Related papers: Generally covariant state-dependent diffusion
The Einstein relation, relating the steady state fluctuation properties to the linear response to a perturbation, is considered for steady states of stochastic models with a finite state space. We show how an Einstein relation always holds…
A diffusion process of a Brownian particle in a medium of temperature $T$ is re-considered. We assume that temperature of the medium fluctuates around its mean value. The velocity probability distribution is obtained. It is shown that the…
We introduce a model of long-range interacting particles evolving under a stochastic Monte Carlo dynamics, in which possible increase or decrease in the values of the dynamical variables is accepted with preassigned probabilities. For…
We derive a class of mesoscopic virial equations governing energy partition between conjugate position and momentum variables of individual degrees of freedom. They are shown to apply to a wide range of nonequilibrium steady states with…
We consider a continuous random walk model for describing normal as well as anomalous diffusion of particles subjected to an external force when these particles diffuse in a uniformly expanding (or contracting) medium. A general equation…
There remains a useful relation between diffusion and mobility for a Langevin particle in a periodic medium subject to nonconservative forces. The usual fluctuation-dissipation relation easily gets modified and the mobility matrix is no…
Inspired by one--dimensional light--particle systems, the dynamics of a non-Hamiltonian system with long--range forces is investigated. While the molecular dynamics does not reach an equilibrium state, it may be approximated in the…
Consider a particle diffusing in a confined volume which is divided into two equal regions. In one region the diffusion coefficient is twice the value of the diffusion coefficient in the other region. Will the particle spend equal…
We study the nonequilibrium steady state realized in a general stochastic system attached to multiple heat baths and/or driven by an external force. Starting from the detailed fluctuation theorem we derive concise and suggestive expressions…
We propose a unified framework to study the turbulent transport problem from the perspective of nonequilibrium statistical mechanics. By combining Krarichnan's turbulence thermalization assumption and Ruelle's recent work on nonequilibrium…
A model for diffusion in liquids that couples the dynamics of tracer particles to a fluctuating Stokes equation for the fluid is investigated in the limit of large Schmidt number. In this limit, the concentration of tracers is shown to…
In the last ten years, a number of ``Conventional Fluctuation Theorems'' have been derived for systems with deterministic or stochastic dynamics, in a transient or in a non-equilibrium stationary state. These theorems gave explicit…
We study a planar two-temperature diffusion of a Brownian particle in a parabolic potential. The diffusion process is defined in terms of two Langevin equations with two different effective temperatures in the X and the Y directions. In the…
Diffusive transport of a particle in spatially correlated random energy landscape having exponential density of states has been considered. We exactly calculate the diffusivity in the nondispersive quasi-equilibrium transport regime and…
We present a new variational method for investigating the ground state and out of equilibrium dynamics of quantum many-body bosonic and fermionic systems. Our approach is based on constructing variational wavefunctions which extend Gaussian…
We show that the quantum stochastic unitary dynamics Langevin model for continuous in time measurements provides an exact formulation of the Heisenberg uncertainty error-disturbance principle. Moreover, as it was shown in the 80's, this…
We study the dynamics of inertial particles in turbulence using datasets obtained from both direct numerical simulations and laboratory experiments of turbulent swirling flows. By analyzing time series of particle velocity increments at…
We investigate the ensemble and time averaged mean squared displacements for particle diffusion in a simple model for disordered media by assuming that the local diffusivity is both fluctuating in time and has a deterministic average growth…
We prove a generalised second-order Boltzmann-Gibbs principle for conservative interacting particle systems on a lattice whose stationary measures are not of product type and not invariant under particle jumps. The result, which requires…
Using simple kinematical arguments, we derive the Fokker-Planck equation for diffusion processes in curved spacetimes. In the case of Brownian motion, it coincides with Eckart's relativistic heat equation (albeit in a simpler form), and…