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We consider a system of interacting particles governed by the generalized Langevin equation (GLE) in the presence of external confining potentials, singular repulsive forces, as well as memory kernels. Using a Mori-Zwanzig approach, we…

Probability · Mathematics 2024-03-15 Manh Hong Duong , Hung D. Nguyen

Recent advances in single particle tracking and supercomputing techniques demonstrate the emergence of normal or anomalous, viscoelastic diffusion in conjunction with non-Gaussian distributions in soft, biological, and active matter…

Statistical Mechanics · Physics 2018-01-23 Jakub Ślęzak , Ralf Metzler , Marcin Magdziarz

We present a new time-dependent Density Functional approach to study the relaxational dynamics of an assembly of interacting particles subject to thermal noise. Starting from the Langevin stochastic equations of motion for the velocities of…

Statistical Mechanics · Physics 2016-08-31 Umberto Marini Bettolo Marconi , Pedro Tarazona

Macroscopic parameters as well as precise information on the random force characterizing the Langevin type description of the nuclear fusion process around the Coulomb barrier are extracted from the microscopic dynamics of individual…

Nuclear Theory · Physics 2013-07-04 Kai Wen , Fumihiko Sakata , Zhu-Xia Li , Xi-Zhen Wu , Ying-Xun Zhang , Shan-Gui Zhou

A time series delta(n), the fluctuation of the nth unfolded eigenvalue was recently characterized for the classical Gaussian ensembles of NxN random matrices (GOE, GUE, GSE). It is investigated here for the beta-Hermite ensemble as a…

Statistical Mechanics · Physics 2009-11-13 C. Male , G. Le Caer , R. Delannay

Single molecular motor kinesin harnesses thermal and non-thermal fluctuations to transport various cargoes along microtubules, converting chemical energy to directed movements. To describe the non-thermal fluctuations generated by the…

Soft Condensed Matter · Physics 2022-12-20 Mengkai Feng , Zhonghuai Hou

We show the relation between processes which are modeled by a Langevin equation with multiplicative noise and infinite ergodic theory. We concentrate on a spatially dependent diffusion coefficient that behaves as ${D(x)}\sim…

Statistical Mechanics · Physics 2019-05-01 N. Leibovich , E. Barkai

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

This study presents a fractional-order continuum mechanics approach that allows combining selected characteristics of nonlocal elasticity, typical of classical integral and gradient formulations, under a single frame-invariant framework.…

Numerical Analysis · Mathematics 2020-05-21 Sansit Patnaik , Sai Sidhardh , Fabio Semperlotti

A massive intruder in a homogeneously driven granular fluid, in dilute configurations, performs a memory-less Brownian motion with drag and temperature simply related to the average density and temperature of the fluid. At volume fraction…

Soft Condensed Matter · Physics 2012-01-10 A. Puglisi , A. Sarracino , G. Gradenigo , D. Villamaina

Brownian motion is a central scientific paradigm. Recently, due to increasing efforts and interests towards miniaturization and small-scale physics or biology, the effects of confinement on such a motion have become a key topic of…

Statistical Mechanics · Physics 2023-03-13 Elodie Millan , Maxime Lavaud , Yacine Amarouchene , Thomas Salez

The non--static generalized Langevin equation and its corresponding Fokker--Planck equation for the position of a viscous fluid particle were solved in closed form for a time dependent external force. Its solution for a constant external…

Statistical Mechanics · Physics 2018-05-08 Wilmer Olivares-Rivas , Pedro J. Colmenares

The power spectrum of local field potentials (LFPs) has been reported to scale as the inverse of the frequency, but the origin of this "1/f noise" is at present unclear. Macroscopic measurements in cortical tissue demonstrated that electric…

Neurons and Cognition · Quantitative Biology 2009-11-13 Claude Bedard , Alain Destexhe

We consider the motion of a Brownian particle moving in a potential field and driven by dichotomous noise with exponential correlation. Traditionally, the analytic as well as the numerical treatments of the problem, in general, rely on…

Statistical Mechanics · Physics 2007-05-23 Debashis Barik , Pulak Kumar Ghosh , Deb Shankar Ray

Self-organization through noisy interactions is ubiquitous across physics, mathematics, and machine learning, yet how long-range structure emerges from local noisy dynamics remains poorly understood. Here, we investigate three paradigmatic…

Soft Condensed Matter · Physics 2026-03-31 Satyam Anand , Guanming Zhang , Stefano Martiniani

Climate science employs a hierarchy of models, trading the tractability of simplified energy balance models (EBMs) against the detail of Global Circulation Models. Since the pioneering work of Hasselmann, stochastic EBMs have allowed…

Statistical Mechanics · Physics 2020-12-07 Nicholas Watkins , Sandra Chapman , Aleksei Chechkin , Ian Ford , Rainer Klages , David Stainforth

The time-dependent barrier passage of an anomalous damping system is studied via the generalized Langevin equation (GLE) with non-Ohmic memory damping friction tensor and corresponding thermal colored noise tensor describing a particle…

Statistical Mechanics · Physics 2015-05-13 Chun-Yang Wang

First passage time experiments were used to explore the effects of low amplitude noise as a source of accelerated phase space diffusion in two-dimensional Hamiltonian systems, and these effects were then compared with the effects of…

Astrophysics · Physics 2009-10-31 Ilya V. Pogorelov , Henry E. Kandrup

The existence of a generalized fluctuation-dissipation theorem observed in simulations and experiments performed in various glassy materials is related to the concepts of local equilibration and heterogeneity in space. Assuming the…

Statistical Mechanics · Physics 2009-11-10 Ludovic Berthier

The local time in an ensemble of particles measures the amount of time the particles spend in the vicinity of a given point in space. Here we study fluctuations of the empirical time average $R= T^{-1}\int_{0}^{T}\rho\left(x=0,t\right)\,dt$…

Statistical Mechanics · Physics 2024-03-18 Naftali R. Smith , Baruch Meerson