相关论文: Stochastic Analysis and Regeneration of Rough Surf…
For the characterization of surface height profiles we present a new stochastic approach which is based on the theory of Markov processes. With this analysis we achieve a characterization of the complexity of the surface roughness by means…
This paper shows in detail the application of a new stochastic approach for the characterization of surface height profiles, which is based on the theory of Markov processes. With this analysis we achieve a characterization of the scale…
The stochastic dynamics of a rigid inclusion constrained to move on a curved surface has many applications in biological and soft matter physics, ranging from the diffusion of passive or active membrane proteins to the motion of phoretic…
This work presents an analysis of ocean wave data including rogue waves. A stochastic approach based on the theory of Markov processes is applied. With this analysis we achieve a characterization of the scale dependent complexity of ocean…
Complex Langevin dynamics can solve the sign problem appearing in numerical simulations of theories with a complex action. In order to justify the procedure, it is important to understand the properties of the real and positive…
A method for the analysis of superresolution microscopy images is presented. This method is based on the analysis of stochastic trajectories of particles moving on the membrane of a cell with the assumption that this motion is determined by…
This paper deals with the analysis of stochastic systems which can be described by a Langevin equation. By the method presented in this paper drift and diffusion terms of the corresponding Fokker-Planck equation can be extracted from the…
Many physical systems characterized by nonlinear multiscale interactions can be effectively modeled by treating unresolved degrees of freedom as random fluctuations. However, even when the microscopic governing equations and qualitative…
Stochastic models of chemical systems are often analysed by solving the corresponding Fokker-Planck equation which is a drift-diffusion partial differential equation for the probability distribution function. Efficient numerical solution of…
We analyse a random motion of a particle on a fractal curve, using Langevin approach. This involves defining a new velocity in terms of mass of the fractal curve, as defined in recent work. The geometry of the fractal curve, hence plays an…
The complex Langevin method aims at performing path integral with a complex action numerically based on complexification of the original real dynamical variables. One of the poorly understood issues concerns occasional failure in the…
This paper is concerned with a nonlinear imaging problem, which aims to reconstruct a locally perturbed, perfectly reflecting, infinite plane from intensity-only (or phaseless) far-field or near-field data. A recursive Newton iteration…
We consider a nonlinear Fokker-Planck equation driven by a deterministic rough path which describes the conditional probability of a McKean-Vlasov diffusion with "common" noise. To study the equation we build a self-contained framework of…
This note provides an introduction to molecular dynamics, the computational implementation of the theory of statistical physics. The discussion is focused on the properties of Langevin dynamics, a degenerate stochastic differential equation…
The effect of bias voltages on the statistical properties of rough surfaces has been studied using atomic force microscopy technique and its stochastic analysis. We have characterized the complexity of the height fluctuation of a rough…
In recent years, there has been remarkable progress in theoretical justification of the complex Langevin method, which is a promising method for evading the sign problem in the path integral with a complex weight. There still remains,…
The flow of granular material through a rough narrow pipe is described by the Langevin equation formalism. The stochastic force is caused by irregular interaction between the wall and the granular particles. In correspondence with…
In this paper, connections between surface roughness and directed polymers in random medium are studied, when the surface is considered as a directed line undergoing stochastic oscillations. This is performed by studying the influence of a…
The focus of our study in this paper is on the active dynamics and a fractional generalized Langevin equation with a memory kernel K(t). The Fokker-Planck equation is obtained by deriving it from a second-order differential equation. The…
We describe a simple stochastic method, so-called Langevin approach, which enables one to extract evolution equations of stochastic variables from a set of measurements. Our method is parameter-free and it is based on the nonlinear Langevin…