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Related papers: Dynamic fluctuation-dissipation theory for General…

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The present study is based on a recent success of the second-order stochastic fluctuation theory in describing time autocorrelations of equilibrium and nonequilibrium physical systems. In particular, it was shown to yield values of the…

Statistical Mechanics · Physics 2017-08-23 Roman Belousov , E. G. D. Cohen , Lamberto Rondoni

We consider systems of interacting particles which are described by a second order Langevin equation. The class of equations considered includes the situation where the particle evolution is governed by Hamiltonian dynamics with additional…

Analysis of PDEs · Mathematics 2025-07-29 Fenna Müller , Max von Renesse , Johannes Zimmer

Many analyses based on the time-dependent Ginzburg--Landau model are not consistent with statistical mechanics, because thermal fluctuations are not taken correctly into account. We use the fluctuation-dissipation theorem in order to…

Statistical Mechanics · Physics 2007-06-13 Jorge Berger

The time evolution of an extended quantum system can be theoretically described in terms of the Schwinger-Keldysh functional integral formalism, whose action conveniently encodes the information about the dynamics. We show here that the…

Statistical Mechanics · Physics 2015-11-11 L. M. Sieberer , A. Chiocchetta , A. Gambassi , U. C. Täuber , S. Diehl

We study fluctuations of entropy production for a charged Brownian particle confined in a harmonic trap and driven out of equilibrium by crossed electric and magnetic fields. The magnetic field is constant and perpendicular to the plane of…

Statistical Mechanics · Physics 2025-12-19 L. C. González-Morales , I. Pérez Castillo , J. I. Jiménez-Aquino

We study the relaxational dynamics of flux lines in high-temperature superconductors with random pinning using Langevin dynamics. At high temperatures the dynamics is stationary and the fluctuation dissipation theorem (FDT) holds. At low…

Superconductivity · Physics 2009-11-11 Sebastian Bustingorry , Leticia Cugliandolo , Daniel Dominguez

Including the effect of thermal fluctuations in traditional computational fluid dynamics requires developing numerical techniques for solving the stochastic partial differential equations of fluctuating hydrodynamics. These Langevin…

Computational Physics · Physics 2015-06-12 S. Delong , B. E. Griffith , E. Vanden-Eijnden , A. Donev

We review equilibrium properties for the dynamics of a single particle evolving in a visco--elastic medium under the effect of hydrodynamic backflow which includes added mass and Basset force. Arbitrary equilibrium forces acting upon the…

Statistical Mechanics · Physics 2015-01-23 Étienne Fodor , Denis S. Grebenkov , Paolo Visco , Frédéric van Wijland

In the Langevin formalism, the delicate balance maintained between the fluctuations in the system and their corresponding dissipation may be upset by the presence of a secondary, space-dependent stochastic force, particularly in the low…

Statistical Mechanics · Physics 2007-05-23 Jeremy M. Moix , Rigoberto Hernandez

We complete the kinetic theory of inhomogeneous systems with long-range interactions initiated in previous works. We use a simpler and more physical formalism. We consider a system of particles submitted to a small external stochastic…

Statistical Mechanics · Physics 2023-08-23 Pierre-Henri Chavanis

We address the question of how interacting active systems in a non-equilibrium steady-state respond to an external perturbation. We establish an extended fluctuation-dissipation theorem for Active Brownian Particles (ABP) which highlights…

Statistical Mechanics · Physics 2026-01-14 Sara Dal Cengio , Demian Levis , Ignacio Pagonabarraga

Diffusion coefficients are obtained from linear response functions and from the quantal fluctuation dissipation theorem. They are compared with the results of both the theory of hydrodynamic fluctuations by Landau and Lifschitz as well as…

Nuclear Theory · Physics 2016-09-08 Dieter Kiderlen

We derive a closed equation for the empirical concentration of colloidal particles in the presence of both hydrodynamic and direct interactions. The ensemble average of our functional Langevin equation reproduces known deterministic Dynamic…

Statistical Mechanics · Physics 2015-06-19 A. Donev , E. Vanden-Eijnden

We show that the general two-variable Langevin equations with inhomogeneous noise and friction can generate many different forms of power-law distributions. By solving the corresponding stationary Fokker-Planck equation, we can obtain a…

Statistical Mechanics · Physics 2015-08-10 Jiulin Du

We recently showed that the dynamics of coarse-grained observables in systems out of thermal equilibrium are governed by the non-stationary generalized Langevin equation [J. Chem. Phys. 147, 214110 (2017), J. Chem. Phys. 150, 174118…

Statistical Mechanics · Physics 2021-05-21 Fabian Glatzel , Tanja Schilling

When nano-magnets are coupled to random external sources, their magnetization becomes a random variable, whose properties are defined by an induced probability density, that can be reconstructed from its moments, using the Langevin…

Statistical Mechanics · Physics 2017-03-21 Stam Nicolis , Pascal Thibaudeau , Julien Tranchida

Systems that are driven out of thermal equilibrium typically dissipate random quantities of energy on microscopic scales. Crooks fluctuation theorem relates the distribution of these random work costs with the corresponding distribution for…

Quantum Physics · Physics 2018-02-13 Johan Aberg

The complex Langevin method is a promising approach to the complex-action problem based on a fictitious time evolution of complexified dynamical variables under the influence of a Gaussian noise. Although it is known to have a restricted…

High Energy Physics - Lattice · Physics 2017-01-04 Keitaro Nagata , Jun Nishimura , Shinji Shimasaki

We address the dynamics of damped collective modes in terms of first and second moments. The modes are introduced in a self-consistent fashion with the help of a suitable application of linear response theory. Quantum effects in the…

Nuclear Theory · Physics 2015-06-26 H. Hofmann , D. Kiderlen

A Generalized Langevin Equation with exponential memory is proposed for the dynamics of a massive intruder in a dense granular fluid. The model reproduces numerical correlation and response functions, violating the equilibrium Fluctuation…

Statistical Mechanics · Physics 2015-05-19 Alessandro Sarracino , Dario Villamaina , Giacomo Gradenigo , Andrea Puglisi