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Brownian yet non-Gaussian processes have recently been observed in numerous biological systems and the corresponding theories have been built based on random diffusivity models. Considering the particularity of random diffusivity, this…

Statistical Mechanics · Physics 2022-08-31 Xudong Wang , Yao Chen

The effect caused by the presence of a number of distinct time scales in a simple stochastic model for the Earth's atmosphere temperature fluctuations is studied. The model is described by a dissipative dynamics consisting of a set of…

Atmospheric and Oceanic Physics · Physics 2007-05-23 Arturo Berrones

We study the formation and the evolution of velocity distribution tails for systems with long-range interactions. In the thermal bath approximation, the evolution of the distribution function of a test particle is governed by a…

Statistical Mechanics · Physics 2009-11-11 Pierre-Henri Chavanis , Mohammed Lemou

Magnetic nanoparticles are useful biological probes as well as therapeutic agents. There have been several approaches used to model nanoparticle magnetization dynamics for both Brownian as well as N\'eel rotation. The magnetizations are…

Mesoscale and Nanoscale Physics · Physics 2015-05-12 Daniel B. Reeves , John B. Weaver

A possible approach to description of the non equilibrium system has been proposed. Based on the Fokker-Plank equation in term of energy for non equilibrium distribution function of macroscopical system was obtained the stationary solution…

Statistical Mechanics · Physics 2008-08-08 Bohdan Lev

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…

Soft Condensed Matter · Physics 2016-11-17 A. Lasanta , Pablo I. Hurtado , A. Prados

We study the role of fluctuations in particle systems modeled by Dean-Kawasaki-type equations, which describe the evolution of particle densities in systems with Brownian motion. By comparing microscopic simulations, stochastic partial…

Statistical Mechanics · Physics 2026-04-16 Nathan O. Silvano , Emilio Hernández-García , Cristóbal López

Computing the stochastic entropy production associated with the evolution of a stochastic dynamical system is a well-established problem. In a small number of cases such as the Ornstein-Uhlenbeck process, of which we give a complete…

Statistical Mechanics · Physics 2020-08-26 Richard J Martin , Ian J Ford

The unique fluctuation-dissipation theorem for equilibrium stands in contrast with the wide variety of nonequilibrium linear response formulae. Their most traditional approach is "analytic", which, in the absence of detailed balance,…

Statistical Mechanics · Physics 2013-01-21 Marco Baiesi , Christian Maes

Structure-preserving discretization of the Rosenbluth-Fokker-Planck equation is still an open question especially for unlike-particle collision. In this paper, a mass-energy-conserving isotropic Rosenbluth-Fokker-Planck scheme is…

Computational Physics · Physics 2020-11-30 Takashi Shiroto , Akinobu Matsuyama , Nobuyuki Aiba , Masatoshi Yagi

Electrohydrodynamics is crucial in many nanofluidic and biotechnological applications. In such small scales, the complexity due to the coupling of fluid dynamics with the dynamics of ions is increased by the relevance of thermal…

Fluid Dynamics · Physics 2022-01-19 Alberto Gubbiotti , Mauro Chinappi , Carlo Massimo Casciola

We develop a framework for the stochastic thermodynamics of a probe coupled to a fluctuating medium with spatio-temporal correlations, described by a scalar field. For a Brownian particle dragged by a harmonic trap through a fluctuating…

Statistical Mechanics · Physics 2024-05-02 Davide Venturelli , Sarah A. M. Loos , Benjamin Walter , Édgar Roldán , Andrea Gambassi

The Fokker--Planck equation describes the evolution of a probability distribution towards equilibrium--the flow parameter is the equilibration time. Assuming the distribution remains normalizable for all times, it is equivalent to an open…

Statistical Mechanics · Physics 2016-09-14 Stam Nicolis , Julien Tranchida , Pascal Thibaudeau

We derive generalized Fluctuation-Dissipation Relations (FDR) holding for a general stochastic dynamics that includes as subcases both equilibrium models for passive colloids and non-equilibrium models used to describe active particles. The…

Statistical Mechanics · Physics 2022-03-15 Lorenzo Caprini

We consider fluctuations of the dissipated energy in nonlinear driven diffusive systems subject to bulk dissipation and boundary driving. With this aim, we extend the recently-introduced macroscopic fluctuation theory to nonlinear driven…

Statistical Mechanics · Physics 2013-10-29 P. I. Hurtado , A. Lasanta , A. Prados

In this article we show in details the derivation of an integration scheme for the dissipative particle dynamic model (DPD) using the stochastic Trotter formula [De Fabritiis et al., Physica A, 361, 429 (2006)]. We explain some subtleties…

Soft Condensed Matter · Physics 2016-08-16 M. Serrano , G. De Fabritiis , P. Español , P. V. Coveney

Dissipative particle dynamics (DPD) is a relatively new technique which has proved successful in the simulation of complex fluids. We caution that for the equilibrium achieved by the DPD simulation of a simple fluid the temperature depends…

Statistical Mechanics · Physics 2009-10-30 C. A. Marsh , J. M. Yeomans

We study the asymptotic behavior of Fokker-Planck equations with spatially inhomogeneous nonlinear diffusion, based on the energy dissipation law. First, we consider the Fokker-Planck equation with porous-medium-type nonlinear diffusion…

Analysis of PDEs · Mathematics 2025-12-16 Kouta Araki , Masashi Mizuno

Inspired by one--dimensional light--particle systems, the dynamics of a non-Hamiltonian system with long--range forces is investigated. While the molecular dynamics does not reach an equilibrium state, it may be approximated in the…

Statistical Mechanics · Physics 2019-01-23 Romain Bachelard , Nicola Piovella , Shamik Gupta

We study a system of Fokker-Planck equations recently introduced to describe the temporal evolution of statistical distributions of population densities with predator-prey interactions. At the macroscopic level, the system recovers a…

Analysis of PDEs · Mathematics 2026-03-11 Giuseppe Toscani , Mattia Zanella
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