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Langevin equation for systems with a preferred spatial direction

2016/05/09 by Roman Belousov, E. G. D. Cohen, Lamberto Rondoni · 10 citations
Physics and Astronomy · #Advanced Thermodynamics and Statistical Mechanics #Brownian dynamics #Brownian motion #Classical mechanics #Computer science #Gaussian #Interpretation (philosophy) #Langevin equation #Non-equilibrium thermodynamics #Physics #Quantum Mechanics and Applications #Quantum mechanics #Statistical physics #cond-mat.stat-mech #stochastic dynamics and bifurcation

paper · pdf · doi:10.1103/physreve.94.032127

published in Physical review. E 94(3), 032127 (American Physical Society) · 1 figure

arxiv created 2016/05/09 · openalex publication_date 2016/09/22 · arxiv updated 2016/09/28 · openalex created_date 2025/10/10 · openalex updated_date 2026/08/05

Abstract

In this paper, we generalize the theory of Brownian motion and the Onsager-Machlup theory of fluctuations for spatially symmetric systems to equilibrium and nonequilibrium steady-state systems with a preferred spatial direction, due to an external force. To do this, we extend the Langevin equation to include a bias, which is introduced by an external force and alters the Gaussian structure of the system's fluctuations. In addition, by solving this extended equation, we provide a physical interpretation for the statistical properties of the fluctuations in these systems. Connections of the extended Langevin equation with the theory of active Brownian motion are discussed as well.

Citations