The Langevin equation for systems with a preferred spatial direction

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 the external force and alters the Gaussian structure of the system's fluctuations. By solving this extended equation, we demonstrate that the statistical properties of the fluctuations in these systems can be predicted from physical observables, such as the temperature and the hydrodynamic gradients.