相关论文: Phenomenological approach to non-linear Langevin e…

We focus on the dynamics of a Brownian particle whose mass fluctuates. First we show that the behaviour is similar to that of a Brownian particle moving in a fluctuating medium, as studied by Beck [Phys. Rev. Lett. 87 (2001) 180601]. By…

These notes give a summary of techniques used in large deviation theory to study the fluctuations of time-additive quantities, called dynamical observables, defined in the context of Langevin-type equations, which model equilibrium and…

Both linear and nonlinear Langevin equations are derived directly from the Liouville equation for an exactly solvable model consisting of a Brownian particle of mass $M$ interacting with ideal gas molecules of mass $m$ via a quadratic…

Casimir physics covers a wealth of phenomena where forces between macroscopic objects are induced by long range fluctuations of either classical or quantum origin. Fluctuations of the quantum electrodynamic vacuum epitomize this type of…

The underdamped, non-linear, generalized Langevin equation is widely used to model coarse-grained dynamics of soft and biological materials. By means of a projection operator formalism, we show under which approximations this equation can…

Many complex systems operating far from the equilibrium exhibit stochastic dynamics that can be described by a Langevin equation. Inferring Langevin equations from data can reveal how transient dynamics of such systems give rise to their…

Non-Markovian stochastic Langevin-like equations of motion are compared to their corresponding Markovian (local) approximations. The validity of the local approximation for these equations, when contrasted with the fully nonlocal ones, is…

Diffusive motion is a fundamental transport mechanism in physical and biological systems, governing dynamics across a wide range of scales -- from molecular transport to animal foraging. In many complex systems, however, diffusion deviates…

Equilibrium is characterized by its fundamental properties such as the detailed balance, the fluctuation-dissipation relation, and no heat dissipation. Based on the stochastic thermodynamics, we show that these three properties are…

Continuous time random walks and Langevin equations are two classes of stochastic models for describing the dynamics of particles in the natural world. While some of the processes can be conveniently characterized by both of them, more…

We study the Schr\"odinger equation driven by a weak Brownian forcing, and derive Gaussian fluctuations in the form of a time-inhomogeneous Ornstein-Uhlenbeck process. As a result, when evaluated at a fixed frequency, the intensity of the…

We construct Langevin equations describing the fluctuations of the tensor order parameter $Q_{\alpha\beta}$ in nematic liquid crystals by adding noise terms to time-dependent variational equations that follow from the Ginzburg-Landau-de…

The work fluctuations of an oscillator in contact with a thermostat and driven out of equilibrium by an external force are studied experimentally and theoretically within the context of Fluctuation Theorems (FTs). The oscillator dynamics is…

We propose a non linear Langevin equation as a model for stock market fluctuations and crashes. This equation is based on an identification of the different processes influencing the demand and supply, and their mathematical transcription.…

Recent rapid advances in single particle tracking and supercomputing techniques resulted in an unprecedented abundance of diffusion data exhibiting complex behaviours, such the presence of power law tails of the msd and memory functions,…

We solve the generalized Langevin equation driven by a stochastic force with power-law autocorrelation function. A stationary Markov process has been applied as a model of the noise. However, the resulting velocity variance does not…

The linear response of non-equilibrium systems with Markovian dynamics satisfies a generalized fluctuation-dissipation relation derived from time symmetry and antisymmetry properties of the fluctuations. The relation involves the sum of two…

We study fluctuations of entropy production for a charged Brownian particle confined in a harmonic trap and driven out of equilibrium by crossed electric and magnetic fields. The magnetic field is constant and perpendicular to the plane of…

Nowadays many tools, e.g. fluctuation relations, are available to characterize the statistical properties of non-equilibrium systems. However, most of these tools rely on the assumption that the driving noise is normally distributed. Here…

Understanding the fluctuations by which phenomenological evolution equations with thermodynamic structure can be enhanced is the key to a general framework of nonequilibrium statistical mechanics. These fluctuations provide an idealized…