Related Experiment Video
Updated: Nov 25, 2025

An Analog Macroscopic Technique for Studying Molecular Hydrodynamic Processes in Dense Gases and Liquids
Published on: December 4, 2017
Nonlocal stochastic-partial-differential-equation limits of spatially correlated noise-driven spin systems derived to
Yuan Gao1, Jeremy L Marzuola1, Jonathan C Mattingly2
1Department of Mathematics, University of North Carolina at Chapel Hill, CB 3250, Chapel Hill, North Carolina 27599-3250, USA.
Abstract:
For a noisy spin system, we derive a nonlocal stochastic version of the overdamped Landau-Lipshitz equation designed to respect the underlying Hamiltonian structure and sample the canonical or Gibbs distribution while being driven by spatially correlated (colored) noise that regularizes the dynamics, making this Stochastic partial differential equation mathematically well-posed. We begin from a microscopic discrete-time model motivated by the Metropolis-Hastings algorithm for a finite number of spins with periodic boundary conditions whose values are distributed on the unit sphere. We thus propose a future state of the system by adding to each spin colored noise projected onto the sphere, and then accept this proposed state with probability given by the ratio of the canonical distribution at the proposed and current states. For uncorrelated (white) noise this process is guaranteed to sample the canonical distribution. We demonstrate that for colored noise, the method used to project the noise onto the sphere and conserve the magnitude of the spins impacts the equilibrium distribution of the system, as coloring projected noise is not equivalent to projecting colored noise. In a specific scenario we show this break in symmetry vanishes with vanishing proposal size; the resulting continuous-time system of Stochastic differential equations samples the canonical distribution and preserves the magnitude of the spins while being driven by colored noise. Taking the continuum limit of infinitely many spins we arrive at the aforementioned version of the overdamped Landau-Lipshitz equation. Numerical simulations are included to verify convergence properties and demonstrate the dynamics.
Related Concept Videos
Atomic Nuclei: Nuclear Spin State Population Distribution
¹H NMR: Interpreting Distorted and Overlapping Signals
As Δν decreases and the signals move closer, the doublets appear increasingly distorted. The intensities of the inner lines increase at the cost of those of the outer lines as the signals are...
Poisson's And Laplace's Equation
Atomic Nuclei: Nuclear Relaxation Processes
Sampling Distribution
Atomic Nuclei: Nuclear Spin State Overview

