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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…

We analyze the microscopic evolution of a system undergoing a far-from-equilibrium thermodynamic process. Explicitly accounting for the degrees of freedom of participating heat reservoirs, we derive a hybrid result, similar in form to both…

Statistical Mechanics · Physics 2007-05-23 C. Jarzynski

Anomalous diffusion is an established phenomenon but still a theoretical challenge in non-equilibrium statistical mechanics. Physical models are built incrementally, and the most recent and most general family is based on the fractional…

Probability · Mathematics 2025-07-23 Christian Bender , Yana A. Butko , Mirko D'Ovidio , Gianni Pagnini

A semi-classical approach to the study of the evolution of anyonic excitations--elementary particles with fractional statistics, complementing bosons and fermions--is through the Boltzmann equation for anyons. This work reviews a…

Mathematical Physics · Physics 2025-05-29 Niclas Bernhoff

We consider the multi-point equal time height fluctuations of a one-dimensional polynuclear growth model in a half space. For special values of the nucleation rate at the origin, the multi-layer version of the model is reduced to a…

Statistical Mechanics · Physics 2007-05-23 T. Sasamoto , T. Imamura

We consider a class of interacting particle systems in continuous space of non-gradient type, which are reversible with respect to Poisson point processes with constant density. For these models, a rate of convergence was recently obtained…

Probability · Mathematics 2024-01-19 Chenlin Gu , Jean-Christophe Mourrat , Maximilian Nitzschner

The work approaches the study of the fluctuations for the thermodynamic systems in the presence of the fields. The approach is of phenomenological nature and developed in a Gaussian approximation. The study is exemplified on the cases of a…

Statistical Mechanics · Physics 2009-10-31 S. Dumitru , A. Boer

We study a model of Brownian particles which are pumped with energy by means of a non-linear friction function, for which different types are discussed. A suitable expression for a non-linear, velocity-dependent friction function is derived…

Statistical Mechanics · Physics 2016-08-31 Udo Erdmann , Werner Ebeling , Lutz Schimansky-Geier , Frank Schweitzer

A longstanding goal of nonequilibrium statistical mechanics has been to extend the conceptual power of the Boltzmann distribution to driven systems. We report some new progress towards this goal. Instead of writing the nonequilibrium…

Statistical Mechanics · Physics 2015-11-25 Robert Marsland , Jeremy England

We perform a coarse-graining analysis of the paradigmatic active matter model, Active Brownian Particles, yielding a continuum description in terms of balance laws for mass, linear and angular momentum, and energy. The derivation of the…

Soft Condensed Matter · Physics 2019-04-30 Jeffrey M. Epstein , Katherine Klymko , Kranthi K. Mandadapu

In this paper we investigate stability of travelling wave solutions to a class of reaction-diffusion equations perturbed by infinite-dimensional additive noise with H\"older continuous paths, covering in particular fractional Brownian…

Probability · Mathematics 2026-01-12 Amjad Saef , Wilhelm Stannat

We derive the asymptotic behaviour of the one point probability density for the inhomogeneous shock slopes in the turbulent regime, when a Gaussian fluctuating flux at origin derives the system. We also calculate the time dependence of the…

Soft Condensed Matter · Physics 2009-10-31 Jahanshah Davoudi , Shahin Rouhani

We develop stochastic mixed finite element methods for spatially adaptive simulations of fluid-structure interactions when subject to thermal fluctuations. To account for thermal fluctuations, we introduce a discrete fluctuation-dissipation…

Mesoscale and Nanoscale Physics · Physics 2023-02-28 Pat Plunkett , Jon Hu , Chris Siefert , Paul J. Atzberger

Fluctuations from a hydrodynamic limit of a one-dimensional asymmetric system come at two levels. On the central limit scale n^{1/2} one sees initial fluctuations transported along characteristics and no dynamical noise. The second order of…

Probability · Mathematics 2007-05-23 Timo Seppalainen

Dynamical random walk of classical particle in thermodynamically equilibrium fluctuating medium, - Gaussian random potential field, - is considered in the framework of explicit stochastic representation of deterministic interactions. We…

Statistical Mechanics · Physics 2013-02-05 Yu. E. Kuzovlev

In active Brownian motion, an internal propulsion mechanism interacts with translational and rotational thermal noise and other internal fluctuations to produce directed motion. We derive the distribution of its extreme fluctuations and…

Statistical Mechanics · Physics 2016-05-04 Patrick Pietzonka , Kevin Kleinbeck , Udo Seifert

Within the Rayleigh-Helmholtz model of active Brownian particles activity is due to a non-linear velocity dependent force. In the presence of an external trapping potential or a constant force, the steady state of the system breaks detailed…

Statistical Mechanics · Physics 2015-06-19 Debasish Chaudhuri

Fluctuation relations are derived in systems where the spin degree of freedom and magnetic interactions play a crucial role. The form of the non-equilibrium fluctuation theorems relies in the assumption of a local balance condition. We…

Mesoscale and Nanoscale Physics · Physics 2012-06-21 Rosa Lopez , Jong Soo Lim , David Sanchez

We consider a system of particles performing a one-dimensional dyadic branching Brownian motion with space-dependent branching rate, negative drift $-\mu$ and killed upon reaching $0$, starting with $N$ particles. More precisely, particles…

Probability · Mathematics 2024-06-04 Julie Tourniaire

Herein we develop a dynamical foundation for fractional Brownian Motion. A clear relation is established between the asymptotic behaviour of the correlation function and diffusion in a dynamical system. Then, assuming that scaling is…

chao-dyn · Physics 2008-02-03 R Mannella , P Grigolini , BJ West