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Dynamics near and far away from thermal equilibrium is studied within the framework of Langevin equations. A stochasticity-dissipation relation is proposed to emphasize the equal importance of the stochastic and deterministic forces in…

Classical Physics · Physics 2007-05-23 P. Ao

We establish a unified fluctuation-response relation for Langevin dynamics. By exploiting the common mathematical structures underlying fluctuations and responses of empirical density and current, we derive a unified identity that…

Statistical Mechanics · Physics 2026-01-26 Hyun-Myung Chun , Euijoon Kwon , Hyunggyu Park , Jae Sung Lee

In this article we discuss several aspects of the stochastic dynamics of spin models. The paper has two independent parts. Firstly, we explore a few properties of the multi-point correlations and responses of generic systems evolving in…

Statistical Mechanics · Physics 2009-11-10 Guilhem Semerjian , Leticia F. Cugliandolo , Andrea Montanari

Flows of one-dimensional continuum in Lagrangian coordinates are studied in the paper. Equations describing these flows are reduced to a single Euler-Lagrange equation which contains two undefined functions. Particular choices of the…

Mathematical Physics · Physics 2018-12-12 E. I. Kaptsov , S. V. Meleshko

We address the problem of the dynamical foundation of non-canonical equilibrium. We consider, as a source of divergence from ordinary statistical mechanics, the breakdown of the condition of time scale separation between microscopic and…

Statistical Mechanics · Physics 2009-10-31 M. Annunziato , P. Grigolini , B. J. West

Stationary non-equilibrium states describe steady flows through macroscopic systems. Although they represent the simplest generalization of equilibrium states, they exhibit a variety of new phenomena. Within a statistical mechanics…

Statistical Mechanics · Physics 2015-12-18 Lorenzo Bertini , Alberto De Sole , Davide Gabrielli , Giovanni Jona-Lasinio , Claudio Landim

Statistical physics provides a useful perspective for the analysis of many complex systems; it allows us to relate microscopic fluctuations to macroscopic observations. Developmental biology, but also cell biology more generally, are…

Cell Behavior · Quantitative Biology 2020-11-10 Anissa Guillemin , Michael P. H. Stumpf

In these lectures we give an overview of nonequilibrium stochastic systems. In particular we discuss in detail two models, the asymmetric exclusion process and a ballistic reaction model, that illustrate many general features of…

Statistical Mechanics · Physics 2009-11-07 M. R. Evans , R. A. Blythe

Some recently proposed approximations to follow the non--linear evolution of collisionless matter perturbations in the universe are reviewed. The first one, called frozen--flow approximation, is an Eulerian method within Newtonian theory,…

Astrophysics · Physics 2007-05-23 S. Matarrese , P. Catelan , F. Lucchin , L. Moscardini , O. Pantano , D. Saez

In order to derive a large set of Hamiltonian dynamical systems, but with only first order Lagrangian, we resort to the formulation in terms of Lagrange-Souriau 2-form formalism. A wide class of systems derived in different phenomenological…

High Energy Physics - Theory · Physics 2015-05-20 Luigi Martina

We investigate the ensemble and time averaged mean squared displacements for particle diffusion in a simple model for disordered media by assuming that the local diffusivity is both fluctuating in time and has a deterministic average growth…

Statistical Mechanics · Physics 2016-10-05 A. G. Cherstvy , R. Metzler

We begin by placing the Generalized Lagrangian Mean (GLM) equations for a compressible adiabatic fluid into the Euler-Poincar\'e (EP) variational framework of fluid dynamics, for an averaged Lagrangian. We then derive a set of approximate…

Chaotic Dynamics · Physics 2015-06-26 Darryl D. Holm

We study the link between relaxation to the equilibrium and anomalous superdiffusive motion in a classical N-body hamiltonian system with long-range interaction showing a second-order phase-transition in the canonical ensemble. Anomalous…

Statistical Mechanics · Physics 2009-10-31 V. Latora , A. Rapisarda , S. Ruffo

We study the non-equilibrium relaxational dynamics of a probe particle linearly coupled to a thermally fluctuating scalar field and subject to a harmonic potential, which provides a cartoon for an optically trapped colloid immersed in a…

Statistical Mechanics · Physics 2022-10-28 Davide Venturelli , Francesco Ferraro , Andrea Gambassi

The fluctuation-dissipation (F-D) theorem is a fundamental result for systems near thermodynamic equilibrium, and justifies studies between microscopic and macroscopic properties. It states that the nonequilibrium relaxation dynamics is…

Statistical Mechanics · Physics 2015-03-13 Jianhua Xing

We develop a general theory dealing with stochastic models for dynamical systems that are governed by various nonlinear, ordinary or partial differential, equations. In particular, we address the problem how flows in the random medium…

chao-dyn · Physics 2009-10-31 Piotr Garbaczewski

We introduce and analyze a model for the transport of particles or energy in extended lattice systems. The dynamics of the model acts on a discrete phase space at discrete times but has nonetheless some of the characteristic properties of…

Mathematical Physics · Physics 2015-06-12 Raphael Lefevere

It is shown that the critical properties of a recently studied model for non-equilibrium wetting are robust if one extends the dynamic rules by single-particle diffusion on terraces of the wetting layer. Examining the behavior at the…

Statistical Mechanics · Physics 2016-08-16 S. Rössner , H. Hinrichsen

It is known that some equations of differential geometry are derived from variational principle in form of Euler-Lagrange equations. The equations of geodesic flow in Riemannian geometry is an example. Conversely, having Lagrangian…

Differential Geometry · Mathematics 2007-05-23 Ruslan Sharipov

Recent experimental advances in ultrafast phenomena have triggered renewed interest in the dynamics of correlated quantum systems away from equilibrium. We review nonequilibrium dynamical mean-field theory studies of both the transient and…

Strongly Correlated Electrons · Physics 2020-05-25 Herbert F. Fotso , James K. Freericks