Related papers: Second- and third-order properties of multidimensi…
Given a particle system obeying overdamped Langevin dynamics, we demonstrate that it is always possible to construct a thermodynamically consistent macroscopic model which obeys a gradient flow with respect to its non-equilibrium free…
This article deals with the realisation of constraints in underdamped Langevin dynamics via soft-constrained dynamics. Specifically, we study systems with a large (or small) parameter that controls the constraint mechanisms, e.g. the…
We derive the fluctuating hydrodynamic equation for the number and momentum densities exactly from the underdamped Langevin equation. This derivation is an extension of the Kawasaki-Dean formula in underdamped case. The steady state…
Linear response theory is a fundamental framework studying the macroscopic response of a physical system to an external perturbation. This paper focuses on the rigorous mathematical justification of linear response theory for Langevin…
Both linear and nonlinear Langevin equations are derived directly from the Liouville equation for an exactly solvable model consisting of a Brownian particle of mass $M$ interacting with ideal gas molecules of mass $m$ via a quadratic…
The focus of our study in this paper is on the active dynamics and a fractional generalized Langevin equation with a memory kernel K(t). The Fokker-Planck equation is obtained by deriving it from a second-order differential equation. The…
We analyze the pressure and density equations of state of unpolarized non-relativistic fermions at finite temperature in one spatial dimension. For attractively interacting regimes, we perform a third-order lattice perturbation theory…
This paper deals with the time evolution in the matter era of perturbations in Friedman-Lemaitre models with arbitrary density parameter $\Omega$, with either a zero cosmological constant, $\Lambda = 0$, or with a non-zero cosmological…
Molecular dynamics with the stochastic process provides a convenient way to compute structural and thermodynamic properties of chemical, biological, and materials systems. It is demonstrated that the virtual dynamics case that we proposed…
Memory effects, sometimes, can not be neglected. In the framework of continuous time random walk, memory effect is modeled by the correlated waiting times. In this paper, we derive the two-point probability distribution of the stochastic…
Computing analytically the $n$-point density correlations in systems of interacting particles is a long-standing problem of statistical physics, with a broad range of applications, from the interpretation of scattering experiments in simple…
We report on a fundamental role of a non-normalized formal steady state, i.e., an infinite invariant density, in a semi-Markov process where the state is determined by the inter-event time of successive renewals. The state describes certain…
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…
It is well known that a random multiplicative process with weak additive noise generates a power-law probability distribution. It has recently been recognized that this process exhibits another type of power law: the moment of the…
Motivated by the dynamics of resonant neurons we consider a differentiable, non-Markovian random process $x(t)$ and particularly the time after which it will reach a certain level $x_b$. The probability density of this first passage time is…
We investigate the first-passage dynamics of symmetric and asymmetric L\'evy flights in a semi-infinite and bounded intervals. By solving the space-fractional diffusion equation, we analyse the fractional-order moments of the first-passage…
Dynamic heterogeneity has often been modeled by assuming that a single-particle observable, fluctuating at a molecular scale, is influenced by its coupling to environmental variables fluctuating on a second, perhaps slower, time scale.…
The dynamics of individual colloidal particles in random potential energy landscapes were investigated experimentally and by Monte Carlo simulations. The value of the potential at each point in the two-dimensional energy landscape follows a…
The non--static generalized Langevin equation and its corresponding Fokker--Planck equation for the position of a viscous fluid particle were solved in closed form for a time dependent external force. Its solution for a constant external…
We study a stochastic many-body system maintained in an non-equilibrium steady state. Probability distribution functional of the time-integrated current and density is shown to attain a large-deviation form in the long-time asymptotics. The…