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Nonlinear Fokker-Planck equations play a major role in modeling large systems of interacting particles with a proved effectiveness in describing real world phenomena ranging from classical fields such as fluids and plasma to social and…

Numerical Analysis · Mathematics 2023-11-23 Giacomo Dimarco , Lorenzo Pareschi , Mattia Zanella

We derive deterministic equations for the evolution of non-Gaussian fluctuations in relativistic stochastic hydrodynamics. This is achieved by defining the average local Landau frame and corresponding fluctuating hydrodynamic variables.…

Nuclear Theory · Physics 2026-04-16 Xin An , Gokce Basar , Mikhail Stephanov

We present in detail a Langevin formalism for constructing stochastic dynamical equations for active-matter systems coupled to a thermal bath. We apply the formalism to clarify issues of principle regarding the sources and signatures of…

Soft Condensed Matter · Physics 2018-12-26 Lokrshi Prawar Dadhichi , Ananyo Maitra , Sriram Ramaswamy

Complex Langevin dynamics can solve the sign problem appearing in numerical simulations of theories with a complex action. In order to justify the procedure, it is important to understand the properties of the real and positive…

High Energy Physics - Lattice · Physics 2015-06-16 Gert Aarts , Pietro Giudice , Erhard Seiler

In this communication, the derivation of the Boltzmann-Gibbs and the Maxwellian distributions is presented from a geometrical point of view under the hypothesis of equiprobability. It is shown that both distributions can be obtained by…

Chaotic Dynamics · Physics 2010-01-20 Ricardo Lopez-Ruiz , Jaime Sanudo , Xavier Calbet

It is shown that the equilibrium Generalized Mean Spherical Model of fluid structure may be extended to nonequilibrium states with equation of state information used in equilibrium replaced by an exact condition on the two-body distribution…

Soft Condensed Matter · Physics 2009-10-31 James F. Lutsko

We solve a Langevin equation, first studied by de Gennes, in which there is a solid-solid or dry friction force acting on a Brownian particle in addition to the viscous friction usually considered in the study of Brownian motion. We obtain…

Statistical Mechanics · Physics 2010-10-22 Hugo Touchette , Erik Van der Straeten , Wolfram Just

Starting from the kinetic equations for the fluctuations and correlations of a dilute gas of inelastic hard spheres or disks, a Boltzmann-Langevin equation for the one-particle distribution function of the homogeneous cooling state is…

Statistical Mechanics · Physics 2015-05-13 J. Javier Brey , P. Maynar , M. I. Garcia de Soria

Within the framework of Gaussian equivalent representation method a new procedure of obtaining equations of state for simple liquids is discussed in some technical details. The developed approach permits one to compute partition and…

Statistical Mechanics · Physics 2009-12-15 Dima Bolmatov

We describe the mathematical theory of diffusion and heat transport with a view to including some of the main directions of recent research. The linear heat equation is the basic mathematical model that has been thoroughly studied in the…

Analysis of PDEs · Mathematics 2017-06-27 Juan Luis Vázquez

In this work we present the logarithmic diffusion equation as a limit case when the index that characterizes a nonlinear Fokker-Planck equation, in its diffusive term, goes to zero. A linear drift and a source term are considered in this…

Statistical Mechanics · Physics 2016-08-31 I. T. Pedron , R. S. Mendes , T. J. Buratta , L. C. Malacarne , E. K. Lenzi

By investigating McKean-Vlasov SDEs, the order preservation and positive correlation are characterized for nonlinear Fokker-Planck equations. The main results recover the corresponding criteria on these properties established in [3, 5] for…

Probability · Mathematics 2021-03-15 Panpan Ren

Equilibrium is characterized by its fundamental properties such as the detailed balance, the fluctuation-dissipation relation, and no heat dissipation. Based on the stochastic thermodynamics, we show that these three properties are…

Statistical Mechanics · Physics 2017-08-23 Hyun Keun Lee , Sourabh Lahiri , Hyunggyu Park

We derive a Thermodynamic Uncertainty Relation bounding the mean squared displacement of a Gaussian process with memory, driven out of equilibrium by unbalanced thermal baths and/or by external forces. Our bound is tighter with respect to…

Statistical Mechanics · Physics 2023-05-23 Andrea Plati , Andrea Puglisi , Alessandro Sarracino

The linearized Boltzmann equation is considered to describe small spatial perturbations of the homogeneous cooling state. The corresponding macroscopic balance equations for the density, temperature, and flow velocity are derived from it as…

Statistical Mechanics · Physics 2015-06-24 J. Javier Brey , James W. Dufty , M. J. Ruiz-Montero

I review some open problems on the ever-growing field of non-equilibrium phase transitions, paying special attention to the formulation of such problems in terms of Langevin equations or, equivalently, field-theoretical descriptions, and…

Condensed Matter · Physics 2007-05-23 Miguel A. Munoz

We show how using a special relativistic kinetic equation with a BGK- like collision operator the ensuing expression for the heat flux can be casted in the form required by Classical Irreversible Thermodynamics. Indeed, it is linearly…

General Relativity and Quantum Cosmology · Physics 2009-06-12 A. Sandoval-Villalbazo , A. L. Garcia-Perciante , L. S. Garcia-Colin

In the study of gas dynamics, theoretical modeling and numerical simulation are mostly set up with deterministic settings. Given the coarse-grained modeling in theories of fluids, considerable uncertainties may exist between flow-field…

Computational Physics · Physics 2020-08-07 Tianbai Xiao

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

The non-equilibrium self-consistent generalized Langevin equation theory of irreversible processes in liquids is extended to describe the positional and orientational thermal fluctuations of the instantaneous local concentration profile…

Soft Condensed Matter · Physics 2016-05-17 E. C. Cortes-Morales , L. F. Elizondo-Aguilera , M. Medina-Noyola
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