相关论文: Effective Action Method for Langevin Equation

We treat a relativistically moving particle interacting with a quantum field from an open system viewpoint of quantum field theory by the method of influence functionals or closed-time-path coarse-grained effective actions. The particle…

Straightforward method for the derivation of linearized version of stochastic stability analysis of the nonlinear differential equations is presented. Methods for the study of large time behavior of the moments are exposed. These general…

Langevin models are frequently used to model various stochastic processes in different fields of natural and social sciences. They are adapted to measured data by estimation techniques such as maximum likelihood estimation, Markov chain…

We present lattice simulations of nonequilibrium quantum fields in Minkowskian space-time. Starting from a non-thermal initial state, the real-time quantum ensemble in 3+1 dimensions is constructed by a stochastic process in an additional…

The generation of non-separable, physically motivated covariance functions is a theme of ongoing research interest, given that only a few classes of such functions are available. We construct a non-separable space-time covariance function…

We construct an effective potential for the complex Langevin equation on a lattice. We show that the minimum of this effective potential gives the space-time and Langevin time average of the complex Langevin field. The loop expansion of the…

In this work, an efficient approximation scheme has been proposed for getting accurate approximate solution of nonlinear partial differential equations with constant or variable coefficients satisfying initial conditions in a series of…

We consider a stochastic partial differential equation with logarithmic (or negative power) nonlinearity, with one reflection at 0 and with a constraint of conservation of the space average. The equation, driven by the derivative in space…

Semiclassical Einstein-Langevin equations for arbitrary small metric perturbations conformally coupled to a massless quantum scalar field in a spatially flat cosmological background are derived. Use is made of the fact that for this problem…

Non-Markovian stochastic Langevin-like equations of motion are compared to their corresponding Markovian (local) approximations. The validity of the local approximation for these equations, when contrasted with the fully nonlocal ones, is…

Efficient and accurate integration of stochastic (partial) differential equations with multiplicative noise can be obtained through a split-step scheme, which separates the integration of the deterministic part from that of the stochastic…

We propose an unconditionally convergent linear finite element scheme for the stochastic Landau--Lifshitz--Gilbert (LLG) equation with multi-dimensional noise. By using the Doss-Sussmann technique, we first transform the stochastic LLG…

We derive a class of space homogeneous Landau-like equations from stochastic interacting particles. Through the use of relative entropy, we obtain quantitative bounds on the distance between the solution of the N-particle Liouville equation…

Recent rapid advances in single particle tracking and supercomputing techniques resulted in an unprecedented abundance of diffusion data exhibiting complex behaviours, such the presence of power law tails of the msd and memory functions,…

The conventional Langevin equation offers a mathematically convenient framework for investigating open stochastic systems interacting with their environment or a bath. However, it is not suitable for a wide variety of systems whose dynamics…

The measured time series from complex systems are renowned for their intricate stochastic behavior, characterized by random fluctuations stemming from external influences and nonlinear interactions. These fluctuations take diverse forms,…

Fractional Ginzburg-Landau equations as the generalization of the classical one have been used to describe various physical phenomena. In this paper, we propose a numerical integration method for solving space fractional Ginzburg-Landau…

The Stochastic Liouville-von Neumann equation provides an exact numerical simulation strategy for quantum systems interacting with Gaussian reservoirs [J.T. Stockburger & H. Grabert, PRL 88, 170407 (2002)]. Its scaling with the extension 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…

In this paper a one-dimensional model of two infinite gases separated by a movable heavy piston is considered. The non-linear Langevin equation for the motion of the piston is derived from first principles for the case when the…