Related papers: The Langevin equation for systems with a preferred…
This article discusses the numerical result predicted by the quantum Langevin equation of the generalized diffusion function of a Brownian particle immersed in an Ohmic quantum bath of harmonic oscillators. The time dependence of the…
This paper proposes a simple mathematical model of non-stationary and non-linear stochastic dynamics, which approximates a (globally) non-stationary and non-linear stochastic process by its locally (or \emph{"piecewise"}) stationary…
We analytically describe the decay to equilibrium of generic observables of a non-integrable system after a perturbation in the form of a random matrix. We further obtain an analytic form for the time-averaged fluctuations of an observable…
Statistical invariance of Wiener increments under SO(n) rotations provides a notion of gauge transformation of state-dependent Brownian motion. We show that the stochastic dynamics of non gauge-invariant systems is not unambiguously…
The two-variable Langevin equations, modeling the Brownian motion of a particle moving in a potential and leading to the Maxwell-Boltzmann distribution of the corresponding Fokker-Planck equation, are shown to give rise to types of…
Damping on an object generally depends on its conformation (shape size etc.). We consider the Langevin dynamics of a model system with a conformation dependent damping and generalize the fluctuation dissipation relation to fit in such a…
The underdamped, non-linear, generalized Langevin equation is widely used to model coarse-grained dynamics of soft and biological materials. By means of a projection operator formalism, we show under which approximations this equation can…
We focus on the dynamics of a Brownian particle whose mass fluctuates. First we show that the behaviour is similar to that of a Brownian particle moving in a fluctuating medium, as studied by Beck [Phys. Rev. Lett. 87 (2001) 180601]. By…
We discuss fluctuation relations in simple cases of non-equilibrium Langevin dynamics. In particular, we show that close to non-equilibrium steady states with non-vanishing probability currents some of these relations reduce to a modified…
We present a perspective of simple models of nonequilibrium directed transport described in terms of a Langevin equation formalism. We consider a Brownian particle under various circumstances and driven by thermal (equilibrium) and…
Based on the classical Langevin equation, we have re-visited the problem of orbital motion of a charged particle in two dimensions for a normal magnetic field crossed with or without an in-plane electric bias. We are led to two interesting…
We construct classes of stochastic differential equations with fluctuating friction forces that generate a dynamics correctly described by Tsallis statistics and nonextensive statistical mechanics. These systems generalize the way in which…
We show how a relativistic Langevin equation can be derived from a Lorentz-covariant version of the Caldeira-Leggett particle-bath Lagrangian. In one of its limits, we identify the obtained equation with the Langevin equation used in…
We develop a unified fluctuation-response theory in the frequency domain for nonequilibrium steady states governed by overdamped Langevin dynamics and Markov jump processes. The relation expresses the power spectrum of general observables…
Thermodynamic uncertainty relations quantifying a trade-off between current fluctuation and entropy production have been found in various stochastic systems. Herein, we study the thermodynamic uncertainty relations for Langevin systems…
In many instances, the dynamical richness and complexity observed in natural phenomena can be related to stochastic drives influencing their temporal evolution. For example, random noise allied to spatial asymmetries may induce…
Nonlinear, multiplicative Langevin equations for a complete set of slow variables in equilibrium systems are generally derived on the basis of the separation of time scales. The form of the equations is universal and equivalent to that…
We present a dynamical description of slow relaxation processes based on the extension of Onsager's fluctuation theory to systems in local quasi-equilibrium. A non-Markovian Fokker-Planck equation for the conditional probability density is…
We provide a general macrostatistical formulation of nonequilibrium steady states of reservoir driven quantum systems. This formulation is centred on the large scale properties of the locally conserved hydrodynamical observables, and our…
In this paper we present a dynamical system to generate Brownian motion based on the Langevin equation without stochastic term and using fractional derivatives, i.e., a deterministic Brownian motion model is proposed. The stochastic process…