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We study a large deviation functional of density fluctuation by analyzing stochastic non-linear diffusion equations driven by the difference between the densities fixed at the boundaries. By using a fundamental equality that yields the…

Statistical Mechanics · Physics 2009-11-13 Shin-ichi Sasa

Variational solutions of the Boltzmann equation usually rely on the concept of linear response. We extend the variational approach for tight-binding models at high entropies to a regime far beyond linear response. We analyze both weakly…

Quantum Gases · Physics 2015-06-22 Stephan Mandt

We analytically study a one dimensional compaction model in the glassy regime. Both correlation and response functions are calculated exactly in the evolving dense and low tapping strength limit, where the density relaxes in a $1/\ln t$…

Statistical Mechanics · Physics 2009-11-10 Martin Depken , Robin Stinchcombe

Classical polarizable approaches have become the gold standard for simulating complex systems and processes in the condensed phase. These methods describe intrinsically dissipative polarizable media, requiring a formal definition within the…

We analyze the microscopic model of quantum Brownian motion, describing a Brownian particle interacting with a bosonic bath through a coupling which is linear in the creation and annihilation operators of the bath, but may be a nonlinear…

Quantum Gases · Physics 2015-04-17 Pietro Massignan , Aniello Lampo , Jan Wehr , Maciej Lewenstein

The systematic expansion method of the solution of the Fokker-Planck equation is developed by generalizing the formulation proposed in [J. Phys. A50, 325001 (2017)]. Using this method, we obtain a new formula to calculate the mean work…

Statistical Mechanics · Physics 2022-08-05 T. Koide

A particle subjected to a fluctuating force originated from its interaction with an external quantum system undergoes quantum Brownian motion. This phenomenon is investigated in detail for the case of a particle confined by a harmonic…

Quantum Physics · Physics 2025-01-29 Ygor de Oliveira Souza , Caio C. Holanda Ribeiro , Vitorio A. De Lorenci

Using the Hamilton-Jacobi method, we solve chemical Fokker-Planck equations within the Gaussian approximation and obtain a simple and compact formula for a conditional probability distribution. The formula holds in general transient…

Statistical Mechanics · Physics 2015-06-17 Hiizu Nakanishi , Takahiro Sakaue , Jun'ichi Wakou

Diffusion models provide a principled framework for generative modeling via stochastic differential equations and time-reversed dynamics. Extending spectral diffusion approaches to spherical data, however, raises nontrivial geometric and…

Probability · Mathematics 2026-01-29 Pierpaolo Brutti , Claudio Durastanti , Francesco Mari

For Brownian motion of a single particle subject to a tilted periodic potential on a ring, we propose a formula for experimentally determining the cumulant generating function of time-averaged current without measurements of current…

Statistical Mechanics · Physics 2013-05-29 Takahiro Nemoto , Shin-ichi Sasa

We consider two different models for colloidal particles. In the first model, we consider their free motion to be diffusion while in the second model we take it to be integrated Ornstein-Uhlenbeck process. In both models, we derived…

Probability · Mathematics 2016-10-31 Guolong Li

We study analytically the dynamics of anisotropic active Brownian particles (ABPs), and more precisely their intermediate scattering function (ISF). To this end, we develop a systematic closure scheme for the moment expansion of their…

Soft Condensed Matter · Physics 2025-10-01 Timothée Gautry , Maxime Deforet , Pierre Illien

The model of Brownian Percolation has been introduced as an approximation of discrete last-passage percolation models close to the axis. It allowed to compute some explicit limits and prove fluctuation theorems for these, based on the…

Probability · Mathematics 2010-09-29 Gregorio R. Moreno Flores

In this article we prove a representation formula for non-negative generalized harmonic functions with respect to a subordinate Brownian motion in a general open set $D\subset \mathbb{R}^d$. We also study oscillation properties of quotients…

Probability · Mathematics 2021-08-03 Ivan Biočić

We review how unitarity and stationarity in the Schwinger-Keldysh formalism naturally lead to a (quantum) generalized fluctuation-dissipation relation (gFDR) that works beyond thermal equilibrium. Non-Gaussian loop corrections are also…

Statistical Mechanics · Physics 2023-09-04 Xinyi Chen-Lin

We use the Fokker Planck equation as a starting point for studying the orientational probability distribution of an Active Brownian Particle (ABP) in $(d+1)$ dimensions. This Fokker Planck equation admits an exact solution in series form…

Statistical Mechanics · Physics 2020-08-26 Supurna Sinha

Fick's law for coordinate dependent diffusivity is derived. Corresponding diffusion current in the presence of coordinate dependent diffusivity is consistent with the form as given by Kramers-Moyal expansion. We have obtained the…

Statistical Mechanics · Physics 2018-10-01 A. Bhattacharyay

Analytical models describing the motion of colloidal particles in given velocity fields are presented. In addition to local approaches, leading to well known master equations such as the Langevin and the Fokker-Planck equations, a global…

Fluid Dynamics · Physics 2016-03-23 Roberto Mauri

A fully quantum treatment of Einstein's Brownian motion is given, showing in particular the role played by the two original requirements of translational invariance and connection between dynamics of the Brownian particle and atomic nature…

Quantum Physics · Physics 2007-05-23 Francesco Petruccione , Bassano Vacchini

The diffusion forecasting is a nonparametric approach that provably solves the Fokker-Planck PDE corresponding to It\^o diffusion without knowing the underlying equation. The key idea of this method is to approximate the solution of the…

Numerical Analysis · Mathematics 2018-01-17 John Harlim , Haizhao Yang