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Related papers: Anomalous fluctuation relations

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Brownian motion occurs in a variety of fluids, from rare gases to liquids. The Langevin equation, describing friction and agitation forces in statistical balance, is one of the most successful ways to treat the phenomenon. In rare gases, it…

Statistical Mechanics · Physics 2020-06-15 Frank Munley

Einstein's explanation of Brownian motion provided one of the cornerstones which underlie the modern approaches to stochastic processes. His approach is based on a random walk picture and is valid for Markovian processes lacking long-term…

Statistical Mechanics · Physics 2009-11-10 I. M. Sokolov , J. Klafter

We investigate the influence of a self-propelling, out-of-equilibrium active particle on generalized elastic systems, including flexible and semiflexible polymers, fluid membranes, and fluctuating interfaces, while accounting for…

Soft Condensed Matter · Physics 2024-01-25 Alessandro Taloni

We provide a stochastic fractional diffusion equation description of energy transport through a finite one-dimensional chain of harmonic oscillators with stochastic momentum exchange and connected to Langevian type heat baths at the…

Statistical Mechanics · Physics 2019-05-22 Aritra Kundu , Cédric Bernardin , Keji Saito , Anupam Kundu , Abhishek Dhar

Recent results on the stationary state Fluctuation Theorems for work and heat fluctuations of Langevin systems are presented. The relevance of finite time corrections in understanding experimental and simulation results is explained in the…

Statistical Mechanics · Physics 2007-07-31 E. G. D. Cohen , Ramses van Zon

We consider a model of active Brownian particles with velocity-alignment in two spatial dimensions with passive and active fluctuations. Hereby, active fluctuations refers to purely non-equilibrium stochastic forces correlated with the…

Statistical Mechanics · Physics 2016-05-02 Robert Grossmann , Lutz Schimansky-Geier , Pawel Romanczuk

It is well known that on long time scales the behaviour of tracer particles diffusing in a cellular flow is effectively that of a Brownian motion. This paper studies the behaviour on "intermediate" time scales before diffusion sets in.…

Analysis of PDEs · Mathematics 2016-09-09 Gautam Iyer , Alexei Novikov

The fundamental insight into Brownian motion by Einstein is that all substances exhibit continual fluctuations due to thermal agitation balancing with the frictional resistance. However, even at thermal equilibrium, biological activity can…

Soft Condensed Matter · Physics 2014-02-19 Soya Shinkai , Yuichi Togashi

The Fluctuation Relation (FR) is an asymptotic result on the distribution of certain observables averaged over time intervals T as T goes to infinity and it is a generalization of the fluctuation--dissipation theorem to far from equilibrium…

Statistical Mechanics · Physics 2009-11-10 A. Giuliani , F. Zamponi , G. Gallavotti

The effects of a "diffusing diffusivity" (DD), a stochastically time-varying diffusion coefficient, are explored within the frameworks of three different forms of fractional Brownian motion (FBM): (i) the Langevin equation driven by…

Statistical Mechanics · Physics 2025-04-29 Wei Wang , Aleksei V. Chechkin , Ralf Metzler

Fractional Brownian motion, a Gaussian non-Markovian self-similar process with stationary long-correlated increments, has been identified to give rise to the anomalous diffusion behavior in a great variety of physical systems. The…

Anomalous diffusions arise as scaling limits of continuous-time random walks (CTRWs) whose innovation times are distributed according to a power law. The impact of a non-exponential waiting time does not vanish with time and leads to…

Pricing of Securities · Quantitative Finance 2020-04-13 Antoine Jacquier , Lorenzo Torricelli

We introduce a formalism of fractional diffusion on networks based on a fractional Laplacian matrix that can be constructed directly from the eigenvalues and eigenvectors of the Laplacian matrix. This fractional approach allows random walks…

Statistical Mechanics · Physics 2015-06-23 A. P. Riascos , José L. Mateos

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

Starting from a generalized elastic model which accounts for the stochastic motion of several physical systems such as membranes, (semi)flexible polymers and fluctuating interfaces among others, we derive the fractional Langevin equation…

Statistical Mechanics · Physics 2012-03-16 Alessandro Taloni , Aleksei Chechkin , Joseph Klafter

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…

Statistical Mechanics · Physics 2007-05-23 R. van Zon , E. G. D. Cohen

The phenomenon of spatial clustering induced by death and reproduction in a population of anomalously diffusing individuals is studied analytically. The possibility of social behaviors affecting the migration strategies has been taken into…

Populations and Evolution · Quantitative Biology 2015-05-30 Piero Olla

We study Lorentz processes in two different settings. Both cases are characterized by infinite expectation of the free-flight times, contrary to what happens in the classical Gallavotti-Spohn models. Under a suitable Boltzmann-Grad type…

Probability · Mathematics 2025-09-23 Lorenzo Facciaroni , Costantino Ricciuti , Enrico Scalas , Bruno Toaldo

Motivated by the anomalous diffusion observed in clusters of active Brownian particles (ABPs), where the center-of-mass diffusion coefficient scales as $D\sim N^{-1/2}$ with respect to the number $N$ of particles in the cluster, we derive a…

Statistical Mechanics · Physics 2026-05-07 Daniela Moretti , Pasquale Digregorio , Giuseppe Gonnella , Antonio Suma

We explore the fractional advection-diffusion equation and rare events associated with the ACTRW model. When waiting times have a finite mean but infinite variance, and the displacements follow a narrow distribution, the fractional operator…

Statistical Mechanics · Physics 2025-02-18 Yuanze Hong , Tian zhou , Wanli Wang
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