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Related papers: Statistical formulation of Onsager-Machlup variati…

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In this paper, we consider mathematical modeling and numerical simulation of non-isothermal compressible multi-component diffuse-interface two-phase flows with realistic equations of state. A general model with general reference velocity is…

Numerical Analysis · Mathematics 2018-08-15 Jisheng Kou , Shuyu Sun

We develop an Optimal Transportation Meshfree (OTM) particle method for advection-diffusion in which the concentration or density of the diffusive species is approximated by Dirac measures. We resort to an incremental variational principle…

Numerical Analysis · Mathematics 2017-03-08 Livio Fedeli , Anna Pandolfi , Michael Ortiz

Starting at the mesoscopic level with a general formulation of stochastic thermodynamics in terms of Markov jump processes, we identify the scaling conditions that ensure the emergence of a (typically nonlinear) deterministic dynamics and…

Statistical Mechanics · Physics 2025-05-26 Gianmaria Falasco , Massimiliano Esposito

We propose a variational formulation for the nonequilibrium thermodynamics of discrete open systems, i.e., discrete systems which can exchange mass and heat with the exterior. Our approach is based on a general variational formulation for…

Mathematical Physics · Physics 2018-12-05 François Gay-Balmaz , Hiroaki Yoshimura

We introduce the notion of relative volatility/intermittency and demonstrate how relative volatility statistics can be used to estimate consistently the temporal variation of volatility/intermittency when the data of interest are generated…

Statistics Theory · Mathematics 2015-09-16 Ole E. Barndorff-Nielsen , Mikko S. Pakkanen , Jürgen Schmiegel

Understanding stochastic thermodynamics of active Brownian particles (ABPs) system has been an important topic in very recent years. In this article we study a general model of active Brownian particle systems by introducing a…

Statistical Mechanics · Physics 2022-05-11 Zhiyu Cao , Jie Su , Huijun Jiang , Zhonghuai Hou

For the Langevin model of the dynamics of a Brownian particle with perturbations orthogonal to its current velocity, in a regime when the particle velocity modulus becomes constant, an equation for the characteristic function $\psi…

Statistical Mechanics · Physics 2021-03-01 V. A. Doobko , S. V. Zubarev , E. V. Karachanskaya

We present a dynamical description of slow relaxation processes based on the extension of Onsager's fluctuation theory to systems in local quasi-equilibrium. A non-Markovian Fokker-Planck equation for the conditional probability density is…

Statistical Mechanics · Physics 2009-11-10 I. Santamaria-Holek , A. Perez-Madrid , J. M. Rubi

The Ornstein-Uhlenbeck (OU) process describes the dynamics of Brownian particles in a confining harmonic potential, thereby constituting the paradigmatic model of overdamped, mean-reverting Langevin dynamics. Despite its widespread…

Statistical Mechanics · Physics 2024-05-16 Luca Cocconi , Henry Alston , Jacopo Romano , Thibault Bertrand

We develop a new algorithm for the Brownian dynamics of soft matter systems that evolves time by spatially correlated Monte Carlo moves. The algorithm uses vector wavelets as its basic moves and produces hydrodynamics in the low Reynolds…

Soft Condensed Matter · Physics 2017-04-26 Oliver T Dyer , Robin C Ball

The variational principle for the special and general relativistic hydrodynamics are discussed in view of its application to obtain approximate solutions to these problems. We show that effective Lagrangians can be obtained for suitable…

High Energy Physics - Phenomenology · Physics 2016-08-15 Hans-Thomas Elze , Yogiro Hama , Takeshi Kodama , Martín Makler , Johann Rafelski

We use the work done on and the heat removed from a system to maintain it in a nonequilibrium steady state for a thermodynamic-like description of such a system as well as of its fluctuations. Based on a generalized Onsager-Machlup theory…

Statistical Mechanics · Physics 2008-02-10 Tooru Taniguchi , E. G. D. Cohen

The Vlasov-Fokker-Planck equation describes the evolution of the probability density of the position and velocity of particles under the influence of external confinement, interaction, friction, and stochastic force. It is well-known that…

Analysis of PDEs · Mathematics 2025-01-16 Sangmin Park

Turbulence transition often arises from a subcritical transition between bistable states characterized by invariant sets of deterministic dynamical systems, and such transitions can be triggered by system noise as rare events. In this…

Fluid Dynamics · Physics 2026-01-08 Yoshiki Hiruta , Kento Yasuda , Kenta Ishimoto

We review and extend recent developments on the statistical properties of Active Ornstein Uhlenbeck particles (AOUPs). In this simplest of models, the Gaussian white noise of overdamped Brownian colloids is replaced by a Gaussian colored…

We present a generalization of dissipative particle dynamics that includes shear forces between particles. The new algorithm has the same structure as the (isothermal) smoothed particle dynamics algorithm, except that it conserves angular…

Statistical Mechanics · Physics 2009-10-30 Pep Español

Active matter systems are driven out of equilibrium by conversion of energy into directed motion locally on the level of the individual constituents. In the spirit of a minimal description, active matter is often modeled by so-called active…

Statistical Mechanics · Physics 2021-01-12 Lennart Dabelow , Ralf Eichhorn

We develop two-dimensional Brownian dynamics simulations to examine the motion of disks under thermal fluctuations and Hookean forces. Our simulations are designed to be experimental-like, since the experimental conditions define the…

Soft Condensed Matter · Physics 2017-05-26 Manuel Pancorbo , Miguel A. Rubio , P. Domínguez-García

We propose a systematic method for learning stable and physically interpretable dynamical models using sampled trajectory data from physical processes based on a generalized Onsager principle. The learned dynamics are autonomous ordinary…

Dynamical Systems · Mathematics 2021-11-25 Haijun Yu , Xinyuan Tian , Weinan E , Qianxiao Li

The Onsager linear relations between macroscopic flows and thermodynamics forces are derived from the point of view of large deviation theory. For a given set of macroscopic variables, we consider the short-time evolution of…

Statistical Mechanics · Physics 2021-04-28 Brian R. La Cour , William C. Schieve
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