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We study a Langevin equation describing the stochastic motion of a particle in one dimension with coordinate $x$, which is simultaneously exposed to a space-dependent friction coefficient $\gamma(x)$, a confining potential $U(x)$ and…

Soft Condensed Matter · Physics 2021-05-12 Davide Breoni , Hartmut Löwen , Ralf Blossey

The normalized probability density function (PDF) of global measures of a large class of highly correlated systems has previously been demonstrated to fall on a single non-Gaussian "universal" curve. We derive the functional form of the…

Statistical Mechanics · Physics 2007-05-23 Sandra Chapman , George Rowlands , Nicholas Watkins

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…

Statistical Mechanics · Physics 2023-10-03 K. S. Fa , C. -L. Ho , Y. B. Matos , M. G. E da Luz

Fluctuations associated with relaxations in far-from-equilibrium regime is of fundamental interest for a large variety of systems within broad scales. Recent advances in techniques such as spectroscopy have generated the possibility for…

Quantum Physics · Physics 2021-09-08 Zhedong Zhang , Xuanhua Wang , Jin Wang

Perturbation theory makes it possible to calculate the probability distribution function (PDF) of the large scale density field in the small variance limit. For top hat smoothing and scale-free Gaussian initial fluctuations, the result…

Astrophysics · Physics 2015-06-24 S. Colombi , F. Bernardeau , F. R. Bouchet , L. Hernquist

We study density fluctuations in supersonic turbulence using both theoretical methods and numerical simulations. A theoretical formulation is developed for the probability distribution function (PDF) of the density at steady state,…

Astrophysics of Galaxies · Physics 2019-09-04 Liubin Pan , Paolo Padoan , Åke Nordlund

We introduce a general formulation of the fluctuation-dissipation relations (FDR) holding also in far-from-equilibrium stochastic dynamics. A great advantage of this version of the FDR is that it does not require the explicit knowledge of…

Statistical Mechanics · Physics 2021-09-15 Marco Baldovin , Lorenzo Caprini , Angelo Vulpiani

The fluctuation-dissipation (F-D) theorem is a fundamental result for systems near thermodynamic equilibrium, and justifies studies between microscopic and macroscopic properties. It states that the nonequilibrium relaxation dynamics is…

Statistical Mechanics · Physics 2015-03-13 Jianhua Xing

For systems close to equilibrium, the relaxation properties of measurable physical quantities are described by the linear response theory and the fluctuation-dissipation theorem (FDT). Accordingly, the response or the generalized…

Statistical Mechanics · Physics 2012-07-11 Bartlomiej Dybiec , Juan M. R. Parrondo , Ewa Gudowska-Nowak

Nonequilibrium statistical mechanics exhibit a variety of complex phenomena far from equilibrium. It inherits challenges of equilibrium, including accurately describing the joint distribution of a large number of configurations, and also…

Statistical Mechanics · Physics 2024-02-08 Ying Tang , Jing Liu , Jiang Zhang , Pan Zhang

The unique fluctuation-dissipation theorem for equilibrium stands in contrast with the wide variety of nonequilibrium linear response formulae. Their most traditional approach is "analytic", which, in the absence of detailed balance,…

Statistical Mechanics · Physics 2013-01-21 Marco Baiesi , Christian Maes

A new method is proposed to numerically extract the diffusivity of a (typically nonlinear) diffusion equation from underlying stochastic particle systems. The proposed strategy requires the system to be in local equilibrium and have…

Statistical Mechanics · Physics 2018-05-09 Peter Embacher , Nicolas Dirr , Johannes Zimmer , Celia Reina

Stochastic systems characterised by a random driving in a form of the general stable noise are considered. The particle experiences long rests due to the traps the density of which is position-dependent and obeys a power-law form attributed…

Statistical Mechanics · Physics 2016-07-06 Tomasz Srokowski

Dynamics near and far away from thermal equilibrium is studied within the framework of Langevin equations. A stochasticity-dissipation relation is proposed to emphasize the equal importance of the stochastic and deterministic forces in…

Classical Physics · Physics 2007-05-23 P. Ao

We study local power fluctuations in numerical simulations of stationary, homogeneous, isotropic turbulence in two and three dimensions with Gaussian forcing. Due to the near-Gaussianity of the one-point velocity distribution, the…

Statistical Mechanics · Physics 2009-11-13 M. M. Bandi , Sergei G. Chumakov , Colm Connaughton

A central challenge in physics is to describe non-equilibrium systems driven by randomness, such as a randomly growing interface, or fluids subject to random fluctuations that account e.g. for local stresses and heat fluxes not related to…

Analysis of PDEs · Mathematics 2022-02-16 Mickaël D. Chekroun , Honghu Liu , James C. McWilliams , Shouhong Wang

Subcritical transition of an inhomogeneous plasma where turbulences with different characteristic space-time scales coexist is analyzed with methods of statistical physics of turbulences. We derived the development equations of the…

Plasma Physics · Physics 2007-05-23 Mitsuhiro Kawasaki , Sanae-I. Itoh , Kimitaka Itoh

The pair distribution function (PDF) is a key quantity for the analysis of correlation effects of a quantum system both in equilibrium and far from equilibrium. We derive an expression for the PDF in terms of the single-particle Green's…

Strongly Correlated Electrons · Physics 2013-09-19 M. Bonitz , S. Hermanns , K. Kobusch , K. Balzer

The probability density function (PDF) of velocity fluctuations is studied experimentally for grid turbulence in a systematical manner. At small distances from the grid, where the turbulence is still developing, the PDF is sub-Gaussian. At…

Fluid Dynamics · Physics 2009-11-07 H. Mouri , M. Takaoka , A. Hori , Y. Kawashima

Fluctuation-dissipation relations or "theorems" (FDTs) are fundamental for statistical physics and can be rigorously derived for equilibrium systems. Their applicability to non-equilibrium systems is, however, debated. Here, we simulate an…

Statistical Mechanics · Physics 2021-09-15 Gerhard Jung , Friederike Schmid