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We introduce thermal fluctuations in the lattice Boltzmann method for non-ideal fluids. A fluctuation-dissipation theorem is derived within the Langevin framework and applied to a specific lattice Boltzmann model that approximates the…

软凝聚态物质 · 物理学 2010-12-01 M. Gross , R. Adhikari , M. E. Cates , F. Varnik

The stochastic quantization of dissipative systems is discussed. It is shown that in order to stochastically quantize a system with dissipation, one has to restrict the Fourier transform of the space-time variable to the positive half…

高能物理 - 理论 · 物理学 2009-10-28 Rodanthy Tzani

Quantum diffusion is a major topic in condensed-matter physics, and the Caldeira-Leggett model has been one of the most successful approaches to study this phenomenon. Here, we generalize this model by coupling the bath to the system…

统计力学 · 物理学 2024-06-05 Audrique Vertessen , Robin C. Verstraten , Cristiane Morais Smith

We propose in this work a fractional stochastic differential equation (FSDE) model consistent with the over-damped limit of the generalized Langevin equation model. As a result of the `fluctuation-dissipation theorem', the differential…

概率论 · 数学 2017-09-20 Lei Li , Jian-Guo Liu , Jianfeng Lu

This paper presents symmetry reduction for material stochastic Lagrangian systems with advected quantities whose configuration space is a Lie group. Such variational principles yield deterministic as well as stochastic constrained…

数学物理 · 物理学 2018-08-24 Xin Chen , Ana Bela Cruzeiro , Tudor S. Ratiu

This paper is concerned with tuning friction and temperature in Langevin dynamics for fast sampling from the canonical ensemble. We show that near-optimal acceleration is achieved by choosing friction so that the local quadratic…

计算物理 · 物理学 2010-07-08 Molei Tao , Houman Owhadi , Jerrold E. Marsden

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…

统计力学 · 物理学 2017-03-01 M. L. Rosinberg , G. Tarjus , T. Munakata

Previous years researchers began to simulate open quantum system, taking into account the interaction between system and the environment. One approach to deal with this problem is to use the density matrix within the Liouville-von-Neumann…

量子物理 · 物理学 2025-09-15 Mohammad Attrash , Roi Baer

We apply the stochastic variational method to the action of the ideal fluid and showed that the Navier-Stokes equation is derived. In this variational method, the effect of dissipation is realized as the direct consequence of the…

统计力学 · 物理学 2011-11-28 T. Koide

We have recently presented an extension of the standard variational calculus to include the presence of deformed derivatives in the Lagrangian of a system of particles and in the Lagrangian density of field-theoretic models. Classical…

数学物理 · 物理学 2017-06-30 J. Weberszpil , J. A. Helayël-Neto

Proper modeling of complex systems requires innovative mathematical tools. In this sense, we sought to use deformed or fractal derivatives for studying the dynamics of systems, particularly those, such as granular gases, in which the…

统计力学 · 物理学 2024-06-27 José Weberszpil , Cresus F. de L. Godinho , Ion Vasile Vancea

Stochastic reduced-order models are widely used to represent the effective dynamics of complex systems, but estimating their drift and diffusion coefficients from data remains challenging. Standard approaches often rely on short-time…

机器学习 · 统计学 2026-04-28 Ludovico T. Giorgini

Including the effect of thermal fluctuations in traditional computational fluid dynamics requires developing numerical techniques for solving the stochastic partial differential equations of fluctuating hydrodynamics. These Langevin…

计算物理 · 物理学 2015-06-12 S. Delong , B. E. Griffith , E. Vanden-Eijnden , A. Donev

We revisit the theory of dissipative mechanics in RLC circuits, allowing for circuit elements to have nonlinear constitutive relations, and for the circuit to have arbitrary topology. We systematically generalize the dissipationless…

统计力学 · 物理学 2025-04-29 Andrew Osborne , Andrew Lucas

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…

统计力学 · 物理学 2009-12-23 R. L. S. Farias , Rudnei O. Ramos , L. A. da Silva

Based on a system-reservoir model and an appropriate choice of nonlinear coupling, we have explored the microscopic quantum generalization of classical Li\'{e}nard systems. Making use of oscillator coherent states and canonical thermal…

量子物理 · 物理学 2021-01-27 Srijan Bhattacharyya , Arnab Ghosh , Deb Shankar Ray

Dynamics near and far away from thermal equilibrium is studied within the framework of Langevin equations. A stochasticity-dissipation relation is proposed to emphasize the equal importance of the stochastic and deterministic forces in…

经典物理 · 物理学 2007-05-23 P. Ao

In this paper, we establish a Quantitative Central Limit Theorem ({\sc qclt}) for the Stochastic Gradient Descent in Continuous Time ({\sc sgdct}) algorithm, whose parameter updates are governed by a stochastic differential equation. We…

概率论 · 数学 2026-03-10 Solesne Bourguin , Shivam S. Dhama , Konstantinos Spiliopoulos

We study the convergence to equilibrium of an underdamped Langevin equation that is controlled by a linear feedback force. Specifically, we are interested in sampling the possibly multimodal invariant probability distribution of a Langevin…

最优化与控制 · 数学 2022-01-12 Tobias Breiten , Carsten Hartmann , Lara Neureither , Upanshu Sharma

An exact and efficient new method to simulate dynamics in dissipative quantum systems is presented. A stochastic Liouville equation, deduced from Feynman and Vernon's path-integral expression of the reduced density matrix, is used to…

统计力学 · 物理学 2009-10-31 J. Stockburger , C. H. Mak
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