Related papers: Diffusion processes with Non-Markovian Transport C…
There remains a useful relation between diffusion and mobility for a Langevin particle in a periodic medium subject to nonconservative forces. The usual fluctuation-dissipation relation easily gets modified and the mobility matrix is no…
A fluctuation theorem is proved for the macroscopic currents of a system in a nonequilibrium steady state, by using Schnakenberg network theory. The theorem can be applied, in particular, in reaction systems where the affinities or…
The article provides a unitary and complete solution to the fluctuation-dissipation relations for particle hydromechanics in a generic fluid, accounting for the hydrodynamic fluid-particle interactions (including arbitrary memory kernels in…
Pre-asymptotic transport of a scalar quantity passively advected by a velocity field formed by a large-scale component superimposed to a small-scale fluctuation is investigated both analytically and by means of numerical simulations.…
In this letter we analyze the effects of an externally applied electric field on thermal fluctuations for a fluid containing charged species. We show in particular that the fluctuating Poisson-Nernst-Planck equations for charged…
We study the Brownian motion of a classical particle in one-dimensional inhomogeneous environments where the transition probabilities follow quasiperiodic or aperiodic distributions. Exploiting an exact correspondence with the…
We address the question of the microscopic origin of dissipation in collective motion of a quantum many--body system in the framework of a parametric random matrix approach to the intrinsic dynamics. We show that the…
The fractional Fokker-Planck equation, which contains a variable diffusion coefficient, is discussed and solved. It corresponds to the L\'evy flights in a nonhomogeneous medium. For the case with the linear drift, the solution is stationary…
We present a physically inspired generalization of equilibrium response formulae, the fluctuation-dissipation theorem, to Markov jump processes possibly describing interacting particle systems out-of-equilibrium. Here, the time-dependent…
This paper is a companion to 'Quantum Diffusion with Drift and the Einstein Relation I' (jointly submitted to arXiv). Its purpose is to describe and prove a certain number of technical results used in 'Quantum Diffusion with Drift and the…
In many-particle diffusions, particles that move the furthest and fastest can play an outsized role in physical phenomena. A theoretical understanding of the behavior of such extreme particles is nascent. A classical model, in the spirit of…
We consider a general N-degree-of-freedom dissipative system which admits of chaotic behaviour. Based on a Fokker-Planck description associated with the dynamics we establish that the drift and the diffusion coefficients can be related…
Mathematical models based on probability density functions (PDF) have been extensively used in hydrology and subsurface flow problems, to describe the uncertainty in porous media properties (e.g., permeability modelled as random field).…
In this paper we study the equilibrium energy fluctuation field of a one-dimensional reversible non gradient model. We prove that the limit fluctuation process is governed by a generalized Ornstein- Uhlenbeck process, which covariances are…
The probability density function of single-point velocity fluctuations in turbulence is studied systematically using Fourier coefficients in the energy-containing range. In ideal turbulence where energy-containing motions are random and…
We consider single particle and polymer translocation where the frictional properties experienced from the environment are changing in time. This work is motivated by the interesting frequency responsive behaviour observed when a polymer is…
We derive a fluctuation dissipation relation connecting the drag and diffusion jet transport coefficients for an energetic light quark traversing a non-perturbative thermalized gluon plasma. The hard quark is taken to be close to on-shell,…
The Fokker-Planck equation with diffusion coefficient quadratic in space variable, linear drift coefficient, and nonlocal nonlinearity term is considered in the framework of a model of analysis of asset returns at financial markets. For…
We propose a general formalism, within large deviation theory, giving access to the exact statistics of fluctuations of ballistically transported conserved quantities in homogeneous, stationary states. The formalism is expected to apply to…
The fluctuation-dissipation theorem is a fundamental result in statistical physics that establishes a connection between the response of a system subject to a perturbation and the fluctuations associated with observables in equilibrium.…