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We study the macroscopic behavior of a stochastic spin ensemble driven by a discrete Markov jump process motivated by the Metropolis-Hastings algorithm where the proposal is made with spatially correlated (colored) noise, and hence fails to be symmetric. However, we demonstrate a scenario where the failure of proposal symmetry is a higher order effect. Hence, from these microscopic dynamics we derive as a limit as the proposal size goes to zero and the number of spins to infinity, a non-local stochastic version of the harmonic map heat flow (or overdamped Landau-Lipshitz equation). The equation is both mathematically well-posed and samples the canonical/Gibbs distribution related to the kinetic energy. The failure of proposal symmetry due to interaction between the confining geometry of the spin system and the colored noise is in contrast to the uncorrelated, white-noise, driven system. Specifically, the choice of projection of the noise to conserve the magnitude of the spins is crucial to maintaining the proper equilibrium distribution. Numerical simulations are included to verify convergence properties and demonstrate the dynamics.
Dynamics of a system that performs a large fluctuation to a given state is essentially deterministic: the distribution of fluctuational paths peaks sharply at a certain optimal path along which the system is most likely to move. For the general case
We study the random processes with non-local memory and obtain new solutions of the Mori-Zwanzig equation describing non-markovian systems. We analyze the system dynamics depending on the amplitudes $ u$ and $mu_0$ of the local and non-local memory a
We extend random matrix theory to consider randomly interacting spin systems with spatial locality. We develop several methods by which arbitrary correlators may be systematically evaluated in a limit where the local Hilbert space dimension $N$ is la
We study the non-Markovian random continuous processes described by the Mori-Zwanzig equation. As a starting point, we use the Markovian Gaussian Ornstein-Uhlenbeck process and introduce an integral memory term depending on the past of the process in
We examine in this article the one-dimensional, non-local, singular SPDE begin{equation*} partial_t u ;=; -, (-Delta)^{1/2} u ,-, sinh(gamma u) ,+, xi;, end{equation*} where $gammain mathbb{R}$, $(-Delta)^{1/2}$ is the fractional Laplacian of order $