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We investigate the effects of relatively rapid variations of the boundaries of an overmoded cavity on the stochastic properties of its interior acoustic or electromagnetic field. For quasi-static variations, this field can be represented as…

Classical Physics · Physics 2009-11-13 L. R. Arnaut

A particle with internal unobserved states diffusing in a force field will generally display effective advection-diffusion. The drift velocity is proportional to the mobility averaged over the internal states, or effective mobility, while…

Statistical Mechanics · Physics 2017-10-13 Erik Aurell , Stefano Bo

Generalizations of Onsager reciprocity relations are established for the nonlinear response coefficients of ballistic transport in the effusion of gaseous mixtures. These generalizations, which have been established on the basis of the…

Statistical Mechanics · Physics 2011-03-29 Pierre Gaspard , David Andrieux

A connection between the response and fluctuation in general nonequilibrium stationary states is investigated. We focus on time-symmetric quantities and find that the fluctuation of a kind of empirical measure can be expressed with the…

Statistical Mechanics · Physics 2023-04-26 Naoto Shiraishi

The effects of a stochastic reset, to its initial configuration, is studied in the exactly solvable one-dimensional coagulation-diffusion process. A finite resetting rate leads to a modified non-equilibrium stationary state. If in addition…

Statistical Mechanics · Physics 2014-02-04 Xavier Durang , Malte Henkel , Hyunggyu Park

We use a recently proved fluctuation theorem for the currents to develop the response theory of nonequilibrium phenomena. In this framework, expressions for the response coefficients of the currents at arbitrary orders in the thermodynamic…

Statistical Mechanics · Physics 2015-05-13 D. Andrieux , P. Gaspard

We study the non-stationary Feller process with time varying coefficients. We obtain the exact probability distribution exemplified by its characteristic function and cumulants. In some particular cases we exactly invert the distribution…

Statistical Mechanics · Physics 2016-02-17 Jaume Masoliver

Linear diffusions are used to model a large number of stochastic processes in physics, including small mechanical and electrical systems perturbed by thermal noise, as well as Brownian particles controlled by electrical and optical forces.…

Statistical Mechanics · Physics 2023-05-10 Johan du Buisson , Hugo Touchette

The interplay between structure and dynamics in non-equilibrium steady-state is far from understood. We address this interplay by tracking Brownian Dynamics trajectories of particles in a binary colloid of opposite charges in an external…

Soft Condensed Matter · Physics 2016-12-08 Suman Dutta , J. Chakrabarti

We review some recent developments which make use of the concept of `superstatistics', an effective description for nonequilibrium systems with a varying intensive parameter such as the inverse temperature. We describe how the asymptotic…

Statistical Mechanics · Physics 2017-08-23 Christian Beck

Consider a one-dimensional diffusion process which has state-dependent drift and deviation and is reflected at the origin, which is called a one-side reflected diffusion or simply reflected diffusion. We are particularly interested in the…

Probability · Mathematics 2024-10-17 Masakiyo Miyazawa

The notion of the stationary equilibrium ensemble has played a central role in statistical mechanics. In machine learning as well, training serves as generalized equilibration that drives the probability distribution of model parameters…

Machine Learning · Statistics 2018-12-24 Sho Yaida

Nonequilibrium steady states in an open system connecting two reservoirs of platelike colloidal particles are investigated by means of a recently proposed phenomenological dynamic density functional theory [M. Bier and R. van Roij, Phys.…

Soft Condensed Matter · Physics 2011-09-14 Markus Bier , Rene van Roij

Consider a particle diffusing in a confined volume which is divided into two equal regions. In one region the diffusion coefficient is twice the value of the diffusion coefficient in the other region. Will the particle spend equal…

Dynamical Systems · Mathematics 2015-06-04 P. F. Tupper , Xin Yang

We use dynamic equations to derive a relation between correlation functions and response or relaxation functions in many-body systems. The relation is very general and holds both in equilibrium, when the usual fluctuation-dissipation…

Statistical Mechanics · Physics 2024-07-09 T. R. Kirkpatrick , D. Belitz

A theory for jammed granular materials is developed with the aid of a nonequilibrium steady-state distribution function. The approximate nonequilibrium steady-state distribution function is explicitly given in the weak dissipation regime by…

Soft Condensed Matter · Physics 2015-08-26 Koshiro Suzuki , Hisao Hayakawa

These lecture notes give a short review of methods such as the matrix ansatz, the additivity principle or the macroscopic fluctuation theory, developed recently in the theory of non-equilibrium phenomena. They show how these methods allow…

Statistical Mechanics · Physics 2009-11-13 B. Derrida

Stationary distributions of multivariate diffusion processes have recently been proposed as probabilistic models of causal systems in statistics and machine learning. Motivated by these developments, we study stationary multivariate…

Statistics Theory · Mathematics 2024-08-02 Tobias Boege , Mathias Drton , Benjamin Hollering , Sarah Lumpp , Pratik Misra , Daniela Schkoda

In this note, we establish that the stationary distribution of a possibly non-equilibrium Langevin diffusion converges, as the damping parameter goes to infinity (or equivalently in the Smoluchowski-Kramers vanishing mass limit), toward a…

Probability · Mathematics 2022-01-12 Pierre Monmarché , Mouad Ramil

Relating thermodynamic and kinetic properties is a conceptual challenge with many practical benefits. Here, based on first principles, we derive a rigorous inequality relating the entropy and the dynamic propagator of particle…

Statistical Mechanics · Physics 2024-07-11 Benjamin Sorkin , Haim Diamant , Gil Ariel