Related papers: The second fluctuation-dissipation theorem for the…
We present an efficient method for simulating a stationary Gaussian noise with an arbitrary covariance function and then study numerically the impact of time-correlated noise on the time evolution of a 1 + 1 dimensional generalized Langevin…
Previous years researchers began to simulate open quantum system, taking into account the interaction between system and the environment. One approach to deal with this problem is to use the density matrix within the Liouville-von-Neumann…
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…
Generalized Langevin equations with non-linear forces and position-dependent linear friction memory kernels, such as commonly used to describe the effective dynamics of coarse-grained variables in molecular dynamics, are rigorously derived…
We propose a novel approach based on a Langevin equation for fluctuating motion of the center of mass of granular media fluidized by energy injection from a bottom plate. In this framework, the analytical solution of the Langevin equation…
The question of existence and properties of stationary solutions to Langevin equations driven by noise processes with stationary increments is discussed, with particular focus on noise processes of pseudo-moving-average type. On account of…
We propose in this work a fractional stochastic differential equation (FSDE) model consistent with the over-damped limit of the generalized Langevin equation model. As a result of the `fluctuation-dissipation theorem', the differential…
We demonstrate that a Langevin equation that describes the motion of a Brownian particle under non-equilibrium conditions can be exactly transformed to a special equation that explicitly exhibits the response of the velocity to a time…
Fluctuation dissipation theorems connect the linear response of a physical system to a perturbation to the steady-state correlation functions. Until now, most of these theorems have been derived for finite-dimensional systems. However, many…
We consider the usual Langevin equation depending on an internal time. This parameter is substituted by a first passage time of a self-similar Markov process. Then the Gaussian process is parent, and the hitting time process is directing.…
Non-Markovian stochastic Langevin-like equations of motion are compared to their corresponding Markovian (local) approximations. The validity of the local approximation for these equations, when contrasted with the fully nonlocal ones, is…
Stationary solutions to a Fokker-Planck equation corresponding to a noisy logistic equation with correlated Gaussian white noises are constructed. Stationary distributions exist even if the corresponding deterministic system displays an…
It has been become standard practice to describe steady-state non-equilibrium phenomena by Langevin equations with colored noise and time-dependent friction kernels that do not obey the fluctuation-dissipation theorem, but since these…
We consider the linear stochastic wave equation with spatially homogenous Gaussian noise, which is fractional in time with index $H>1/2$. We show that the necessary and sufficient condition for the existence of the solution is a relaxation…
A linearised kinetic equation describing electrostatic perturbations of a Maxwellian equilibrium in a weakly collisional plasma forced by a random source is considered. The problem is treated as a kinetic analogue of the Langevin equation…
Systems that evolve towards a state from which they cannot depart are common in nature. But the fluctuation-dissipation theorem, a fundamental result in statistical mechanics, is mainly restricted to systems near-stationarity. In processes…
We consider a system in direct contact with a thermal reservoir and which, if left unperturbed, is well described by a memory-less equilibrium Langevin equation of the second order in the time coordinate. In such conditions, the strength of…
In this paper, we consider a general class of stochastic Volterra equations with small noise. Our aim is to study the fluctuation of the solution around its deterministic limit. We use the techniques of Malliavin calculus to show that the…
In this letter we discuss how to add forces to the Langevin equation. We derive the exact generalized Langevin equation for the dynamics of one particle subject to an external force embedded in a system of many interacting particles. The…
We consider the Fluctuation Dissipation Theorem (FDT) of statistical physics from a mathematical perspective. We formalize the concept of "linear response function" in the general framework of Markov processes. We show that for processes…