Related papers: Langevin theory of fluctuations in the discrete Bo…
We consider a particle dragged through a medium at constant temperature as described by a Langevin equation with a time-dependent potential. The time-dependence is specified by an external protocol. We give conditions on potential and…
We use a Langevin equation to examine the dynamics and fluctuations of a flux line (FL) in the presence of an {\it alternating longitudinal current} $J_{\parallel}(\omega)$. The magnus and dissipative forces are equated to those resulting…
We consider the effects of thermal noise on the Batchelor-Kraichnan theory of high Schmidt-number mixing in the viscous-dissipation range of turbulent flows. Using fluctuating hydrodynamics for a binary fluid mixture at low Mach numbers, we…
Spurious velocities arising from the imperfect offset of the undesired term at the discrete level are frequently observed in numerical simulations of equilibrium multiphase flow systems using the lattice Boltzmann equation (LBE) method. To…
This paper reports on a macroscopic fluctuation theory developed over the last ten years in collaboration with L. Bertini, A. De Sole, D. Gabrielli and C. Landim. This theory has been inspired by and tested on stochastic models of…
We develop our recently proposed lattice-Boltzmann method for the non-equilibrium dynamics of amphiphilic fluids (Chen, Boghosian, Coveney and Nekovee, Proc. Roy. Soc. London A, 456, 1431 (2000).) Our method maintains an orientational…
We develop an effective field theory for dissipative fluids which governs the dynamics of long-lived gapless modes associated with conserved quantities. The resulting theory gives a path integral formulation of fluctuating hydrodynamics…
A Gaussian fluctuation formula is proved for linear statistics of complex random matrices in the case that the statistic is rotationally invariant. For a general linear statistic without this symmetry, Coulomb gas theory is used to predict…
The general fluctuation theory is reviewed with special attention to the role played by different ensembles, and is extended to incorporate stationary metastable states obtained in the long time limit. The fluctuation in a quantity depends…
We analyze energetics of a non-Gaussian process described by a stochastic differential equation of the Langevin type. The process represents a paradigmatic model of a nonequilibrium system subject to thermal fluctuations and additional…
Following on our previous work [S. Delong and B. E. Griffith and E. Vanden-Eijnden and A. Donev, Phys. Rev. E, 87(3):033302, 2013], we develop temporal integrators for solving Langevin stochastic differential equations that arise in…
Non-Markovian stochastic Langevin-like equations of motion are compared to their corresponding Markovian (local) approximations. The validity of the local approximation for these equations, when contrasted with the fully nonlocal ones, is…
Pervasive across diverse domains, stochastic systems exhibit fluctuations in processes ranging from molecular dynamics to climate phenomena. The Langevin equation has served as a common mathematical model for studying such systems, enabling…
We analyze the validity of the fluctuation-dissipation theorem for slow relaxation systems in the context of mesoscopic nonequilibrium thermodynamics. We demonstrate that the violation arises as a natural consequence of the elimination of…
We derive the fluctuating hydrodynamic equation for the number and momentum densities exactly from the underdamped Langevin equation. This derivation is an extension of the Kawasaki-Dean formula in underdamped case. The steady state…
A fluctuation theorem is proved for the macroscopic currents of a system in a nonequilibrium steady state, by using Schnakenberg network theory. The theorem can be applied, in particular, in reaction systems where the affinities or…
Traditionally applied within equilibrium states, the charge-vortex dualities are expanded to address the complex dynamics of superfluids and ideal fluids under non-static conditions. We have constructed explicit mappings of finite…
We present a hybrid lattice Boltzmann algorithm for the simulation of flow glass-forming fluids, characterized by slow structural relaxation, at the level of the Navier-Stokes equation. The fluid is described in terms of a nonlinear…
The fluctuation-dissipation relation tells that dissipation always accompanies with thermal fluctuations. Relativistic fluctuating hydrodynamics is used to study the effects of the thermal fluctuations in the hydrodynamic expansion of the…
Understanding the physics of nonequilibrium systems remains as one of the major challenges of theoretical physics. This problem can be cracked in part by investigating the macroscopic fluctuations of the currents characterizing…