Related papers: The modified Sutherland--Einstein relation for dif…
A particle with internal unobserved states diffusing in a force field will generally display effective advection-diffusion. The drift velocity is proportional to the mobility averaged over the internal states, or effective mobility, while…
We study the Brownian motion of a classical particle in one-dimensional inhomogeneous environments where the transition probabilities follow quasiperiodic or aperiodic distributions. Exploiting an exact correspondence with the…
The Fokker-Planck equation provides complete statistical description of a particle undergoing random motion in a solvent. In the presence of Lorentz force due to an external magnetic field, the Fokker-Planck equation picks up a tensorial…
In the context of an exactly soluble out of equilibrium (quenched) model, we study an extension of the fluctuation-dissipation relation. This involves a modified differential form of this relation, with an effective temperature which may…
This paper uses dynamical invariants to describe the evolution of collisionless systems subject to time-dependent gravitational forces without resorting to maximum-entropy probabilities. We show that collisionless relaxation can be viewed…
Diffusion in nonhomogeneous media is described by a dynamical process driven by a general Levy noise and subordinated to a random time; the subordinator depends on the position. This problem is approximated by a multiplicative process…
Diffusion of small particles is omnipresent in a plentiful number of processes occurring in Nature. As such, it is widely studied and exerted in almost all branches of sciences. It constitutes such a broad and often rather complex subject…
We show that a non-equilibrium diffusive dynamics in a finite-dimensional space takes in the Lagrangian frame of its mean local velocity an equilibrium form with the detailed balance property. This explains the equilibrium nature of the…
A nonequilibrium fluctuation theorem is established for a colloidal particle driven by an external force within the hydrodynamic theory of Brownian motion, describing hydrodynamic memory effects such as the t^(-3/2) power-law decay of the…
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…
By studying a nonequilibrium Langevin system, we find that a simple condition determines the decomposition of the coarse-grained force into a dissipative force, an effective driving force and noise. From this condition, we derive a new…
We discuss the well known Einstein and the Kubo Fluctuation Dissipation Relations (FDRs) in the wider framework of a generalized FDR for systems with a stationary probability distribution. A multi-variate linear Langevin model, which…
In modern inertial fusion experiments there is a complex interplay between non-locality and magnetisation that can greatly influence transport. In this work we use a matrix recursion method to include higher-order corrections beyond the…
We prove a central limit theorem for the momentum distribution of a particle undergoing an unbiased spatially periodic random forcing at exponentially distributed times without friction. The start is a linear Boltzmann equation for the…
We consider the dynamics of the disordered trap model, which is known to be completely out-of-equilibrium and to present strong localization effects in its aging phase. We are interested into the influence of an external force, when it is…
We propose a stochastic model for intracellular transport processes associated with the activity of molecular motors. This out-of-equilibrium model, based on a generalized Langevin equation, considers a particle immersed in a viscoelastic…
In the first paper of this series, I investigated whether a wavefunction model of a heavy particle and a collection of light particles might generate "Brownian-Motion-Like" trajectories of the heavy particle. I concluded that it was…
Based on the generalized Langevin equation for the momentum of a Brownian particle a generalized asymptotic Einstein relation is derived. It agrees with the well-known Einstein relation in the case of normal diffusion but continues to hold…
In this note, we connect two seemingly unrelated objects: On the one hand is a two-dimensional drift-diffusion process $X$ with divergence-free and time-independent drift $b$. The drift is given by a stationary Gaussian ensemble, and we…
Statistical invariance of Wiener increments under SO(n) rotations provides a notion of gauge transformation of state-dependent Brownian motion. We show that the stochastic dynamics of non gauge-invariant systems is not unambiguously…