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We consider a stochastic $N$-particle system on a torus in which each particle moving freely can instantaneously thermalize according to the particle configuration at that instant. Following [2], we show that the propagation of chaos does…

数学物理 · 物理学 2022-12-22 Paolo Buttà , Mario Pulvirenti

A non-equilibrium steady state can be characterized by a nonzero but stationary flux driven by a static external force. Under a weak external force, the drift velocity is difficult to detect because the drift motion is feeble and submerged…

统计力学 · 物理学 2015-06-22 Rui Shi , Yanting Wang

We perform an analytic study on the stochastic thermodynamics of a small classical particle trapped in a time dependent single-well potential in the highly underdamped limit. It is shown that the nonequilibrium probability density function…

统计力学 · 物理学 2019-06-26 Domingos S. P. Salazar , Sérgio A. Lira

We introduce order-based diffusion processes as the solutions to multidimensional stochastic differential equations, with drift coefficient depending only on the ordering of the coordinates of the process and diffusion matrix proportional…

概率论 · 数学 2014-03-11 Benjamin Jourdain , Julien Reygner

Examples of self propulsion in strongly fluctuating environment is abound in nature, e.g., molecular motors and pumps operating in living cells. Starting from Langevin equation of motion, we develop a fluctuating thermodynamic description…

统计力学 · 物理学 2015-02-20 Chandrima Ganguly , Debasish Chaudhuri

We consider an unpinned chain of harmonic oscillators with periodic boundary conditions, whose dynamics is perturbed by a random flip of the sign of the velocities. The dynamics conserves the total volume (or elongation) and the total…

概率论 · 数学 2017-09-21 Tomasz Komorowski , Stefano Olla , Marielle Simon

Nonintersecting motion of Brownian particles in one dimension is studied. The system is constructed as the diffusion scaling limit of Fisher's vicious random walk. N particles start from the origin at time t=0 and then undergo mutually…

统计力学 · 物理学 2009-11-07 Taro Nagao , Makoto Katori , Hideki Tanemura

We describe a one-dimensional self-gravitating system derived from the problem of large-scale structure formation in cosmology. Considering small times so that the expansion can be neglected we present a thermodynamical analysis of this…

天体物理学 · 物理学 2009-11-11 Patrick Valageas

Given a positive energy solution of the Klein-Gordon equation, the motion of the free, spinless, relativistic particle is described in a fixed Lorentz frame by a Markov diffusion process with non-constant diffusion coefficient. Proper time…

量子物理 · 物理学 2015-06-26 Michele Pavon

A paradigm for isothermal, mechanical rectification of stochastic fluctuations is introduced in this paper. The central idea is to transform energy injected by random perturbations into rigid-body rotational kinetic energy. The prototype…

概率论 · 数学 2007-10-18 Nawaf Bou-Rabee , Houman Owhadi

We present the stochastic thermodynamics analysis of an open quantum system weakly coupled to multiple reservoirs and driven by a rapidly oscillating external field. The analysis is built on a modified stochastic master equation in the…

统计力学 · 物理学 2015-05-12 Gregory Bulnes Cuetara , Andreas Engel , Massimiliano Esposito

We investigate the time evolution of a model system of interacting particles, moving in a $d$-dimensional torus. The microscopic dynamics are first order in time with velocities set equal to the negative gradient of a potential energy term…

统计力学 · 物理学 2018-02-12 Paolo Butta` , Joel L. Lebowitz

We present a novel mechanism for thermalizing a system of particles in equilibrium and nonequilibrium situations, based on specifically modeling energy transfer at the boundaries via a microscopic collision process. We apply our method to…

chao-dyn · 物理学 2007-05-23 K. Rateitschak , R. Klages , G. Nicolis

Diffusion with stochastic transport is investigated here when the random driving process is a very general Gaussian process, including Fractional Brownian motion. The purpose is the comparison with a deterministic PDE, which in certain…

概率论 · 数学 2026-04-20 Franco Flandoli , Francesco Russo

We study a generalization of the Brownian bridge as a stochastic process that models the position and velocity of inertial particles between the two end-points of a time interval. The particles experience random acceleration and are assumed…

系统与控制 · 计算机科学 2014-07-15 Yongxin Chen , Tryphon Georgiou

The diffusivity of tagged particles is demonstrated to be heterogeneous on time scales comparable to or less than the structural relaxation time %taking place at the interparticle distance in a highly supercooled liquid via 3D molecular…

软凝聚态物质 · 物理学 2009-10-31 Ryoichi Yamamoto , Akira Onuki

This research presents a framework for describing the average velocity magnitude of an accelerated, self-propelled Brownian particle diffusing in a thermal fluid and confined by a harmonic external potential. The system is immersed in a…

统计力学 · 物理学 2026-05-05 Pedro J. Colmenares

We consider the influence of active speed fluctuations on the dynamics of a $d$-dimensional active Brownian particle performing a persistent stochastic motion. We use the Laplace transform of the Fokker-Planck equation to obtain exact…

统计力学 · 物理学 2024-10-08 Amir Shee , Debasish Chaudhuri

In this paper, the first microscopic approach to the Brownian motion is developed in the case where the mass density of the suspending bath is of the same order of magnitude as that of the Brownian (B) particle. Starting from an extended…

凝聚态物理 · 物理学 2009-10-28 Lydéric Bocquet , Jarosław Piasecki

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…

综合物理 · 物理学 2024-09-23 J. H. Brownell