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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,…

统计力学 · 物理学 2013-01-21 Marco Baiesi , Christian Maes

In this paper we obtain an almost sure invariance principle for convergent sequences of either Anosov diffeomorphisms or expanding maps on compact Riemannian manifolds and prove an ergodic stability result for such sequences. The sequences…

动力系统 · 数学 2017-09-07 A. Castro , F. B. Rodrigues , P. Varandas

We show how Langevin diffusions can be interpreted in the context of stochastic Hamiltonian systems with structure-preserving noise and dissipation on reductive Lie groups. Reductive Lie groups provide the setting in which the Lie group…

概率论 · 数学 2025-09-15 Erwin Luesink , Oliver D. Street

Instabilities and pattern formation is the rule in nonequilibrium systems. Selection of a persistent lengthscale, or coarsening (increase of the lengthscale with time) are the two major alternatives. When and under which conditions one…

统计力学 · 物理学 2010-01-25 Chaouqi Misbah , Paolo Politi

We have performed non-equilibrium dynamics simulations of a binary Lennard-Jones mixture in which an external force is applied on a single tagged particle. For the diffusive properties of this particle parallel to the force superdiffusive…

统计力学 · 物理学 2015-06-11 Carsten F. E. Schroer , Andreas Heuer

We derive a fluctuating lattice Boltzmann method for the diffusion equation. The derivation removes several shortcomings of previous derivations for fluctuating lattice Boltzmann methods for hydrodynamic systems. The comparative simplicity…

计算物理 · 物理学 2017-05-15 Alexander J. Wagner , Kyle Strand

In this note, we discuss the uniform ergodicity of a diffusion process given by an It\^o stochastic differential equation. We present an integral condition in terms of the drift and diffusion coefficients that ensures the uniform ergodicity…

概率论 · 数学 2025-03-11 Nikola Sandrić

We study diffusive mixing in the presence of thermal fluctuations under the assumption of large Schmidt number. In this regime we obtain a limiting equation that contains a diffusive thermal drift term with diffusion coefficient obeying a…

统计力学 · 物理学 2015-06-18 A. Donev , T. G. Fai , E. Vanden-Eijnden

This work considers a nonlinear inverse source problem in a coupled diffusion equation from the terminal observation. Theoretically, under some conditions on problem data, we build the uniqueness theorem for this inverse problem and show…

数值分析 · 数学 2025-04-29 Chunlong Sun , Wenlong Zhang , Zhidong Zhang

A model for diffusion in liquids that couples the dynamics of tracer particles to a fluctuating Stokes equation for the fluid is investigated in the limit of large Schmidt number. In this limit, the concentration of tracers is shown to…

统计力学 · 物理学 2014-04-03 A. Donev , T. G. Fai , and E. Vanden-Eijnden

Admissible perturbations (i.e., perturbations that do not change the Mironenko reflecting function of the system) are obtained for an autonomous three-dimensional quadratic generalized Langford system with five parameters. The obtained…

经典分析与常微分方程 · 数学 2022-03-22 Eduard Musafirov , Alexander Grin , Andrei Pranevich

Invariant manifolds are fundamental tools for describing and understanding nonlinear dynamics. In this paper, we present a theory of stable and unstable manifolds for infinite dimensional random dynamical systems generated by a class of…

动力系统 · 数学 2019-08-15 Jinqiao Duan , Kening Lu , Bjorn Schmalfuss

We construct both normal and anomalous deterministic biased diffusions to obtain the Einstein relation for their time-averaged transport coefficients. We find that the difference of the generalized Lyapunov exponent between biased and…

统计力学 · 物理学 2013-05-30 Takuma Akimoto

How topological defects affect the dynamics of particles hopping between lattice sites of a distorted, two-dimensional crystal is addressed. Perturbation theory and numerical simulations show that weak, short-ranged topological disorder…

统计力学 · 物理学 2007-05-23 Ligang Chen , Michael W. Deem

This paper explores the classification of parameter spaces for reaction-diffusion systems of two chemical species on stationary domains. The dynamics of the system are explored both in the absence and presence of diffusion. The parameter…

斑图形成与孤子 · 物理学 2017-01-19 Wakil Sarfaraz , Anotida Madzvamuse

We present a numerical study of classical particles diffusing on a solid surface. The particles' motion is modeled by an underdamped Langevin equation with ordinary thermal noise. The particle-surface interaction is described by a periodic…

统计力学 · 物理学 2009-11-10 J. M. Sancho , A. M. Lacasta , K. Lindenberg , I. M. Sokolov , A. H. Romero

Conventional wisdom holds that macroscopic classical phenomena naturally emerge from microscopic quantum laws. However, despite this mantra, building direct connections between these two descriptions has remained an enduring scientific…

Diffusive scaling of position moments and a central limit theorem are obtained for the mean position of a quantum particle hopping on a cubic lattice and subject to a random potential consisting of a large static part and a small part that…

数学物理 · 物理学 2015-12-11 Jeffrey Schenker

We review generalized Fluctuation-Dissipation Relations which are valid under general conditions even in ``non-standard systems'', e.g. out of equilibrium and/or without a Hamiltonian structure. The response functions can be expressed in…

统计力学 · 物理学 2019-09-10 A. Sarracino , A. Vulpiani

We study small random perturbations by additive white-noise of a spatial discretization of a reaction-diffusion equation with a stable equilibrium and solutions that blow up in finite time. We prove that the perturbed system blows up with…

概率论 · 数学 2015-01-12 Pablo Groisman , Santiago Saglietti
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