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We study nonequilibrium steady states of the driven lattice gas with two particles, using the most general stochastic transition rules that satisfy the local detailed balance condition. We observe that i) the universal $1/r^d$ long range…

Statistical Mechanics · Physics 2007-05-23 Hal Tasaki

We investigate coupled stochastic differential equations governing N non-negative continuous random variables that satisfy a conservation principle. In various fields a conservation law requires that a set of fluctuating variables be…

Probability · Mathematics 2014-03-06 J. Bakosi , J. R. Ristorcelli

Dynamics near and far away from thermal equilibrium is studied within the framework of Langevin equations. A stochasticity-dissipation relation is proposed to emphasize the equal importance of the stochastic and deterministic forces in…

Classical Physics · Physics 2007-05-23 P. Ao

This work is concerned with the stability properties of linear stochastic differential equations with random (drift and diffusion) coefficient matrices, and the stability of a corresponding random transition matrix (or exponential…

Probability · Mathematics 2019-05-02 Adrian N. Bishop , Pierre Del Moral

We investigate the dynamics of an overdamped Brownian particle moving in a washboard potential with space dependent friction coefficient. Analytical expressions have been obtained for current and diffusion coefficient. We show that the…

Statistical Mechanics · Physics 2009-11-07 Debasis Dan , A. M. Jayannavar

This paper presents new analytical results for a class of nonlinear parabolic systems of partial different equations with small cross-diffusion which describe the macroscopic dynamics of a variety of large systems of interacting particles.…

Analysis of PDEs · Mathematics 2020-03-04 Luca Alasio , Helene Ranetbauer , Markus Schmidtchen , Marie-Therese Wolfram

The ratio between mobility and diffusion parameters is derived for a Gaussian-like density of states. This steady-state analysis is expected to be applicable to a wide range of organic materials (polymers or small molecules) as it relies on…

Statistical Mechanics · Physics 2007-05-23 Yohai Roichman , Nir Tessler

We consider a model system of persistent random walkers that can jam, pass through each other or jump apart (recoil) on contact. In a continuum limit, where particle motion between stochastic changes in direction becomes deterministic, we…

Statistical Mechanics · Physics 2023-05-03 Matthew J Metson , Martin R Evans , Richard A Blythe

This paper introduces the use of statistical distributions based on transport differential equations for clear distinction of transport modes within transient kinetic experiments. More specifically,novel techniques are developed for the…

Applications · Statistics 2025-01-08 M. Ross Kunz , Debtanu Maiti , Gregory Yablonsky , Rebecca Fushimi

We consider systems of particles coupled with fluids. The particles are described by the evolution of their density, and the fluid is described by the Navier-Stokes equations. The particles add stress to the fluid and the fluid carries and…

Analysis of PDEs · Mathematics 2009-11-11 Peter Constantin , Charles Fefferman , Edriss Titi , Arghir Zarnescu

We consider transport diffusion in a stochastic billiard in a random tube which is elongated in the direction of the first coordinate (the tube axis). Inside the random tube, which is stationary and ergodic, non-interacting particles move…

Probability · Mathematics 2010-04-13 Francis Comets , Serguei Popov , Gunter M. Schütz , Marina Vachkovskaia

In this paper, we study the stationary states of diffusive dynamics driven out of equilibrium by reservoirs. For a small forcing, the system remains close to equilibrium and the large deviation functional of the density can be computed…

Statistical Mechanics · Physics 2024-12-19 Thierry Bodineau , Bernard Derrida

The fluctuation-dissipation theorem is a central result in statistical mechanics and is usually formulated for systems described by diffusion processes. In this paper, we propose a generalization for a wider class of stochastic processes,…

Statistical Mechanics · Physics 2018-09-20 Alberto Montefusco , Mark A. Peletier , Hans Christian Öttinger

Natural phenomena frequently involve a very large number of interacting molecules moving in confined regions of space. Cellular transport by motor proteins is an example of such collective behavior. We derive a deterministic compartmental…

Subcellular Processes · Quantitative Biology 2017-11-01 Yoram Zarai , Michael Margaliot , Anatoly B. Kolomeisky

One-dimensional non-equilibrium models of particles subjected to a coagulation-diffusion process are important in understanding non-equilibrium dynamics, and fluctuation-dissipation relation. We consider in this paper transport properties…

Statistical Mechanics · Physics 2015-06-18 Jean-Yves Fortin

Excitonic transport in static disordered one dimensional systems is studied in the presence of thermal fluctuations that are described by the Haken-Strobl-Reineker model. For short times, non-diffusive behavior is observed that can be…

Mesoscale and Nanoscale Physics · Physics 2015-05-05 Jeremy M. Moix , Michael Khasin , Jianshu Cao

The problem of a particle diffusion in a fluctuating scalar field is studied. In contrast to most studies of advection diffusion in random fields we analyze the case where the particle position is also coupled to the dynamics of the field.…

Statistical Mechanics · Physics 2011-12-30 David S. Dean , V. Demery

We consider a general class of nonlinear diffusive models with bulk dissipation and boundary driving, and derive its hydrodynamic description in the large size limit. Both the average macroscopic behavior and the fluctuating properties of…

Statistical Mechanics · Physics 2013-10-29 A. Prados , A. Lasanta , Pablo I. Hurtado

Turbulent relative dispersion is studied theoretically with a focus on the evolution of probability distribution of the relative separation of two passive particles. A finite separation speed and a finite correlation of relative velocity,…

Chaotic Dynamics · Physics 2007-05-23 Takeshi Ogasawara , Sadayoshi Toh

A formalism using a double Laplace Fourier transform of the transport equation yields the return probabilities of the vacancy in the vicinity of the tracer atom in the presence of solute-vacancy interactions of arbitrary extension. Studying…

Materials Science · Physics 2016-10-11 J. L. Bocquet