Related papers: A fusion of concepts
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…
An important result in classical stochastic thermodynamics is the work fluctuation--dissipation relation (FDR), which states that the dissipated work done along a slow process is proportional to the resulting work fluctuations. Here we show…
Biodiversity and extinction are central issues in evolution. Dynamical balance among different species in ecosystems is often described by deterministic replicator equations with moderate success. However, fluctuations are inevitable,…
Celebrated fluctuation-dissipation theorem (FDT) linking the response function to time dependent correlations of observables measured in the reference unperturbed state is one of the central results in equilibrium statistical mechanics. In…
We derive various exact results for Markovian systems that spontaneously relax to a non-equilibrium steady-state by using joint probability distributions symmetries of different entropy production decompositions. The analytical approach is…
Brownian yet non-Gaussian processes have recently been observed in numerous biological systems and the corresponding theories have been built based on random diffusivity models. Considering the particularity of random diffusivity, this…
We derive a closed equation for the empirical concentration of colloidal particles in the presence of both hydrodynamic and direct interactions. The ensemble average of our functional Langevin equation reproduces known deterministic Dynamic…
Most systems, when pushed out of equilibrium, respond by building up currents of locally-conserved observables. Understanding how microscopic dynamics determines the averages and fluctuations of these currents is one of the main open…
The celebrated {\it fluctuation dissipation theorem} (FDT) does not apply to nonequilibrium systems. In this context, Cugliandolo and Kurchan [Phys. Rev. Lett. {\bf 71}, 173 (1993)] introduced a generalized FDT which interprets the…
Recently there has been considerable interest in the Fluctuation Theorem (FT). The FT shows how time reversible microscopic dynamics leads to irreversible macroscopic behavior as the system size or observation time increases. We show that…
We consider the asymptotic behaviour of the fluctuation process for large stochastic systems of interacting particles driven by both idiosyncratic and common noise with an interaction kernel \(k \in L^2(\R^d) \cap L^\infty(\R^d)\). Our…
A key feature of the classical Fluctuation Dissipation theorem is its ability to approximate the average response of a dynamical system to a sufficiently small external perturbation from an appropriate time correlation function of the…
The fluctuation-response relation is a fundamental relation that is applicable to systems near equilibrium. On the other hand, when a system is driven far from equilibrium, this relation is violated in general because the detailed-balance…
In the past few years systems with slow dynamics have attracted considerable theoretical and experimental interest. Ageing phenomena are observed during this ever-lasting non-equilibrium evolution. A simple instance of such a behaviour is…
Nonequilibrium fluctuation-dissipation theorems (FDTs) are one of the most important advances in stochastic thermodynamics over the past two decades. Here we provide rigorous mathematical proofs of two types of nonequilibrium FDTs for…
The fluctuation-dissipation theorem (FDT) is very general and applies to a broad variety of different physical phenomena in condensed matter physics. With the help of the FDT and following the famous work of Caldeira and Leggett, we show…
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…
A unified derivation of the off equilibrium fluctuation dissipation relations (FDR) is given for Ising and continous spins to arbitrary order, within the framework of Markovian stochastic dynamics. Knowledge of the FDR allows to develop…
Current implementations of fluctuating lattice Boltzmann equations (FLBE) describe single component fluids. In this paper, a model based on the continuum kinetic Boltzmann equation for describing multicomponent fluids is extended to…
This dissertation discusses the intermitency phenomenon in three models of turbulence, employing analytical and numerical techniques in the analysis of stochastic processes and the probability distributions which they induce. The initial…