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We introduce order-based diffusion processes as the solutions to multidimensional stochastic differential equations, with drift coefficient depending only on the ordering of the coordinates of the process and diffusion matrix proportional…

Probability · Mathematics 2014-03-11 Benjamin Jourdain , Julien Reygner

We develop the kinetic theory of the flux-carrying Brownian motion recently introduced in the context of open quantum systems. This model constitutes an effective description of two-dimensional dissipative particles violating both…

Statistical Mechanics · Physics 2022-07-27 Antonio A. Valido

While Macroscopic Fluctuation Theory (MFT) has been highly successful in analyzing non-equilibrium steady states, its application to non-steady-state processes remains limited. In this study, we apply MFT to the relaxation process of…

Statistical Mechanics · Physics 2026-05-27 Daisuke Suzuki , Tomohiro Sasamoto

We derive the distribution of particle currents for a system of interacting active Brownian particles in the long time limit using large deviation theory and a weighted many body expansion. We find the distribution is non-Gaussian, except…

Statistical Mechanics · Physics 2018-12-19 Trevor GrandPre , David T. Limmer

A particle diffusing around a point of stable mechanical equilibrium in a static but non-conservative force field enters into a steady state characterized by circulation in the probability flux. Circulation in such a Brownian vortex is not…

Soft Condensed Matter · Physics 2009-03-17 Bo Sun , Jiayi Lin , Ellis Darby , Alexander Y. Grosberg , David G. Grier

We study the asymptotic behaviour, in the small noise limit, of stochastic travelling wave solutions to reaction-diffusion equations perturbed by Wright-Fisher noise. Such equations are predicted to display three distinct responses to noise…

Probability · Mathematics 2026-04-02 Alison Etheridge , Raphaël Forien , Thomas Hughes , Sarah Penington

There is a growing interest in the stochastic processes of nonequilibrium systems subject to non-conserved forces, such as the magnetic forces acting on charged particles and the chiral self-propelled force acting on active particles. In…

Statistical Mechanics · Physics 2021-12-15 Hiromichi Matsuyama , Kunimasa Miyazaki

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

A graph-theoretic analysis of the steady-state current noise in master equations under a finite thermodynamic force (affinity) is presented. The incidence matrix twisted by a finite affinity is not orthogonal to the standard cycle space,…

Statistical Mechanics · Physics 2026-05-19 Yasuhiro Utsumi

The Brownian motion of microscopic particles is driven by the collisions with the molecules of the surrounding fluid. The noise associated with these collisions is not white, but coloured due, e.g., to the presence of hydrodynamic memory.…

Statistical Mechanics · Physics 2012-10-04 Scott Hottovy , Giovanni Volpe , Jan Wehr

Visco-resistive magnetohydrodynamic turbulence, driven by a two-dimensional unstable shear layer that is maintained by an imposed body force, is examined by decomposing it into dissipationless linear eigenmodes of the initial profiles. The…

Fluid Dynamics · Physics 2022-09-14 B. Tripathi , A. E. Fraser , P. W. Terry , E. G. Zweibel , M. J. Pueschel

Diffusion with stochastic transport is investigated here when the random driving process is a very general Gaussian process, including Fractional Brownian motion. The purpose is the comparison with a deterministic PDE, which in certain…

Probability · Mathematics 2026-04-20 Franco Flandoli , Francesco Russo

When a physical system evolves in a thermal bath at a constant temperature, it arrives eventually to an equilibrium state whose properties are independent of the kinetic parameters and of the precise evolution scenario. This is generically…

Statistical Mechanics · Physics 2023-06-21 Alessio Squarcini , Alexandre Solon , Pascal Viot , Gleb Oshanin

Consider a massive (inert) particle impinged from above by N Brownian particles that are instantaneously reflected upon collision with the inert particle. The velocity of the inert particle increases due to the influence of an external…

Probability · Mathematics 2022-12-28 Sayan Banerjee , Amarjit Budhiraja , Benjamin Estevez

We argue that magnetic flux-conservation in turbulent plasmas at high magnetic Reynolds numbers neither holds in the conventional sense nor is entirely broken, but instead is valid in a novel statistical sense associated to the "spontaneous…

Plasma Physics · Physics 2013-05-29 Gregory L. Eyink

We consider the nonequilibrium dynamics of a charged active Brownian particle in the presence of a space dependent magnetic field. It has recently been shown that the Lorentz force induces a particle flux perpendicular to density gradients,…

Soft Condensed Matter · Physics 2020-03-25 Hidde Derk Vuijk , Jens-Uwe Sommer , Holger Merlitz , Joseph Michael Brader , and Abhinav Sharma

We present a general framework to study the distribution of the flux through the origin up to time $t$, in a non-interacting one-dimensional system of particles with a step initial condition with a fixed density $\rho$ of particles to the…

Statistical Mechanics · Physics 2020-05-06 Tirthankar Banerjee , Satya N. Majumdar , Alberto Rosso , Gregory Schehr

Diffusive transport of particles or, more generally, small objects is a ubiquitous feature of physical and chemical reaction systems. In configurations containing confining walls or constrictions transport is controlled both by the…

Statistical Mechanics · Physics 2009-01-22 P. Sekhar Burada , Peter Hanggi , Fabio Marchesoni , Gerhard Schmid , Peter Talkner

The motion of a quantum particle hopping on a simple cubic lattice under the influence of thermal noise and of a static random potential is expected to be diffusive, i.e., the particle is expected to exhibit `quantum Brownian motion', no…

Mathematical Physics · Physics 2017-09-22 Jürg Fröhlich , Jeffrey Schenker

The study of microsystems and the development of nanotechnologies require new techniques to measure piconewton and femtonewton forces at microscopic and nanoscopic scales. Amongst the challenges, there is the need to deal with the…

Statistical Mechanics · Physics 2011-04-22 Thomas Brettschneider , Giovanni Volpe , Laurent Helden , Jan Wehr , Clemens Bechinger
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