Related papers: Non-Poisson processes: regression to equilibrium v…
We continue our study of the linear response of a nonequilibrium system. This Part II concentrates on models of open and driven inertial dynamics but the structure and the interpretation of the result remain unchanged: the response can be…
In linear transport, the fluctuation-dissipation theorem relates equilibrium current correlations to the linear conductance coefficient. Theory and experiment have shown that in small electrical conductors the non-linear I-V-characteristic…
In the gravitational evolution of a cold infinite particle distribution, two-body interactions can be predominant at early times: we show that, by treating the simple case of a Poisson particle distribution in a static universe as an…
Strong interaction with other particles or feedback from the medium on a Brownian particle entail memory effects in the effective dynamics. We discuss the extension of the fluctuation-dissipation theorem to nonequilibrium Langevin systems…
We introduce a schematic non-linear diffusion model where density fluctuations induce a rich out of equilibrium dynamics. The properties of the model are studied by numerical simulations and analytically in a mean field approximation. At…
A relativistic diffusion model with cylindrical symmetry, which propagates an initial state based on quantum chromodynamics in time towards a thermal equilibrium limit, is derived from nonequilibrium-statistical considerations: Adapting an…
We study the diffusion of a tracer particle driven out-of-equilibrium by an external force and traveling in a dense environment of arbitrary density. The system evolves on a discrete lattice and its stochastic dynamics is described by 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…
The fluctuation-dissipation theorem is a hallmark of equilibrium system that stem from their time-reversal symmetry. In many non-equilibrium systems, in particular active ones, extensions and explicit violations of this theorem are used to…
A Response Function Theory and Scattering Theory applicable to the study of physical properties of systems driven arbitrarily away from equilibrium, specialized for dealing with ultrafast processes and in conditions of space resolution…
We discuss research done in two important areas of nonequilibrium statistical mechanics: fluctuation dissipation relations and dynamical fluctuations. In equilibrium systems the fluctuation-dissipation theorem gives a simple relation…
We show that deliberately breaking detailed balance in generative diffusion processes can accelerate the reverse process without changing the stationary distribution. Considering the Ornstein--Uhlenbeck process, we decompose the dynamics…
Graham has shown in Z. Physik B 26, 397-405 (1977) that a fluctuation-dissipation relation can be imposed on a class of non-equilibrium Markovian Langevin equations that admit a stationary solution of the corresponding Fokker-Planck…
We establish a unified fluctuation-response relation for Langevin dynamics. By exploiting the common mathematical structures underlying fluctuations and responses of empirical density and current, we derive a unified identity that…
We present a stochastic approach for charge transport in transistors. In this approach, the electron and hole densities are governed by diffusion-reaction stochastic differential equations satisfying local detailed balance and the electric…
Consider the regression problem where the response $Y\in\mathbb{R}$ and the covariate $X\in\mathbb{R}^d$ for $d\geq 1$ are \textit{unmatched}. Under this scenario, we do not have access to pairs of observations from the distribution of $(X,…
Non-Gaussian diffusion is commonly considered as a result of fluctuating diffusivity, which is correlated in time or in space or both. In this work, we investigate the non-Gaussian diffusion in static disordered media via a quenched trap…
The response of physical systems to external perturbations can be used to probe both their equilibrium and non-equilibrium dynamics. While response and correlation functions are related in equilibrium by fluctuation-dissipation theorems,…
We show that a non-equilibrium diffusive dynamics in a finite-dimensional space takes in the Lagrangian frame of its mean local velocity an equilibrium form with the detailed balance property. This explains the equilibrium nature of the…
We construct a class of one-dimensional diffusion processes on the particles of branching Brownian motion that are symmetric with respect to the limits of random martingale measures. These measures are associated with the extended extremal…