Related papers: The second fluctuation-dissipation theorem for the…
Prolongating our previous paper on the Einstein relation, we study the motion of a particle diffusing in a random reversible environment when subject to a small external forcing. In order to describe the long time behavior of the particle,…
We consider stochastic systems involving general -- non-Gaussian and asymmetric -- stable processes. The random quantities, either a stochastic force or a waiting time in a random walk process, explicitly depend on the position. A…
The problem of biological motion is a very intriguing and topical issue. Many efforts are being focused on the development of novel modeling approaches for the description of anomalous diffusion in biological systems, such as the very…
We study coagulation equations under non-equilibrium conditions which are induced by the addition of a source term for small cluster sizes. We consider both discrete and continuous coagulation equations, and allow for a large class of…
In this work, we consider the stochastic Cauchy problem driven by the canonical $\alpha$-stable cylindrical L\'evy process. This noise naturally generalises the cylindrical Brownian motion or space-time Gaussian white noise. We derive a…
The stochastic dissipative Schrodinger equation is derived for an open quantum system consisting of a sub-system able to exchange energy with a thermal reservoir. The resultant evolution of the wave function also gives the evolution of the…
A model has two main aims: predicting the behavior of a physical system and understanding its nature, that is how it works, at some desired level of abstraction. A promising recent approach to model building consists in deriving a…
We propose to describe the time evolution of quasi-stationary fluctuations near QCD critical point by a system of stochastic Boltzmann-Langevin-Vlasov-type equations. We derive the equations and study the system analytically in the…
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…
Local diffusivity of a protein depends crucially on the conformation, and the conformational fluctuations are often non-Markovian. Here, we investigate the Langevin equation with non-Markovian fluctuating diffusivity, where the fluctuating…
The fluctuation-dissipation theorem is a fundamental result in statistical physics that establishes a connection between the response of a system subject to a perturbation and the fluctuations associated with observables in equilibrium.…
The fluctuation-dissipation relation is calculated for a class of stochastic models obeying a master equation. The transition rates are assumed to obey detailed balance also in the presence of a field. It is shown that in general the linear…
Coarse-grained Langevin-type effective field equations are derived for classical systems of particles. These equations include the effects of thermal fluctuation and dissipation which may arise from coupling to an external bath, as in the…
We consider the response of a dynamical system driven by external adiabatic fluctuations. Based on the `adiabatic following approximation' we have made a systematic separation of time-scales to carry out an expansion in $\alpha |\mu|^{-1}$,…
We use an effective Markovian description to study the long-time behaviour of a nonlinear second order Langevin equation with Gaussian noise. When dissipation is neglected, the energy of the system grows as with time a power-law with an…
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…
This paper deals with the analysis of stochastic systems which can be described by a Langevin equation. By the method presented in this paper drift and diffusion terms of the corresponding Fokker-Planck equation can be extracted from the…
We establish a unified fluctuation-response relation for Langevin dynamics. By exploiting the common mathematical structures underlying fluctuations and responses of empirical density and current, we derive a unified identity that…
The article is devoted to the solvability of a system of integro-differential equations in the case of the difference of the standard Laplacian and the bi-Laplacian in the diffusion terms. The proof of the existence of solutions is based on…
In this paper, we consider an inference problem for the first order autoregressive process driven by a long memory stationary Gaussian process. Suppose that the covariance function of the noise can be expressed as $\abs{k}^{2H-2}$ times a…