Related papers: Langevin theory of fluctuations in the discrete Bo…
Stochastic evolution of various dynamic systems and reaction networks is commonly described in terms of noise assisted escape of an overdamped particle from a potential well, as devised by the paradigmatic Langevin equation in which…
Damping on an object generally depends on its conformation (shape size etc.). We consider the Langevin dynamics of a model system with a conformation dependent damping and generalize the fluctuation dissipation relation to fit in such a…
We study the contribution of advection by thermal velocity fluctuations to the effective diffusion coefficient in a mixture of two identical fluids. The steady-state diffusive flux in a finite system subject to a concentration gradient is…
The probability distribution of the entropy production for the effusion of a relativistic ideal gas is calculated explicitly. This result is then extended to include particle and anti-particle pair production and annihilation. In both…
Fluctuations arising in nonlinear dissipative systems (diode, transistors, chemical reaction, etc.) subject to an external drive (voltage, chemical potential, etc.) are well known to elude any simple characterization such as the…
Most systems, when pushed out of equilibrium, respond by building up currents of locally-conserved observables. Understanding how microscopic dynamics determines the averages and fluctuations of these currents is one of the main open…
Heat fluctuations over a time \tau in a non-equilibrium stationary state and in a transient state are studied for a simple system with deterministic and stochastic components: a Brownian particle dragged through a fluid by a harmonic…
The analysis of fluctuation-dissipation relations developed in Giona et al. (2024) for particle hydromechanics is extended to stochastic forcings alternative to Wiener processes, with the aim of addressing the occurrence of Gaussian…
Fluctuation theorems, which have been developed over the past 15 years, have resulted in fundamental breakthroughs in our understanding of how irreversibility emerges from reversible dynamics, and have provided new statistical mechanical…
The Boltzmann equation for excess Cooper pairs above T_c is derived in the framework of the time-dependent Ginzburg-Landau (TDGL) theory using Langevin's approach of the stochastic differential equation. The Newton dynamic equation for the…
The Fluctuation-Dissipation Theorem (FDT) is a powerful tool to estimate the thermal noise of physical systems in equilibrium. In general however, thermal equilibrium is an approximation, or cannot be assumed at all. A more general…
Relativistic dissipative hydrodynamics including hydrodynamic fluctuations is formulated by putting an emphasis on non-linearity and causality. As a consequence of causality, dissipative currents become dynamical variables and noises…
Coarse-grained Langevin-type effective field equations are derived for classical systems of particles. These equations include the effects of thermal fluctuation and dissipation which may arise from coupling to an external bath, as in the…
A stochastic Langevin equation is derived, describing the thermal motion of a molecule immersed in a rested fluid of identical molecules. The fluctuation-dissipation theorem is proved and a number of correlation characteristics of the…
We present a finite element approach for diffusion problems with thermal fluctuations based on a fluctuating hydrodynamics model. The governing transport equations are stochastic partial differential equations with a fluctuating forcing…
Based on the covariant underdamped and overdamped Langevin equations with Stratonovich coupling to multiplicative noises and the associated Fokker-Planck equations on Riemannian manifold, we present the first law of stochastic…
The two-variable Langevin equations, modeling the Brownian motion of a particle moving in a potential and leading to the Maxwell-Boltzmann distribution of the corresponding Fokker-Planck equation, are shown to give rise to types of…
We systematically derived hydrodynamic equations and transport coefficients for a class of multi-speed lattice Boltzmann models in D dimensions, using the multi-scale technique. The constitutive relation of physical fluid is recovered by a…
A reformulation of the fluctuation-dissipation theorem of Callen and Welton is presented in such a manner that the basic idea of Feynman-Vernon and Caldeira -Leggett of using an infinite number of oscillators to simulate the dissipative…
We report a study of the homogeneous isotropic Boltzmann equation for an open system. We seek for nonequilibrium steady solutions in presence of forcing and dissipation. Using the language of weak turbulence theory, we analyze the…