Langevin dynamics for vector variables driven by multiplicative white noise: A functional formalism

Emergent gauge symmetry in active Brownian matter

We investigate a two-dimensional system of interacting active Brownian particles. Using the Martin-Siggia-Rose-Janssen-de Dominicis formalism, we built up the generating functional for correlation functions. We study in detail the hydrodynamic regime with a constant density stationary state. Our findings reveal that, within a small density fluctuations regime, an emergent U(1) gauge symmetry arises, originated from the conservation of fluid vorticity. Consequently, the interaction between the orientational order parameter and density fluctuations can be cast into a gauge theory, where the concept of "electric charge density" aligns with the local vorticity of the original fluid. We study in detail the case of a microscopic local two-body interaction. We show that, upon integrating out the gauge fields, the stationary states of the rotational degrees of freedom satisfy a nonlocal Frank free energy for a nematic fluid. We give explicit expressions for the splay and bend elastic constants as a function of the Péclet number (Pe) and the diffusion interaction constant (k_{d}).

State-dependent diffusion in a bistable potential: Conditional probabilities and escape rates

We consider a simple model of a bistable system under the influence of multiplicative noise. We provide a path integral representation of the overdamped Langevin dynamics and compute conditional probabilities and escape rates in the weak noise approximation. The saddle-point solution of the functional integral is given by a diluted gas of instantons and anti-instantons, similar to the additive noise problem. However, in this case, the integration over fluctuations is more involved. We introduce a local time reparametrization that allows its computation in the form of usual Gaussian integrals. We found corrections to the Kramers escape rate produced by the diffusion function which governs the state-dependent diffusion for arbitrary values of the stochastic prescription parameter. Theoretical results are confirmed through numerical simulations.

Conditional probabilities in multiplicative noise processes

We address the calculation of transition probabilities in multiplicative noise stochastic differential equations using a path integral approach. We show the equivalence between the conditional probability and the propagator of a quantum particle with variable mass. Introducing a time reparametrization, we are able to transform the problem of multiplicative noise fluctuations into an equivalent additive one. We illustrate the method by showing the explicit analytic computation of the conditional probability of a harmonic oscillator in a nonlinear multiplicative environment.