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A linearised kinetic equation describing electrostatic perturbations of a Maxwellian equilibrium in a weakly collisional plasma forced by a random source is considered. The problem is treated as a kinetic analogue of the Langevin equation…

Plasma Physics · Physics 2019-02-20 A. Kanekar , A. A. Schekochihin , W. Dorland , N. F. Loureiro

Nonintegrable systems thermalize, leading to the emergence of fluctuating hydrodynamics. Typically, this hydrodynamics is diffusive. We use the effective field theory (EFT) of diffusion to compute higher-point functions of conserved…

Strongly Correlated Electrons · Physics 2024-02-14 Luca V. Delacretaz , Ruchira Mishra

In this letter, we develop a mode-coupling theory for a class of nonlinear Langevin equations with multiplicative noise using a field theoretic formalism. These equations are simplified models of realistic colloidal suspensions. We prove…

Statistical Mechanics · Physics 2009-11-10 Kunimasa Miyazaki , David R. Reichman

We study the dynamical behaviour of mesoscopic systems in contact with a thermal bath, described either via a non-linear Langevin equation at the trajectory level -- or the corresponding Fokker-Planck equation for the probability…

Statistical Mechanics · Physics 2024-03-26 A. Patrón , B. Sánchez-Rey , E. Trizac , A. Prados

We present an analytical framework to study the escape rate from a metastable state under the influence of two external multiplicative cross-correlated noise processes. Starting from a phenomenological stationary Langevin description with…

Soft Condensed Matter · Physics 2008-04-17 Jyotipratim Ray Chaudhuri , Sudip Chattopadhyay , Suman Kumar Banik

Jarzynski's theorem is a well-known equality in statistical mechanics, which relates fluctuations in the work performed during a non-equilibrium transformation of a system, to the free-energy difference between two equilibrium ensembles. In…

High Energy Physics - Lattice · Physics 2016-08-16 Michele Caselle , Gianluca Costagliola , Alessandro Nada , Marco Panero , Arianna Toniato

Understanding the behaviour of a quantum system coupled to its environment is of fundamental interest in the general field of quantum technologies. It also has important repercussions on foundational problems in physics, such as the process…

Quantum Physics · Physics 2021-11-01 Sapphire Lally , Nicholas Werren , Jim Al-Khalili , Andrea Rocco

We study a frequency-dependent damping model of hyper-diffusion within the generalized Langevin equation. The model allows for the colored noise defined by its spectral density, assumed to be proportional to $\omega^{\delta-1}$ at low…

Statistical Mechanics · Physics 2017-04-05 Jia-Ming Zhang , Jing-Dong Bao

We study two non-equilibrium work fluctuation theorems, the Crooks' theorem and the Jarzynski equality, for a test system coupled to a spatially extended heat reservoir whose degrees of freedom are explicitly modeled. The sufficient…

Statistical Mechanics · Physics 2010-02-22 Punyabrata Pradhan , Yariv Kafri , Dov Levine

We present a new time-dependent Density Functional approach to study the relaxational dynamics of an assembly of interacting particles subject to thermal noise. Starting from the Langevin stochastic equations of motion for the velocities of…

Statistical Mechanics · Physics 2016-08-31 Umberto Marini Bettolo Marconi , Pedro Tarazona

A wide class of nonlinear Langevin equations with drift and diffusion coefficients separable in time and space driven by the Gaussian white noise is analyzed in terms of a generalized n-moment. We show the system may present ergodic…

Statistical Mechanics · Physics 2023-11-30 K. S. Fa , S. Pianegonda

Detailed fluctuation theorem, a microscopic version of the steady state fluctuation theorem, has been proposed by Jarzynski and demonstrated in the case of Hamiltonian systems weakly coupled with reservoirs. We show that an identical…

Statistical Mechanics · Physics 2010-07-20 K. Gururaj , G. Raghavan , M. C. Valsakumar

We present a generalization of Jarzynski's Equality, applicable to quantum systems, relating discretized mechanical work and free-energy changes. The theory is based on a step-wise pulling protocol. We find that work distribution functions…

Quantum Physics · Physics 2012-09-21 Van A. Ngo , Stephan Haas

Almost 25 years ago, Jarzynski published a paper in which it was asserted: the work done, W, in driving a system from state A to state B, characterized by the Helmholtz free energies FA and FB, satisfies an equality in which an average over…

General Physics · Physics 2022-06-07 Ronald F. Fox

Based on a Hamiltonian that incorporates the elastic coupling between a tracer and active particles, we derive a generalized Langevin model for the non-equilibrium mechanical response of active viscoelastic biomatter. Our model accounts for…

Soft Condensed Matter · Physics 2022-07-26 Amir Abbasi , Roland R. Netz , Ali Naji

We consider stochastic systems involving general -- non-Gaussian and asymmetric -- stable processes. The random quantities, either a stochastic force or a waiting time in a random walk process, explicitly depend on the position. A…

Statistical Mechanics · Physics 2015-06-18 Tomasz Srokowski

We construct Langevin equations describing the fluctuations of the tensor order parameter $Q_{\alpha\beta}$ in nematic liquid crystals by adding noise terms to time-dependent variational equations that follow from the Ginzburg-Landau-de…

Soft Condensed Matter · Physics 2010-01-07 A. K. Bhattacharjee , Gautam I. Menon , R. Adhikari

We analyze the effects of additive, spatially extended noise on spatiotemporal patterns in continuum neural fields. Our main focus is how fluctuations impact patterns when they are weakly coupled to an external stimulus or another…

Neurons and Cognition · Quantitative Biology 2015-01-08 Paul C. Bressloff , Zachary P. Kilpatrick

While considering non-Hermitian Hamiltonians arising in the presence of dissipation, in most cases, the dissipation is taken to be frequency independent. However, this idealization may not always be applicable in experimental settings,…

Quantum Physics · Physics 2025-11-10 Sumit Kumar Jana , Ryo Hanai , Tan Van Vu , Hisao Hayakawa , Archak Purkayastha

Bistable systems present two degenerate metastable configurations separated by an energy barrier. Thermal or quantum fluctuations can promote the transition between the configurations at a rate which depends on the dynamical properties of…

Statistical Mechanics · Physics 2018-07-23 L. Stella , H. Ness , C. D. Lorenz , L. Kantorovich
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