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We experimentally study the fluctuations of the work done by an external Gaussian random force on two different stochastic systems coupled to a thermal bath: a colloidal particle in an optical trap and an atomic force microscopy cantilever.…

Statistical Mechanics · Physics 2010-04-20 Juan Ruben Gomez-Solano , Ludovic Bellon , Artyom Petrosyan , Sergio Ciliberto

We study a class of stochastic evolution equations with a dissipative forcing nonlinearity and additive noise. The noise is assumed to satisfy rather general assumptions about the form of the covariance function; our framework covers…

Probability · Mathematics 2009-11-23 Stefano Bonaccorsi , Ciprian Tudor

We derive the hydrodynamic limit of a kinetic equation where the interactions in velocity are modelled by a linear operator (Fokker-Planck or Linear Boltzmann) and the force in the Vlasov term is a stochastic process with high amplitude and…

Analysis of PDEs · Mathematics 2020-03-23 Arnaud Debussche , Julien Vovelle

The probabilistic description of the time evolution of a physical system can take two conceptually distinct forms: a trajectory of probabilities, which specifies how probabilities evolve over time, and a probability on trajectories, which…

Quantum Physics · Physics 2026-03-02 Győző Egri , Marton Gomori , Balazs Gyenis , Gábor Hofer-Szabó

A single mechanism, endemic to the standard model of physics, is proposed to explain wavefunction collapse, classical motion, dissipation, equilibration, and the transition from pure quantum mechanics through open system decoherence to the…

General Physics · Physics 2024-09-23 J. H. Brownell

The stochastic processes underlying the growth and stability of biological and psychological systems reveal themselves when far from equilibrium. Far from equilibrium, nonergodicity reigns. Nonergodicity implies that the average outcome for…

Methodology · Statistics 2022-02-03 Madhur Mangalam , Damian G. Kelty-Stephen

The question of deriving general force/flux relationships that apply out of the linear response regime is a central topic of theories for nonequilibrium statistical mechanics. This work applies an information theory perspective to compute…

Statistical Mechanics · Physics 2019-02-04 David M. Rogers

This talk provides a critical assessment of collisionless galactic dynamics, focusing on the interpretation and limitations of the collisionless Boltzmann equation and the physical mechanisms associated with collisionless relaxation.…

Astrophysics · Physics 2009-10-30 Henry E. Kandrup

One calls attention to the fact that the stochastic physical systems are not random completely. They have both random and regular components of their evolution. Dynamic system is considered to be a special case of physical system with…

General Physics · Physics 2007-05-23 Yuri A. Rylov

We complete the kinetic theory of inhomogeneous systems with long-range interactions initiated in previous works. We use a simpler and more physical formalism. We consider a system of particles submitted to a small external stochastic…

Statistical Mechanics · Physics 2023-08-23 Pierre-Henri Chavanis

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

We introduce a framework to identify Fluctuation Relations for vector-valued observables in physical systems evolving through a stochastic dynamics. These relations arise from the particular structure of a suitable entropic functional and…

Statistical Mechanics · Physics 2025-10-22 Raphael Chetrite , Stefano Marcantoni

A new method is proposed to numerically extract the diffusivity of a (typically nonlinear) diffusion equation from underlying stochastic particle systems. The proposed strategy requires the system to be in local equilibrium and have…

Statistical Mechanics · Physics 2018-05-09 Peter Embacher , Nicolas Dirr , Johannes Zimmer , Celia Reina

In {\em{Holm}, Proc. Roy. Soc. A 471 (2015)} stochastic fluid equations were derived by employing a variational principle with an assumed stochastic Lagrangian particle dynamics. Here we show that the same stochastic Lagrangian dynamics…

Analysis of PDEs · Mathematics 2017-10-25 Colin J Cotter , Georg A Gottwald , Darryl D Holm

The Generalized Elastic Model is a linear stochastic model which accounts for the behaviour of many physical systems in nature, ranging from polymeric chains to single-file systems. If an external perturbation is exerted \emph{only} on a…

Statistical Mechanics · Physics 2013-05-14 Alessandro Taloni , Aleksei Chechkin , Joseph Klafter

We describe a continuous-time modelling framework for biological population dynamics that accounts for demographic noise. In the spirit of the methodology used by statistical physicists, transitions between the states of the system are…

Populations and Evolution · Quantitative Biology 2018-07-19 George W. A. Constable , Alan J. McKane

We present approaches for the study of fluid-structure interactions subject to thermal fluctuations. A mixed mechanical description is utilized combining Eulerian and Lagrangian reference frames. We establish general conditions for…

Soft Condensed Matter · Physics 2023-02-28 Paul J. Atzberger

Driven Langevin processes have appeared in a variety of fields due to the relevance of natural phenomena having both deterministic and stochastic effects. The stochastic currents and fluxes in these systems provide a convenient set of…

Chemical Physics · Physics 2017-01-04 Michael J. Catanzaro , Vladimir Y. Chernyak , John R. Klein

Energy transport can be influenced by the presence of other conserved quantities. We consider here diffusive systems where energy and the other conserved quantities evolve macroscopically on the same diffusive space-time scale. In these…

Statistical Mechanics · Physics 2020-01-08 Stefano Olla

We study the dynamics of density fluctuations in purely diffusive systems away from equilibrium. Under some conditions the static density correlation function becomes long-ranged. We then analyze this behavior in the framework of…

Condensed Matter · Physics 2009-10-22 I. Pagonabarraga , M. Rubi
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