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The Markovian diffusion theory in the phase space is generalized within the framework of the general theory of relativity. The introduction of moving orthonormal frame vectors both for the position as well the velocity space enables to…

General Relativity and Quantum Cosmology · Physics 2014-11-20 Joachim Herrmann

We derive the fluctuation dynamics of a probe in weak coupling with a "living" medium, modeled as particles undergoing an active Ornstein-Uhlenbeck dynamics. Nondissipative corrections to the fluctuation-dissipation relation are written out…

Soft Condensed Matter · Physics 2020-11-18 Christian Maes

We analyze the non-linear generalized Langevin equation which contains a thermodynamic force. We show that even for systems in thermal equilibrium the presence of the thermodynamic force implies that the auto-correlation function of the…

Statistical Mechanics · Physics 2025-11-03 Fabian Koch , Tabita Wasmer , Tanja Schilling

Necessary and sufficient conditions are presented for the existence of (second order) stationary solutions of the generalized Langevin equation under appropriate assumptions on the associated memory kernel. When this stochastic equation is…

Mathematical Physics · Physics 2025-07-24 Martin Hanke

The discrete Boltzmann equation for both the ideal and a non-ideal fluid is extended by adding Langevin noise terms in order to incorporate the effects of thermal fluctuations. After casting the fluctuating discrete Boltzmann equation in a…

Computational Physics · Physics 2011-04-01 M. Gross , M. E. Cates , F. Varnik , R. Adhikari

When two isolated system are brought in contact, they relax to equilibrium via energy exchange. In another setting, when one of the systems is driven and the other is large, the first system reaches a steady-state which is not described by…

Statistical Mechanics · Physics 2015-09-10 Guy Bunin , Yariv Kafri

In this letter, we develop a mode-coupling theory for a class of nonlinear Langevin equations with multiplicative noise using a field theoretic formalism. These equations are simplified models of realistic colloidal suspensions. We prove…

Statistical Mechanics · Physics 2009-11-10 Kunimasa Miyazaki , David R. Reichman

We consider the problem of equilibration of a single oscillator system with dynamics given by the generalized Langevin equation. It is well-known that this dynamics can be obtained if one considers a model where the single oscillator is…

Statistical Mechanics · Physics 2009-11-11 Abhishek Dhar , Kshitij Wagh

We study Brownian motion driven with both conservative and nonconservative external forces. By using the thermodynamic approach of the theory of Brownian motion we obtain the Fokker-Planck equation and derive expressions for the Fluctuation…

Statistical Mechanics · Physics 2009-11-13 A. Perez-Madrid , I. Santamaria-Holek

The stability of the equilibrium state is one of the crucial tests a hydrodynamic theory needs to pass. A widespread technique to study this property consists of searching for a Lyapunov function of the linearised theory, in the form of a…

General Relativity and Quantum Cosmology · Physics 2021-09-30 Lorenzo Gavassino

A generalized Langevin equation with fluctuating diffusivity (GLEFD) is proposed, and it is shown that the GLEFD satisfies a generalized fluctuation-dissipation relation. If the memory kernel is a power law, the GLEFD exhibits anomalous…

Statistical Mechanics · Physics 2022-09-28 Tomoshige Miyaguchi

We examine classical, transient fluctuation theorems within the unifying framework of Langevin dynamics. We explicitly distinguish between the effects of non-conservative forces that violate detailed balance, and non-autonomous dynamics…

Statistical Mechanics · Physics 2009-11-11 Vladimir Y. Chernyak , Michael Chertkov , Christopher Jarzynski

We analyze the real-time dynamics of a quantum two-state system in the presence of nonequilibrium quantum fluctuations. The latter are generated by a coupling of the two-state system to a single electronic level of a quantum dot which…

Mesoscale and Nanoscale Physics · Physics 2016-12-20 Niklas Mann , Jochen Brüggemann , Michael Thorwart

We study anomalous diffusion for one-dimensional systems described by a generalized Langevin equation. We show that superdiffusion can be classified in slow superdiffusion and fast superdiffusion. For fast superdiffusion we prove that the…

Statistical Mechanics · Physics 2007-05-23 Ismael V. L. Costa , Rafael Morgado , Marcos V. B. T. Lima , Fernando A. Oliveira

We study the dynamics of a 2d driven inelastic gas, by means of Direct Simulation Monte Carlo (DSMC) techniques, i.e. under the assumption of Molecular Chaos. Under the effect of a uniform stochastic driving in the form of a white noise…

Statistical Mechanics · Physics 2009-11-07 A. Puglisi , A. Baldassarri , V. Loreto

The research herein studies the Langevin dynamics allowing for an exchange of energy between liquid crystals and the thermal environment. This dynamics leads to fluctuation and dissipation behaviors in the motions of liquid crystals, and…

Soft Condensed Matter · Physics 2021-06-08 I. L. Ho

Common ground to recent studies exploiting relations between dynamical systems and non-equilibrium statistical mechanics is, so we argue, the standard Gibbs formalism applied on the level of space-time histories. The assumptions (chaoticity…

Mathematical Physics · Physics 2015-06-26 Christian Maes

Fluctuation theorems based on time-reversal have provided remarkable insight into the non-equilibrium statistics of thermodynamic quantities like heat, work, and entropy production. These types of laws impose constraints on the…

Statistical Mechanics · Physics 2022-11-30 Max Innerbichler , Andrei Militaru , Martin Frimmer , Lukas Novotny , Christoph Dellago

We consider a quantum Langevin kinetic equation for a system of fermions. We first derive the Langevin force noise correlation functions in Landau's Fermi-liquid kinetic theory from general considerations. We then use the resulting equation…

Statistical Mechanics · Physics 2024-01-22 T. R. Kirkpatrick , D. Belitz

In this work, a physical system described by Hamiltonian $\mathbf{H}_\omega = \mathbf{H}_0 + \mathbf{V}_\omega(\mathbf{x},t)$ consisted of a solvable model $\mathbf{H}$ and external random and time-dependent potential…

Quantum Physics · Physics 2015-11-25 Fattah Sakuldee , Sujin Suwanna
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