Related papers: Breakdown of the Fluctuation-Dissipation Theorem f…
In this paper, we present an approach to characterising fast-reaction limits of systems with nonlinear diffusion, when there are either two reaction-diffusion equations, or one reaction-diffusion equation and one ordinary differential…
This article is concerned with the fluctuation analysis and the stability properties of a class of one-dimensional Riccati diffusions. These one-dimensional stochastic differential equations exhibit a quadratic drift function and a…
The nonlinear theory of anomalous diffusion is based on particle interactions giving an explicit microscopic description of diffusive processes leading to sub-, normal, or super-diffusion as a result competitive effects between attractive…
Under low-Reynolds-number conditions, dynamics of convection and diffusion are usually considered separately because their dominant spatial and temporal scales are different, but cooperative effects of convection and diffusion can cause…
We study the influence of a dissipation process on diffusion dynamics triggered by fluctuations with long-range correlations. We make the assumption that the perturbation process involved is of the same kind as those recently studied…
The dissipation function for a system is defined as the natural logarithm of the ratio between probabilities of a trajectory and its time-reversed trajectory, and its probability distribution follows a well-known relation called the…
The fluctuation-dissipation theorem (FDT) is a simple yet powerful consequence of the first-order differential equation governing the dynamics of systems subject simultaneously to dissipative and stochastic forces. The linear learning…
Linear diffusions are used to model a large number of stochastic processes in physics, including small mechanical and electrical systems perturbed by thermal noise, as well as Brownian particles controlled by electrical and optical forces.…
We consider the evolution of a quantum particle hopping on a cubic lattice in any dimension and subject to a potential consisting of a periodic part and a random part that fluctuates stochastically in time. If the random potential evolves…
We analyze the validity of the fluctuation-dissipation theorem for slow relaxation systems in the context of mesoscopic nonequilibrium thermodynamics. We demonstrate that the violation arises as a natural consequence of the elimination of…
We study the second-order asymptotics around the superdiffusive strong law~\cite{MMW} of a multidimensional driftless diffusion with oblique reflection from the boundary in a generalised parabolic domain. In the unbounded direction we prove…
Understanding anomalous transport and reaction kinetics due to microscopic physical and chemical disorder is a long-standing goal in many fields including geophysics, biology, and engineering. We consider reaction-diffusion characterized by…
We study the contribution of advection by thermal velocity fluctuations to the effective diffusion coefficient in a mixture of two indistinguishable fluids. The enhancement of the diffusive transport depends on the system size L and grows…
A model for diffusion in liquids that couples the dynamics of tracer particles to a fluctuating Stokes equation for the fluid is investigated in the limit of large Schmidt number. In this limit, the concentration of tracers is shown to…
Nonequilibrium systems exchange the energy with an environment in the form of work and heat. The work done on a system obeys the fluctuation theorem, while the dissipated heat which differs from the work by the internal energy change does…
Superslow diffusion, i.e., the long-time diffusion of particles whose mean-square displacement (variance) grows slower than any power of time, is studied in the framework of the decoupled continuous-time random walk model. We show that this…
The fluctuation-dissipation (F-D) theorem is a fundamental result for systems near thermodynamic equilibrium, and justifies studies between microscopic and macroscopic properties. It states that the nonequilibrium relaxation dynamics is…
We propose a practical empirical fitting function to characterize the non-Gaussian displacement distribution functions (DispD) often observed for heterogeneous diffusion problems. We first test this fitting function with the problem of a…
We examine classical, transient fluctuation theorems within the unifying framework of Langevin dynamics. We explicitly distinguish between the effects of non-conservative forces that violate detailed balance, and non-autonomous dynamics…
We introduce thermal fluctuations in the lattice Boltzmann method for non-ideal fluids. A fluctuation-dissipation theorem is derived within the Langevin framework and applied to a specific lattice Boltzmann model that approximates the…