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Diffusion of small particles is omnipresent in a plentiful number of processes occurring in Nature. As such, it is widely studied and exerted in almost all branches of sciences. It constitutes such a broad and often rather complex subject…

Statistical Mechanics · Physics 2023-01-11 Jakub Spiechowicz , Ivan G. Marchenko , Peter Hänggi , Jerzy Łuczka

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…

Statistical Mechanics · Physics 2015-06-15 Victor Dotsenko , Anna Maciolek , Oleg Vasilyev , Gleb Oshanin

The celebrated Sutherland-Einstein relation for systems at thermal equilibrium states that spread of trajectories of Brownian particles is an increasing function of temperature. Here, we scrutinize diffusion of underdamped Brownian motion…

Statistical Mechanics · Physics 2020-04-22 J. Spiechowicz , J. Luczka

In this paper, we generalize the theory of Brownian motion and the Onsager-Machlup theory of fluctuations for spatially symmetric systems to equilibrium and nonequilibrium steady-state systems with a preferred spatial direction, due to an…

Statistical Mechanics · Physics 2016-09-28 Roman Belousov , E. G. D. Cohen , Lamberto Rondoni

Brownian motion of free particles on curved surfaces is studied by means of the Langevin equation written in Riemann normal coordinates. In the diffusive regime we find the same physical behavior as the one described by the diffusion…

We study a class of systems whose dynamics are described by generalized Langevin equations with state-dependent coefficients. We find that in the limit, in which all the characteristic time scales vanish at the same rate, the position…

Mathematical Physics · Physics 2020-12-16 Soon Hoe Lim , Jan Wehr

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…

Statistical Mechanics · Physics 2007-05-23 J. Luczka , B. Zaborek

The spreading of a cloud of independent Brownian particles typically proceeds more effectively at higher temperatures, as it derives from the commonly known Sutherland-Einstein relation for systems in thermal equilibrium. Here, we report on…

Statistical Mechanics · Physics 2017-09-20 Jakub Spiechowicz , Peter Talkner , Peter Hänggi , Jerzy Łuczka

This paper reviews the formulation of the Feynman-Vernon model of linear dissipative systems for a standard Brownian particle moving in an external potential $V(x,t)$ and introduces the formulation of a generalized oscillator model of a…

Quantum Physics · Physics 2018-03-29 Marco Patriarca

We investigate a novel type of Langevin model that describes the nonequilibrium dynamics of a classical particle interacting with a spatially extended environment. In this model, a particle, which interacts with the environment through the…

Statistical Mechanics · Physics 2015-10-20 Taiki Haga

Nonequilibrium thermodynamics has shown its applicability in a wide variety of different situations pertaining to fields such as physics, chemistry, biology, and engineering. As successful as it is, however, its current formulation…

Condensed Matter · Physics 2009-11-07 J. M. G. Vilar , J. M. Rubi

We consider the numerical integration of Langevin equations for particles in a channel, in the presence of boundary conditions fixing the concentration values at the ends. This kind of boundary condition appears for instance when…

Computational Physics · Physics 2020-07-24 Laureano Ramírez-Piscina

We study the dynamics of Brownian particles in a heterogeneous one-dimensional medium with a spatially-dependent diffusion coefficient of the form $D(x)\sim |x|^c$, at constant temperature. The particle's probability distribution function…

Statistical Mechanics · Physics 2016-08-03 Shaked Regev , Niels Grønbech-Jensen , Oded Farago

The properties of the thermal force driving micron particles in incompressible fluids are studied within the hydrodynamic theory of the Brownian motion. It is shown that the assumption used for the hydrodynamic Langevin equation in its…

Statistical Mechanics · Physics 2012-10-16 Vladimir Lisy , Jana Tothova , Lukas Glod

A general nonequilibrium thermodynamic theory is developed for time-dependent Langevin dynamics, starting from the common definition of nonequilibrium Gibbs entropy. It is shown that the notations appearing in the First and the Second Law…

Statistical Mechanics · Physics 2009-04-15 Hao Ge

A nonequilibrium fluctuation theorem is established for a colloidal particle driven by an external force within the hydrodynamic theory of Brownian motion, describing hydrodynamic memory effects such as the t^(-3/2) power-law decay of the…

Statistical Mechanics · Physics 2020-06-24 Pierre Gaspard

It is quite generally assumed that the overdamped Langevin equation provides a quantitative description of the dynamics of a classical Brownian particle in the long time limit. We establish and investigate a paradigm anomalous diffusion…

Statistical Mechanics · Physics 2016-09-26 A. S. Bodrova , A. V. Chechkin , A. G. Cherstvy , H. Safdari , I. M. Sokolov , R. Metzler

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…

Mesoscale and Nanoscale Physics · Physics 2017-01-19 Peng Yan , Gerrit E. W. Bauer , Huaiwu Zhang

The condition of thermal equilibrium simplifies the theoretical treatment of fluctuations as found in the celebrated Einstein's relation between mobility and diffusivity for Brownian motion. Several recent theories relax the hypothesis of…

Statistical Mechanics · Physics 2014-04-10 Andrea Gnoli , Andrea Puglisi , Alessandro Sarracino , Angelo Vulpiani

Nonergodic Brownian motion is elucidated within the framework of the generalized Langevin equation. For thermal noise yielding either a vanishing or a divergent zero-frequency friction strength, the non-Markovian Browninan dynamics exhibits…

Statistical Mechanics · Physics 2007-05-23 Jing-Dong Bao , Yi-Zhong Zhuo , Fernando A. Oliveira , Peter Hänggi
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