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In this paper we re-examine the traditional problem of connecting the internal fluctuations of a system to its response to external forcings and extend the classical theory in order to be able to encompass also nonlinear processes. With…

Statistical Mechanics · Physics 2015-06-04 Valerio Lucarini , Matteo Colangeli

Fluctuating-charge models are computationally efficient methods of treating polarization and charge-transfer phenomena in molecular mechanics and classical molecular dynamics simulations. They are also theoretically appealing as they are…

Chemical Physics · Physics 2010-04-02 Jiahao Chen

To describe the slow dynamics of a system out of equilibrium, but close to a dynamical arrest, we generalize the ideas of previous work to the case where time-translational invariance is broken. We introduce a model of the dynamics that is…

Disordered Systems and Neural Networks · Physics 2016-08-31 P. De Gregorio , F. Sciortino , P. Tartaglia , E. Zaccarelli , K. A. Dawson

In the context of Markov evolution, we present two original approaches to obtain Generalized Fluctuation-Dissipation Theorems (GFDT), by using the language of stochastic derivatives and by using a family of exponential martingales…

Statistical Mechanics · Physics 2013-12-04 Raphael Chetrite , Shamik Gupta

The stochastic dynamics of flagellar beating for micro-swimmers, such as flagellated cells, sperms and microalgae, is widely thought to include a feedback mechanism between flagellar shape and the rate of activation/de-activation of the $N…

Soft Condensed Matter · Physics 2026-05-01 F. Fanelli , A. Puglisi

Quantifying and characterizing fluctuations far away from equilibrium is a challenging task. We discuss and experimentally confirm a series expansion for a driven classical system, relating the different non-equilibrium cumulants of the…

Statistical Mechanics · Physics 2025-09-29 Juliana Caspers , Karthika Krishna Kumar , Clemens Bechinger , Matthias Krüger

This work deals with the overdamped motion of a particle in a fluctuating one-dimensional periodic potential. If the potential has no inversion symmetry and its fluctuations are asymmetric and correlated in time, a net flow can be generated…

Condensed Matter · Physics 2016-10-26 Enrique Abad , Andreas Mielke

In this note we discuss a paradigmatic example of interacting particles subject to non conservative external forces and to the action of thermostats consisting of external (finite) reservoirs of particles. We then consider a model of…

Statistical Mechanics · Physics 2009-11-11 F. Bonetto , G. Gallavotti , A. Giuliani , F. Zamponi

Recently there has been considerable interest in the Fluctuation Theorem (FT). The FT shows how time reversible microscopic dynamics leads to irreversible macroscopic behavior as the system size or observation time increases. We show that…

Statistical Mechanics · Physics 2008-02-18 Denis J. Evans , Debra J. Searles

D.J. Evans, et al., [Phys. Rev. Lett. 71, 2401 (1993)] discovered a relation, subsequently known as the Fluctuation Theorem (FT), which quantifies the probability of observing fluctuations violating the second law of thermodynamics in…

Statistical Mechanics · Physics 2017-05-19 A. Y. Gorobets , J. M. Borrero , S. Berdyugina

Fluctuation-dissipation relations or "theorems" (FDTs) are fundamental for statistical physics and can be rigorously derived for equilibrium systems. Their applicability to non-equilibrium systems is, however, debated. Here, we simulate an…

Statistical Mechanics · Physics 2021-09-15 Gerhard Jung , Friederike Schmid

Fluctuation theorems specify the non-zero probability to observe negative entropy production, contrary to a naive expectation from the second law of thermodynamics. For closed particle trajectories in a fluid, Stokes theorem can be used to…

Statistical Mechanics · Physics 2022-07-06 Benoît Mahault , Evelyn Tang , Ramin Golestanian

The fluctuation-dissipation (F-D) theorem is a fundamental result for systems near thermodynamic equilibrium, and justifies studies between microscopic and macroscopic properties. It states that the nonequilibrium relaxation dynamics is…

Statistical Mechanics · Physics 2015-03-13 Jianhua Xing

Mesoscopic fluctuations reveal stochastic dynamics of molecules in both inanimate and living matter. We investigate how small-number fluctuations shape the collective dynamics of molecular motors using motile cilia as model system. We…

Biological Physics · Physics 2026-05-04 Maximilian Kotz , Veikko F. Geyer , Benjamin M. Friedrich

In this work, we have studied simple models that can be solved analytically to illustrate various fluctuation theorems. These fluctuation theorems provide symmetries individually to the distributions of physical quantities like the…

Statistical Mechanics · Physics 2015-05-20 Mamata Sahoo , Sourabh Lahiri , A. M. Jayannavar

The detailed fluctuation theorem (DFT) is a statement about the asymmetry in the statistics of the entropy production. Consequences of the DFT are the second law of thermodynamics and the thermodynamics uncertainty relation (TUR), which…

Statistical Mechanics · Physics 2022-10-19 Domingos S. P. Salazar

We develop a self contained stochastic perturbation theory for discrete generation and multivariate Ensemble Kalman filters. Unlike their continuous-time counterparts, discrete EnKF algorithms are defined through a two steps prediction…

Probability · Mathematics 2026-01-28 Pierre Del Moral , Bouchra Nasri , Bruno Rémillard

We develop a new toolbox for the analysis of the global behavior of stochastic discrete particle systems. We introduce and study the notion of the Schur generating function of a random discrete configuration. Our main result provides a…

Probability · Mathematics 2021-01-01 Alexey Bufetov , Vadim Gorin

We discuss various measures of net charge (conserved quantities) fluctuations proposed for the identification of critical phenomena in heavy ion collisions. We show the dynamical component of fluctuations of the net charge can be expressed…

Nuclear Experiment · Physics 2009-11-07 C. Pruneau , S. Gavin , S. Voloshin

We study the large deviations of the time-integrated current for a driven diffusion on the circle, often used as a model of nonequilibrium systems. We obtain the large deviation functions describing the current fluctuations using a…

Statistical Mechanics · Physics 2016-09-28 Pelerine Tsobgni Nyawo , Hugo Touchette