Related papers: Phenomenological approach to non-linear Langevin e…
Nonlinear, multiplicative Langevin equations for a complete set of slow variables in equilibrium systems are generally derived on the basis of the separation of time scales. The form of the equations is universal and equivalent to that…
We investigate the stochastic motion of a Brownian particle in the harmonic potential with a time-dependent force constant. It may describe the motion of a colloidal particle in an optical trap where the potential well is formed by a…
This paper derives and analyzes exact, nonlocal Langevin equations appropriate in a cosmological setting to describe the interaction of some collective degree of freedom with a surrounding ``environment.'' Formally, these equations are much…
In this paper, we take a control-theoretic approach to answering some standard questions in statistical mechanics, and use the results to derive limitations of classical measurements. A central problem is the relation between systems which…
A phenomenological theory of the fluctuations of velocity occurring in a fully developed homogeneous and isotropic turbulent flow is presented. The focus is made on the fluctuations of the spatial (Eulerian) and temporal (Lagrangian)…
The understanding of the statistical properties and of the dynamics of multistable systems is gaining more and more importance in a vast variety of scientific fields. This is especially relevant for the investigation of the tipping points…
Within the abstract framework of dynamical system theory we describe a general approach to the Transient (or Evans-Searles) and Steady State (or Gallavotti-Cohen) Fluctuation Theorems of non-equilibrium statistical mechanics. Our main…
Damping on an object generally depends on its conformation (shape size etc.). We consider the Langevin dynamics of a model system with a conformation dependent damping and generalize the fluctuation dissipation relation to fit in such a…
Large entropy fluctuations in an equilibrium steady state of classical mechanics were studied in extensive numerical experiments on a simple 2--freedom strongly chaotic Hamiltonian model described by the modified Arnold cat map. The rise…
Fluctuations arise universally in Nature as a reflection of the discrete microscopic world at the macroscopic level. Despite their apparent noisy origin, fluctuations encode fundamental aspects of the physics of the system at hand, crucial…
The Generalized Langevin Equation, in history, arises as a natural fix for the rather traditional Langevin equation when the random force is no longer memoryless. It has been proved that with fractional Gaussian noise (fGn) mostly…
In this paper we re-examine the traditional problem of connecting the internal fluctuations of a system to its response to external forcings and extend the classical theory in order to be able to encompass also nonlinear processes. With…
Semiclassical Einstein-Langevin equations for arbitrary small metric perturbations conformally coupled to a massless quantum scalar field in a spatially flat cosmological background are derived. Use is made of the fact that for this problem…
Fluctuation Theorems are statements about the entropy of systems far from thermal equilibrium. In this Letter relativistic Fluctuation Theorems for Brownian motion are presented and proven. Though there is a known discretization dilemma…
Quantitative studies of irreversibility in statistical mechanics often involve the consideration of a reverse process, whose definition has been the object of many discussions, in particular for quantum mechanical systems. Here we show that…
The classical theory of Brownian dynamics follows from coarse-graining the underlying linearized fluctuating hydrodynamics of the solvent. We extend this procedure to globally non-isothermal conditions, requiring only a local thermal…
We study the fluctuation-dissipation theorem for a Brownian particle driven into a nonequilibrium steady state experimentally. We validate two different theoretical variants of a generalized fluctuation-dissipation theorem. Furthermore, we…
Starting from the fluctuating Boltzmann equation for smooth inelastic hard spheres or disks, closed equations for the fluctuating hydrodynamic fields to Navier-Stokes order are derived. This requires to derive constitutive relations for…
Physical scenarios that require a relativistic treatment are ubiquitous in nature, ranging from cosmological objects to charge carriers in Dirac materials. Interestingly all of these situations have in common that the systems typically…
We show how a general formulation of the Fluctuation-Response Relation is able to describe in detail the connection between response properties to external perturbations and spontaneous fluctuations in systems with fast and slow variables.…