Related papers: Equilibrium fluctuations for a nongradient energy …
The past twenty years have seen a resurgence of interest in nonequilibrium thermodynamics, thanks to advances in the theory of stochastic processes and in their thermodynamic interpretation. Fluctuation theorems provide fundamental…
We examine the question of whether the formal expressions of equilibrium statistical mechanics can be applied to time independent non-dissipative systems that are not in true thermodynamic equilibrium and are nonergodic. By assuming the…
We study the diffusion of a tracer particle driven out-of-equilibrium by an external force and traveling in a dense environment of arbitrary density. The system evolves on a discrete lattice and its stochastic dynamics is described by a…
We investigate non-equilibrium turbulence where the non-dimensionalised dissipation coefficient $C_{\varepsilon}$ scales as $C_{\varepsilon} \sim Re_{M}^{m}/Re_{\ell}^{n}$ with $m\approx 1 \approx n$ ($Re_M$ and $Re_{\ell}$ are global/inlet…
The fluctuation-dissipation relation is usually formulated for a system interacting with a heat bath at finite temperature in the context of linear response theory, where only small deviations from the mean are considered. We show that for…
We investigate the effects of relatively rapid variations of the boundaries of an overmoded cavity on the stochastic properties of its interior acoustic or electromagnetic field. For quasi-static variations, this field can be represented as…
A stochastic dynamics has a natural decomposition into a drift capturing mean rate of change and a martingale increment capturing randomness. They are two statistically uncorrelated, but not necessarily independent mechanisms contributing…
We consider a general class of nonlinear diffusive models with bulk dissipation and boundary driving, and derive its hydrodynamic description in the large size limit. Both the average macroscopic behavior and the fluctuating properties of…
Galton boards are models of deterministic diffusion in a uniform external field, akin to driven periodic Lorentz gases, here considered in the absence of dissipation mechanism. Assuming a cylindrical geometry with axis along the direction…
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…
We develop fluctuational electrodynamics for media with nonlinear optical response in and out of thermal equilibrium. Starting from the stochastic nonlinear Helmholtz equation and using the fluctuation dissipation theorem, we obtain…
Acceleration of relaxation toward a fixed stationary distribution via violation of detailed balance was reported in the context of a Markov chain Monte Carlo method recently. Inspired by this result, systematic methods to violate detailed…
We construct different equivalent non-equilibrium statistical ensembles in a simple yet instructive $N$-degrees of freedom model of atmospheric turbulence, introduced by Lorenz in 1996. The vector field can be decomposed into an…
We study a class of nonequilibrium lattice models which describe local redistributions of a globally conserved energy. A particular subclass can be solved analytically, allowing to define a temperature T_{th} along the same lines as in the…
This article is concerned with the fluctuation analysis and the stability properties of a class of one-dimensional Riccati diffusions. These one-dimensional stochastic differential equations exhibit a quadratic drift function and a…
A model for diffusion in liquids that couples the dynamics of tracer particles to a fluctuating Stokes equation for the fluid is investigated in the limit of large Schmidt number. In this limit, the concentration of tracers is shown to…
Using equilibrium fluctuations to understand the response of a physical system to an externally imposed perturbation is the basis for linear response theory, which is widely used to interpret experiments and shed light on microscopic…
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…
The non-equilibrium Fokker-Planck dynamics in an arbitrary force field $\vec f(\vec r)$ in dimension $N$ is revisited via the correspondence with the non-hermitian quantum mechanics in a scalar potential $V(\vec r)$ and a vector potential…
We develop a unified fluctuation-response theory in the frequency domain for nonequilibrium steady states governed by overdamped Langevin dynamics and Markov jump processes. The relation expresses the power spectrum of general observables…