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Entropy and the fluctuation-dissipation theorem are at the heart of statistical mechanics near equilibrium. Driving a system beyond the linear response regime leads to (i) the breakdown of the fluctuation-dissipation theorem and (ii) a…

Statistical Mechanics · Physics 2010-09-10 Thomas Speck

In this note we consider generalized diffusion equations in which the diffusivity coefficient is not necessarily constant in time, but instead it solves a nonlinear fractional differential equation involving fractional Riemann-Liouville…

Probability · Mathematics 2022-09-21 Roberto Garra , Elena Issoglio , Giorgio S. Taverna

We analyze quantal Brownian motion in $d$ dimensions using the unified model for diffusion localization and dissipation, and Feynman-Vernon formalism. At high temperatures the propagator possess a Markovian property and we can write down an…

Condensed Matter · Physics 2009-10-31 Doron Cohen

To reveal how nonequilibrium physics and relativity theory intertwine, this articles studies relativistic Brownian motion under cosmic expansion. Two fluctuation theorems for the entropy ds, which is locally produced in this extreme…

General Relativity and Quantum Cosmology · Physics 2008-11-26 Axel Fingerle

At the beginning of last century, Gerlach and Lehrer observed the rotational Brownian motion of a very fine wire immersed in an equilibrium environment, a gas. This simple experiment eventually permitted the full development of one of the…

Statistical Mechanics · Physics 2009-11-10 G. D'Anna , P. Mayor , A. Barrat , V. Loreto , F. Nori

We consider a Brownian particle which, in addition to being in contact with a thermal bath, is driven by fluctuating forces which stem from active processes in the system, such as self-propulsion or collisions with other active particles.…

Statistical Mechanics · Physics 2019-04-24 Lennart Dabelow , Stefano Bo , Ralf Eichhorn

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

Quantum Brownian motion, described by the Caldeira-Leggett model, brings insights to understand phenomena and essence of quantum thermodynamics, especially the quantum work and heat associated with their classical counterparts. By employing…

Statistical Mechanics · Physics 2021-12-15 Jin-Fu Chen , Tian Qiu , H. T. Quan

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

A nonlinear theory of quantum Brownian motion in classical environment is developed based on a thermodynamically enhanced nonlinear Schrodinger equation. The latter is transformed via the Madelung transformation into a nonlinear quantum…

Quantum Physics · Physics 2011-04-15 Roumen Tsekov

Fluctuation theorems have a very special place in the study of non equilibrium dynamics of physical systems. The form in which it is used most extensively is the Gallavoti-Cohen Fluctuation Theorem which is in terms of the distribution of…

Classical Physics · Physics 2015-12-01 G. S. Agarwal , Sushanta Dattagupta

In these lecture notes, we explore the mathematical preliminaries and foundational concepts that connect stochastic processes with partial differential equations. We begin by investigating Brownian motion, which serves as a model for random…

Probability · Mathematics 2025-09-15 Helder Rojas

We establish diffusion and fractional Brownian motion approximations for motions in a Markovian Gaussian random field with a nonzero mean.

Probability · Mathematics 2007-05-23 Albert Fannjiang , Tomasz Komorowski

A general theory of thermal magnetic fluctuations near conductive materials is developed; such fluctuations are the magnetic analog of Johnson noise. For realistic experiments in quantum computing and magnetic resonance force microscopy,…

Quantum Physics · Physics 2007-05-23 J. A. Sidles , J. L. Garbini , W. M. Dougherty , S. H. Chao

The fluctuation-dissipation theorem (FDT) is a central result in statistical physics, both for classical and quantum systems. It establishes a relationship between the linear response of a system under a time-dependent perturbation and time…

Quantum Physics · Physics 2018-05-28 Mohammad Mehboudi , Anna Sanpera , Juan M. R. Parrondo

An interesting feature of the Davies-Unruh effect is that an uniformly accelerated observer sees an isotropic thermal spectrum of particles even though there is a preferred direction in this context, determined by the direction of the…

General Relativity and Quantum Cosmology · Physics 2012-11-29 Sanved Kolekar , T. Padmanabhan

We prove a general inequality between the charge current and its fluctuations valid for any non-interacting coherent electronic conductor and for any stationary out-of-equilibrium condition, thereby going beyond established…

Mesoscale and Nanoscale Physics · Physics 2024-07-15 Ludovico Tesser , Janine Splettstoesser

The diffusion coefficient--a measure of dissipation, and the entropy--a measure of fluctuation are found to be intimately correlated in many physical systems. Unlike the fluctuation dissipation theorem in linear response theory, the…

Statistical Mechanics · Physics 2021-03-25 Yi Liao , Xiao-Bo Gong

The celebrated Einstein relation between the diffusion coefficient $D$ and the drift velocity $v$ is violated in non-equilibrium circumstances. We analyze how this violation emerges for the simplest example of a Brownian motion on a…

Statistical Mechanics · Physics 2014-09-30 Daniel Hurowitz , Doron Cohen

The fluctuation-response relation is a fundamental relation that is applicable to systems near equilibrium. On the other hand, when a system is driven far from equilibrium, this relation is violated in general because the detailed-balance…

Statistical Mechanics · Physics 2009-11-11 Takahiro Harada , Shin-ichi Sasa
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