Gaussian noise and time-reversal symmetry in non-equilibrium Langevin models

This paper attempts to find a probability distribution for the white noise (rapidly fluctuating unbalanced force) in the Langevin Equation. Unbalanced force is the resultant impulse provided to the brownian particle by the colliding fluid molecules. Therefore, a probability distribution of the speed of the particles after each impact will have the same probability distribution of the white noise. Such a distribution is discovered in this work by constructing a simple model ba...

In this letter we discuss how to add forces to the Langevin equation. We derive the exact generalized Langevin equation for the dynamics of one particle subject to an external force embedded in a system of many interacting particles. The external force may depend on time and/or on the phase-space coordinates of the system. We construct a projection operator such that the drift coefficient, the memory kernel, and the fluctuating force of the generalized Langevin equation are t...

In this paper we address the problem of consistently construct Langevin equations to describe fluctuations in non-linear systems. Detailed balance severely restricts the choice of the random force, but we prove that this property together with the macroscopic knowledge of the system is not enough to determine all the properties of the random force. If the cause of the fluctuations is weakly coupled to the fluctuating variable, then the statistical properties of the random for...

We here present the complete analysis of experiments on driven Brownian motion and electric noise in a $RC$ circuit, showing that thermodynamic entropy production can be related to the breaking of time-reversal symmetry in the statistical description of these nonequilibrium systems. The symmetry breaking can be expressed in terms of dynamical entropies per unit time, one for the forward process and the other for the time-reversed process. These entropies per unit time charact...

We prove the equivalence among symmetricity, time reversibility, and zero entropy production of the stationary solutions of linear stochastic differential equations. A sufficient and necessary reversibility condition expressed in terms of the coefficients of the equations is given. The existence of a linear stationary irreversible process is established. Concerning reversibility, we show that there is a contradistinction between any 1-dimensional stationary Gaussian process a...

Nonequilibrium thermodynamics of a general second-order stochastic system is investigated. We prove that at steady state, under inversion of velocities, the condition of time-reversibility over the phase space is equivalent to the antisymmetry of spatial flux and the symmetry of velocity flux. Then we show that the condition of time-reversibility alone could not always guarantee the Maxwell-Boltzmann distribution. Comparing the two conditions together, we found that the frict...

In this article, we analyze three classes of time-reversal of a Markov process with Gaussian noise on a manifold. We first unveil a commutativity constraint for the most general of these time-reversals to be well defined. Then we give a triad of necessary and sufficient conditions for the stochastic process to be time-reversible. While most reversibility conditions in the literature require knowledge of the stationary probability, our conditions do not, and therefore can be a...

We present an insightful ``derivation'' of the Langevin equation and the fluctuation dissipation theorem in the specific context of a heavier particle moving through an ideal gas of much lighter particles. The Newton's Law of motion ($m{\ddot x}=F$) for the heavy particle reduces to a Langevin equation (valid on a coarser time scale) with the assumption that the lighter gas particles follow a Boltzmann velocity distribution. Starting from the kinematics of the random collisio...

Assuming an effective quadratic Hamiltonian, we derive an approximate, linear stochastic equation of motion for the density-fluctuations in liquids, composed of overdamped Brownian particles. From this approach, time dependent two point correlation functions (such as the intermediate scattering function) are derived. We show that this correlation function is exact at short times, for any interaction and, in particular, for arbitrary external potentials so that it applies to c...

In this paper, we consider the Langevin equation from an unusual point of view, that is as an archetype for a dissipative system driven out of equilibrium by an external excitation. Using path integral method, we compute exactly the probability density function of the power (averaged over a time interval of length $\tau$) injected (and dissipated) by the random force into a Brownian particle driven by a Langevin equation. The resulting distribution, as well as the associated ...