Results 31 to 40 of about 16,328 (286)

On the new fractional configurations of integro-differential Langevin boundary value problems

Alexandria Engineering Journal, 2021
In this paper, we present the existence criteria for the solutions of boundary value problems involving generalized fractional integro-Langevin equation and inclusion supplemented with nonlocal fractional boundary conditions. The main idea of the current
Shahram Rezapour, Bashir Ahmad, Sina Etemad   +2 more
doaj   +1 more source

Hybrid Monte Carlo on Hilbert spaces [PDF]

, 2011
The Hybrid Monte Carlo (HMC) algorithm provides a framework for sampling from complex, high-dimensional target distributions. In contrast with standard Markov chain Monte Carlo (MCMC) algorithms, it generates nonlocal, nonsymmetric moves in the state ...
Beskos, A, Sanz-Serna, JM, Beskos, A., Pinski, F. J., Sanz-Serna, J.M., F.J. Pinski, J.M. Sanz-Serna, A. Beskos, Pinski, FJ, A.M. Stuart, Stuart, A.M., Stuart, AM, Sanz-Serna, J. M., Beskos, Alexandros, Stuart, A. M., Pinski, F.J.   +15 more
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Discussion on generalized formulation of spin semiclassical Langevin equation

, 2023
The stochastic dynamics of spin semiclassical system at finite temperature is usually described by stochastic Landau-Lifshitz equation. In this work, the stochastic differential equation for spin semiclassical system is studied.
Xiao-Bao Yang, Yu-Jun Zhao, Zhao, Yu Jun,, Yang, Xiao Bao,, Zhi-Wei Lu, De-Zhang Li, Li, De Zhang,, Lu, Zhiwei,   +7 more
core   +1 more source

Scaling Limits for the Generalized Langevin Equation [PDF]

Journal of Nonlinear Science, 2021
In this paper, we study the diffusive limit of solutions to the generalized Langevin equation (GLE) in a periodic potential. Under the assumption of quasi-Markovianity, we obtain sharp longtime equilibration estimates for the GLE using techniques from the theory of hypocoercivity. We then prove asymptotic results for the effective diffusion coefficient
Grigorios A. Pavliotis, Gabriel Stoltz, Urbain Vaes   +2 more
openaire   +4 more sources

On the Fractal Langevin Equation

Fractal and Fractional, 2019
In this paper, fractal stochastic Langevin equations are suggested, providing a mathematical model for random walks on the middle- τ Cantor set.
Alireza Khalili Golmankhaneh
doaj   +1 more source

Information-Geometric Markov Chain Monte Carlo Methods Using Diffusions [PDF]

, 2014
Recent work incorporating geometric ideas in Markov chain Monte Carlo is reviewed in order to highlight these advances and their possible application in a range of domains beyond statistics. A full exposition of Markov chains and their use in Monte Carlo
Livingstone, Samuel, Samuel Livingstone, Girolami, M, Mark Girolami, Girolami, Mark, Livingstone, S   +5 more
core   +1 more source

Thermodynamic Langevin equations

Physical Review E
The physical significance of the stochastic processes associated to the generalized Gibbs ensembles is scrutinized here with special attention to the thermodynamic fluctuations of small systems. The contact with the environment produces an interaction entropy, which controls the distribution of fluctuations and allows writing the generalized Gibbs ...
Amilcare Porporato, Salvatore Calabrese, Lamberto Rondoni   +2 more
openaire   +3 more sources

New method for the investigation of mode coupling in graded-index polymer photonic crystal fibers using the Langevin stochastic differential equation

Frontiers in Physics
The mode coupling in a graded-index polymer photonic crystal fiber (GI PPCF) with a solid core has been investigated using the Langevin equation. Based on the computer-simulated Langevin force, the Langevin equation is numerically integrated.
Svetislav Savović, Alexandar Djordjevich, Konstantinos Aidinis, Konstantinos Aidinis, Chen Chen, Rui Min   +5 more
doaj   +1 more source

On the Existence and Uniqueness of Solution to Fractional-Order Langevin Equation

Advances in Mathematical Physics, 2020
In this work, we give sufficient conditions to investigate the existence and uniqueness of solution to fractional-order Langevin equation involving two distinct fractional orders with unprecedented conditions (three-point boundary conditions including ...
Ahmed Salem, Noorah Mshary
doaj   +1 more source

The complex chemical Langevin equation [PDF]

The Journal of Chemical Physics, 2014
The chemical Langevin equation (CLE) is a popular simulation method to probe the stochastic dynamics of chemical systems. The CLE’s main disadvantage is its break down in finite time due to the problem of evaluating square roots of negative quantities whenever the molecule numbers become sufficiently small.
David Schnoerr, Guido Sanguinetti, Ramon Grima   +2 more
openaire   +4 more sources