Related papers: Nonergodic Brownian Dynamics and the Fluctuation-D…
The two-variable Langevin equations, modeling the Brownian motion of a particle moving in a potential and leading to the Maxwell-Boltzmann distribution of the corresponding Fokker-Planck equation, are shown to give rise to types of…
We introduce thermal fluctuations in the lattice Boltzmann method for non-ideal fluids. A fluctuation-dissipation theorem is derived within the Langevin framework and applied to a specific lattice Boltzmann model that approximates the…
With this work we investigate an often neglected aspect of Brownian motor transport: The r\^{o}le of fluctuations of the noise-induced current and its consequences for the efficiency of rectifying noise. In doing so, we consider a Brownian…
We consider the response of a dynamical system driven by external adiabatic fluctuations. Based on the `adiabatic following approximation' we have made a systematic separation of time-scales to carry out an expansion in $\alpha |\mu|^{-1}$,…
We consider the non-Markovian Langevin evolution of a dissipative dynamical system in quantum mechanics in the path integral formalism. After discussing the role of the frequency cutoff for the interaction of the system with the heat bath…
Based on the covariant underdamped and overdamped Langevin equations with Stratonovich coupling to multiplicative noises and the associated Fokker-Planck equations on Riemannian manifold, we present the first law of stochastic…
The fluctuation-dissipation theorem requires the presence of thermal noise in viscous fluids. The time and length scales of heavy ion collisions are small enough so that the thermal noise can have a measurable effect on observables. Thermal…
In active Brownian motion, an internal propulsion mechanism interacts with translational and rotational thermal noise and other internal fluctuations to produce directed motion. We derive the distribution of its extreme fluctuations and…
The Langevin equation with multiplicative noise and state-dependent transport coefficient has to be always complemented with the proper interpretation rule of the noise, such as the Ito and Stratonovich conventions. Although the…
We consider a generic system operating under non-equilibrium conditions. Explicitly, we consider an inertial classical Brownian particle dwelling a periodic structure with a spatially broken reflection symmetry. The particle is coupled to a…
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…
Non-Markovian stochastic Langevin-like equations of motion are compared to their corresponding Markovian (local) approximations. The validity of the local approximation for these equations, when contrasted with the fully nonlocal ones, is…
Using the gauge/gravity correspondence, we study the dynamics of a heavy quark in two strongly-coupled systems at finite temperature: Super-Yang-Mills in the presence of a magnetic field and non-commutative Super-Yang-Mills. In the former,…
Brownian motion near soft surfaces is a situation widely encountered in nanoscale and biological physics. However, a complete theoretical description is lacking to date. Here, we theoretically investigate the dynamics of a two-dimensional…
When a physical system evolves in a thermal bath at a constant temperature, it arrives eventually to an equilibrium state whose properties are independent of the kinetic parameters and of the precise evolution scenario. This is generically…
A random multiplicative process with additive noise is described by a Langevin equation. We show that the fluctuation-dissipation relation is satisfied in the Langevin model, if the noise strength is not so strong.
We study the diffusive dynamics of a Brownian particle in proximity of a flat surface under non-equilibrium conditions, which are created by an anisotropic thermal environment with different temperatures being active along distinct spatial…
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…
The fluctuation-dissipation theorem, in the Kubo original formulation, is based on the decomposition of the thermal agitation forces into a dissipative contribution and a stochastically fluctuating term. This decomposition can be avoided by…
The traction on the surface of a spherical active colloid in a thermally fluctuating Stokesian fluid contains passive, active, and Brownian contributions. Here we derive these three parts systematically, by "projecting out" the fluid using…