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A Langevin equation with a special type of additive random source is considered. This random force presents a fractional order derivative of white noise, and leads to a power-law time behavior of the mean square displacement of a particle,…

chao-dyn · Physics 2009-10-31 V. Kobelev , E. Romanov

Prolongating our previous paper on the Einstein relation, we study the motion of a particle diffusing in a random reversible environment when subject to a small external forcing. In order to describe the long time behavior of the particle,…

Probability · Mathematics 2018-06-25 Pierre Mathieu , Andrey Piatnitski

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…

Soft Condensed Matter · Physics 2015-04-27 Takuya Saito , Takahiro Sakaue

We develop a unified fluctuation-response theory in the frequency domain for nonequilibrium steady states governed by overdamped Langevin dynamics and Markov jump processes. The relation expresses the power spectrum of general observables…

Statistical Mechanics · Physics 2026-05-07 Euijoon Kwon , Hyun-Myung Chun , Hyunggyu Park , Jae Sung Lee

In the past the study of reaction-diffusion systems has greatly contributed to our understanding of the behavior of many-body systems far from equilibrium. In this paper we aim at characterizing the properties of diffusion limited reactions…

Statistical Mechanics · Physics 2015-05-14 Sven Dorosz , Michel Pleimling

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…

Statistical Mechanics · Physics 2015-06-18 Oded Farago , Niels Grønbech-Jensen

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…

Statistical Mechanics · Physics 2018-12-18 Guillaume Michel , Debra J. Searles

The L\'evy-Lorentz gas describes the motion of a particle on the real line in the presence of a random array of scattering points, whose distances between neighboring points are heavy-tailed i.i.d. random variables with finite mean. The…

Probability · Mathematics 2023-04-24 Marco Zamparo

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

We consider a positive recurrent one-dimensional diffusion process with continuous coefficients and we establish stable central limit theorems for a certain type of additive functionals of this diffusion. In other words we find some…

Probability · Mathematics 2022-04-27 Loïc Béthencourt

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…

Statistical Mechanics · Physics 2026-05-06 Jiming Zheng , Zhiyue Lu

We show that an appropriately defined fluctuation-dissipation theorem, connecting generalized susceptibilities and time correlation functions, is valid for times shorter than the nucleation time of the metastable state of Markovian systems…

Statistical Mechanics · Physics 2009-11-10 G. Baez , H. Larralde , F. Leyvraz , R. A. Mendez-Sanchez

Diffusive motion is a fundamental transport mechanism in physical and biological systems, governing dynamics across a wide range of scales -- from molecular transport to animal foraging. In many complex systems, however, diffusion deviates…

Statistical Mechanics · Physics 2026-05-01 Takuma Akimoto , Jae-Hyung Jeon , Ralf Metzler , Tomoshige Miyaguchi , Takashi Uneyama , Eiji Yamamoto

Based on the generalized Langevin equation for the momentum of a Brownian particle a generalized asymptotic Einstein relation is derived. It agrees with the well-known Einstein relation in the case of normal diffusion but continues to hold…

Soft Condensed Matter · Physics 2015-06-23 Hyun Kyung Shin , Bongsik Choi , Peter Talkner , Eok Kyun Lee

We analyse diffusion at low temperature by bringing the fluctuation-dissipation theorem (FDT) to bear on a physically natural, viscous response-function R(t). The resulting diffusion-law exhibits several distinct regimes of time and…

Statistical Mechanics · Physics 2018-05-03 Urbashi Satpathi , Supurna Sinha , Rafael D. Sorkin

We study Fluctuation Relations (FRs) for dynamics that are anomalous, in the sense that the diffusive properties strongly deviate from the ones of standard Brownian motion. We first briefly review the concept of transient work FRs for…

Statistical Mechanics · Physics 2013-07-18 R. Klages , A. V. Chechkin , P. Dieterich

We study diffusive mixing in the presence of thermal fluctuations under the assumption of large Schmidt number. In this regime we obtain a limiting equation that contains a diffusive thermal drift term with diffusion coefficient obeying a…

Statistical Mechanics · Physics 2015-06-18 A. Donev , T. G. Fai , E. Vanden-Eijnden

In many-particle diffusions, particles that move the furthest and fastest can play an outsized role in physical phenomena. A theoretical understanding of the behavior of such extreme particles is nascent. A classical model, in the spirit of…

Statistical Mechanics · Physics 2024-11-22 Jacob B. Hass , Aileen N. Carroll-Godfrey , Eric I. Corwin , Ivan Z. Corwin

Many analyses based on the time-dependent Ginzburg--Landau model are not consistent with statistical mechanics, because thermal fluctuations are not taken correctly into account. We use the fluctuation-dissipation theorem in order to…

Statistical Mechanics · Physics 2007-06-13 Jorge Berger

Nonintegrable systems thermalize, leading to the emergence of fluctuating hydrodynamics. Typically, this hydrodynamics is diffusive. We use the effective field theory (EFT) of diffusion to compute higher-point functions of conserved…

Strongly Correlated Electrons · Physics 2024-02-14 Luca V. Delacretaz , Ruchira Mishra