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In the paper we consider models of generalized counting processes time-changed by a general inverse subordinator, we characterize their distributions and present governing equations for them. The equations are given in terms of the…

Probability · Mathematics 2023-12-11 Khrystyna Buchak , Lyudmyla Sakhno

We consider the asymptotic behaviour of the fluctuation process for large stochastic systems of interacting particles driven by both idiosyncratic and common noise with an interaction kernel \(k \in L^2(\R^d) \cap L^\infty(\R^d)\). Our…

Probability · Mathematics 2026-05-28 Paul Nikolaev

We investigate the statistics of fluctuations in a classical stochastic network of nodes joined by connectors. The nodes carry generalized charge that may be randomly transferred from one node to another. Our goal is to find the time…

Mesoscale and Nanoscale Physics · Physics 2009-11-10 Andrew N. Jordan , Eugene V. Sukhorukov , Sebastian Pilgram

Seifert derived an exact fluctuation relation for diffusion processes using the concept of "stochastic system entropy". In this note we extend his formalism to entropic transport. We introduce the notion of relative stochastic entropy, or…

Statistical Mechanics · Physics 2012-11-30 Matteo Smerlak

The detailed fluctuation theorems of the exact form $P(A)/P(-A)=e^A$ exist only for a handful of variables $A$, namely for work (Crooks theorem), for total entropy change (Seifert's theorem), etc. However, the so-called modified detailed…

Statistical Mechanics · Physics 2016-01-07 Sourabh Lahiri , A. M. Jayannavar

In small systems where relevant energies are comparable to thermal agitation, fluctuations are of the order of average values. In systems in thermodynamical equilibrium, the variance of these fluctuations can be related to the dissipation…

Statistical Mechanics · Physics 2007-05-23 Nicolas Garnier , Ciliberto Sergio

In this paper, we provide an integral equation characterization of the solution to a Cauchy problem associated to the Feynman-Kac formula for a regime-switching diffusion. We give a sufficient condition to guarantee the uniqueness of…

Probability · Mathematics 2019-12-13 Adriana Ocejo

The influence of dissipation on the fluctuation statistics of the total energy is investigated through both a phenomenological and a stochastic model for dissipative energy-transfer through a cascade of states. In equilibrium the states…

Statistical Mechanics · Physics 2013-06-27 Eric Bertin , Peter C. W. Holdsworth

We derive a fluctuating lattice Boltzmann method for the diffusion equation. The derivation removes several shortcomings of previous derivations for fluctuating lattice Boltzmann methods for hydrodynamic systems. The comparative simplicity…

Computational Physics · Physics 2017-05-15 Alexander J. Wagner , Kyle Strand

We establish a fluctuation-correlation theorem by relating the quantum fluctuations in the generator of the parameter change to the time integral of the quantum correlation function between the projection operator and force operator of the…

Quantum Physics · Physics 2009-10-31 Arun K. Pati

In this paper we study a new generalization of the kinetic equation emerging in run-and-tumble models. We show that this generalization leads to a wide class of generalized fractional kinetic (GFK) and telegraph-type equations depending by…

Statistical Mechanics · Physics 2024-10-15 Luca Angelani , Alessandro De Gregorio , Roberto Garra

Fluctuation theorems are key to understanding both fundamental and applied aspects of non-equilibrium thermodynamics of small systems. We study the non-Markovian entropy production fluctuation theorem for the diffusion process of charged…

Statistical Mechanics · Physics 2026-05-06 K. S. Rodríguez-Vigil , M. A. Bastarrachea-Magnani , J. I. Jiménez-Aquino

We present a new approach to far-from-equilibrium statistical mechanics, based on the concept of generalized entropy, which is a microscopically-defined generalization of Onsager-Machlup functional. In the case when a set of slow…

Statistical Mechanics · Physics 2007-05-23 Alexei V. Tkachenko

Diffusion coefficients are obtained from linear response functions and from the quantal fluctuation dissipation theorem. They are compared with the results of both the theory of hydrodynamic fluctuations by Landau and Lifschitz as well as…

Nuclear Theory · Physics 2016-09-08 Dieter Kiderlen

If the generalized statistics suggested by Tsallis are used in statistical mechanics, the fluctuation-dissipation theorem no longer holds. Only in the limiting case where Boltzmann statistics are recovered is the theorem applicable. In…

Superconductivity · Physics 2007-05-23 H. Uys , H. G. Miller

We study a linear-fractional Bienaym\'e-Galton-Watson process with a general type space. The corresponding tree contour process is described by an alternating random walk with the downward jumps having a geometric distribution. This leads…

Probability · Mathematics 2016-03-07 Alexey Lindo , Serik Sagitov

By using the Zubarev nonequilibrium statistical operator method, and the Liouville equation with fractional derivatives, a generalized diffusion equation with fractional derivatives is obtained within the Renyi statistics. Averaging in…

Statistical Mechanics · Physics 2016-09-21 P. Kostrobij , B. Markovych , O. Viznovych , M. Tokarchuk

The first-order general relativistic theory of a generic dissipative (heat-conducting, viscous, particle-creating) fluid is rediscussed from a unified covariant frame-independent point of view. By generalizing some previous works in the…

General Relativity and Quantum Cosmology · Physics 2008-11-26 R. Silva , J. A. S. Lima , M. O. Calvão

For a given thermodynamic system, and a given choice of coarse-grained state variables, the knowledge of a force-flux constitutive law is the basis for any nonequilibrium modeling. In the first paper of this series we established how, by a…

Statistical Mechanics · Physics 2021-02-03 Alberto Montefusco , Mark A. Peletier , Hans Christian Öttinger

This article discusses the numerical result predicted by the quantum Langevin equation of the generalized diffusion function of a Brownian particle immersed in an Ohmic quantum bath of harmonic oscillators. The time dependence of the…

Quantum Physics · Physics 2019-12-03 Pedro J. Colmenares
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