Reuse & Permissions

It is not necessary to obtain permission to reuse this article or its components as it is available under the terms of the Creative Commons Attribution 4.0 International license. This license permits unrestricted use, distribution, and reproduction in any medium, provided attribution to the author(s) and the published article's title, journal citation, and DOI are maintained. Please note that some figures may have been included with permission from other third parties. It is your responsibility to obtain the proper permission from the rights holder directly for these figures.

Export citation

Export citation

Choose format for download:

Download Citation
  • Open Access

Global effective fluctuation-dissipation relation in particle dynamics and Brownian motion

Chiara Pezzotti and Massimiliano Giona*

  • *Contact author: massimiliano.giona@uniroma1.it

Phys. Rev. Research 8, 033231 – Published 25 August, 2026

DOI: https://doi.org/10.1103/zl8y-r5vx

Abstract

We introduce the concept of a global effective fluctuation-dissipation relation for thermal particle motion in heterogeneous and disordered systems. The relation connects two effective quantities: the diffusivity, determined from the long-time scaling of the particle mean-square displacement at thermal equilibrium, and the effective friction factor, associated with the linear scaling of the particle terminal velocity in the presence of a constant external force with the intensity of the force itself. The global effective fluctuation-dissipation relation is identically fulfilled by hydromechanic models of fluid-particle interactions in heterogeneous media, i.e., whenever the friction factor either is a function of the particle position or represents a stochastic process. Conversely, models in which heterogeneity is described via a potential landscape do not fulfill this property in general but solely in the limit of small external forces or small intensities of the equilibrium potential.

View figure in article

Physics Subject Headings (PhySH)

Article Text

References (59)

  1. F. Höfling and T. Franosch, Anomalous transport in the crowded world of biological cells, Rep. Prog. Phys. 76, 046602 (2013).
  2. R. Klages, G. Radons, and I. M. Sokolov (Eds.), Anomalous Transport (Wiley-VCH, Weinheim, 2008).
  3. N. Korabel, D. Han, A. Taloni, G. Pagnini, S. Fedotov, V. Allan, and T. A. Waigh, Local analysis of heterogeneous intracellular transport: Slow and fast moving endosomes, Entropy 23, 958 (2021).
  4. A. G. Cherstvy, S. Thapa, C. E. Wagner, and R. Metzler, Non-Gaussian, non-ergodic, and non-Fickian diffusion of tracers in mucin hydrogels, Soft Matter 15, 2526 (2019).
  5. H. L. Halliday, Surfactants: Past, present and future, J. Perinatol. 28, S47 (2008).
  6. K. L. Ngai, Relaxation and Diffusion in Complex Systems (Springer Science & Business Media, New York, 2011).
  7. G. Volpe, G. Volpe, and S. Gigan, Brownian motion in a speckle light field: Tunable anomalous diffusion and selective optical manipulation, Sci. Rep. 4, 3936 (2014).
  8. T. Franosch, M. Spanner, T. Bauer, G. E. Schröder-Turk, and F. Höfling, Space-resolved dynamics of a tracer in a disordered solid, J. Non-Cryst. Solids 357, 472 (2011).
  9. P. I. Hurtado, L. Berthier, and W. Kob, Heterogeneous diffusion in a reversible gel, Phys. Rev. Lett. 98, 135503 (2007).
  10. I. Chakraborty and Y. Roichman, Disorder-induced Fickian, yet non-Gaussian diffusion in heterogeneous media, Phys. Rev. Res. 2, 022020 (2020).
  11. R. Pastore, A. Ciarlo, G. Pesce, F. Greco, and A. Sasso, Rapid Fickian yet non-Gaussian diffusion after subdiffusion, Phys. Rev. Lett. 126, 158003 (2021).
  12. B. Wang, S. M. Anthony, S. C. Bae, and S. Granick, Anomalous yet Brownian, Proc. Natl. Acad. Sci. USA 106, 15160 (2009).
  13. L. Defaveri and E. Barkai, Diffusion in quenched random environments: Reviving Laplace's first law of errors, arXiv:2501.05585.
  14. A. Pacheco-Pozo, I. M. Sokolov, R. Metzler, and D. Krapf, Heterogeneous diffusion in an harmonic potential: The role of the interpretation, New J. Phys. 27, 064602 (2025).
  15. J. Happel and H. Brenner, Low Reynolds Number Hydrodynamics (Martinus Nijhoff Publishers, The Hague, 1983).
  16. S. Kim and S. J. Karrila, Microhydrodynamics—Principles and  Selected Applications  (Dover Publications, New York, 1991).
  17. P. Espanol, Hydrodynamics from dissipative particle dynamics, Phys. Rev. E 52, 1734 (1995).
  18. P. Espanol and P. B. Warren, Perspective: Dissipative particle dynamics, J. Chem. Phys. 146, 150901 (2017).
  19. J. F. Brady and G. Bossis, The rheology of concentrated suspensions of spheres in simple shear flow by numerical simulation, J. Fluid Mech. 155, 105 (1985).
  20. J. F. Brady and G. Bossis, Stokesian dynamics, Annu. Rev. Fluid Mech. 20, 111 (1988).
  21. M. Yang and M. Ripoll, Brownian motion in inhomogeneous suspensions, Phys. Rev. E 87, 062110 (2013).
  22. T. Nagai, S. Tsurumaki, R. Urano, K. Fujimoto, W. Shinoda, and S. Okazaki, Position-dependent diffusion constant of molecules in heterogeneous systems as evaluated by the local mean squared displacement, J. Chem. Theory Comput. 16, 7239 (2020).
  23. D. Breoni, H. Löwen, and R. Blossey, Active noise-driven particles under space-dependent friction in one dimension, Phys. Rev. E 103, 052602 (2021).
  24. M. Burgis, M. Schaller, M. Glässl, B. Kaiser, W. Köhler, A. Krekhov, and W. Zimmermann, Anomalous diffusion in viscosity landscapes, New J. Phys. 13, 043031 (2011).
  25. X. Xue, L. Biferale, M. Sbragaglia, and F. Toschi, A lattice Boltzmann study on Brownian diffusion and friction of a particle in a confined multicomponent flluid, J. Comput. Sci. 47, 101113 (2020).
  26. R. Kubo, The fluctuation-dissipation theorem, Rep. Prog. Phys. 29, 255 (1966).
  27. R. Kubo, M. Toda, and N. Hashitsume, Statistical Physics II: Nonequilibrium Statistical Mechanics (Springer-verlag, Berlin, 1991).
  28. T. G. Mason, Estimating the viscoelastic moduli of complex fluids using the generalized Stokes–Einstein equation, Rheol. Acta 39, 371 (2000).
  29. T. M. Squires and T. G. Mason, Fluid mechanics of microrheology, Annu. Rev. Fluid Mech. 42, 413 (2010).
  30. T. G. Mason, K. Ganesan, J. H. van Zanten, D. Wirtz, and S. C. Kuo, Particle tracking microrheology of complex fluids, Phys. Rev. Lett. 79, 3282 (1997).
  31. H. Brenner and L. J. Gaydos, The constrained Brownian movement of spherical particles in cylindrical pores of comparable radius: Models of the diffusive and convective transport of solute molecules in membranes and porous media, J. Colloid Interface Sci. 58, 312 (1977).
  32. M. Giona and D. Cocco, Homogenization approaches to multiphase lattice random walks, arXiv:1806.04013.
  33. M. Giona, G. Procopio, and C. Pezzotti, Fluid-particle interactions and fluctuation-dissipation relations III–Correlated fluctuations, regularity and added mass, arXiv:2412.19170.
  34. C. Pezzotti, M. Giona, and G. Procopio, Fluid-particle interactions and fluctuation-dissipation relations II–Gaussianity and Gaussianity breaking, arXiv:2412.19167.
  35. T. Hatano and S. Sasa, Steady-state thermodynamics of Langevin Systems, Phys. Rev. Lett. 86, 3463 (2001).
  36. T. Speck and U. Seifert, Restoring a fluctuation-dissipation theorem in a nonequilibrium steady state, Europhys. Lett. 74, 391 (2006).
  37. V. Blickle, T. Speck, C. Lutz, U. Seifert, and C. Bechinger, Einstein relation generalized to nonequilibrium, Phys. Rev. Lett. 98, 210601 (2007).
  38. V. Blickle, T. Speck, U. Seifert, and C. Bechinger, Characterizing potentials by a generalized Boltzmann factor, Phys. Rev. E 75, 060101(R) (2007).
  39. J. Prost, J.-F. Joanny, and J. M. R. Parrondo, Generalized fluctuation-dissipation theorem for steady-state systems, Phys. Rev. Lett. 103, 090601 (2009).
  40. J. Mehl, V. Blickle, U. Seifert, and C. Bechinger, Experimental accessibility of generalized fluctuation-dissipation relations for nonequilibrium steady states, Phys. Rev. E 82, 032401 (2010).
  41. U. Seifert and T. Speck, Fluctuation-dissipation theorem in nonequilibrium steady states, Europhys. Lett. 89, 10007 (2010).
  42. J. R. Gomez-Solano, A. Petrosyan, S. Ciliberto, and C. Maes, Fluctuations and response in a non-equilibrium micron-sized system, J. Stat. Mech. (2011) P01008.
  43. M. Giona, G. Procopio, and C. Pezzotti, Generalized fluctuation–dissipation relations in confined geometries and concentrated conditions, J. Phys. A 58, 125005 (2025).
  44. I. M. Sokolov, Ito, Stratonovich Hänggi and all the rest: The thermodynamics of interpretation, Chem. Phys. 375, 359 (2010).
  45. B. Lin, J. Yu, and S. A. Rice, Direct measurements of constrained Brownian motion of an isolated sphere between two walls, Phys. Rev. E 62, 3909 (2000).
  46. J. M. Sancho, M. San Miguel and D. Dürr, Adiabatic elimination for systems of Brownian particles with nonconstant damping coefficients, J. Stat. Phys. 28, 291 (1982).
  47. G. Procopio and M. Giona, Stochastic modeling of particle transport in confined geometries: Problems and peculiarities, Fluids 7, 105 (2022).
  48. G. Procopio and M. Giona, On the theory of body motion in confined Stokesian fluids, J. Fluid Mech. 1000, A11 (2024).
  49. R. Hill and G. Power, Extremum principles for slow viscous flow and the approximate calculation of drag, Quart. J. Mech. App. Math. 9, 313 (1956).
  50. C. Anteneodo, L. Defaveri, E. Barkai, and D. A. Kessler, Non-normalizable quasi-equilibrium solution of the Fokker–Planck equation for nonconfining fields, Entropy 23, 131 (2021).
  51. M. Suñé Simon, J. M. Sancho, and K. Lindenberg, Brownian motion on random dynamical landscapes, Eur. Phys. J. B 89, 79 (2016).
  52. J. M. Sancho and A. M. Lacasta, The rich phenomenology of Brownian particles in nonlinear potential landscapes, Eur. Phys. J. Spec. Top. 187, 49 (2010).
  53. V. V. Kozlov, T. Madsen, and A. A. Sorokin, On weighted mean values of weakly dependent random variables, Moscow Univ. Math. Bull. 59, 36 (2004).
  54. M. R. Evans and S. N. Majumdar, Diffusion with stochastic resetting, Phys. Rev. Lett. 106, 160601 (2011).
  55. R. Pastore, A. Ciarlo, G. Pesce, A. Sasso, and F. Greco, A model-system of Fickian yet non-Gaussian diffusion: Light patterns in place of complex matter, Soft Matter 18, 351 (2022).
  56. A. Ciarlo, R. Pastore, F. Greco, A. Sasso, and G. Pesce, Fickian yet non-Gaussian diffusion of a quasi-2d colloidal system in an optical speckle field: Experiment and simulations, Sci. Rep. 13, 7408 (2023).
  57. G. Ianniruberto, A. Brasiello, and G. Marrucci, Simulations of fast shear flows of PS oligomers confirm monomeric friction reduction in fast elongational flows of monodisperse PS melts as indicated by rheoptical data, Macromolecules 45, 8058 (2012).
  58. M. Giona, G. Procopio, and C. Pezzotti, Fluid-particle interactions and fluctuation-dissipation relations I—General linear theory and basic fluctuational patterns, arXiv:2412.19166.
  59. U. M. B. Marconi, A. Puglisi, and C. Maggi, Heat, temperature and Clausius inequality in a model for active Brownian particles, Sci. Rep. 7, 46496 (2017).

Outline

Information

Sign In to Your Journals Account

Filter

Filter

Article Lookup

Enter a citation