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Fluctuation properties of the Langevin equation including a multiplicative, power-law noise and a quadratic potential are discussed. The noise has the Levy stable distribution. If this distribution is truncated, the covariance can be…

Statistical Mechanics · Physics 2015-06-15 Tomasz Srokowski

We study fluctuations of mean-field interacting particle systems around their McKean--Vlasov limit. Our main result provides a uniform-in-time quantitative central limit theorem for the fluctuation process, with convergence rate of order…

Probability · Mathematics 2026-05-06 Solesne Bourguin , Konstantinos Spiliopoulos

A random multiplicative process with additive noise is described by a Langevin equation. We show that the fluctuation-dissipation relation is satisfied in the Langevin model, if the noise strength is not so strong.

Statistical Mechanics · Physics 2009-11-07 H. Sakaguchi

A stochastic Langevin equation is derived, describing the thermal motion of a molecule immersed in a rested fluid of identical molecules. The fluctuation-dissipation theorem is proved and a number of correlation characteristics of the…

Statistical Mechanics · Physics 2014-11-11 Roumen Tsekov

In this work, the short-time dynamics of simple liquid is explored both analytically and numerically with the focus on the interplay between the density fluctuations in a volume surrounding a chosen particle and its random walk motion. The…

Statistical Mechanics · Physics 2019-06-26 Eugene B. Postnikov

This work is concerned with a simple model for a polar fluid, a Gaussian field model based on the excess density and on the polarization. It is a convenient framework to implement the dielectric properties of correlated liquids that stem…

Chemical Physics · Physics 2018-04-04 Hélène Berthoumieux

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…

Statistical Mechanics · Physics 2020-06-24 Pierre Gaspard

When nano-magnets are coupled to random external sources, their magnetization becomes a random variable, whose properties are defined by an induced probability density, that can be reconstructed from its moments, using the Langevin…

Statistical Mechanics · Physics 2017-03-21 Stam Nicolis , Pascal Thibaudeau , Julien Tranchida

The precision of reaction-diffusion models for mesoscopic physical systems is limited by fluctuations. To account for this uncertainty, Van Kampen derived a stochastic Langevin-like reaction-diffusion equation that incorporates…

Statistical Mechanics · Physics 2018-11-28 Roman Belousov , Adrian Jacobo , A. J. Hudspeth

A simple tight-coupling model of a molecular chemical engine is proposed. The efficiency of the chemical engine and its average velocity can be explicitly calculated. The diffusion constant is evaluated approximately using the fluctuation…

Statistical Mechanics · Physics 2009-11-11 Hidetsugu Sakaguchi

We show that a Galilean invariant version of fluid dynamics can be derived by the methods of statistical dynamics using Maxwell's balance equations. The basic equation is non-local, and might replace Boltzmann's equation if the latter turns…

Mathematical Physics · Physics 2007-05-23 R. F. Streater

The motion of a colloidal probe in a complex fluid, such as a micellar solution, is usually described by the generalized Langevin equation, which is linear. However, recent numerical simulations and experiments have shown that this linear…

Statistical Mechanics · Physics 2023-10-26 Vincent Démery , Andrea Gambassi

We present a theoretical study of transport properties of a liquid comprised of particles uist1:/home/sokrates/egorov/oldhome/Pap41/Submit > m abs.tex We present a theoretical study of transport properties of a liquid comprised of particles…

Soft Condensed Matter · Physics 2015-05-18 Lindsey Ann Shall , Sergei A. Egorov

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…

Statistical Mechanics · Physics 2009-12-23 R. L. S. Farias , Rudnei O. Ramos , L. A. da Silva

We consider a classical model of non-equilibrium statistical mechanics accounting for non-Markovian effects, which is referred to as the Generalized Langevin Equation in the literature. We derive reduced Markovian descriptions obtained…

Statistical Mechanics · Physics 2024-05-28 Matteo Colangeli , Manh Hong Duong , Adrian Muntean

Although continuum theories have been proven quite robust to describe confined fluid flow at molecular length scales, molecular dynamics (MD) simulations reveal mechanistic insights into the interfacial dissipation processes. Most MD…

Fluid Dynamics · Physics 2024-02-26 Hannes Holey , Peter Gumbsch , Lars Pastewka

Mode-coupling theory (MCT) constitutes one of the few first-principles-based approaches to describe the physics of the glass transition, but the theory's inherent approximations compromise its accuracy in the activated glassy regime. Here…

Statistical Mechanics · Physics 2021-02-03 Chengjie Luo , Liesbeth M. C. Janssen

We study the Langevin dynamics of a heteropolymer by means of a mode-coupling approximation scheme, giving rise to a set of coupled integro-differential equations relating the response and correlation functions. The analysis shows that…

Disordered Systems and Neural Networks · Physics 2007-05-23 Estelle Pitard , Eugene I. Shakhnovich

We introduce non-trivial contributions to diffusion constant in generic many-body systems arising from quadratic fluctuations of ballistically propagating, i.e. convective, modes. Our result is obtained by expanding the current operator in…

Statistical Mechanics · Physics 2020-11-25 Marko Medenjak , Jacopo De Nardis , Takato Yoshimura

Heat fluctuations over a time \tau in a non-equilibrium stationary state and in a transient state are studied for a simple system with deterministic and stochastic components: a Brownian particle dragged through a fluid by a harmonic…

Statistical Mechanics · Physics 2007-05-23 R. van Zon , E. G. D. Cohen
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