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We analyze the diffusion of a Brownian particle in a fluid under stationary flow. By using the scheme of non-equilibrium thermodynamics in phase space, we obtain the Fokker-Planck equation which is compared with others derived from kinetic…

Statistical Mechanics · Physics 2016-08-16 I. Santamaría-Holek , D. Reguera , J. M. Rubí

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

When a Brownian object interacts with non-interacting gas particles under non-equilibrium conditions, the energy dissipation associated to the Brownian motion causes an additional force on the object as a `momentum transfer deficit'. This…

Statistical Mechanics · Physics 2015-05-30 Antoine Fruleux , Ryoichi Kawai , Ken Sekimoto

We discuss application of methods from the Kraichnan model of turbulent advection to the study of non-equilibrium concentration fluctuations arising during diffusion in liquid mixtures at high Schmidt numbers. This approach treats nonlinear…

Statistical Mechanics · Physics 2022-10-18 Gregory Eyink , Amir Jafari

We present a physically inspired generalization of equilibrium response formulae, the fluctuation-dissipation theorem, to Markov jump processes possibly describing interacting particle systems out-of-equilibrium. Here, the time-dependent…

Mathematical Physics · Physics 2015-05-05 Christian Maes , Bram Wynants

This paper uses dynamical invariants to describe the evolution of collisionless systems subject to time-dependent gravitational forces without resorting to maximum-entropy probabilities. We show that collisionless relaxation can be viewed…

Astrophysics of Galaxies · Physics 2015-06-03 Jorge Peñarrubia

We show that a non-equilibrium diffusive dynamics in a finite-dimensional space takes in the Lagrangian frame of its mean local velocity an equilibrium form with the detailed balance property. This explains the equilibrium nature of the…

Statistical Mechanics · Physics 2015-05-13 Raphael Chetrite , Krzysztof Gawedzki

Quantifying and characterizing fluctuations far away from equilibrium is a challenging task. We discuss and experimentally confirm a series expansion for a driven classical system, relating the different non-equilibrium cumulants of the…

Statistical Mechanics · Physics 2025-09-29 Juliana Caspers , Karthika Krishna Kumar , Clemens Bechinger , Matthias Krüger

In linear transport, the fluctuation-dissipation theorem relates equilibrium current correlations to the linear conductance coefficient. For nonlinear transport, there exist fluctuation relations that rely on Onsager's principle of…

Mesoscale and Nanoscale Physics · Physics 2008-10-29 H. Forster , M. Buttiker

We derive the integral fluctuation theorem around a nonequilibrium stationary state for frictionless and soft core granular particles under an external vibration achieved by a balance between an external vibration and inelastic collisions.…

Statistical Mechanics · Physics 2013-10-24 Hisao Hayakawa

We analyze the static response to kinetic perturbations of nonequilibrium steady states that can be modeled as diffusions. We demonstrate that kinetic response is purely a nonequilibirum effect, measuring the degree to which the…

Statistical Mechanics · Physics 2024-04-16 Qi Gao , Hyun-Myung Chun , Jordan M. Horowitz

A generalized Einstein relation is studied for Brownian motion in a tilted potential. The exact form of the diffusion constant of the Brownian motion is compared with the generalized Einstein relation. The generalized Einstein relation is a…

Statistical Mechanics · Physics 2015-06-25 Hidetsugu Sakaguchi

A particle with internal unobserved states diffusing in a force field will generally display effective advection-diffusion. The drift velocity is proportional to the mobility averaged over the internal states, or effective mobility, while…

Statistical Mechanics · Physics 2017-10-13 Erik Aurell , Stefano Bo

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

The well known scaling of the Edwards-Wilkinson equation is essentially determined by dimensional analysis. Once a drift term is added, more sophisticated reasoning is required, which initially suggests that the drift term dominates over…

Statistical Mechanics · Physics 2015-05-19 Seng Cheang , Gunnar Pruessner

We study the Brownian motion of a classical particle in one-dimensional inhomogeneous environments where the transition probabilities follow quasiperiodic or aperiodic distributions. Exploiting an exact correspondence with the…

Statistical Mechanics · Physics 2009-10-31 F. Igloi , L. Turban , H. Rieger

An exact analytical theory is developed for calculating the diffusion coefficient of charge carriers in strongly anisotropic disordered solids with one-dimensional hopping transport mode for any dependence of the hopping rates on space and…

Disordered Systems and Neural Networks · Physics 2012-01-10 A. V. Nenashev , F. Jansson , S. D. Baranovskii , R. Österbacka , A. V. Dvurechenskii , F. Gebhard

Baths produce friction and random forcing on particles suspended in them. The relation between noise and friction in (generalized) Langevin equations is usually referred to as the second fluctuation-dissipation theorem. We show what is the…

Statistical Mechanics · Physics 2015-06-17 Christian Maes

The nonequilibrium Fokker-Planck dynamics with a non-conservative drift field, in dimension $N\geq 2$, can be related with the non-Hermitian quantum mechanics in a real scalar potential $V$ and in a purely imaginary vector potential -$iA$…

Statistical Mechanics · Physics 2024-05-31 P. Garbaczewski , M. Żaba

We study the Brownian motion of a charged test particle driven by quantum electromagnetic fluctuations in the vacuum region near a non-dispersive and non-absorbing dielectric half-space and calculate the mean squared fluctuations in the…

Quantum Physics · Physics 2009-11-13 Hongwei Yu , Xiangyun Fu , Puxun Wu
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