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In this paper we provide a physical interpretation of It\^o-process resulting in thermal equilibrium distribution of a Brownian particle experiencing coordinate dependent diffusion. Since the local quantities like diffusivity would go…

Statistical Mechanics · Physics 2022-09-08 A. Bhattacharyay

In this paper we compare the Boltzmann distribution with a modified Boltzmann distribution, that results from an It\^o-process considering thermal equilibrium of a Brownian particle with coordinate dependent diffusion, in the light of an…

Statistical Mechanics · Physics 2022-07-19 Abhinav Dhawan , A. Bhattacharyay

Biological environments at micrometer scales and below are often crowded, and experience incessant stochastic thermal fluctuations. The presence of membranes/pores, and multiple biological entities in a constricted space can make the…

Statistical Mechanics · Physics 2024-09-04 Mayank Sharma , A. Bhattacharyay

Diffusion of small particles is omnipresent in a plentiful number of processes occurring in Nature. As such, it is widely studied and exerted in almost all branches of sciences. It constitutes such a broad and often rather complex subject…

Statistical Mechanics · Physics 2023-01-11 Jakub Spiechowicz , Ivan G. Marchenko , Peter Hänggi , Jerzy Łuczka

We look at the equilibrium of a Brownian particle in an inhomogeneous space following the alternative approach proposed in ref.[1]. We consider a coordinate dependent damping that makes the stochastic dynamics the one with multiplicative…

Statistical Mechanics · Physics 2014-10-07 Avik Biswas , A. Bhattacharyay

In these lecture notes, we explore the mathematical preliminaries and foundational concepts that connect stochastic processes with partial differential equations. We begin by investigating Brownian motion, which serves as a model for random…

Probability · Mathematics 2025-09-15 Helder Rojas

We propose a method to obtain the equilibrium distribution for positions and velocities of a one-dimensional particle via time-averaging and Laplace transformations. We apply it to the case of a damped harmonic oscillator in contact with a…

Statistical Mechanics · Physics 2009-11-11 D. O. Soares-Pinto , W. A. M. Morgado

The diffusion coefficient--a measure of dissipation, and the entropy--a measure of fluctuation are found to be intimately correlated in many physical systems. Unlike the fluctuation dissipation theorem in linear response theory, the…

Statistical Mechanics · Physics 2021-03-25 Yi Liao , Xiao-Bo Gong

The spreading of a cloud of independent Brownian particles typically proceeds more effectively at higher temperatures, as it derives from the commonly known Sutherland-Einstein relation for systems in thermal equilibrium. Here, we report on…

Statistical Mechanics · Physics 2017-09-20 Jakub Spiechowicz , Peter Talkner , Peter Hänggi , Jerzy Łuczka

Brownian motion with coordinate dependent damping and diffusivity is ubiquitous. Understanding equilibrium of a Brownian particle with coordinate dependent diffusion and damping is a contentious area. In this paper, we present an…

Statistical Mechanics · Physics 2020-02-19 A. Bhattacharyay

The influence of the environment in the thermal equilibrium properties of a bipartite continuous variable quantum system is studied. The problem is treated within a system-plus-reservoir approach. The considered model reproduces the…

Quantum Physics · Physics 2011-07-05 D. M. Valente , A. O. Caldeira

Recent progress in experimental techniques such as single particle tracking allows to analyze both nonequilibrium properties and approach to equilibrium. There are examples showing that processes occurring at finite timescales are…

Statistical Mechanics · Physics 2025-01-24 I. G. Marchenko , I. I. Marchenko , J. Łuczka , J. Spiechowicz

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…

Statistical Mechanics · Physics 2013-09-06 Matteo Polettini

The celebrated Sutherland-Einstein relation for systems at thermal equilibrium states that spread of trajectories of Brownian particles is an increasing function of temperature. Here, we scrutinize diffusion of underdamped Brownian motion…

Statistical Mechanics · Physics 2020-04-22 J. Spiechowicz , J. Luczka

This paper is concerned with the stochastic thermodynamics of non-equilibrium Gaussian processes that can exhibit anomalous diffusion. In the systems considered, the noise correlation function is not necessarily related to friction. Thus,…

Statistical Mechanics · Physics 2022-12-20 S. Mohsen J. Khadem , Rainer Klages , Sabine H. L. Klapp

In this paper we study macroscopic density equations in which the diffusion coefficient depends on a weighted spatial average of the density itself. We show that large differences (not present in the local density-dependence case) appear…

Statistical Mechanics · Physics 2009-11-11 Cristobal Lopez

We study the diffusive dynamics of a Brownian particle in proximity of a flat surface under non-equilibrium conditions, which are created by an anisotropic thermal environment with different temperatures being active along distinct spatial…

Statistical Mechanics · Physics 2017-09-13 Stefano Bo , Ralf Eichhorn

We consider a generic system operating under non-equilibrium conditions. Explicitly, we consider an inertial classical Brownian particle dwelling a periodic structure with a spatially broken reflection symmetry. The particle is coupled to a…

Statistical Mechanics · Physics 2020-07-15 P. Hänggi , J. Łuczka , J. Spiechowicz

We study the dynamics of Brownian particles in a heterogeneous one-dimensional medium with a spatially-dependent diffusion coefficient of the form $D(x)\sim |x|^c$, at constant temperature. The particle's probability distribution function…

Statistical Mechanics · Physics 2016-08-03 Shaked Regev , Niels Grønbech-Jensen , Oded Farago

We compute the entropy production engendered in the environment from a single Brownian particle which moves in a mean flow, and show that it corresponds in expectation to classical near-equilibrium entropy production in the surrounding…

Statistical Mechanics · Physics 2014-05-06 Yueheng Lan , Erik Aurell
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