Related papers: Spatio-temporal conjecture for diffusion
We study a hard sphere gas at equilibrium, and prove that in the low density limit, the fluctuations converge to a Gaussian process governed by the fluctuating Boltzmann equation. This result holds for arbitrarily long times. The method of…
Detailed fluctuation theorem, a microscopic version of the steady state fluctuation theorem, has been proposed by Jarzynski and demonstrated in the case of Hamiltonian systems weakly coupled with reservoirs. We show that an identical…
A diffusive system coupled to unequal boundary reservoirs reaches a non-equilibrium steady state. While the full-counting-statistics of current fluctuations in these states are well understood for generic systems, results for steady-state…
This paper studies homogenization of stochastic differential systems. The standard example of this phenomenon is the small mass limit of Hamiltonian systems. We consider this case first from the heuristic point of view, stressing the role…
We use an effective Markovian description to study the long-time behaviour of a nonlinear second order Langevin equation with Gaussian noise. When dissipation is neglected, the energy of the system grows as with time a power-law with an…
The fluctuation-response relation is a fundamental relation that is applicable to systems near equilibrium. On the other hand, when a system is driven far from equilibrium, this relation is violated in general because the detailed-balance…
Baths produce friction and random forcing on particles suspended in them. The relation between noise and friction in (generalized) Langevin equations is usually referred to as the second fluctuation-dissipation theorem. We show what is the…
Stochastic Langevin molecular dynamics for nuclei is derived from the Ehrenfest Hamiltonian system (also called quantum classical molecular dynamics) in a Kac-Zwanzig setting, with the initial data for the electrons stochastically perturbed…
Dynamical systems driven by a general L\'evy stable noise are considered. The inertia is included and the noise, represented by a generalised Ornstein-Uhlenbeck process, has a finite relaxation time. A general linear problem (the additive…
A semiclassical kinetic theory is presented for the fluctuating photon flux emitted by a disordered medium in thermal equilibrium. The kinetic equation is the optical analog of the Boltzmann-Langevin equation for electrons. Vacuum…
Discontinuous transitions into absorbing states require an effective mechanism that prevents the stabilization of low density states. They can be found in different systems, such as lattice models or stochastic differential equations (e.g.…
In this paper, we investigate a Langevin model subjected to stochastic intensity noise (SIN), which incorporates temporal fluctuations in noise-intensity. We derive a higher-order Fokker-Planck equation (HFPE) of the system, taking into…
Intrinsic fluctuations around the solution of the lattice Boltzmann equation are described or modeled by addition of a white Gaussian noise source. For stationary states a fluctuation-dissipation theorem relates the variance of the…
The system of nonlinear Langevin equations was obtained by using Hamiltonian's operator of two coupling quantum oscillators which are interacting with heat bath. By using the analytical solution of these equations, the analytical…
We show, through a refinement of the work theorem, that the average dissipation, upon perturbing a Hamiltonian system arbitrarily far out of equilibrium in a transition between two canonical equilibrium states, is exactly given by…
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 consider a quantum two-level system perturbed by classical noise. The noise is implemented as a stationary diffusion process in the off-diagonal matrix elements of the Hamiltonian, representing a transverse magnetic field. We determine…
For chaotic systems there is a theory for the decay of the survival probability, and for the parametric dependence of the local density of states. This theory leads to the distinction between "perturbative" and "non-perturbative" regimes,…
We review the latest advances in the analytical modelling of single file diffusion. We focus first on the derivation of the fractional Langevin equation that describes the motion of a tagged file particle. We then propose an alternative…
In non-equilibrium steady states (NESS) far from equilibrium, it is known that the Einstein relation is violated. Then, the ratio of the diffusion coefficient to the mobility is called an effective temperature, and the physical relevance of…