Related papers: Generally covariant state-dependent diffusion
The difference diffusion model with two equilibrium states is given by a stochastic equation with two components: the predicted one, which is determined by the regression function of increments with two equilibriums, and the stochastic one,…
In this contribution we show that a suitably defined nonequilibrium entropy of an N-body isolated system is not a constant of the motion in general and its variation is bounded, the bounds determined by the thermodynamic entropy, i.e., the…
To obtain further insight on possible power law generalizations of Boltzmann equilibrium concepts, a stochastic collision model is investigated. We consider the dynamics of a tracer particle of mass $M$, undergoing elastic collisions with…
We obtain a non-linear generalization of the relativistic diffusion of particles with spin. We discuss diffusion equations whose non-linearity is a consequence of quantum statistics. We show that the assumptions of the relativistic…
A stochastic dynamics has a natural decomposition into a drift capturing mean rate of change and a martingale increment capturing randomness. They are two statistically uncorrelated, but not necessarily independent mechanisms contributing…
The concept of temperature in nonequilibrium thermodynamics is an outstanding theoretical issue. We propose an energy repartition principle that leads to a spectral (mode-dependent) temperature in steady-state nonequilibrium systems. The…
Stochastic reaction-diffusion equations are a popular modelling approach for studying interacting populations in a heterogeneous environment under the influence of environmental fluctuations. Although the theoretical basis of alternative…
When a particle diffuses in a medium with spatially dependent friction coefficient $\alpha(r)$ at constant temperature $T$, it drifts toward the low friction end of the system even in the absence of any real physical force $f$. This…
We complete the kinetic theory of inhomogeneous systems with long-range interactions initiated in previous works. We use a simpler and more physical formalism. We consider a system of particles submitted to a small external stochastic…
General self-consistent expressions for the coefficients of diffusion and dynamical friction in a stable, bound, multicomponent self-gravitating and inhomogeneous system are derived. They account for the detailed dynamics of the colliding…
Characterization of composite materials, whose properties vary in space over microscopic scales, has become a problem of broad interdisciplinary interest. In particular, estimation of the inhomogeneous transport coefficients, e.g. the…
We present a Fokker-Planck description of supercooled colloidal systems exhibiting slow relaxation dynamics. By assuming the existence of a local quasi-equilibrium state during the relaxation of the system, we derive a non-Markovian…
We consider a simple quantum system subjected to a classical random force. Under certain conditions it is shown that the noise-averaged Wigner function of the system follows an integro-differential stochastic Liouville equation. In the…
We consider the relativistic statistical mechanics of an ensemble of $N$ events with motion in space-time parametrized by an invariant ``historical time'' $\tau .$ We generalize the approach of Yang and Yao, based on the Wigner distribution…
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…
In many instances, the dynamical richness and complexity observed in natural phenomena can be related to stochastic drives influencing their temporal evolution. For example, random noise allied to spatial asymmetries may induce…
We show that the principle of maximum entropy, a variational method appearing in statistical inference, statistical physics, and the analysis of stochastic dynamical systems, admits a geometric description from gauge theory. Using the…
We study the dynamics of a Brownian motion with a diffusion coefficient which evolves stochastically. We first study this process in arbitrary dimensions and find the scaling form and the corresponding scaling function of the position…
Linear diffusions are used to model a large number of stochastic processes in physics, including small mechanical and electrical systems perturbed by thermal noise, as well as Brownian particles controlled by electrical and optical forces.…
In this paper we presented an overview on our works. More than ten years ago, we proposed a new fundamental equation of nonequilibrium statistical physics in place of the present Liouville equation. That is the stochastic velocity type's…