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A fundamental problem of non-equilibrium statistical mechanics is the derivation of macroscopic transport equations in the hydrodynamic limit. The rigorous study of such limits requires detailed information about rates of convergence to…

Mathematical Physics · Physics 2015-05-30 Alexander Grigo , Konstantin Khanin , Domokos Szasz

In the hydrodynamic theory, the non-equilibrium dynamics of a many-body system is approximated, at large scales of space and time, by irreversible relaxation to local entropy maximisation. This results in a convective equation corrected by…

Statistical Mechanics · Physics 2025-12-02 Friedrich Hübner , Leonardo Biagetti , Jacopo De Nardis , Benjamin Doyon

We formulate low Mach number fluctuating hydrodynamic equations appropriate for modeling diffusive mixing in isothermal mixtures of fluids with different density and transport coefficients. These equations eliminate the fluctuations in…

Numerical Analysis · Mathematics 2016-01-20 A. Donev , A. J. Nonaka , Y. Sun , T. G. Fai , A. L. Garcia , J. B. Bell

We extend the work of Kurchan on the Gallavotti-Cohen fluctuation theorem, which yields a symmetry property of the large deviation function, to general Markov processes. These include jump processes describing the evolution of stochastic…

Statistical Mechanics · Physics 2015-06-25 Joel. L. Lebowitz , Herbert Spohn

We investigate theoretically the violations of Einstein and Onsager relations, and the efficiency for a single processive motor operating far from equilibrium using an extension of the two-state model introduced by Kafri {\em et al.}…

Soft Condensed Matter · Physics 2011-03-02 A. W. C. Lau , D. Lacoste , K. Mallick

Stochastic thermodynamics as reviewed here systematically provides a framework for extending the notions of classical thermodynamics like work, heat and entropy production to the level of individual trajectories of well-defined…

Statistical Mechanics · Physics 2015-06-05 Udo Seifert

This study deals with continuous limits of interacting one-dimensional diffusive systems, arising from stochastic distortions of discrete curves with various kinds of coding representations. These systems are essentially of a…

Statistical Mechanics · Physics 2011-09-09 Guy Fayolle , Cyril Furtlehner

We consider systems of interacting particles which are described by a second order Langevin equation. The class of equations considered includes the situation where the particle evolution is governed by Hamiltonian dynamics with additional…

Analysis of PDEs · Mathematics 2025-07-29 Fenna Müller , Max von Renesse , Johannes Zimmer

In this paper, we are interested in the dynamics of charged particles interacting with the incompressible viscous flow. More precisely, we consider the Vlasov-Poisson or Vlasov-Poisson-Fokker-Planck equation coupled with the incompressible…

Analysis of PDEs · Mathematics 2021-01-05 Young-Pil Choi , Jinwook Jung

We study the transport properties of dilute electrolyte solutions on the basis of the fluctuating hydrodynamic equation, which is a set of nonlinear Langevin equations for the ion densities and flow velocity. The nonlinearity of the…

Statistical Mechanics · Physics 2022-09-22 Ryuichi Okamoto

This review article discusses limit distributions and variance bounds for particle current in several dynamical stochastic systems of particles on the one-dimensional integer lattice: independent particles, independent particles in a random…

Probability · Mathematics 2010-07-01 Timo Seppäläinen

Aligning self-propelled particles undergo a nonequilibrium flocking transition from apolar to polar phases as their interactions become stronger. We propose a thermodynamically consistent lattice model, in which the internal state of the…

Statistical Mechanics · Physics 2025-08-08 Karel Proesmans , Gianmaria Falasco , Atul Tanaji Mohite , Massimiliano Esposito , Étienne Fodor

We introduce a schematic non-linear diffusion model where density fluctuations induce a rich out of equilibrium dynamics. The properties of the model are studied by numerical simulations and analytically in a mean field approximation. At…

Statistical Mechanics · Physics 2008-07-03 Federico Corberi , Mario Nicodemi , Marina Piccioni , Antonio Coniglio

A recently introduced particle-based model for fluid dynamics with continuous velocities is generalized to model fluids with excluded volume effects. This is achieved through the use of biased stochastic multi-particle collisions which…

Soft Condensed Matter · Physics 2007-05-23 Erkan Tuzel , Thomas Ihle , Daniel M. Kroll

We prove the hydrodynamic limit for a particle system in which particles may have different velocities. We assume that we have two infinite reservoirs of particles at the boundary: this is the so-called boundary driven process. The dynamics…

Probability · Mathematics 2010-03-23 Alexandre B. Simas

We compute the growth fluctuations in equilibrium of a wide class of deposition models. These models also serve as general frame to several nearest-neighbor particle jump processes, e.g. the simple exclusion or the zero range process, where…

Probability · Mathematics 2007-09-12 Marton Balazs

We use fluctuating hydrodynamics to analyze the dynamical properties in the non-equilibrium steady state of a diffusive system coupled with reservoirs. We derive the two-time correlations of the density and of the current in the…

Statistical Mechanics · Physics 2016-11-23 Tridib Sadhu , Bernard Derrida

The authors in a previous paper proved the hydrodynamic incompressible limit in $d\ge 3$ for a thermal lattice gas, namely a law of large numbers for the density, velocity field and energy. In this paper the equilibrium fluctuations for…

Mathematical Physics · Physics 2007-05-23 O. Benois , R. Esposito , R. Marra

We propose a new formulation of the fluctuating lattice Boltzmann equation that is consistent with both equilibrium statististical mechanics and fluctuating hydrodynamics. The formalism is based on a generalized lattice-gas model, with each…

Soft Condensed Matter · Physics 2009-11-13 Burkhard Duenweg , Ulf D. Schiller , Anthony J. C. Ladd

Stochastic kinematic description of a complex dynamics is shown to dictate an energetic and thermodynamic structure. An energy function $\varphi(x)$ emerges as the limit of the generalized, nonequilibrium free energy of a Markovian dynamics…

General Physics · Physics 2020-10-19 Hong Qian , Yu-Chen Cheng , Ying-Jen Yang
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