相关论文: Stochastic melonic kinetics with random initial co…

We consider a novel model of stochastic replicator dynamics for potential games that converts to a Langevin equation on a sphere after a change of variables. This is distinct from the models studied earlier. In particular, it is ill-posed…

We consider simple stochastic climate models, described by slowly time-dependent Langevin equations. We show that when the noise intensity is not too large, these systems can spend substantial amounts of time in metastable equilibrium,…

The individual motion of a colloidal particle is described by an overdamped Langevin equation. When rotational degrees of freedom are relevant, these are described by a corresponding Langevin process. Our purpose is to show that the…

We introduce a simple mean-field lattice model to describe the behavior of nematic elastomers. This model combines the Maier-Saupe-Zwanzig approach to liquid crystals and an extension to lattice systems of the Warner-Terentjev theory of…

The dynamics of weakly coupled, non-abelian gauge fields at high temperature is non-perturbative if the characteristic momentum scale is of order |k|~ g^2 T. Such a situation is typical for the processes of electroweak baryon number…

We study hysteresis for a two-dimensional, spin-1/2, nearest-neighbor, kinetic Ising ferromagnet in an oscillating field, using Monte Carlo simulations and analytical theory. Attention is focused on small systems and weak field amplitudes…

We propose a stochastic order parameter equation for describing phase coexistence in steady heat conduction near equilibrium. By analyzing the stochastic dynamics with a non-equilibrium adiabatic boundary condition, where total energy is…

This work presents a low-rank tensor model for multi-dimensional Markov chains. A common approach to simplify the dynamical behavior of a Markov chain is to impose low-rankness on the transition probability matrix. Inspired by the success…

We develop a fully microscopic, statistical mechanics approach to study phase transitions in Ising systems with competing interactions at different scales. Our aim is to consider orientational and positional order parameters in a unified…

We derive sufficient conditions for the convex and monotonic g-stochastic ordering of diffusion processes under nonlinear g-expectations and g-evaluations. Our approach relies on comparison results for forward-backward stochastic…

We perform equilibrium parallel-tempering simulations of the 3D Ising Edwards-Anderson spin glass in a field. A traditional analysis shows no signs of a phase transition. Yet, we encounter dramatic fluctuations in the behaviour of the…

Spatial symmetries and invariances play an important role in the behaviour of materials and should be respected in the description and modelling of material properties. The focus here is the class of physically symmetric and positive…

Stochastic methods are ubiquitous to a variety of fields, ranging from Physics to Economy and Mathematics. In many cases, in the investigation of natural processes, stochasticity arises every time one considers the dynamics of a system in…

We model non-stationary volume-price distributions with a log-normal distribution and collect the time series of its two parameters. The time series of the two parameters are shown to be stationary and Markov-like and consequently can be…

We study the steady-state low-temperature dynamics of an elastic line in a disordered medium below the depinning threshold. Analogously to the equilibrium dynamics, in the limit T->0, the steady state is dominated by a single configuration…

We establish a refined version of the Second Law of Thermodynamics for Langevin stochastic processes describing mesoscopic systems driven by conservative or non-conservative forces and interacting with thermal noise. The refinement is based…

We present Monte Carlo and Langevin micromagnetic calculations to investigate thermal switching of single-domain ferromagnetic particles. For the Monte Carlo study we place particular emphasis on the probability that the magnetization does…

We investigate the nonequilibrium stationary state (NESS) of the two-dimensional Ising model under a stochastic dichotomous modulation of temperature, which alternates between $T_c \pm \delta$ around the critical temperature $T_c$ at a rate…

We study numerically the coarsening dynamics of the Ising model on a regular lattice with random bonds and on deterministic fractal substrates. We propose a unifying interpretation of the phase-ordering processes based on two classes of…

We present a new time-dependent Density Functional approach to study the relaxational dynamics of an assembly of interacting particles subject to thermal noise. Starting from the Langevin stochastic equations of motion for the velocities of…