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The measured time series from complex systems are renowned for their intricate stochastic behavior, characterized by random fluctuations stemming from external influences and nonlinear interactions. These fluctuations take diverse forms,…

Statistical Mechanics · Physics 2025-03-19 Pyei Phyo Lin , Matthias Wächter , Joachim Peinke , M. Reza Rahimi Tabar

We study Langevin dynamics of a driven charged particle in the presence as well as in the absence of magnetic field. We discuss the validity of various work fluctuation theorems using different model potentials and external drives. We also…

Statistical Mechanics · Physics 2007-05-23 A. M. Jayannavar , Mamata Sahoo

Of indisputable relevance for non-equilibrium thermodynamics, fluctuations theorems have been generalized to the framework of quantum thermodynamics, with the notion of work playing a key role in such contexts. The typical approach consists…

Quantum Physics · Physics 2023-06-28 Thales Augusto Barbosa Pinto Silva , Renato Moreira Angelo

Langevin and Brownian simulations play a prominent role in computational research, and state of the art integration algorithms provide trajectories with different stability ranges and accuracy in reproducing statistical averages. The…

Computational Physics · Physics 2025-01-03 Bogdan Tanygin , Simone Melchionna

Near equilibrium, the symmetric part of the time-integrated steady-state covariance, i.e., the time integral of correlation functions, is governed by the fluctuation-dissipation theorem, while the antisymmetric part vanishes due to Onsager…

Statistical Mechanics · Physics 2026-03-10 Timur Aslyamov , Massimiliano Esposito

The unique fluctuation-dissipation theorem for equilibrium stands in contrast with the wide variety of nonequilibrium linear response formulae. Their most traditional approach is "analytic", which, in the absence of detailed balance,…

Statistical Mechanics · Physics 2013-01-21 Marco Baiesi , Christian Maes

Given nonstationary data from molecular dynamics simulations, a Markovian Langevin model is constructed that aims to reproduce the time evolution of the underlying process. While at equilibrium the free energy landscape is sampled,…

Computational Physics · Physics 2021-07-20 Benjamin Lickert , Steffen Wolf , Gerhard Stock

We consider a classical model of non-equilibrium statistical mechanics accounting for non-Markovian effects, which is referred to as the Generalized Langevin Equation in the literature. We derive reduced Markovian descriptions obtained…

Statistical Mechanics · Physics 2024-05-28 Matteo Colangeli , Manh Hong Duong , Adrian Muntean

Inertial effects in fluctuations of the work to sustain a system in a nonequilibrium steady state are discussed for a dragged massive Brownian particle model using a path integral approach. We calculate the work distribution function in the…

Statistical Mechanics · Physics 2007-12-12 Tooru Taniguchi , E. G. D. Cohen

Many complex systems, ranging from migrating cells to animal groups, exhibit stochastic dynamics described by the underdamped Langevin equation. Inferring such an equation of motion from experimental data can provide profound insight into…

Biological Physics · Physics 2026-04-17 David B. Brückner , Pierre Ronceray , Chase P. Broedersz

In this work, we study the nonequilibrium statistical properties of the relaxation dynamics of a nanoparticle trapped in a harmonic potential. We report an exact time-dependent analytical solution to the Langevin dynamics that arises from…

Statistical Mechanics · Physics 2016-11-23 Domingos S. P. Salazar , Sérgio A. Lira

Fluctuation theorems (FTs) quantify the thermodynamic reversibility of a system, and for deterministic systems they are defined in terms of the dissipation function. However, in a nonequilibrium steady state of deterministic dynamics, the…

Statistical Mechanics · Physics 2026-03-24 Stephen Sanderson , Charlotte F. Petersen , Debra J. Searles

Langevin dynamics has become a popular tool to simulate the Boltzmann equilibrium distribution. When the repartition of the Langevin equation involves the exact realization of the Ornstein-Uhlenbeck noise, in addition to the conventional…

Chemical Physics · Physics 2017-11-15 Dezhang Li , Xu Han , Yichen Chai , Cong Wang , Zifei Chen , Zhijun Zhang , Jian Liu , Jiushu Shao

We employ the Schwinger-Keldysh formalism to study the nonequilibrium dynamics of the mirror with perfect reflection moving in a quantum field. Within the regime of linear response in terms of a first order expansion of the mirror's…

Quantum Physics · Physics 2009-11-11 Chun-Hsien Wu , Da-Shin Lee

Fourier acceleration has been successfully applied to the simulation of lattice field theories for more than a decade. In this paper, we extend the method to the dynamics of discrete particles moving in continuum. Although our method is…

Statistical Mechanics · Physics 2009-10-31 Francis J. Alexander , Bruce M. Boghosian , Richard C. Brower , S. Roy Kimura

The present study is based on a recent success of the second-order stochastic fluctuation theory in describing time autocorrelations of equilibrium and nonequilibrium physical systems. In particular, it was shown to yield values of the…

Statistical Mechanics · Physics 2017-08-23 Roman Belousov , E. G. D. Cohen , Lamberto Rondoni

The work fluctuations of a harmonic oscillator in contact with a thermostat and driven out of equilibrium by an external force are studied experimentally. For the work both the transient and stationary state fluctuation theorems hold. The…

Statistical Mechanics · Physics 2016-08-14 Sylvain Joubaud , Nicolas Garnier , Frédéric Douarche , Artem Petrosyan , Sergio Ciliberto

We formulate theoretical modeling approaches and develop practical computational simulation methods for investigating the non-equilibrium statistical mechanics of fluid interfaces with passive and active immersed particles. Our approaches…

Soft Condensed Matter · Physics 2024-10-03 Dev Jasuja , Paul J. Atzberger

We introduce thermal fluctuations in the lattice Boltzmann method for non-ideal fluids. A fluctuation-dissipation theorem is derived within the Langevin framework and applied to a specific lattice Boltzmann model that approximates the…

Soft Condensed Matter · Physics 2010-12-01 M. Gross , R. Adhikari , M. E. Cates , F. Varnik

A new method is proposed to numerically extract the diffusivity of a (typically nonlinear) diffusion equation from underlying stochastic particle systems. The proposed strategy requires the system to be in local equilibrium and have…

Statistical Mechanics · Physics 2018-05-09 Peter Embacher , Nicolas Dirr , Johannes Zimmer , Celia Reina