Results 61 to 70 of about 3,220,420 (230)

The Langevin Equation in Terms of Generalized Liouville–Caputo Derivatives with Nonlocal Boundary Conditions Involving a Generalized Fractional Integral

Mathematics, 2019
In this paper, we establish sufficient conditions for the existence of solutions for a nonlinear Langevin equation based on Liouville-Caputo-type generalized fractional differential operators of different orders, supplemented with nonlocal boundary ...
B. Ahmad, Madeaha Alghanmi, A. Alsaedi, H. Srivastava, S. Ntouyas   +4 more
semanticscholar   +1 more source

Quantum Langevin equation [PDF]

Journal of Statistical Mechanics: Theory and Experiment, 2020
We propose a Langevin equation to describe the quantum Brownian motion of bounded particles based on a distinctive formulation concerning both the fluctuation and dissipation forces. The fluctuation force is similar to that employed in the classical case. It is a white noise with a variance proportional to the temperature.
openaire   +3 more sources

Brownian markets

, 2013
Financial market dynamics is rigorously studied via the exact generalized Langevin equation. Assuming market Brownian self-similarity, the market return rate memory and autocorrelation functions are derived, which exhibit an oscillatory-decaying behavior
Baaquie B E, Bachelier L, Black F, Cont R, Dana R A, Doob J L, Einstein A, Frank T D, Gopikrishnan P, Gopikrishnan P, Gu G F, Ito K, Lee M H, Mantegna R N, McCauley J L, Mori H, Mu G H, Pechukas P, Plerou V, Plerou V, Rachev S T, Rostek S, Roumen Tsekov, Rubin R J, Rubin R J, Stratonovich R L, Sznajd-Weron K, Takahashi M, Tsekov R, Tsekov R, Tsekov R, Tsekov R, Tsekov R, Voit J, Voit J, Zhou W X, Zwanzig R   +36 more
core   +1 more source

Lattice Boltzmann-Langevin Equations

, 1993
Intrinsic fluctuations around the solution of the lattice Boltzmann equation are described or modeled by addition of a white Gaussian noise source. For stationary states a fluctuation-dissipation theorem relates the variance of the fluctuations to the linearized Boltzmann collision operator and the pair correlation function.
Dufty, J.W., Ernst, M.H.
openaire   +3 more sources

Fluctuation Dissipation Relation for a Langevin Model with Multiplicative Noise

, 2001
A random multiplicative process with additive noise is described by a Langevin equation. We show that the fluctuation-dissipation relation is satisfied in the Langevin model, if the noise strength is not so strong.Comment: 11 pages, 6 figures, other ...
Curado E. M. F., Feller W., Gallovotti G., Kubo R., Magnasco M. O., Mariz A. M., Mori H., Nakao H., Reichl L. E., Sakaguchi H., Sakaguchi H., Shiino M., Takayasu H., Venkataramani S. C.   +13 more
core   +1 more source

Noisy Kuramoto-Sivashinsky equation for an erosion model [PDF]

, 1996
We derive the continuum equation for a discrete model for ion sputtering. We follow an approach based on the master equation, and discuss how it can be truncated to a Fokker-Planck equation and mapped to a discrete Langevin equation.
A. Karma, D. D. Vvedensky, G. Carter, G. I. Sivashinsky, H. Risken, Hernán A. Makse, K. Park, K. Sneppen, Kent Bækgaard Lauritsen, M. C. Cross, M. Kardar, M. Plischke, M. Siegert, P. Sigmund, R. Cuerno, R. Cuerno, R. Cuerno, R. F. Fox, R. F. Fox, R. M. Bradley, Rodolfo Cuerno, S. Zaleski, T. Halpin-Healey, V. L′vov, Y. Kuramoto, Z. Rácz   +25 more
core   +3 more sources

On fractional Langevin equation involving two fractional orders in different intervals

Nonlinear Analysis: Modelling and Control, 2019
In this paper, we study a nonlinear Langevin equation involving two fractional orders  α ∈ (0; 1] and β ∈ (1; 2] with initial conditions. By means of an interesting fixed point theorem, we establish sufficient conditions for the existence and uniqueness ...
H. Baghani, J. Nieto
semanticscholar   +1 more source

Langevin equation with Coulomb friction

, 2004
We propose a Langevin model with Coulomb friction. Through the analysis of the corresponding Fokker-Planck equation, we have obtained the steady velocity distribution function under the influence of the external field.Comment: 10 pages, 1 figure.
Arfken, Hisao Hayakawa, Kawarada, Kubo, Meijer, Mori, Murayama, Perrson, Wille, Zwanzig   +9 more
core   +2 more sources

( k , φ ) $(\mathtt{k},\varphi )$ -Hilfer fractional Langevin differential equation having multipoint boundary conditions

Boundary Value Problems
The primary objective of this manuscript is to investigate the existence and uniqueness of solutions for the Langevin ( k , φ ) $(\mathtt{k},\varphi )$ -Hilfer fractional differential equation of different orders with multipoint nonlocal fractional ...
HuiYan Cheng, Naila, Akbar Zada, Ioan-Lucian Popa, Afef Kallekh   +4 more
doaj   +1 more source

Complex saddle points and the sign problem in complex Langevin simulation

Nuclear Physics B, 2016
We show that complex Langevin simulation converges to a wrong result within the semiclassical analysis, by relating it to the Lefschetz-thimble path integral, when the path-integral weight has different phases among dominant complex saddle points ...
Tomoya Hayata, Yoshimasa Hidaka, Yuya Tanizaki   +2 more
doaj   +1 more source