Related papers: Fluctuation Dissipation Relation for a Langevin Mo…
We present a consistent method to calculate the probability distribution of soliton parameters in systems with additive noise. Even though a weak noise is considered, we are interested in probabilities of large fluctuations (generally…
We show how Langevin diffusions can be interpreted in the context of stochastic Hamiltonian systems with structure-preserving noise and dissipation on reductive Lie groups. Reductive Lie groups provide the setting in which the Lie group…
We study a granular gas heated by a stochastic thermostat in the dilute limit. Starting from the kinetic equations governing the evolution of the correlation functions, a Boltzmann-Langevin equation is constructed. The spectrum of the…
The linear response of non-equilibrium systems with Markovian dynamics satisfies a generalized fluctuation-dissipation relation derived from time symmetry and antisymmetry properties of the fluctuations. The relation involves the sum of two…
A Markov process fluctuating away from its typical behavior can be represented in the long-time limit by another Markov process, called the effective or driven process, having the same stationary states as the original process conditioned…
The Generalized Langevin Equation, in history, arises as a natural fix for the rather traditional Langevin equation when the random force is no longer memoryless. It has been proved that with fractional Gaussian noise (fGn) mostly…
We analyze theoretically the dynamics of a single colloidal particle in an externally applied electric field. The thermal motions of microions lead to an anisotropic, nonequilibrium source of noise, pro- portional to the field, in the…
We consider a particle dragged through a medium at constant temperature as described by a Langevin equation with a time-dependent potential. The time-dependence is specified by an external protocol. We give conditions on potential and…
A phenomenological construction of quantum Langevin equations, based on the physical criteria of (i) the canonical equal-time commutators, (ii) the Kubo formula, (iii) the virial theorem and (iv) the quantum fluctuation-dissipation theorem…
To integrate hydrodynamic fluctuations, namely thermal fluctuations of hydrodynamics, into dynamical models of high-energy nuclear collisions based on relativistic hydrodynamics, the property of the hydrodynamic fluctuations given by the…
In the Langevin formalism, the delicate balance maintained between the fluctuations in the system and their corresponding dissipation may be upset by the presence of a secondary, space-dependent stochastic force, particularly in the low…
A model has two main aims: predicting the behavior of a physical system and understanding its nature, that is how it works, at some desired level of abstraction. A promising recent approach to model building consists in deriving a…
The analysis of fluctuation-dissipation relations developed in Giona et al. (2024) for particle hydromechanics is extended to stochastic forcings alternative to Wiener processes, with the aim of addressing the occurrence of Gaussian…
Stochastic forces are usually postulated or obtained by eliminating environmental degrees of freedom. Here we identify a variational origin: fluctuating endpoint data in Hamilton's principle induce fluctuations of the on-shell action.…
We show that in driven systems the Gaussian nature of the fluctuating force and time-reversibility are equivalent properties. This result together with the potential condition of the external force drastically restricts the form of the…
Estimating free-energy differences using nonequilibrium work relations, such as the Jarzynski equality, is hindered by poor convergence when work fluctuations are large. For systems governed by overdamped Langevin dynamics, we propose the…
There remains a useful relation between diffusion and mobility for a Langevin particle in a periodic medium subject to nonconservative forces. The usual fluctuation-dissipation relation easily gets modified and the mobility matrix is no…
Though electrical noise and conduction current are assigned to corpuscle-like electrons drifting in solid matter, this model hardly fits in the Fluctuation-Dissipation framework. However, fluctuations of energy due to displacements of…
Using the recently developed covariant Ito-Langevin dynamics, we develop a non-equilibrium thermodynamic theory for small systems coupled to multiplicative noises. The theory is based on Ito-calculus, and is fully covariant under…
We consider Langevin equation with dichotomously fluctuating diffusivity, where the diffusion coefficient changes dichotomously in time, in order to study fluctuations of time-averaged observables in temporary heterogeneous diffusion…