Related papers: Fluctuation relations and coarse-graining
We consider particle transport under the influence of time-varying driving forces, where fluctuation relations connect the statistics of pairs of time reversed evolutions of physical observables. In many "mesoscopic" transport processes,…
This is the transcript of a talk given at the 1992 Complex Systems Summer School. The theory of large fluctuations of stochastically perturbed continuous-time dynamical systems is reviewed, and the large fluctuations of two stochastic…
The underdamped, non-linear, generalized Langevin equation is widely used to model coarse-grained dynamics of soft and biological materials. By means of a projection operator formalism, we show under which approximations this equation can…
We investigated the validity of fluctuation-dissipation relations in the nonequilibrium stationary state of fluidized granular media under gravity by two independent approaches, based on theory and numerical simulations. A phenomenological…
Dynamic heterogeneity has often been modeled by assuming that a single-particle observable, fluctuating at a molecular scale, is influenced by its coupling to environmental variables fluctuating on a second, perhaps slower, time scale.…
We investigate nonequilibrium steady-state dynamics in both continuous- and discrete-state stochastic processes. Our analysis focuses on planar diffusion dynamics and their coarse-grained approximations by discrete-state Markov chains.…
In some situations in stochastic thermodynamics not all relevant slow degrees of freedom are accessible. Consequently, one adopts an effective description involving only the visible degrees of freedom. This gives rise to an apparent entropy…
We propose a method to calculate the large deviations of current fluctuations in a class of stochastic particle systems with history-dependent rates. Long-range temporal correlations are seen to alter the speed of the large deviation…
Thermodynamic uncertainty relations quantify how the signal-to-noise ratio of a given observable is constrained by dissipation. Fluctuation relations generalize the second law of thermodynamics to stochastic processes. We show that any…
In these lecture notes, we explore the mathematical preliminaries and foundational concepts that connect stochastic processes with partial differential equations. We begin by investigating Brownian motion, which serves as a model for random…
We study the role of fluctuations in particle systems modeled by Dean-Kawasaki-type equations, which describe the evolution of particle densities in systems with Brownian motion. By comparing microscopic simulations, stochastic partial…
In many systems we can describe emergent macroscopic behaviors, quantitatively, using models that are much simpler than the underlying microscopic interactions; we understand the success of this simplification through the renormalization…
The dynamics of systems subjected to noise is called Markovian in the absence of memory effects, i.e. when its immediate future only depends on its present. Time correlations in the noise source may generate non-Markovian effects that,…
We look into the fluctuations caused by disturbances in power systems. In the linearized system of the power systems, the disturbance is modeled by a Brownian motion process, and the fluctuations are described by the covariance matrix of…
Large fluctuations have received considerable attention as they encode information on the fine-scale dynamics. Large deviation relations known as fluctuation theorems also capture crucial nonequilibrium thermodynamical properties. Here we…
Computing analytically the $n$-point density correlations in systems of interacting particles is a long-standing problem of statistical physics, with a broad range of applications, from the interpretation of scattering experiments in simple…
The non-equilibrium fluctuations of power flux in a fluidized granular media have been recently measured in an experiment [Phys. Rev. Lett. 92, 164301, 2004], which was announced to be a verification of the Fluctuation Relation (FR) by…
We study fluctuations in diffusion-limited reaction systems driven out of their stationary state. Using a numerically exact method, we investigate fluctuation ratios in various systems which differ by their level of violation of microscopic…
We analyse large deviations of time-averaged quantities in stochastic processes with long-range memory, where the dynamics at time t depends itself on the value q_t of the time-averaged quantity. First we consider the elephant random walk…
The link between forced and free fluctuations for nonequilibrium systems can be described via a generalized version of the celebrated fluctuation-dissipation theorem. The use of the formalism of the Koopman operator makes it possible to…