Related papers: Stochastic differential equations for non-linear h…
A linearized Vlasov-Poisson system of equations is transformed into a Schr\"{o}dinger equation, which is used to demonstrate that the fluctuation theorem holds for the relative stochastic entropy, defined in terms of the probability density…
In the context of a nonequilibrium statistical thermodynamics, based on a nonequilibrium statistical ensemble formalism, a generalized hydrodynamics of fluids under driven flow and shear stress is derived. At the thermodynamic level, the…
When making the connection between the thermodynamics of irreversible processes and the theory of stochastic processes through the fluctuation-dissipation theorem, it is necessary to invoke a postulate of the Einstein-Boltzmann type. For…
A non-linear differential equation arising from a stochastic process known as branching Brownian motion is considered. We find an explicit solution and show the uniqueness of the solution under some boundedness conditions using…
The reformulation of nonequilibirum thermodynamics, to include the treatment of thermodynamic fluctuations, is applied to the hydrodynamic fluctuations of a simple fluid. It is shown that the nonequilibrium thermodynamic scheme leads to the…
In this paper we initiate the mathematical analysis of a system of nonlinear Stochastic Partial Differential equations describing the motion of turbulent Non-Newtonian media in the presence of fluctuating magnetic field. The system is…
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…
In this paper, we study the stochastic Hamiltonian flow in Wasserstein manifold, the probability density space equipped with $L^2$-Wasserstein metric tensor, via the Wong--Zakai approximation. We begin our investigation by showing that the…
In this paper we formulate a dynamical fluctuation theory for stationary non equilibrium states (SNS) which covers situations in a nonlinear hydrodynamic regime and is verified explicitly in stochastic models of interacting particles. In…
We present a microscopic derivation of the nonlinear fluctuating hydrodynamic equation for the homogeneous crystalline solid from the Hamiltonian description of a many-particle system. We propose a microscopic expression of the displacement…
In this paper we discuss the formulation of the fuctuating Navier-Stokes (FNS) equations for multi-species, non-reactive fluids. In particular, we establish a form suitable for numerical solution of the resulting stochastic partial…
We analyze energetics of a non-Gaussian process described by a stochastic differential equation of the Langevin type. The process represents a paradigmatic model of a nonequilibrium system subject to thermal fluctuations and additional…
We investigate the impact of hydrodynamic fluctuations on correlation functions in a scale invariant fluid with a conserved $U(1)$ charge. The kinetic equations for the two-point functions of pressure, momentum and heat energy densities are…
In a previous paper [I. Bena, M. Malek Mansour, and F. Baras, ``Hydrodynamic fluctuations in the Kolmogorov flow: Linear regime", Phys. Rev. E 59, 5503 - 5510 (1999)] the statistical properties of the linearized Kolmogorov flow have been…
We apply the stochastic thermodynamics formalism to describe the dynamics of systems of complex Langevin and Fokker-Planck equations. We provide in particular a simple and general recipe to calculate thermodynamical currents, dissipated and…
Combining analytical and numerical methods, we study within the framework of the homogeneous non-linear Boltzmann equation, a broad class of models relevant for the dynamics of dissipative fluids, including granular gases. We use the new…
Linear fluctuating hydrodynamics is a useful and versatile tool for describing fluids, as well as other systems with conserved fields, on a mesoscopic scale. In one spatial dimension, however, transport is anomalous, which requires to…
We examine the question of whether the formal expressions of equilibrium statistical mechanics can be applied to time independent non-dissipative systems that are not in true thermodynamic equilibrium and are nonergodic. By assuming the…
Starting from the kinetic equations for the fluctuations and correlations of a dilute gas of inelastic hard spheres or disks, a Boltzmann-Langevin equation for the one-particle distribution function of the homogeneous cooling state is…
We formulate theoretical modeling approaches and develop practical computational simulation methods for investigating the non-equilibrium statistical mechanics of fluid interfaces with passive and active immersed particles. Our approaches…