Related papers: Decomposition of force fluctuations far from equil…
The decay of a general time dependent structure factors is considered. The dynamics is that of stochastic field equations of the Langevin type, where the systematic generalized force is a functional derivative of some classical field…
In this letter we discuss how to add forces to the Langevin equation. We derive the exact generalized Langevin equation for the dynamics of one particle subject to an external force embedded in a system of many interacting particles. The…
We give an example of a simple mechanical system described by the generalized harmonic oscillator equation, which is a basic model in discussion of the adiabatic dynamics and geometric phase. This system is a linearized plane pendulum with…
The nonexponential relaxation and aging inherent to complex dynamics manifested in a wide variety of dissipative systems is analyzed through a model of diffusion in phase space in the presence of a nonconservative force. The action of this…
We study anomalous diffusion for one-dimensional systems described by a generalized Langevin equation. We show that superdiffusion can be classified in normal superdiffusion and fast superdiffusion. For fast superdiffusion, we prove that…
In equilibrium, the fluctuation-dissipation theorem (FDT) expresses the response of an observable to a small perturbation by a correlation function of this variable with another one that is conjugate to the perturbation with respect to…
We review the out-of-equilibrium properties of a self-gravitating gas of particles in the presence of a strong friction and a random force (canonical gas). We assume a bare diffusion coefficient of the form $D(\rho)=T\rho^{1/n}$, where…
This paper introduces a geometric method for proving ergodicity of degenerate noise driven stochastic processes. The driving noise is assumed to be an arbitrary Levy process with non-degenerate diffusion component (but that may be applied…
In this paper we address the problem of consistently construct Langevin equations to describe fluctuations in non-linear systems. Detailed balance severely restricts the choice of the random force, but we prove that this property together…
We consider a particle dragged through a medium at constant temperature as described by a Langevin equation with a time-dependent potential. The time-dependence is specified by an external protocol. We give conditions on potential and…
In one dimension, particles can not bypass each other. As a consequence, the mean-squared displacement (MSD) in equilibrium shows sub-diffusion ${\rm MSD}(t)\sim t^{1/2}$, instead of normal diffusion ${\rm MSD}(t)\sim t$. This phenomenon is…
A nonequilibrium fluctuation theorem is established for a colloidal particle driven by an external force within the hydrodynamic theory of Brownian motion, describing hydrodynamic memory effects such as the t^(-3/2) power-law decay of the…
Fluctuation theorems are a generalization of thermodynamics on small scales and provide the tools to characterize the fluctuations of thermodynamic quantities in non-equilibrium nanoscale systems. They are particularly important for…
In small systems where relevant energies are comparable to thermal agitation, fluctuations are of the order of average values. In systems in thermodynamical equilibrium, the variance of these fluctuations can be related to the dissipation…
A paradigm for isothermal, mechanical rectification of stochastic fluctuations is introduced in this paper. The central idea is to transform energy injected by random perturbations into rigid-body rotational kinetic energy. The prototype…
Isolated systems tend to evolve towards equilibrium, a special state that has been the focus of many-body research for a century. Yet much of the richness of the world around us arises from conditions far from equilibrium. Phenomena such as…
We study a class of nonequilibrium lattice models which describe local redistributions of a globally conserved energy. A particular subclass can be solved analytically, allowing to define a temperature T_{th} along the same lines as in the…
Starting from a quantum Langevin equation (QLE) of a charged particle coupled to a heat bath in the presence of an external magnetic field, we present a fully dynamical calculation of the susceptibility tensor. We further evaluate the…
This paper is concerned with a class of multivariable stochastic Hamiltonian systems whose generalised position is related by an ordinary differential equation to the momentum governed by an Ito stochastic differential equation. The latter…
Understanding the physics of non-equilibrium systems remains as one of the major open questions in statistical physics. This problem can be partially handled by investigating macroscopic fluctuations of key magnitudes that characterise the…