Related papers: Functional characterization of generalized Langevi…
Using the initial-value formulation, a dynamic theory for systems evolving according to a Generalized Langevin Equation is developed, providing more restrictive conditions on the existence of equilibrium behavior and its…
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…
Understanding the fluctuations by which phenomenological evolution equations with thermodynamic structure can be enhanced is the key to a general framework of nonequilibrium statistical mechanics. These fluctuations provide an idealized…
The influence that intrinsic local density fluctuations can have on solutions of mean-field reaction-diffusion models is investigated numerically by means of the spatial patterns arising from two species that react and diffuse in the…
This paper is the second in a series devoted to the study of Langevin systems subjected to a continuous time-delayed feedback control. The goal of our previous paper [Phys. Rev. E 91, 042114 (2015)] was to derive second-law-like…
Coarse-grained Langevin-type effective field equations are derived for classical systems of particles. These equations include the effects of thermal fluctuation and dissipation which may arise from coupling to an external bath, as in the…
The generalised Langevin equation with a retarded friction and a double-well potential is solved. The random force is modelled by a multiplicative noise with long jumps. Probability density distributions converge with time to a distribution…
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 a system in direct contact with a thermal reservoir and which, if left unperturbed, is well described by a memory-less equilibrium Langevin equation of the second order in the time coordinate. In such conditions, the strength of…
Finding the dynamical law of observable quantities lies at the core of physics. Within the particular field of statistical mechanics, the generalized Langevin equation (GLE) comprises a general model for the evolution of observables…
We extend the Langevin approach to a class of driving noises whose generating processes have independent increments with super-heavy-tailed distributions. The time-dependent generalized Fokker-Planck equation that corresponds to the…
We analyze energetics of a non-Gaussian process described by a stochastic differential equation of the Langevin type. The process represents a paradigmatic model of a nonequilibrium system subject to thermal fluctuations and additional…
We study the work fluctuations of a particle, confined to a moving harmonic potential, under the influence of friction and external Poissonian shot noise. The asymmetry of the noise induces an effective nonlinearity in the potential, which…
Among quantum Langevin equations describing the unitary time evolution of a quantum system in contact with a quantum bath, we completely characterize those equations which are actually driven by classical noises. The characterization is…
We discuss the use of a Langevin equation with a colored (correlated) noise to perform constant-temperature molecular dynamics simulations. Since the equations of motion are linear in nature, it is easy to predict the response of a…
We set up a general formalism for models of spontaneous wave function collapse with dynamics represented by a stochastic differential equation driven by general Gaussian noises, not necessarily white in time. In particular, we show that the…
Fluctuation theorems are key to understanding both fundamental and applied aspects of non-equilibrium thermodynamics of small systems. We study the non-Markovian entropy production fluctuation theorem for the diffusion process of charged…
We revisit the theory of dissipative mechanics in RLC circuits, allowing for circuit elements to have nonlinear constitutive relations, and for the circuit to have arbitrary topology. We systematically generalize the dissipationless…
Fluctuation theorems may be partitioned into those that apply the probability measure under the original stochastic process to reversed paths, and those that construct a new, adjoint measure by similarity transform, which locally reverses…
We study fluctuations of entropy production for a charged Brownian particle confined in a harmonic trap and driven out of equilibrium by crossed electric and magnetic fields. The magnetic field is constant and perpendicular to the plane of…