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We analyze the non-linear generalized Langevin equation which contains a thermodynamic force. We show that even for systems in thermal equilibrium the presence of the thermodynamic force implies that the auto-correlation function of the…
In this paper we present a self-contained macroscopic description of diffusive systems interacting with boundary reservoirs and under the action of external fields. The approach is based on simple postulates which are suggested by a wide…
We consider a class of stochastic dynamical systems, called piecewise deterministic Markov processes, with states $(x, \s)\in \O\times \G$, $\O$ being a region in $\bbR^d$ or the $d$--dimensional torus, $\G$ being a finite set. The…
We discuss research done in two important areas of nonequilibrium statistical mechanics: fluctuation dissipation relations and dynamical fluctuations. In equilibrium systems the fluctuation-dissipation theorem gives a simple relation…
The research herein studies the Langevin dynamics allowing for an exchange of energy between liquid crystals and the thermal environment. This dynamics leads to fluctuation and dissipation behaviors in the motions of liquid crystals, and…
We show that for stochastic dynamical systems out of equilibrium the violation of the fluctuation-dissipation equality is bounded by a function of the entropy production. The result applies to a much wider situation than `near equilibrium',…
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…
Many systems in nature and laboratories are far from equilibrium and exhibit significant fluctuations, invalidating the key assumptions of small fluctuations and short memory time in or near equilibrium. A full knowledge of Probability…
Behavior of condensed matter systems deviating from the standard equilibrium conditions is discussed. Statistical properties of coupled dynamic-stochastic systems are studied within a combination of the maximum information principle and the…
The fluctuation-dissipation theorem (FDT) is a simple yet powerful consequence of the first-order differential equation governing the dynamics of systems subject simultaneously to dissipative and stochastic forces. The linear learning…
Previous years researchers began to simulate open quantum system, taking into account the interaction between system and the environment. One approach to deal with this problem is to use the density matrix within the Liouville-von-Neumann…
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…
In systems far from equilibrium, the fluctuation-dissipation relation is violated due to the lack of detailed balance. Recently, for a class of Langevin equations, it has been proved that this violation is related to energy dissipation as…
Diverse physical systems are characterized by their response to small perturbations. Near thermodynamic equilibrium, the fluctuation-dissipation theorem provides a powerful theoretical and experimental tool to determine the nature of…
The longstanding question of how stochastic behaviour arises from deterministic Hamiltonian dynamics is of great importance, and any truly holistic theory must be capable of describing this transition. In this review, we introduce the…
We present a derivation of a recently proposed theory for the time dependence of density fluctuations in stationary states of strongly interacting, athermal, self-propelled particles. The derivation consists of two steps. First, we start…
Nearly-elastic model systems with one or two degrees of freedom are considered: the system is undergoing a small loss of energy in each collision with the "wall". We show that instabilities in this purely deterministic system lead to…
This manuscript contains nothing new, but synthesizes known results: For the theoretical population geneticist with a probabilistic background, we provide a summary of some key results on stochastic differential equations. For the…
A stochastic dynamics has a natural decomposition into a drift capturing mean rate of change and a martingale increment capturing randomness. They are two statistically uncorrelated, but not necessarily independent mechanisms contributing…
Prolongating our previous paper on the Einstein relation, we study the motion of a particle diffusing in a random reversible environment when subject to a small external forcing. In order to describe the long time behavior of the particle,…