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Time-irreversible stochastic processes are frequently used in natural sciences to explain non-equilibrium phenomena and to design efficient stochastic algorithms. Our main goal in this thesis is to analyse their dynamics by means of large…

Probability · Mathematics 2021-09-21 Mikola C. Schlottke

We describe a framework to significantly reduce the computational effort to evaluate large deviation functions of time integrated observables within nonequilibrium steady states. We do this by incorporating an auxiliary dynamics into…

Statistical Mechanics · Physics 2018-05-25 Ushnish Ray , Garnet Kin-Lic Chan , David T. Limmer

As a fundamental measure of stability in nonequilibrium thermodynamics, fluctuations provide critical insight into the performance and reliability of heat engines. In this work, we establish universal fluctuation-dissipation bounds that…

Statistical Mechanics · Physics 2026-01-13 Ousi Pan , Zhiqiang Fan , Shunjie Zhang , Jie Li , Jincan Chen , Shanhe Su

We study heat current and the full statistics of heat fluctuations in a capacitively-coupled double quantum dot system. This work is motivated by recent theoretical studies and experimental works on heat currents in quantum dot circuits. As…

Mesoscale and Nanoscale Physics · Physics 2019-06-05 Hari Kumar Yadalam , Upendra Harbola

The latest generation of transistors are nanoscale devices whose performance and reliability are limited by thermal noise in low-power applications. Therefore developing efficient methods to compute the voltage and current fluctuations in…

Statistical Mechanics · Physics 2022-12-20 Ashwin Gopal , Massimiliano Esposito , Nahuel Freitas

We derive the fluctuation theorem for quantum-state statistics that can be obtained when we initially measure the total energy of a quantum system at thermal equilibrium, let the system evolve unitarily, and record the quantum-state data…

Statistical Mechanics · Physics 2018-08-01 Naoto Tsuji , Masahito Ueda

The celebrated Evans-Searles, respectively Gallavotti-Cohen, fluctuation theorem concerns certain universal statistical features of the entropy production rate of a classical system in a transient, respectively steady, state. In this paper,…

Mathematical Physics · Physics 2025-08-05 T. Benoist , L. Bruneau , V. Jakšić , A. Panati , C. -A. Pillet

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…

chao-dyn · Physics 2008-02-03 Robert S. Maier

These notes are a written version of lectures given in the 2024 Les Houches Summer School on {\it Large deviations and applications}. They are are based on a series of works published over the last 25 years on steady properties of…

Mathematical Physics · Physics 2025-10-29 Bernard Derrida

A Levy walk is a non-Markovian stochastic process in which the elementary steps of the walker consist of motion with constant speed in randomly chosen directions and for a random period of time. The time of flight is chosen from a…

Statistical Mechanics · Physics 2013-08-27 Abhishek Dhar , Keiji Saito

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

Thermodynamic observables of mesoscopic systems can be expressed as integrated empirical currents. Their fluctuations are bound by thermodynamic uncertainty relations. We introduce the hyperaccurate current as the integrated empirical…

Statistical Mechanics · Physics 2019-12-25 Daniel Maria Busiello , Simone Pigolotti

We study the energy current and its fluctuations in quantum gapless 1d systems far from equilibrium modeled by conformal field theory, where two separated halves are prepared at distinct temperatures and glued together at a point contact.…

Strongly Correlated Electrons · Physics 2012-08-29 Denis Bernard , Benjamin Doyon

Interplay of cotunneling and single-electron tunneling in a thermally isolated single-electron transistor (SET) leads to peculiar overheating effects. In particular, there is an interesting crossover interval where the competition between…

Mesoscale and Nanoscale Physics · Physics 2010-11-25 M. A. Laakso , T. T. Heikkilä , Yuli V. Nazarov

We put forward a relation between the static charge fluctuations and the conductance of correlated many-fermion systems at zero temperature, avoiding the use of time-dependent fluctuations as in the fluctuation-dissipation theorem. Static…

Strongly Correlated Electrons · Physics 2022-04-18 Yuchi He , Dante M. Kennes , Volker Meden

We consider fluctuations of the dissipated energy in nonlinear driven diffusive systems subject to bulk dissipation and boundary driving. With this aim, we extend the recently-introduced macroscopic fluctuation theory to nonlinear driven…

Statistical Mechanics · Physics 2013-10-29 P. I. Hurtado , A. Lasanta , A. Prados

In this paper, we address an important question of the relationship between fluctuation theorems for the dissipated work $W_{d} = W-\Delta F$ with general finite-time (like Jarzynski equality and Crooks relation) and infinite-time (like…

Statistical Mechanics · Physics 2019-05-31 A. Mandaiya , I. M. Khaymovich

In this paper we investigate the power fluctuations in a driven, dampted pendulum. When the motion of the pendulum is chaotic, the average power supplied by the driving force is equal to the average dissipated power only for an infinite…

Chaotic Dynamics · Physics 2007-05-23 Yadin Y. Goldschmidt

The fluctuation-dissipation relation is calculated for a class of stochastic models obeying a master equation. The transition rates are assumed to obey detailed balance also in the presence of a field. It is shown that in general the linear…

Statistical Mechanics · Physics 2016-08-31 Gregor Diezemann

We revisit the problem of condensation for independent, identically distributed random variables with a power-law tail, conditioned by the value of their sum. For large values of the sum, and for a large number of summands, a condensation…

Statistical Mechanics · Physics 2022-03-03 Claude Godrèche