Related papers: Breakdown of the Fluctuation-Dissipation Theorem f…
Anomalous diffusion occurs in many physical and biological phenomena, when the growth of the mean squared displacement (MSD) with time has an exponent different from one. We show that recurrent neural networks (RNN) can efficiently…
Starting from the kinetic equations for the fluctuations and correlations of a dilute gas of inelastic hard spheres or disks, a Boltzmann-Langevin equation for the one-particle distribution function of the homogeneous cooling state is…
Diffusion coefficients are obtained from linear response functions and from the quantal fluctuation dissipation theorem. They are compared with the results of both the theory of hydrodynamic fluctuations by Landau and Lifschitz as well as…
We study reaction-diffusion systems where diffusion is by jumps whose sizes are distributed exponentially. We first study the Fisher-like problem of propagation of a front into an unstable state, as typified by the A+B $\to$ 2A reaction. We…
Many biophysical processes begin when the fastest searcher finds a target out of many random searchers, which is called an extreme or fastest first passage time (fFPT). In some models, (i) the fFPT vanishes logarithmically as the number of…
We study the relaxational dynamics of flux lines in high-temperature superconductors with random pinning using Langevin dynamics. At high temperatures the dynamics is stationary and the fluctuation dissipation theorem (FDT) holds. At low…
The nature of diffusion is usually studied for particles or time-evolving systems. Similar in principle, such studies can be conducted by tracking how a given function of observable properties evolves over time-akin to the evolution of…
We study a gas of hard rods on a ring, driven by an external thermostat, with either elastic or inelastic collisions, which exhibits sub-diffusive behavior $<x^2 > \sim t^{1/2}$. We show the validity of the usual Fluctuation-Dissipation…
In this paper we present a study of anomalous diffusion using a Fokker-Planck description with fractional velocity derivatives. The distribution functions are found using numerical means for varying degree of fractionality observing the…
In recent papers it has been demonstrated that sampling a Gibbs distribution from an appropriate time-irreversible Langevin process is, from several points of view, advantageous when compared to sampling from a time-reversible one. Adding…
An equilibrium statistical system is known to be stable if the fluctuations of global observables are normal, when their dispersions are proportional to the number of particles, or to the system volume. A general theorem is rigorously…
A comment on the Letter by E. Aghion, D. Kessler, and E. Barkai, Phys. Rev. Lett. 118, 260601 (2017). An important criterion on finite kinetic temperature of the system of cold atoms is established. It is shown that the kinetic temperature…
We study a large deviation functional of density fluctuation by analyzing stochastic non-linear diffusion equations driven by the difference between the densities fixed at the boundaries. By using a fundamental equality that yields the…
Anomalous diffusion is discussed in the context of quantum Brownian motion with colored noise. It is shown that earlier results follow simply and directly from the fluctuation-dissipation theorem. The limits on the long-time dependence of…
Fluctuation properties of the Langevin equation including a multiplicative, power-law noise and a quadratic potential are discussed. The noise has the Levy stable distribution. If this distribution is truncated, the covariance can be…
A recently developed non-linear fluctuating hydrodynamics theory has been quite successful in describing various features of anomalous energy transport. However the diffusion and the noise terms present in this theory are not derived from…
Recently there has been considerable interest in the Fluctuation Theorem (FT). The FT shows how time reversible microscopic dynamics leads to irreversible macroscopic behavior as the system size or observation time increases. We show that…
We address the question of the microscopic origin of dissipation in collective motion of a quantum many--body system in the framework of a parametric random matrix approach to the intrinsic dynamics. We show that the…
We consider the Fluctuation Dissipation Theorem (FDT) of statistical physics from a mathematical perspective. We formalize the concept of "linear response function" in the general framework of Markov processes. We show that for processes…
Brownian yet non-Gaussian processes have recently been observed in numerous biological systems and the corresponding theories have been built based on random diffusivity models. Considering the particularity of random diffusivity, this…