Related papers: The second fluctuation-dissipation theorem for the…
Fluctuations of nonequilibrium localized waves are shaped not only by direct stochastic forcing but also by deterministic transfer among coupled collective degrees of freedom. We develop a pathway-resolved stochastic collective-coordinate…
Generalized Langevin equation for characteristic functional of many-electron system dynamically interacting with a thermostat and besides subjected to external perturbation and observation is derived and formulated in terms of one-particle…
Ordinary differential equations obtained as limits of Markov processes appear in many settings. They may arise by scaling large systems, or by averaging rapidly fluctuating systems, or in systems involving multiple time-scales, by a…
The unique fluctuation-dissipation theorem for equilibrium stands in contrast with the wide variety of nonequilibrium linear response formulae. Their most traditional approach is "analytic", which, in the absence of detailed balance,…
The average thermodynamic power of a time-dependent external potential in the white-noise Langevin model is derived using a Green's function solution. The power appears as a driving term in the differential equation for the average energy…
We prove the equivalence among symmetricity, time reversibility, and zero entropy production of the stationary solutions of linear stochastic differential equations. A sufficient and necessary reversibility condition expressed in terms of…
The statistics of the condensed polaritons is described in terms of the Wigner function. In the framework of the truncated Wigner method, the Wigner function obeys a Fokker- Planck equation, which is solved analytically. The second order…
In this article, we prove the Quantitative Central Limit Theorem (QCLT) for the spatial average of the solution of the nonlinear stochastic heat equation with constant initial condition, driven by space-time Gaussian white noise in…
Understanding how systems respond to external perturbations is a fundamental challenge in physics, particularly for non-equilibrium and non-stationary processes. The fluctuation-dissipation theorem provides a complete framework for…
A diffusive trajectory drawn by the generalized Langevin equation (GLE) for a colloidal particle evokes a random fractal of a static polymer configuration. This article proposes a static GLE-like description that enables the generation of a…
The Fluctuation Theorem (FT) gives an analytic expression for the probability, in a nonequilibrium system of finite size observed for a finite time, that the dissipative flux will flow in the reverse direction to that required by the Second…
We study the Langevin equation with stationary-increment Gaussian noise. We show the strong consistency and the asymptotic normality with Berry--Esseen bound of the so-called alternative estimator of the mean reversion parameter. The…
We study the full Navier--Stokes--Fourier system governing the motion of a general viscous, heat-conducting, and compressible fluid subject to stochastic perturbation. Stochastic effects are implemented through (i) random initial data, (ii)…
Stochastic dynamics in the energy representation is employed as a method to study non-equilibrium Brownian-like systems. It is shown that the equation of motion for the energy of such systems can be taken in the form of the Langevin…
We discuss the well known Einstein and the Kubo Fluctuation Dissipation Relations (FDRs) in the wider framework of a generalized FDR for systems with a stationary probability distribution. A multi-variate linear Langevin model, which…
A nonequilibrium fluctuation theorem is established for a colloidal particle driven by an external force within the hydrodynamic theory of Brownian motion, describing hydrodynamic memory effects such as the t^(-3/2) power-law decay of the…
We introduce what we call the second-order Boltzmann-Gibbs principle, which allows to replace local functionals of a conservative, one-dimensional stochastic process by a possibly nonlinear function of the conserved quantity. This…
We introduce a stochastic equation for the microscopic motion of a tagged particle in the single file model. This equation provides a compact representation of several of the system's properties such as Fluctuation-Dissipation and Linear…
We study the solution to a nonlinear stochastic heat equation in $d\geq 3$. The equation is driven by a Gaussian multiplicative noise that is white in time and smooth in space. For a small coupling constant, we prove (i) the solution…
This paper establishes an existence theory for distributed periodic solutions to Newton's equation with stochastic time-periodic forcing, where the friction matrix is the Hessian of a twice continuously differentiable friction function.…