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We discuss fluctuation relations in simple cases of non-equilibrium Langevin dynamics. In particular, we show that close to non-equilibrium steady states with non-vanishing probability currents some of these relations reduce to a modified…

Statistical Mechanics · Physics 2009-11-13 Raphael Chetrite , Gregory Falkovich , Krzysztof Gawedzki

The unique fluctuation-dissipation theorem for equilibrium stands in contrast with the wide variety of nonequilibrium linear response formulae. Their most traditional approach is "analytic", which, in the absence of detailed balance,…

Statistical Mechanics · Physics 2013-01-21 Marco Baiesi , Christian Maes

The stochastic differential equations for a model of dissipative particle dynamics, with both total energy and total momentum conservation at every time-step, are presented. The algorithm satisfies detailed balance as well as the…

Statistical Mechanics · Physics 2007-05-23 Allan D. Mackie , Josep Bonet Avalos

Strong interaction with other particles or feedback from the medium on a Brownian particle entail memory effects in the effective dynamics. We discuss the extension of the fluctuation-dissipation theorem to nonequilibrium Langevin systems…

Statistical Mechanics · Physics 2013-09-23 C. Maes , S. Safaverdi , P. Visco , F. van Wijland

We have performed non-equilibrium dynamics simulations of a binary Lennard-Jones mixture in which an external force is applied on a single tagged particle. For the diffusive properties of this particle parallel to the force superdiffusive…

Statistical Mechanics · Physics 2015-06-11 Carsten F. E. Schroer , Andreas Heuer

We construct classes of stochastic differential equations with fluctuating friction forces that generate a dynamics correctly described by Tsallis statistics and nonextensive statistical mechanics. These systems generalize the way in which…

Statistical Mechanics · Physics 2009-11-07 Christian Beck

In this article, Euler-Lagrangian dynamics explain that the two particle interaction has non-conservative forces about the frame of the center of mass. This interpretation clarifies the underlying interaction and the system descriptions…

Soft Condensed Matter · Physics 2013-08-26 Kyoung O. Lee , Robin P. Gardner

In previous papers we have introduced a natural nonequilibrium free energy by considering the functional describing the large fluctuations of stationary nonequilibrium states. While in equilibrium this functional is always convex, in…

Statistical Mechanics · Physics 2015-12-18 L. Bertini , A. De Sole , D. Gabrielli , G. Jona-Lasinio , C. Landim

In {\em{Holm}, Proc. Roy. Soc. A 471 (2015)} stochastic fluid equations were derived by employing a variational principle with an assumed stochastic Lagrangian particle dynamics. Here we show that the same stochastic Lagrangian dynamics…

Analysis of PDEs · Mathematics 2017-10-25 Colin J Cotter , Georg A Gottwald , Darryl D Holm

A new method is proposed to numerically extract the diffusivity of a (typically nonlinear) diffusion equation from underlying stochastic particle systems. The proposed strategy requires the system to be in local equilibrium and have…

Statistical Mechanics · Physics 2018-05-09 Peter Embacher , Nicolas Dirr , Johannes Zimmer , Celia Reina

Nonequilibrium thermodynamics has shown its applicability in a wide variety of different situations pertaining to fields such as physics, chemistry, biology, and engineering. As successful as it is, however, its current formulation…

Condensed Matter · Physics 2009-11-07 J. M. G. Vilar , J. M. Rubi

We investigate a class of nonequilibrium media described by Langevin dynamics that satisfies the local detailed balance. For the effective dynamics of a probe immersed in the medium, we derive an inequality that bounds the violation of the…

Statistical Mechanics · Physics 2022-05-04 Tomohiro Tanogami

An exact analytical method for determining the Lagrangian velocity correlation and the diffusion coefficient for particles moving in a stochastic velocity field is derived. It applies to divergence-free 2-dimensional Gaussian stochastic…

Plasma Physics · Physics 2007-05-23 M. Vlad , F. Spineanu , J. H. Misguich , R. Balescu

We introduce a schematic non-linear diffusion model where density fluctuations induce a rich out of equilibrium dynamics. The properties of the model are studied by numerical simulations and analytically in a mean field approximation. At…

Statistical Mechanics · Physics 2008-07-03 Federico Corberi , Mario Nicodemi , Marina Piccioni , Antonio Coniglio

We consider non-equilibrium evolution of non-Gaussian fluctuations within relativistic hydrodynamics relevant for the QCD critical point search in heavy-ion collision experiments. We rely on the hierarchy of relaxation time scales, which…

High Energy Physics - Theory · Physics 2023-09-27 Xin An , Gokce Basar , Mikhail Stephanov , Ho-Ung Yee

The local statistical and geometric structure of three-dimensional turbulent flow can be described by properties of the velocity gradient tensor. A stochastic model is developed for the Lagrangian time evolution of this tensor, in which the…

Statistical Mechanics · Physics 2007-05-23 L. Chevillard , C. Meneveau

We construct sub-grid scale models of incompressible fluids by considering expectations of semi-martingale Lagrangian particle trajectories. Our construction is based on the Lagrangian decomposition of flow maps into mean and fluctuation…

Mathematical Physics · Physics 2025-04-15 Theo Diamantakis , Ruiao Hu

We study non-equilibrium velocity fluctuations in a model for the sedimentation of non-Brownian particles experiencing long-range hydrodynamic interactions. The complex behavior of these fluctuations, the outcome of the collective dynamics…

Statistical Mechanics · Physics 2015-06-24 M. -Carmen Miguel , R. Pastor-Satorras

We look at the equilibrium of a Brownian particle in an inhomogeneous space following the alternative approach proposed in ref.[1]. We consider a coordinate dependent damping that makes the stochastic dynamics the one with multiplicative…

Statistical Mechanics · Physics 2014-10-07 Avik Biswas , A. Bhattacharyay

We propose a unified framework to study the turbulent transport problem from the perspective of nonequilibrium statistical mechanics. By combining Krarichnan's turbulence thermalization assumption and Ruelle's recent work on nonequilibrium…

Statistical Mechanics · Physics 2021-06-15 Yuanran Zhu
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