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Molecules in dense environments, such as biological cells, are subjected to forces that fluctuate both in time and in space. While spatial fluctuations are captured by Lifson-Jackson-Zwanzig's model of "diffusion in a rough potential", and…

Statistical Mechanics · Physics 2025-06-04 Dmitrii E. Makarov , Peter Sollich

Non-equilibrium and active effects in mesoscopic scale systems have heralded a new era of scientific inquiries, whether concerning meta-materials or biological systems such as bacteria and cellular components. At mesoscopic scales,…

We study Fluctuation Relations (FRs) for dynamics that are anomalous, in the sense that the diffusive properties strongly deviate from the ones of standard Brownian motion. We first briefly review the concept of transient work FRs for…

Statistical Mechanics · Physics 2013-07-18 R. Klages , A. V. Chechkin , P. Dieterich

Langevin equations or generalized Langevin equations (GLEs) are popular models for describing the motion of a particle in a fluid medium in an effective manner. Here we examine particles immersed in an inherently nonequilibrium fluid, i.e.,…

Soft Condensed Matter · Physics 2024-05-03 Jeanine Shea , Gerhard Jung , Friederike Schmid

The usual Langevin approach to describe systems driven by noise fails to describe the long time behavior of systems with multiple attractors. The solution of the associated linear Fokker-Planck equation is always unique, even though it…

Statistical Mechanics · Physics 2017-06-20 M. Morillo , J. M. Casado

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

We present a simple and microscopic physical model that breaks the ergodicity. Our model consists of coupled classical harmonic oscillators, and the motion of the tagged particle obeys the generalized Langevin equation satisfying the second…

Statistical Mechanics · Physics 2018-12-31 Fumihiro Ishikawa , Synge Todo

The response of thermodynamic systems perturbed out of an equilibrium steady-state is described by the reciprocal and the fluctuation-dissipation relations. The so-called fluctuation theorems extended the study of fluctuations far beyond…

Statistical Mechanics · Physics 2020-02-21 Matteo Polettini , Massimiliano Esposito

We introduce a new and robust approach for characterizing spatially and temporally heterogeneous behavior within a system based on the evolution of dynamic fuctuations once averaged over different space lengths and time scales. We apply it…

Disordered Systems and Neural Networks · Physics 2018-07-04 J. Ariel Rodriguez Fris , Eric R. Weeks , Francesco Sciortino , Gustavo A. Appignanesi

We study analytically giant fluctuations and temporal intermittency in a stochastic one-dimensional model with diffusion and aggregation of masses in the bulk, along with influx of single particles and outflux of aggregates at the…

Statistical Mechanics · Physics 2015-06-17 Himani Sachdeva , Mustansir Barma

The Generalized Langevin Equation, in history, arises as a natural fix for the rather traditional Langevin equation when the random force is no longer memoryless. It has been proved that with fractional Gaussian noise (fGn) mostly…

Numerical Analysis · Mathematics 2022-09-20 Di Fang , Lei Li

We examine the response of a dense colloidal suspension to a local force applied by a small magnetic bead. For small forces, we find a linear relationship between the force and the displacement, suggesting the medium is elastic, even though…

Soft Condensed Matter · Physics 2013-02-28 D. Anderson , D. Schaar , H. G. E. Hentschel , J. Hay , Piotr Habdas , Eric R. Weeks

We present a first-principles formalism for studying dynamical heterogeneities in glass forming liquids. Based on the Non-Equilibrium Self-Consistent Generalized Langevin Equation theory, we were able to describe the time-dependent local…

Soft Condensed Matter · Physics 2022-04-06 J. Lira-Escobedo , J. R. Velez-Cordero , Pedro E. Ramírez-González

In many physical systems, degrees of freedom are coupled \emph{via} hydrodynamic forces, even in the absence of Hamiltonian interactions. A particularly important and widespread example concerns the transport of microscopic particles in…

Soft Condensed Matter · Physics 2025-02-11 Juliette Lacherez , Maxime Lavaud , Yacine Amarouchene , David S. Dean , Thomas Salez

Dynamics near and far away from thermal equilibrium is studied within the framework of Langevin equations. A stochasticity-dissipation relation is proposed to emphasize the equal importance of the stochastic and deterministic forces in…

Classical Physics · Physics 2007-05-23 P. Ao

The role of external forces in systems exhibiting anomalous diffusion is discussed on the basis of the describing Langevin equations. Since there exist different possibilities to include the effect of an external field the concept of {\it…

Statistical Mechanics · Physics 2015-05-13 S. Eule , R. Friedrich

We introduce a Langevin equation characterized by a time dependent drift. By assuming a temporal power-law dependence of the drift we show that a great variety of behavior is observed in the dynamics of the variance of the process. In…

Statistical Mechanics · Physics 2009-10-31 Fabrizio Lillo , Rosario N. Mantegna

We consider Langevin equation with dichotomously fluctuating diffusivity, where the diffusion coefficient changes dichotomously in time, in order to study fluctuations of time-averaged observables in temporary heterogeneous diffusion…

Statistical Mechanics · Physics 2016-06-15 Takuma Akimoto , Eiji Yamamoto

We study a gas of hard rods on a ring, driven by an external thermostat, with either elastic or inelastic collisions, which exhibits sub-diffusive behavior $<x^2 > \sim t^{1/2}$. We show the validity of the usual Fluctuation-Dissipation…

Statistical Mechanics · Physics 2008-10-10 D. Villamaina , A. Puglisi , A. Vulpiani

We derive generalized Langevin equations (GLEs) for single beads in linear elastic networks. In particular, the derivations of the GLEs are conducted without employing normal modes, resulting in two distinct representations in terms of…

Soft Condensed Matter · Physics 2024-10-23 Soya Shinkai , Shuichi Onami , Tomoshige Miyaguchi