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In the present work we derive a Central Limit Theorem for sequences of Hilbert-valued Piecewise Deterministic Markov process models and their global fluctuations around their deterministic limit identified by the Law of Large Numbers. We…

Probability · Mathematics 2013-04-23 Martin G Riedler , Michele Thieullen

We introduce a finite-volume numerical scheme for solving stochastic gradient-flow equations. Such equations are of crucial importance within the framework of fluctuating hydrodynamics and dynamic density functional theory. Our proposed…

For driven open systems in contact with multiple heat reservoirs, we find the marginal distributions of work or heat do not satisfy any fluctuation theorem, but only the joint distribution of work and heat satisfies a family of fluctuation…

Statistical Mechanics · Physics 2023-03-08 Jin-Fu Chen , H. T. Quan

The Jarzynski equality allows the calculation of free-energy differences using values of work measured from nonequilibrium trajectories. The number of trajectories required to accurately estimate free-energy differences in this way grows…

Statistical Mechanics · Physics 2025-05-13 Stephen Whitelam

We use fluctuating hydrodynamics to analyze the dynamical properties in the non-equilibrium steady state of a diffusive system coupled with reservoirs. We derive the two-time correlations of the density and of the current in the…

Statistical Mechanics · Physics 2016-11-23 Tridib Sadhu , Bernard Derrida

It is shown how the universal correlation function of Brezin and Zee, and Beenakker, for random matrix ensembles of Wigner-Dyson type with density support on a finite interval can be derived using a linear response argument and macroscopic…

Condensed Matter · Physics 2009-10-22 P. J. Forrester

The work performed on a system in a microcanonical state by changes in a control parameter is characterized in terms of its statistics. The transition probabilities between eigenstates of the system Hamiltonians at the beginning and the end…

Statistical Mechanics · Physics 2014-01-21 Peter Talkner , Manuel Morillo , Juyeon Yi , Peter Hanggi

We establish a unified fluctuation-response relation for Langevin dynamics. By exploiting the common mathematical structures underlying fluctuations and responses of empirical density and current, we derive a unified identity that…

Statistical Mechanics · Physics 2026-01-26 Hyun-Myung Chun , Euijoon Kwon , Hyunggyu Park , Jae Sung Lee

We propose a fluctuation-dissipation theorem in open quantum systems from an information-theoretic perspective. We define the fidelity susceptibility that measures the sensitivity of the systems under perturbation and relate it to the…

Quantum Physics · Physics 2024-09-30 Jian-Hao Zhang , Cenke Xu , Yichen Xu

I apply the scattering approach within the framework of macroscopic quantum electrodynamics to derive the variances and mean values of the energy density and intensity for a system of an arbitrary object in an arbitrary environment. To…

Mesoscale and Nanoscale Physics · Physics 2023-12-15 Florian Herz

The optimal protocols for the irreversible work achieve their maximum usefulness if their work fluctuations are the smallest ones. In this work, for classical and isothermal processes subjected to finite-time and weak drivings, I show that…

Statistical Mechanics · Physics 2023-11-14 Pierre Nazé

In the standard framework of thermodynamics the work produced or consumed in a process is a random variable whose average value is bounded by the change in the free energy of the system. This work is calculated without regard for the size…

Quantum Physics · Physics 2017-04-19 Jonathan G. Richens , Lluis Masanes

We study fluctuation fields of orthogonal polynomials in the context of particle systems with duality. We thereby obtain a systematic orthogonal decomposition of the fluctuation fields of local functions, where the order of every term can…

Probability · Mathematics 2018-06-13 Mario Ayala , Gioia Carinci , Frank Redig

The driving force of the dynamical system can be decomposed into the gradient of a potential landscape and curl flux (current). The fluctuation-dissipation theorem (FDT) is often applied to near equilibrium systems with detailed balance.…

Statistical Mechanics · Physics 2015-05-30 Haidong Feng , Jin Wang

We study the current large deviations for a lattice model of interacting active particles displaying a motility-induced phase separation (MIPS). To do this, we first derive the exact fluctuating hydrodynamics of the model in the large…

Statistical Mechanics · Physics 2022-11-08 Tal Agranov , Sunghan Ro , Yariv Kafri , Vivien Lecomte

We discuss research done in two important areas of nonequilibrium statistical mechanics: fluctuation dissipation relations and dynamical fluctuations. In equilibrium systems the fluctuation-dissipation theorem gives a simple relation…

Statistical Mechanics · Physics 2010-11-19 Bram Wynants

We present a theoretical framework to understand a modified fluctuation-dissipation theorem valid for systems close to non-equilibrium steady-states and obeying markovian dynamics. We discuss the interpretation of this result in terms of…

Statistical Mechanics · Physics 2015-05-20 G. Verley , K. Mallick , D. Lacoste

The work content of non-equilibrium systems in relation to a heat bath is often analyzed in terms of expectation values of an underlying random work variable. However, we show that when optimizing the expectation value of the extracted…

Quantum Physics · Physics 2015-03-19 Johan Aberg

Starting with a formally exact diagrammatic kinetic theory for the equilibrium correlation functions of particle density and current fluctuations for a monatomic liquid, we develop a theory for high density liquids whose interatomic…

Statistical Mechanics · Physics 2015-06-17 Kevin R. Pilkiewicz , Hans C. Andersen

The fluctuation-dissipation relation for the classical definition of work is extended to thermally isolated systems, in classical and quantum realms. From this, the optimal work variance is calculated, showing it achieves its minimum…

Statistical Mechanics · Physics 2023-11-01 Pierre Nazé