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The fluctuation theorem characterizes the distribution of the dissipation in nonequilibrium systems and proves that the average dissipation will be positive. For a large system with no external source of fluctuation, fluctuations in…

Statistical Mechanics · Physics 2018-12-18 Guillaume Michel , Debra J. Searles

We consider, for a diffusion process in R^n, the Gallavotti-Cohen functional, defined as the empirical power dissipated in a time interval by the non-conservative part of the drift. We prove a large deviation principle in the limit in which…

Probability · Mathematics 2010-04-15 Lorenzo Bertini , Giacomo Di Gesù

Inverse problems for a diffusion equation containing a generalized fractional derivative are studied. The equation holds in a time interval $(0,T)$ and it is assumed that a state $u$ (solution of diffusion equation) and a source $f$ are…

Mathematical Physics · Physics 2024-02-02 Jaan Janno

Selfsimilar space-time fractal fluctuations are generic to dynamical systems in nature such as atmospheric flows, heartbeat patterns, population dynamics, etc. The physics of the long-range correlations intrinsic to fractal fluctuations is…

General Physics · Physics 2010-12-02 A. M. Selvam

Any decomposition of the total trajectory entropy production for Markovian systems has a joint probability distribution satisfying a generalized detailed fluctuation theorem, when all the contributing terms are odd with respect to time…

Statistical Mechanics · Physics 2010-10-26 Reinaldo Garcia-Garcia , Daniel Dominguez , Vivien Lecomte , Alejandro B. Kolton

Recent experimental and theoretical works have shown that giant fluctuations are present during diffusion in liquid systems. We use linearized fluctuating hydrodynamics to calculate the net mass transfer due to these non equilibrium…

Statistical Mechanics · Physics 2009-10-31 Doriano Brogioli , Alberto Vailati

A quantum mechanical model is used to derive a generalized Landau-Lifshitz equation for a magnetic moment, including fluctuations and dissipation. The model reproduces the Gilbert-Brown form of the equation in the classical limit. The…

Materials Science · Physics 2009-11-07 A. Rebei , G. J. Parker

We introduce an approach for analyzing the responses of dynamical systems to external perturbations that combines score-based generative modeling with the Generalized Fluctuation-Dissipation Theorem (GFDT). The methodology enables accurate…

Data Analysis, Statistics and Probability · Physics 2024-11-11 Ludovico Theo Giorgini , Katherine Deck , Tobias Bischoff , Andre Souza

In this paper, we investigate the stochastic counterpart of the generalized Wright analysis introduced in Beghin et al.~ in Integral Equations and Operator Theory, {\bf 97}, 2025. We define a new class of non-Gaussian and non-Markovian…

Probability · Mathematics 2025-11-18 W. Bock , L. Cristofaro , J. L. da Silva

A reformulation of the fluctuation-dissipation theorem of Callen and Welton is presented in such a manner that the basic idea of Feynman-Vernon and Caldeira -Leggett of using an infinite number of oscillators to simulate the dissipative…

High Energy Physics - Theory · Physics 2009-10-31 Kazuo Fujikawa , Hiroaki Terashima

Quantum analogues of the transient fluctuation theorem(TFT) and steady-state fluctuation theorem(SSFT) are investigated for a harmonic oscillator linearly coupled with a harmonic reservoir. The probability distribution for the work done…

Statistical Mechanics · Physics 2007-05-23 T. Monnai , S. Tasaki

A model for diffusion in liquids that couples the dynamics of tracer particles to a fluctuating Stokes equation for the fluid is investigated in the limit of large Schmidt number. In this limit, the concentration of tracers is shown to…

Statistical Mechanics · Physics 2014-04-03 A. Donev , T. G. Fai , and E. Vanden-Eijnden

We consider the Fluctuation Dissipation Theorem (FDT) of statistical physics from a mathematical perspective. We formalize the concept of "linear response function" in the general framework of Markov processes. We show that for processes…

Probability · Mathematics 2010-02-17 Amir Dembo , Jean-Dominique Deuschel

The microscopic origin of dissipation of a driven quantum many body system is addressed in the framework of a parametric banded random matrix approach. We find noticeable violations of the fluctuation-dissipation theorem and we observe also…

Nuclear Theory · Physics 2015-06-26 A. Bulgac , G. Do Dang , D. Kusnezov

We present the first exact solution for the time dependent equations of the macroscopic fluctuation theory (MFT) for the symmetric simple exclusion process by combining a generalization of the canonical Cole-Hopf transformation with the…

Statistical Mechanics · Physics 2022-08-31 Kirone Mallick , Hiroki Moriya , Tomohiro Sasamoto

We presented a general approach for obtaining the generalized transport equations with fractional derivatives by using the Liouville equation with fractional derivatives for a system of classical particles and Zubarev's nonequilibrium…

Statistical Mechanics · Physics 2020-05-26 P. P. Kostrobij , B. M. Markovych , M. V. Tokarchuk

We consider work fluctuation relations (FRs) for generic types of dynamics generating anomalous diffusion: Levy flights, long-correlated Gaussian processes and time-fractional kinetics. By combining Langevin and kinetic approaches we…

Statistical Mechanics · Physics 2009-03-24 A. V. Chechkin , R. Klages

Using the fluctuation theorem supplemented with geometric arguments, we derive universal features of the (long-time) efficiency fluctuations for thermal and isothermal machines operating under steady or periodic driving, close or far from…

Statistical Mechanics · Physics 2014-11-26 Gatien Verley , Tim Willaert , Christian Van den Broeck , Massimiliano Esposito

Typical generative diffusion models rely on a Gaussian diffusion process for training the backward transformations, which can then be used to generate samples from Gaussian noise. However, real world data often takes place in discrete-state…

Machine Learning · Computer Science 2023-05-19 Javier E Santos , Zachary R. Fox , Nicholas Lubbers , Yen Ting Lin

Based on the recently proposed framework of general relativistic stochastic mechanics [{\em J. Stat. Phys.}, 190:193, 2023; {\em J. Stat. Phys.}, 190:181, 2023] and stochastic thermodynamics [{\em SciPost Physics Core} 7, 082, 2024] at the…

General Relativity and Quantum Cosmology · Physics 2025-02-05 Yifan Cai , Tao Wang , Liu Zhao