Related papers: Injected Power Fluctuations in Langevin Equation

When a particle diffuses in a medium with spatially dependent friction coefficient $\alpha(r)$ at constant temperature $T$, it drifts toward the low friction end of the system even in the absence of any real physical force $f$. This…

Liouville's theorem, based on the Hamiltonian flow (micro-canonical ensemble) for a many particle system, indicates that the (stationary) equilibrium probability distribution is a function of the Hamiltonian. A canonical ensemble…

Recently Wang et al. carried out a laboratory experiment, where a Brownian particle was dragged through a fluid by a harmonic force with constant velocity of its center. This experiment confirmed a theoretically predicted work related…

We present a perspective of simple models of nonequilibrium directed transport described in terms of a Langevin equation formalism. We consider a Brownian particle under various circumstances and driven by thermal (equilibrium) and…

Continuous time random walks and Langevin equations are two classes of stochastic models for describing the dynamics of particles in the natural world. While some of the processes can be conveniently characterized by both of them, more…

Brownian motion occurs in a variety of fluids, from rare gases to liquids. The Langevin equation, describing friction and agitation forces in statistical balance, is one of the most successful ways to treat the phenomenon. In rare gases, it…

We complement and extend our work on fluctuation relations arising in nonequilibrium systems in steady states driven by L\'evy noise [Phys. Rev. E 76, 020101(R) (2006)]. As a concrete example, we consider a particle subjected to a drag…

The diffusive dynamics of a particle in a medium with space-dependent friction coefficient is studied within the framework of the inertial Langevin equation. In this description, the ambiguous interpretation of the stochastic integral,…

We study the influence of a dissipation process on diffusion dynamics triggered by slow fluctuations. We study both strong- and weak-friction regime. When the latter regime applies, the system is attracted by the basin of either Gauss or…

We consider the generalized Langevin equation (GLE) in a harmonic potential with power law decay memory. We study the anomalous diffusion of the particle's displacement and velocity. By comparison with the free particle situation in which…

We consider lattice gas diffusive dynamics with creation-annihilation in the bulk and maintained out of equilibrium by two reservoirs at the boundaries. This stochastic particle system can be viewed as a toy model for granular gases where…

We investigate the diffusive properties of energy fluctuations in a one-dimensional diatomic chain of hard-point particles interacting through a square--well potential. The evolution of initially localized infinitesimal and finite…

Brownian yet non-Gaussian phenomenon has recently been observed in many biological and active matter systems. The main idea of explaining this phenomenon is to introduce a random diffusivity for particles moving in inhomogeneous…

We derive a universal bound on generalized currents in Langevin systems in terms of the mean-square fluctuations of the current and the total entropy production. This bound generalizes a relation previously found by Barato et al. to…

Intrinsic fluctuations around the solution of the lattice Boltzmann equation are described or modeled by addition of a white Gaussian noise source. For stationary states a fluctuation-dissipation theorem relates the variance of the…

The standard deviations of the energy and Poynting power densities for an isotropic random field near a perfectly conducting planar boundary are characterized, based on quartic plane-wave expansions. For normal and transverse components,…

Subdiffusive behavior of one-dimensional stochastic systems can be described by time-subordinated Langevin equations. The corresponding probability density satisfies the time-fractional Fokker-Planck equations. In the homogeneous systems…

The impact of thermal fluctuations on the translocation dynamics of a polymer chain driven through a narrow pore has been investigated theoretically and by means of extensive Molecular-Dynamics (MD) simulation. The theoretical consideration…

The way tension propagates along a chain is a key to govern many of anomalous dynamics in macromolecular systems. After introducing the weak and the strong force regimes of the tension propagation, we focus on the latter, in which the…

We consider stochastic rotational dynamics of a macrospin at a constant temperature, in presence of an external magnetic field. Starting from the appropriate Langevin equation which contains multiplicative noise, we calculate entropy…