Related papers: Fluctuation Dissipation Relation for a Langevin Mo…
The fluctuation theorem characterizes the distribution of the dissipation in nonequilibrium systems and proves that the average dissipation will be positive. For a large system with no external source of fluctuation, fluctuations in…
In a stochastic process, where noise is always present, the fluctuation-dissipation theorem (FDT) becomes one of the most important tools in statistical mechanics and, consequently, it appears everywhere. Its major utility is to provide a…
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…
We consider a dynamical system which has a stable attractor and which is perturbed by an additive noise. Under some quite typical conditions, the fluctuations from the attractor are intermittent and have a probability distribution with…
We derive the generalized Fokker-Planck equation associated with the Langevin equation (in the Ito sense) for an overdamped particle in an external potential driven by multiplicative noise with an arbitrary distribution of the increments of…
Understanding how systems respond to external perturbations is a fundamental challenge in physics, particularly for non-equilibrium and non-stationary processes. The fluctuation-dissipation theorem provides a complete framework for…
We study how thermal fluctuations affect the dynamics of vortices in the two-dimensional classical, ferromagnetic, anisotropic Heisenberg model depending on their additive or multiplicative character. Using a collective coordinate theory,…
A numerical molecular dynamics experiment measuring the two-time correlation function of the transversal velocity field in the homogeneous cooling state of a granular gas is reported. By measuring the decay rate and the amplitude of the…
A discrete stochastic process involving random amplification with additive noise is studied analytically. If the non-negative random amplification factor $b$ is such that $<b^{\beta}>=1$ where $\beta$ is any positive non-integer, then the…
This work is devoted to deriving small mass limiting equation for a class of Hamiltonian systems with multiplicative L\'evy noise. Derivation of the limiting equation depends on the structure of the stochastic Hamiltonian systems, in which…
We consider systems of interacting particles which are described by a second order Langevin equation. The class of equations considered includes the situation where the particle evolution is governed by Hamiltonian dynamics with additional…
We study the long time behaviour of a nonlinear oscillator subject to a random multiplicative noise with a spectral density (or power-spectrum) that decays as a power law at high frequencies. When the dissipation is negligible, physical…
We study many interacting Brownian particles under a tilted periodic potential. We numerically measure the linear response coefficient of the density field by applying a slowly varying potential transversal to the tilted direction. In…
Graham has shown in Z. Physik B 26, 397-405 (1977) that a fluctuation-dissipation relation can be imposed on a class of non-equilibrium Markovian Langevin equations that admit a stationary solution of the corresponding Fokker-Planck…
We present a derivation of a coarse-grained model from the Langevin dynamics. The focus is placed on the memory kernel function and the fluctuation-dissipation theorem. Also presented is an hierarchy of approximations for the memory and…
We report a hybrid numerical method for the solution of the model H fluctuating hydrodynamic equations for binary mixtures. The momentum conservation equations with Landau-Lifshitz stresses are solved using the fluctuating lattice Boltzmann…
We derive the exact beyond-linear fluctuation dissipation relation, connecting the response of a generic observable to the appropriate correlation functions, for Markov systems. The relation, which takes a similar form for systems governed…
The generalized elastic model encompasses several physical systems such as polymers, membranes, single file systems, fluctuating surfaces and rough interfaces. We consider the case of an applied localized potential, namely an external force…
We consider stochastic systems involving general -- non-Gaussian and asymmetric -- stable processes. The random quantities, either a stochastic force or a waiting time in a random walk process, explicitly depend on the position. A…
A theoretical model is introduced for constructing the vibrational Hamiltonian of Hydrogen-like atoms (HLA). The Hamiltonian is then used to derive the vibrational motion equations of HLA in Heisenberg picture. The Langevin equation will…