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We present a finite element approach for diffusion problems with thermal fluctuations based on a fluctuating hydrodynamics model. The governing transport equations are stochastic partial differential equations with a fluctuating forcing…

Numerical Analysis · Mathematics 2024-03-21 P. Martínez-Lera , M. De Corato

The fluctuation-dissipation relation is usually formulated for a system interacting with a heat bath at finite temperature in the context of linear response theory, where only small deviations from the mean are considered. We show that for…

Quantum Physics · Physics 2013-07-11 C. H. Fleming , B. L. Hu , Albert Roura

The theoretical understanding of active matter, which is driven out of equilibrium by directed motion, is still fragmental and model oriented. Stochastic thermodynamics, on the other hand, is a comprehensive theoretical framework for driven…

Statistical Mechanics · Physics 2017-01-05 Thomas Speck

We consider a generic system operating under non-equilibrium conditions. Explicitly, we consider an inertial classical Brownian particle dwelling a periodic structure with a spatially broken reflection symmetry. The particle is coupled to a…

Statistical Mechanics · Physics 2020-07-15 P. Hänggi , J. Łuczka , J. Spiechowicz

The relaxation towards equilibrium of systems with long range interactions is not yet fully understood. As a step towards such a comprehension, we propose the study of the dynamical equilibrium fluctuations in a model system with long range…

Statistical Mechanics · Physics 2009-11-10 Freddy Bouchet

Fractional Brownian motion is a Gaussian process x(t) with zero mean and two-time correlations <x(t)x(s)> ~ t^{2H} + s^{2H} - |t-s|^{2H}, where H, with 0<H<1 is called the Hurst exponent. For H = 1/2, x(t) is a Brownian motion, while for H…

Statistical Mechanics · Physics 2013-05-29 Kay Jörg Wiese , Satya N. Majumdar , Alberto Rosso

We study stationary fluctuations in two models involving $N$ Brownian particles undergoing stochastic resetting to the origin in 1d. We start with the basic reset model where the particles reset independently (model A). Then we introduce…

Statistical Mechanics · Physics 2022-08-31 Ohad Vilk , Michael Assaf , Baruch Meerson

In this note we discuss a paradigmatic example of interacting particles subject to non conservative external forces and to the action of thermostats consisting of external (finite) reservoirs of particles. We then consider a model of…

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

We derive linear fluctuating hydrodynamics as the low density limit of a deterministic system of particles at equilibrium. The proof builds upon previous results of the authors where the asymptotics of the covariance of the fluctuation…

Analysis of PDEs · Mathematics 2022-10-24 Thierry Bodineau , Isabelle Gallagher , Laure Saint-Raymond , Sergio Simonella

These lecture notes give a short review of methods such as the matrix ansatz, the additivity principle or the macroscopic fluctuation theory, developed recently in the theory of non-equilibrium phenomena. They show how these methods allow…

Statistical Mechanics · Physics 2009-11-13 B. Derrida

We measure the fluctuations of the position of a Brownian particle confined by an optical trap in an aging gelatin droplet after a fast quench. Its linear response to an external perturbation is also measured. We compute the spontaneous…

Statistical Mechanics · Physics 2012-03-05 Juan Ruben Gomez-Solano , Artyom Petrosyan , Sergio Ciliberto

We investigate the macroscopic behavior of the disordered harmonic chain of oscillators, through energy diffusion. The Hamiltonian dynamics of the system is perturbed by a degenerate conservative noise. After rescaling space and time…

Probability · Mathematics 2020-10-23 Clément Erignoux , Marielle Simon

We study the dynamics of covariances in a chain of harmonic oscillators with conservative noise in contact with two stochastic Langevin heat baths. The noise amounts to random collisions between nearest-neighbour oscillators that exchange…

Statistical Mechanics · Physics 2010-11-10 S. Lepri , C. Mejia-Monasterio , A. Politi

This note proves an upper bound for the fluctuations of a second-class particle in the totally asymmetric simple exclusion process. The proof needs a lower tail estimate for the last-passage growth model associated with the exclusion…

Probability · Mathematics 2007-05-23 Timo Seppalainen

Active matter systems exhibit rich emergent behavior due to constant injection and dissipation of energy at the level of individual agents. Since these systems are far from equilibrium, their dynamics and energetics cannot be understood…

Soft Condensed Matter · Physics 2020-04-23 Sarah Eldeen , Ryan Muoio , Paris Blaisdell-Pijuan , Ngoc La , Mauricio Gomez , Alex Vidal , Wylie Ahmed

The fluctuation dissipation theorem (FDT) is studied close to the glass transition in colloidal suspensions under steady shear. Shear breaks detailed balance in the many-particle Smoluchowski equation, and gives response functions in the…

Soft Condensed Matter · Physics 2009-11-13 Matthias Krüger , Matthias Fuchs

Heat fluctuations are studied in a dissipative system with both mechanical and stochastic components for a simple model: a Brownian particle dragged through water by a moving potential. An extended stationary state fluctuation theorem is…

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

We study the stationary state of a one-dimensional kinetic model where a probe particle is driven by an external field E and collides, elastically or inelastically, with a bath of particles at temperature T. We focus on the stationary…

Statistical Mechanics · Physics 2013-05-30 G. Gradenigo , U. Marini Bettolo Marconi , A. Puglisi , A. Sarracino

We analyze the equilibrium fluctuations of the density, current and tagged particle in symmetric exclusion with a slow bond. The system evolves in the one-dimensional lattice and the jump rate is everywhere equal to one except at the slow…

Probability · Mathematics 2013-11-28 Tertuliano Franco , Patricia Gonçalves , Adriana Neumann

We study the total particle current fluctuations in a one-dimensional stochastic system of classical particles consisting of branching and death processes which is a variant of asymmetric zero-temperature Glauber dynamics. The full spectrum…

Statistical Mechanics · Physics 2014-03-07 S. R. Masharian , P. Torkaman , F. H. Jafarpour
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