Search results for "Langevin equation"
showing 10 items of 35 documents
Proposal for a running coupling JIMWLK equation
2014
In the CGC framework the initial stages of a heavy ion collision at high energy are described as "glasma" field configurations. The initial condition for these evolving fields depends, in the CGC effective theory, on a probability distribution for color charges. The energy dependence of this distribution can be calculated from the JIMWLK renormalization group equation. We discuss recent work on a practical implementation of the running coupling constant in the Langevin method of solving the JIMWLK equation.
Generalized Wiener Process and Kolmogorov's Equation for Diffusion induced by Non-Gaussian Noise Source
2005
We show that the increments of generalized Wiener process, useful to describe non-Gaussian white noise sources, have the properties of infinitely divisible random processes. Using functional approach and the new correlation formula for non-Gaussian white noise we derive directly from Langevin equation, with such a random source, the Kolmogorov's equation for Markovian non-Gaussian process. From this equation we obtain the Fokker-Planck equation for nonlinear system driven by white Gaussian noise, the Kolmogorov-Feller equation for discontinuous Markovian processes, and the fractional Fokker-Planck equation for anomalous diffusion. The stationary probability distributions for some simple cas…
Numerical stochastic perturbation theory in the Schrödinger functional
2013
The Schr\"odinger functional (SF) is a powerful and widely used tool for the treatment of a variety of problems in renormalization and related areas. Albeit offering many conceptual advantages, one major downside of the SF scheme is the fact that perturbative calculations quickly become cumbersome with the inclusion of higher orders in the gauge coupling and hence the use of an automated perturbation theory framework is desirable. We present the implementation of the SF in numerical stochastic perturbation theory (NSPT) and compare first results for the running coupling at two loops in pure SU(3) Yang-Mills theory with the literature.
Nonlinear quantum Langevin equations for bosonic modes in solid-state systems
2017
Based on the experimental evidence that impurities contribute to the dissipation properties of solid-state open quantum systems, we provide here a description in terms of nonlinear quantum Langevin equations of the role played by two-level systems in the dynamics of a bosonic degree of freedom. Our starting point is represented by the description of the system/environment coupling in terms of coupling to two separate reservoirs, modelling the interaction with external bosonic modes and two level systems, respectively. Furthermore, we show how this model represents a specific example of a class of open quantum systems that can be described by nonlinear quantum Langevin equations. Our analysi…
Two competing species in super-diffusive dynamical regimes
2010
The dynamics of two competing species within the framework of the generalized Lotka-Volterra equations, in the presence of multiplicative alpha-stable Lévy noise sources and a random time dependent interaction parameter, is studied. The species dynamics is characterized by two different dynamical regimes, exclusion of one species and coexistence of both, depending on the values of the interaction parameter, which obeys a Langevin equation with a periodically fluctuating bistable potential and an additive alpha-stable Lévy noise. The stochastic resonance phenomenon is analyzed for noise sources asymmetrically distributed. Finally, the effects of statistical dependence between multiplicative …
Noise enhanced stability in fluctuating metastable states Phys. Rev. E69, 061103 (2004)
2004
We derive general equations for the nonlinear relaxation time of Brownian diffusion in randomly switching potential with a sink. For piece-wise linear dichotomously fluctuating potential with metastable state, we obtain the exact average lifetime as a function of the potential parameters and the noise intensity. Our result is valid for arbitrary white noise intensity and for arbitrary fluctuation rate of the potential. We find noise enhanced stability phenomenon in the system investigated: The average lifetime of the metastable state is greater than the time obtained in the absence of additive white noise.We obtain the parameter region of the fluctuating potential where the effect can be ob…
Co-occurrence of resonant activation and noise-enhanced stability in a model of cancer growth in the presence of immune response.
2006
We investigate a stochastic version of a simple enzymatic reaction which follows the generic Michaelis-Menten kinetics. At sufficiently high concentrations of reacting species, the molecular fluctuations can be approximated as a realization of a Brownian dynamics for which the model reaction kinetics takes on the form of a stochastic differential equation. After eliminating a fast kinetics, the model can be rephrased into a form of a one-dimensional overdamped Langevin equation. We discuss physical aspects of environmental noises acting in such a reduced system, pointing out the possibility of coexistence of dynamical regimes where noise-enhanced stability and resonant activation phenomena …
A numerical recipe for the computation of stationary stochastic processes' autocorrelation function
2023
Many natural phenomena exhibit a stochastic nature that one attempts at modeling by using stochastic processes of different types. In this context, often one is interested in investigating the memory properties of the natural phenomenon at hand. This is usually accomplished by computing the autocorrelation function of the numerical series describing the considered phenomenon. Often, especially when considering real world data, the autocorrelation function must be computed starting from a single numerical series: i.e. with a time-average approach. Hereafter, we will propose a novel way of evaluating the time-average autocorrelation function, based on the preliminary evaluation of the quantit…
Stochastic approach to highway traffic
2004
We analyze the characteristic features of jam formation on a circular one-lane road. We have applied an optimal velocity model including stochastic noise, where cars are treated as moving and interacting particles. The motion of N cars is described by the system of 2 N stochastic differential equations with multiplicative white noise. Our system of cars behaves in qualitatively different ways depending on the values of control parameters c (dimensionless density), b (sensitivity parameter characterising the fastness of relaxation), and α (dimensionless noise intensity). In analogy to the gas-liquid phase transition in supersaturated vapour at low enough temperatures, we observe three differ…
New analytical approach to analyze the nonlinear regime of stochastic resonance
2015
We propose some approximate methods to explore the nonlinear regime of the stochastic resonance phenomenon. These approximations correspond to different truncation schemes of cumulants. We compare the theoretical results for the signal power amplification, obtained by using ordinary cumulant truncation schemes, that is Gaussian and excess approximations, the modified two-state approximation with those obtained by numerical simulations of the Langevin equation describing the dynamics of the system.