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Recent results on the stationary state Fluctuation Theorems for work and heat fluctuations of Langevin systems are presented. The relevance of finite time corrections in understanding experimental and simulation results is explained in the…

Statistical Mechanics · Physics 2007-07-31 E. G. D. Cohen , Ramses van Zon

We study Langevin dynamics of a driven charged particle in the presence as well as in the absence of magnetic field. We discuss the validity of various work fluctuation theorems using different model potentials and external drives. We also…

Statistical Mechanics · Physics 2007-05-23 A. M. Jayannavar , Mamata Sahoo

Motivated by stochastic models of climate phenomena, the steady-state of a linear stochastic model with additive Gaussian white noise is studied. Fluctuation theorems for nonequilibrium steady-states provide a constraint on the character of…

Statistical Mechanics · Physics 2008-01-04 Jeffrey B. Weiss

We study dynamical fluctuations in overdamped diffusion processes driven by time periodic forces. This is done by studying fluctuation functionals (rate functions from large deviation theory), of fluctuations around the non-equilibrium…

Statistical Mechanics · Physics 2010-03-18 Navinder Singh , Bram Wynants

We develop a unified fluctuation-response theory in the frequency domain for nonequilibrium steady states governed by overdamped Langevin dynamics and Markov jump processes. The relation expresses the power spectrum of general observables…

Statistical Mechanics · Physics 2026-05-07 Euijoon Kwon , Hyun-Myung Chun , Hyunggyu Park , Jae Sung Lee

We derive the fluctuation dynamics of a probe in weak coupling with a "living" medium, modeled as particles undergoing an active Ornstein-Uhlenbeck dynamics. Nondissipative corrections to the fluctuation-dissipation relation are written out…

Soft Condensed Matter · Physics 2020-11-18 Christian Maes

Starting from the kinetic equations for the fluctuations and correlations of a dilute gas of inelastic hard spheres or disks, a Boltzmann-Langevin equation for the one-particle distribution function of the homogeneous cooling state is…

Statistical Mechanics · Physics 2015-05-13 J. Javier Brey , P. Maynar , M. I. Garcia de Soria

In systems far from equilibrium, the fluctuation-dissipation relation is violated due to the lack of detailed balance. Recently, for a class of Langevin equations, it has been proved that this violation is related to energy dissipation as…

Statistical Mechanics · Physics 2009-11-11 Hiroshi Teramoto , Shin-ichi Sasa

In equilibrium, the fluctuation-dissipation theorem (FDT) expresses the response of an observable to a small perturbation by a correlation function of this variable with another one that is conjugate to the perturbation with respect to…

Statistical Mechanics · Physics 2010-10-13 Udo Seifert , Thomas Speck

There remains a useful relation between diffusion and mobility for a Langevin particle in a periodic medium subject to nonconservative forces. The usual fluctuation-dissipation relation easily gets modified and the mobility matrix is no…

Statistical Mechanics · Physics 2015-03-17 Marco Baiesi , Christian Maes , Bram Wynants

Fluctuation theorems play a central role in nonequilibrium physics and stochastic thermodynamics. Here we derive an integral fluctuation theorem for the dissipated heat in systems governed by an underdamped Langevin dynamics. We show that…

Statistical Mechanics · Physics 2016-02-17 M. L. Rosinberg , G. Tarjus , T. Munakata

The celebrated Einstein relation between the diffusion coefficient $D$ and the drift velocity $v$ is violated in non-equilibrium circumstances. We analyze how this violation emerges for the simplest example of a Brownian motion on a…

Statistical Mechanics · Physics 2014-09-30 Daniel Hurowitz , Doron Cohen

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…

Statistical Mechanics · Physics 2009-11-13 Sven Dorosz , Michel Pleimling

Starting from the pioneering work of G. S. Agarwal [Zeitschrift f\"ur Physik 252, 25 (1972)], we present a unified derivation of a number of modified fluctuation-dissipation relations (MFDR) that relate response to small perturbations…

Statistical Mechanics · Physics 2012-02-28 Debasish Chaudhuri , Abhishek Chaudhuri

Fluctuation theorems establish deep relations between observables away from thermal equilibrium. Until recently, the research on fluctuation theorems was focused on time-reversal-invariant systems. In this review we address some newly…

Statistical Mechanics · Physics 2015-06-18 Chenjie Wang , D. E. Feldman

The past twenty years have seen a resurgence of interest in nonequilibrium thermodynamics, thanks to advances in the theory of stochastic processes and in their thermodynamic interpretation. Fluctuation theorems provide fundamental…

Statistical Mechanics · Physics 2017-11-16 Robert Marsland , Jeremy England

We search for steady states in a class of fluctuating and driven physical systems that exhibit sustained currents. We find that the physical concept of a steady state, well known for systems at equilibrium, must be generalised to describe…

Soft Condensed Matter · Physics 2020-04-15 Tanniemola B. Liverpool

In linear transport, the fluctuation-dissipation theorem relates equilibrium current correlations to the linear conductance coefficient. Theory and experiment have shown that in small electrical conductors the non-linear I-V-characteristic…

Mesoscale and Nanoscale Physics · Physics 2015-05-13 Heidi Forster , Markus Buttiker

A nonequilibrium fluctuation theorem is established for a colloidal particle driven by an external force within the hydrodynamic theory of Brownian motion, describing hydrodynamic memory effects such as the t^(-3/2) power-law decay of the…

Statistical Mechanics · Physics 2020-06-24 Pierre Gaspard

We study experimentally the thermal fluctuations of energy input and dissipation in a harmonic oscillator driven out of equilibrium, and search for Fluctuation Relations. We study transient evolution from the equilibrium state, together…

Statistical Mechanics · Physics 2007-11-28 Sylvain Joubaud , Nicolas Garnier , Sergio Ciliberto