. When the sequence of underlying graphs converges to a graphon, we show convergence of the…

概率论 · 数学 2024-10-16 Carla Crucianelli , Ludovic Tangpi

This paper is concerned with stochastic Hamiltonian systems which model a class of open dynamical systems subject to random external forces. Their dynamics are governed by Ito stochastic differential equations whose structure is specified…

系统与控制 · 计算机科学 2018-06-29 Igor G. Vladimirov , Ian R. Petersen

We consider a finite region of a $d$-dimensional lattice, $d\in\mathbb{N}$, of weakly coupled harmonic oscillators. The coupling is provided by a nearest-neighbour potential (harmonic or not) of size $\varepsilon$. Each oscillator weakly…

数学物理 · 物理学 2016-06-29 A. Dymov

In this work, we investigate the existence and properties of Gaussian-like densities for weak solutions of multidimensional stochastic differential equations driven by a mixture of completely correlated fractional Brownian motions. We…

概率论 · 数学 2025-03-06 Maximilian Buthenhoff , Ercan Sönmez
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