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.
The present paper is based on a recent success of the second-order stochastic fluctuation theory in describing time autocorrelations of equilibrium and nonequilibrium physical systems. In particular, it was shown to yield values of the related deterministic parameters of the Langevin equation for a Couette flow in a microscopic molecular dynamics model of a simple fluid. In this paper we find all the remaining constants of the stochastic dynamics, which then is simulated numerically and compared directly with the original physical system. By using these data, we study in detail the accuracy and precision of a second-order Langevin model for nonequilibrium physical systems theoretically and computationally. We find an intriguing relation between an applied external force and cumulants of the resulting flow fluctuations. This is characterized by a linear dependence of an athermal cumulant ratio, an apposite quantity introduced here. In addition, we discuss how the order of a given Langevin dynamics can be raised systematically by introducing colored noise.