The paper presented a transient population dynamics of phase singularities in 2D Beeler-Reuter model. Two stochastic modelings are examined: (i) the Master equation approach with the transition rate (i.e., λ(n, t) = λ(t)n and μ(n, t) = μ(t)n) and (ii) the nonlinear Langevin equation approach with a multiplicative noise. The exact general solution of the Master equation with arbitrary time-depen...

We consider a Langevin process with white noise random forcing. We suppose that the energy of the particle is instantaneously absorbed when it hits some fixed obstacle. We show that nonetheless, the particle can be instantaneously reflected, and study some properties of this reflecting solution. DOI: https://doi.org/10.1214/009117906000001213 Posted at the Zurich Open Repository and Archive, Un...

Langevin equation is widely used to study the stochastic effects in molecular networks, as it often approximates well the underlying chemical master equation. However, frequently it is not clear when such an approximation is applicable and when it breaks down. This paper studies the simple Schnakenberg model consisting of three reversible reactions and two molecular species whose concentrations...

We introduce a Langevin equation describing the pinning-depinning phase transition experienced by Kardar-Parisi-Zhang interfaces in the presence of a bounding “lower-wall”. This provides a continuous description for this universality class, complementary to the different and already well documented one for the case of an “upper-wall”. The Langevin equation is written in terms of a field that is...

In this paper we statistically analyze the Fokker-Planck (FP) equation of Schramm-Loewner evolution (SLE) and its variant SLE(κ,ρc). After exploring the derivation and the properties of the Langevin equation of the tip of the SLE trace, we obtain the long- and short-time behaviors of the chordal SLE traces. We analyze the solutions of the FP and the corresponding Langevin equations and connect ...

The synchronization induced by suprathreshold inputs with the spatial variability has been discussed in N -unit coupled bistable Langevin models subjected to cross-correlated additive and multiplicative noise. We have employed numerical simulations and the semi-analytic augmented moment method (AMM) which is the second-order moment approximation for local and global variables [H. Hasegawa, Phys...

Computer simulations of colloidal suspensions are discussed. The simulations are based on the Langevin equations, pairwise interaction between colloidal particles and take into account Brownian, hydrodynamic and colloidal forces. Comparison of two models, one taking into account inertial term in Langevin equation and another based on diffusional approximation proposed in [D.L. Ermak, J.A. McCam...

A new characterization of sufficient conditions for the Lie-Trotter splitting to capture the numerical invariant measure of nonlinear ergodic Langevin dynamics up to an arbitrary order is discussed. Our characterization relies on backward error analysis and needs weaker assumptions than assumed so far in the literature. In particular, neither high weak order of the splitting scheme nor symplect...

We develop a wideband traveling-wave formalism for analyzing quantum mechanically a degenerate parametric amplifier. The formalism is based on spatial differential equations-spatial Langevin equations-that propagate temporal Fourier components of the field operators through the nonlinear medium. In addition to the parametric nonlinearity, the Langevin equations include absorption and associated...

We present a new method for isothermal rigid body simulations using the quaternion representation and Langevin dynamics. It can be combined with the traditional Langevin or gradient (Brownian) dynamics for the translational degrees of freedom to correctly sample the canonical distribution in a simulation of rigid molecules. We propose simple, quasisymplectic second-order numerical integrators a...