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The underdamped, non-linear, generalized Langevin equation is widely used to model coarse-grained dynamics of soft and biological materials. By means of a projection operator formalism, we show under which approximations this equation can…

Soft Condensed Matter · Physics 2022-02-04 Fabian Glatzel , Tanja Schilling

We consider the effects of memory on the stationary behavior of a two-dimensional Langevin dynamics in a confining potential. The system is treated in an overdamped approximation and the degrees of freedom are under the influence of…

Statistical Mechanics · Physics 2020-01-29 Eduardo dos S. Nascimento , Welles A. M. Morgado

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

A Generalized Langevin Equation with exponential memory is proposed for the dynamics of a massive intruder in a dense granular fluid. The model reproduces numerical correlation and response functions, violating the equilibrium Fluctuation…

Statistical Mechanics · Physics 2015-05-19 Alessandro Sarracino , Dario Villamaina , Giacomo Gradenigo , Andrea Puglisi

We consider a system in direct contact with a thermal reservoir and which, if left unperturbed, is well described by a memory-less equilibrium Langevin equation of the second order in the time coordinate. In such conditions, the strength of…

Statistical Mechanics · Physics 2015-05-13 Paolo De Gregorio , Lamberto Rondoni , Michele Bonaldi , Livia Conti

Necessary and sufficient conditions are presented for the existence of (second order) stationary solutions of the generalized Langevin equation under appropriate assumptions on the associated memory kernel. When this stochastic equation is…

Mathematical Physics · Physics 2025-07-24 Martin Hanke

Motivated by stochastic models of climate phenomena, the steady-state of a linear stochastic model with additive Gaussian white noise is studied. Fluctuation theorems for nonequilibrium steady-states provide a constraint on the character of…

Statistical Mechanics · Physics 2008-01-04 Jeffrey B. Weiss

The fluctuation relations, which characterize irreversible processes in Nature, are among the most important results in non-equilibrium physics. In short, these relations say that it is exponentially unlikely for us to observe a…

Quantum Physics · Physics 2023-08-30 Marcos L. W. Basso , Jonas Maziero , Lucas C. Céleri

The fluctuation-dissipation theory is grounded on the Langevin condition expressing the local independence between the thermal force and the particle velocity history. Upon hydrodynamic grounds, it is reasonable to relax this condition in…

Statistical Mechanics · Physics 2024-12-30 Massimiliano Giona , Giuseppe Procopio , Chiara Pezzotti

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

Fluctuations of observables as functions of time, or "fluctuation patterns", are studied in a chaotic microscopically reversible system that has irreversibly reached a nonequilibrium stationary state. Supposing that during a certain, long…

chao-dyn · Physics 2008-10-08 G. Gallavotti

Exploiting previous results on Markovian dynamics and fluctuation theorems, we study the consequences of memory effects on single realizations of nonequilibrium processes within an open system approach. The entropy production along single…

Statistical Mechanics · Physics 2015-06-12 Bruno Leggio , Anna Napoli , Heinz-Peter Breuer , Antonino Messina

In the Langevin formalism, the delicate balance maintained between the fluctuations in the system and their corresponding dissipation may be upset by the presence of a secondary, space-dependent stochastic force, particularly in the low…

Statistical Mechanics · Physics 2007-05-23 Jeremy M. Moix , Rigoberto Hernandez

We present an inequality that bounds the short-term memory capability of dynamical systems from below. It can be interpreted as an uncertainty relation between a measure of short-term memory and that of the size of state fluctuations…

Adaptation and Self-Organizing Systems · Physics 2026-05-26 Taichi Haruna , Kohei Nakajima

A random multiplicative process with additive noise is described by a Langevin equation. We show that the fluctuation-dissipation relation is satisfied in the Langevin model, if the noise strength is not so strong.

Statistical Mechanics · Physics 2009-11-07 H. Sakaguchi

We consider the effects of long-range temporal correlations in many-particle systems, focusing particularly on fluctuations about the typical behaviour. For a specific class of memory dependence we discuss the modification of the large…

Statistical Mechanics · Physics 2015-12-24 Rosemary J. Harris

While entropy changes are the usual subject of fluctuation theorems, we seek fluctuation relations involving time-symmetric quantities, namely observables that do not change sign if the trajectories are observed backward in time. We find…

Statistical Mechanics · Physics 2015-11-04 Marco Baiesi , Gianmaria Falasco

Quantifying the irreversibility and dissipation of non-equilibrium processes is crucial to understanding their behavior, assessing their possible capabilities, and characterizing their efficiency. We introduce a physical quantity that…

Statistical Mechanics · Physics 2025-11-13 Alvaro Lanza , Inés Martínez-Martín , Rafael Tapia-Rojo , Stefano Bo

The fluctuation-response relation is a fundamental relation that is applicable to systems near equilibrium. On the other hand, when a system is driven far from equilibrium, this relation is violated in general because the detailed-balance…

Statistical Mechanics · Physics 2009-11-11 Takahiro Harada , Shin-ichi Sasa

We study the dynamics of fronts when both inertial effects and external fluctuations are taken into account. Stochastic fluctuations are introduced as multiplicative noise arising from a control parameter of the system. Contrary to the…

Statistical Mechanics · Physics 2009-10-31 Jose M. Sancho , Angel Sanchez
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