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We consider a quantum particle coupled (with strength $\la$) to a spatial array of independent non-interacting reservoirs in thermal states (heat baths). Under the assumption that the reservoir correlations decay exponentially in time, we…

Mathematical Physics · Physics 2015-05-13 W. De Roeck , J. Frohlich , A. Pizzo

To integrate hydrodynamic fluctuations, namely thermal fluctuations of hydrodynamics, into dynamical models of high-energy nuclear collisions based on relativistic hydrodynamics, the property of the hydrodynamic fluctuations given by the…

Nuclear Theory · Physics 2019-10-29 Koichi Murase

The fluctuation-dissipation theorem describes the intimate connection between the Brownian diffusion of thermal particles and their drag coefficients. In the simple case of spherical particles, it takes the form of the Stokes-Einstein…

In the first part of these short lecture notes, we will present an introduction on (auto-)correlation functions and linear-response functions in the language of a physicist. In particular, the fluctuation-dissipation theorem in classical…

Statistical Mechanics · Physics 2026-04-01 Thomas Franosch

When two nuclei collide close to the speed of light, a fluid state known as the quark-gluon plasma is formed. Attempts to understand the dynamics of this fluid have generated significant research into dissipative relativistic fluid…

Nuclear Theory · Physics 2024-02-21 Nicki Mullins , Mauricio Hippert , Jorge Noronha , Lorenzo Gavassino

In this note, we demonstrated for the first time that one can derive an expression for the effective diffusion coefficient, equal to the Lifson-Jackson formula, using a subsequent homogenization of the 1D reaction-diffusion-advection…

Chemical Physics · Physics 2016-08-03 Steffen Martens

Diffusive transport in many complex systems features a crossover between anomalous diffusion at short times and normal diffusion at long times. This behavior can be mathematically modeled by cutting off (tempering) beyond a mesoscopic…

Statistical Mechanics · Physics 2021-10-15 Thomas Vojta , Zachary Miller , Samuel Halladay

The analysis of fluctuation-dissipation relations developed in Giona et al. (2024) for particle hydromechanics is extended to stochastic forcings alternative to Wiener processes, with the aim of addressing the occurrence of Gaussian…

Statistical Mechanics · Physics 2024-12-30 Chiara Pezzotti , Massimiliano Giona , Giuseppe Procopio

In many physical systems, degrees of freedom are coupled \emph{via} hydrodynamic forces, even in the absence of Hamiltonian interactions. A particularly important and widespread example concerns the transport of microscopic particles in…

Soft Condensed Matter · Physics 2025-02-11 Juliette Lacherez , Maxime Lavaud , Yacine Amarouchene , David S. Dean , Thomas Salez

Fractional Brownian motion is a Gaussian stochastic process with stationary, long-time correlated increments and is frequently used to model anomalous diffusion processes. We study numerically fractional Brownian motion confined to a finite…

Statistical Mechanics · Physics 2019-03-22 T. Guggenberger , G. Pagnini , T. Vojta , R. Metzler

A nonequilibrium fluctuation theorem is established for a colloidal particle driven by an external force within the hydrodynamic theory of Brownian motion, describing hydrodynamic memory effects such as the t^(-3/2) power-law decay of the…

Statistical Mechanics · Physics 2020-06-24 Pierre Gaspard

We analyze the diffusion of a Brownian particle in a fluid under stationary flow. By using the scheme of non-equilibrium thermodynamics in phase space, we obtain the Fokker-Planck equation which is compared with others derived from kinetic…

Statistical Mechanics · Physics 2016-08-16 I. Santamaría-Holek , D. Reguera , J. M. Rubí

The fluctuation-dissipation theorem is a central theorem in nonequilibrium statistical mechanics by which the evolution of velocity fluctuations of the Brownian particle under a fluctuating environment is intimately related to its…

Statistical Mechanics · Physics 2015-05-14 Jen-Tsung Hsiang , Tai-Hung Wu , Da-Shin Lee

In the last ten years, a number of ``Conventional Fluctuation Theorems'' have been derived for systems with deterministic or stochastic dynamics, in a transient or in a non-equilibrium stationary state. These theorems gave explicit…

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

Reaction-diffusion equations are one of the most common partial differential equations used to model physical phenomenon. They arise as the combination of two physical processes: a driving force $f(u)$ that depends on the state variable $u$…

Numerical Analysis · Mathematics 2020-01-08 Barbara Kaltenbacher , William Rundell

The properties of the thermal force driving micron particles in incompressible fluids are studied within the hydrodynamic theory of the Brownian motion. It is shown that the assumption used for the hydrodynamic Langevin equation in its…

Statistical Mechanics · Physics 2012-10-16 Vladimir Lisy , Jana Tothova , Lukas Glod

Brownian motion is essential for describing diffusion in systems ranging from simple to complex liquids. Unlike simple liquids, which consist of only a solvent, complex liquids, such as colloidal suspensions or the cytoplasm of a cell, are…

Soft Condensed Matter · Physics 2025-02-27 Jeffrey C. Everts , Robert Hołyst , Karol Makuch

We introduce non-trivial contributions to diffusion constant in generic many-body systems arising from quadratic fluctuations of ballistically propagating, i.e. convective, modes. Our result is obtained by expanding the current operator in…

Statistical Mechanics · Physics 2020-11-25 Marko Medenjak , Jacopo De Nardis , Takato Yoshimura

The condition of thermal equilibrium simplifies the theoretical treatment of fluctuations as found in the celebrated Einstein's relation between mobility and diffusivity for Brownian motion. Several recent theories relax the hypothesis of…

Statistical Mechanics · Physics 2014-04-10 Andrea Gnoli , Andrea Puglisi , Alessandro Sarracino , Angelo Vulpiani

A finite-time fluctuation theorem for the diffusion-influenced surface reaction A <=> B is investigated for spherical and Janus catalytic particles. The finite-time rates and thermodynamic force are analytically calculated by solving…

Statistical Mechanics · Physics 2018-12-24 Pierre Gaspard , Patrick Grosfils , Mu-Jie Huang , Raymond Kapral