相关论文: Phenomenological approach to non-linear Langevin e…

We address the problem of a microscopic derivation of the Langevin equation for a weakly relativistic Brownian particle. A non-covariant Hamiltonian model is adopted, in which the free motion of particles is described relativistically,…

The theory of Gaussian quantum fluctuations around classical steady states in nonlinear quantum-optical systems (also known as standard linearization) is a cornerstone for the analysis of such systems. Its simplicity, together with its…

This note is sketching a simple and natural mathematical construction for explaining the probabilistic nature of quantum mechanics. It employs nonstandard analysis and is based on Feynman's interpretation of the Heisenberg uncertainty…

Fluctuations of observables as functions of time, or "fluctuation patterns", are studied in a chaotic microscopically reversible system that has irreversibly reached a nonequilibrium stationary state. Supposing that during a certain, long…

We consider work fluctuation relations (FRs) for generic types of dynamics generating anomalous diffusion: Levy flights, long-correlated Gaussian processes and time-fractional kinetics. By combining Langevin and kinetic approaches we…

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…

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…

The random batch method is advantageous in accelerating force calculations in particle simulations, but it poses a challenge of removing the artificial heating effect in application to the Langevin dynamics. We develop an approach to solve…

We establish a unified fluctuation-response relation for Langevin dynamics. By exploiting the common mathematical structures underlying fluctuations and responses of empirical density and current, we derive a unified identity that…

The paper presents a multidimensional model for nonlinear Markovian random walks that generalizes one we developed previously (Phys. Rev. E v.79, 011110, 2009) in order to describe the Levy type stochastic processes in terms of continuous…

For a system at given temperature, with energy known as a function of a set of variables, we obtain the thermal fluctuation of the evolution of the variables by replacing the phase-space with a lattice and invoking the principle of detailed…

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…

Theoretical and experimental studies have shown that the fluctuations of in vivo systems break the fluctuation-dissipation theorem. One can thus ask what information is contained in the correlation functions of protein concentrations and…

The discrete Boltzmann equation for both the ideal and a non-ideal fluid is extended by adding Langevin noise terms in order to incorporate the effects of thermal fluctuations. After casting the fluctuating discrete Boltzmann equation in a…

Dynamical random walk of classical particle in thermodynamically equilibrium fluctuating medium, - Gaussian random potential field, - is considered in the framework of explicit stochastic representation of deterministic interactions. We…

We derive bounds on the precision of fluctuating currents, which are valid for the steady state of underdamped Langevin dynamics. These bounds provide a generalization of the overdamped thermodynamic uncertainty relation to the finite-mass…

Starting from the kinetic equations for the fluctuations and correlations of a dilute gas of inelastic hard spheres or disks, a Boltzmann-Langevin equation for the one-particle distribution function of the homogeneous cooling state is…

Coarse-grained Langevin-type effective field equations are derived for classical systems of particles. These equations include the effects of thermal fluctuation and dissipation which may arise from coupling to an external bath, as in the…

The irreversibility of trajectories in stochastic dynamical systems is linked to the structure of their causal representation in terms of Bayesian networks. We consider stochastic maps resulting from a time discretization with interval \tau…

In this paper, we characterize the synchronization phenomenon of hyperchaotic scalar non-linear delay dynamics in a fully-developed chaos regime. Our results rely on the observation that, in that regime, the stationary statistical…