相关论文: Superstatistics of Brownian motion: A comparative …
In these lecture notes, we explore the mathematical preliminaries and foundational concepts that connect stochastic processes with partial differential equations. We begin by investigating Brownian motion, which serves as a model for random…
This paper is concerned with the stochastic thermodynamics of non-equilibrium Gaussian processes that can exhibit anomalous diffusion. In the systems considered, the noise correlation function is not necessarily related to friction. Thus,…
We investigate the stochastic dynamics of one sedimenting active Brownian particle in three dimensions under the influence of gravity and passive fluctuations in the translational and rotational motion. We present an analytical solution of…
We discuss inertial effects in systems outside equilibrium within the framework of non-equilibrium thermodynamics. By introducing a Gibbs equation in which the entropy depends on the probability density, we are able to describe a system of…
Gibbs and Boltzmann definitions of temperature agree only in the macroscopic limit. The ambiguity in identifying the equilibrium temperature of a finite sized `small' system exchanging energy with a bath is usually understood as a…
We study the fluctuation-dissipation theorem for a Brownian particle driven into a nonequilibrium steady state experimentally. We validate two different theoretical variants of a generalized fluctuation-dissipation theorem. Furthermore, we…
Microscopic thermal fluctuations are known to affect the macroscopic and spatio-temporal evolution of a host of physical phenomena central to the study of biological systems, turbulence, and reactive mixtures, among others. In…
Many forms of cell motility rely on Brownian ratchet mechanisms that involve multiple stochastic processes. We present a computational and theoretical study of the nonequilibrium statistical dynamics of such a many-body ratchet, in the…
We discuss an extension of the fluctuation theorem to stochastic models that, in the limit of zero external drive, are not able to equilibrate with their environment, extending results presented by Sellitto (cond-mat/9809186). We show that…
We propose a new look at the heat bath for two Brownian particles, in which the heat bath as a `system' is both perturbed and sensed by the Brownian particles. Non-local thermal fluctuation give rise to bath-mediated static forces between…
The relaxation to equilibrium in many systems which show strange kinetics is described by fractional Fokker-Planck equations (FFPEs). These can be considered as phenomenological equations of linear nonequilibrium theory. We show that the…
The same system can exhibit a completely different dynamical behavior when it evolves in equilibrium conditions or when it is driven out-of-equilibrium by, e.g., connecting some of its components to heat baths kept at different…
Owing to the Chapman-Kolmogorov equation for Markovian dynamics,any equilibrium trajectory of a Brownian particle in a solvent fluid can be viewed as the superposition of an uncountable number of non-equilibrium states. This property…
We present a mathematical theory of dynamical fluctuations for the hard sphere gas in the Boltzmann-Grad limit. We prove that: (1) fluctuations of the empirical measure from the solution of the Boltzmann equation, scaled with the square…
We provide a comprehensive analysis of the positional dynamics and average thermodynamics of an overdamped Brownian particle subject to both, harmonic confinement and annealed disorder due to a temporarily fluctuating trap stiffness. We…
Biologically driven non-equilibrium fluctuations are often characterized by their non-Gaussianity or by an "effective temperature", which is frequency dependent and higher than the ambient temperature. We address these two measures…
We investigate a system of Brownian particles weakly bound by attractive parity-symmetric potentials that grow at large distances as $V(x) \sim |x|^\alpha$, with $0 < \alpha < 1$. The probability density function $P(x,t)$ at long times…
The superstatistics approach recently introduced by Beck [C. Beck and E.G.D. Cohen, Physica A 322, 267 (2003)] is a formalism that aims to deal in a unifying way with a large variety of complex nonequilibrium systems, for which…
We study the statistical properties of the variation of the kinetic energy of a spherical Brownian particle that freely moves in an incompressible fluid at constant temperature. Based on the underdamped version of the generalized Langevin…
A self-consistent and universal description of friction and diffusion for Brownian particles (grains) in different systems, as a gas with Boltzmann collisions, dusty plasma with ion absorption by grains, and for active particles (e.g.,…