相关论文: Langevin dynamics of financial systems: a second-o…

We apply the concepts of multifractal physics to financial time series in order to characterize the onset of crash for the Standard & Poor's 500 stock index x(t). It is found that within the framework of multifractality, the "analogous"…

This paper is the second in a series devoted to the study of Langevin systems subjected to a continuous time-delayed feedback control. The goal of our previous paper [Phys. Rev. E 91, 042114 (2015)] was to derive second-law-like…

I consider several Langevin and Fokker-Planck classes of dynamics for scalar field theories in contact with a thermal bath at temperature T. These models have been applied recently in the numerical description of the dynamics of second…

Fluctuation theorems play a central role in nonequilibrium physics and stochastic thermodynamics. Here we derive an integral fluctuation theorem for the dissipated heat in systems governed by an underdamped Langevin dynamics. We show that…

The quantum dynamics of two-level systems under classical oscillator heat bath is mapped to the classical one of a charged particle under harmonic oscillator potential plus a magnetic field in a plane. The behavior of eigenstates and…

An energetic justification of a thermal component during inflation is given. The thermal component can act as a heat reservoir which induces thermal fluctuations on the inflaton field system. We showed previously that such thermal…

We study the non-equilibrium dynamics of a symmetry restoring phase transition in a scalar field theory, the ``system'', linearly coupled to another scalar field taken as a ``heat bath''. The ``system'' is initially in an ordered low…

We derive the linear Langevin equation that describes the behavior of critical fluctuation above the critical temperature of the chiral phase transition in the Nambu-Jona-Lasinio model. The Langevin equation relaxes exhibiting oscillation…

The work fluctuations of an oscillator in contact with a thermostat and driven out of equilibrium by an external force are studied experimentally and theoretically within the context of Fluctuation Theorems (FTs). The oscillator dynamics is…

Stochastic Langevin dynamics has been traditionally used as a tool to describe non-equilibrium processes. When utilized in systems with collective modes, traditional Langevin dynamics relaxes all modes indiscriminately, regardless of their…

In this paper, we discuss the warm inflation model with both a Langevin equation and a generalized Langevin equation scenario. As a brief picture to illustrate the basic properties of stochastic differential equation in warm inflation, this…

We reformulate stochastic thermodynamics in terms of noise realizations for Langevin systems in contact with multiple reservoirs and investigated the structure of the second laws of thermodynamics. We derive a hierarchy of fluctuation…

Recent work has addressed the problem of inferring Langevin dynamics from data. In this work, we address the problem of relating terms in the Langevin equation to statistical properties, such as moments of the probability density function…

The possibility of thermally induced initial density perturbations in inflationary cosmology is examined. The fluctuation dynamics of a scalar field plus thermal bath system during slow roll is described by a Langevin-like equation.…

We present a fully dynamical model to study the chiral and deconfinement transition of QCD simultaneously. The quark degrees of freedom constitute a heat bath in local equilibrium for both order parameters, the sigma field and a dynamical…

Using the gauge/string duality, we derive a set of Langevin equations describing the dynamics of a relativistic heavy quark moving with constant average speed through the strongly-coupled N=4 SYM plasma at finite temperature. We show that…

We study a non-ergodic transition in a many-body Langevin system. We first derive an equation for the two-point time correlation function of density fluctuations, ignoring the contributions of the third- and fourth-order cumulants. For this…

The present study is based on a recent success of the second-order stochastic fluctuation theory in describing time autocorrelations of equilibrium and nonequilibrium physical systems. In particular, it was shown to yield values of the…

A Langevin canonical framework for a chiral two-level system coupled to a bath of harmonic oscillators is used within a coupling scheme different from the well-known spin-boson model. From this stochastic dynamics, within the Markovian…

Macroscopic systems often display phase transitions where certain physical quantities are singular or self-similar at different (spatial) scales. Such properties of systems are currently characterized by some order parameters and a few…