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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

The two-variable Langevin equations, modeling the Brownian motion of a particle moving in a potential and leading to the Maxwell-Boltzmann distribution of the corresponding Fokker-Planck equation, are shown to give rise to types of…

Statistical Mechanics · Physics 2015-08-10 Jiulin Du

We introduce what we call the second-order Boltzmann-Gibbs principle, which allows to replace local functionals of a conservative, one-dimensional stochastic process by a possibly nonlinear function of the conserved quantity. This…

Probability · Mathematics 2015-06-17 Patricia Gonçalves , Milton Jara

Global well-posedness and exponential decay to equilibrium are proved for the homogeneous Landau equation from kinetic theory. The initial distribution is only assumed to be bounded and decaying sufficiently fast at infinity. In particular,…

Analysis of PDEs · Mathematics 2014-01-07 Maria Gualdani , Nestor Guillen

We introduce a ``two-particle factorization'' condition which allows us to formulate the homogeneous Boltzmann equation for non-reversible collision kernels in terms of an entropy inequality. This formulation yields an H-Theorem. We provide…

Mathematical Physics · Physics 2026-05-06 Giada Basile , Dario Benedetto

Fick's law for coordinate dependent diffusivity is derived. Corresponding diffusion current in the presence of coordinate dependent diffusivity is consistent with the form as given by Kramers-Moyal expansion. We have obtained the…

Statistical Mechanics · Physics 2018-10-01 A. Bhattacharyay

This paper is a companion article to our previous paper (J. Stat. Phys. 119, 1283 (2005), cond-mat/0408681), which introduced a generalized canonical ensemble obtained by multiplying the usual Boltzmann weight factor $e^{-\beta H}$ of the…

Statistical Mechanics · Physics 2007-05-23 M. Costeniuc , R. S. Ellis , H. Touchette , B. Turkington

Traditionally, it is understood that fluctuations in the equilibrium distribution are not evident in thermodynamic systems of large $N$ (the number of particles in the system) \cite{Huang1}. In this paper we examine the validity of this…

Mathematical Physics · Physics 2007-10-03 Kieran Kelly , Przemysław Repetowicz , Seosamh macRéamoinn

Relaxation dynamics of complex quantum systems with strong interactions towards the steady state is a fundamental problem in statistical mechanics. The steady state of subsystems weakly interacting with their environment is described by the…

Statistical Mechanics · Physics 2016-06-22 Alexey M. Shakirov , Yulia E. Shchadilova , Alexey N. Rubtsov

This paper proposes to build a bridge between microscopic descriptions of matter with internal energy, composed of many fast interacting particles inside an environment, and their port-Hamiltonian (PH) descriptions at macroscopic scale. The…

Dynamical Systems · Mathematics 2023-01-16 Judy Najnudel , Thomas Hélie , David Roze , Rémy Muller

Classical-like formulas are given in order to evaluate thermal averages of observables belonging to a quantum nonlinear system with dissipation described by the Caldeira-Leggett model [Phys. Rev. Lett. 46, 211 (1981); Ann. Phys. (N.Y.) 149,…

Statistical Mechanics · Physics 2009-10-30 Alessandro Cuccoli , Andrea Rossi , Valerio Tognetti , Ruggero Vaia

A relation between the effective diffusion coefficient in a lattice with random site energies and random trasition rates and the macroscopic conductivity in a random resistor network allows for elucidating possible sources of anomalous…

Statistical Mechanics · Physics 2012-05-14 Federico Camboni , Igor M. Sokolov

We consider M systems (each an electron in a long square cylinder) uniformly arranged on a ring and with Coulomb interactions. Exact straightforward numerical time-dependent perturbation calculation of a single N-level ($\lesssim 7$)…

General Physics · Physics 2021-06-03 Michael J. Caola

The fundamental assumption of statistical mechanics is that the system is equally likely in any of the accessible microstates. Based on this assumption, the Boltzmann distribution is derived and the full theory of statistical thermodynamics…

Quantum Physics · Physics 2015-05-18 X. L. Huang , B. Cui , X. X. Yi

This paper establishes a quantitative, uniform-in-time diffusion approximation for the joint law of a broad class of fully coupled multiscale stochastic systems. We derive a precise characterization of the limiting joint distribution as a…

Probability · Mathematics 2026-04-02 Longjie Xie , Xicheng Zhang

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

We study a mechanical system that was considered by Boltzmann in 1868 in the context of the derivation of the canonical and microcanonical ensembles. This system was introduced as an example of ergodic dynamics, which was central to…

Dynamical Systems · Mathematics 2020-08-06 Giovanni Gallavotti , Ian Jauslin

General equilibrium equations in economics play the same role with many-body Newtonian equations in physics. Accordingly, each solution of the general equilibrium equations can be regarded as a possible microstate of the economic system.…

General Finance · Quantitative Finance 2015-06-18 Yong Tao

Systems with a long-term stationary state that possess as a spatio-temporally fluctuation quantity $\beta$ can be described by a superposition of several statistics, a "super statistics". We consider first, the Gamma, log-normal and…

Statistical Mechanics · Physics 2015-06-05 O. Obregón , A. Gil-Villegas

In this note, we present a version of Hoeffding's inequality in a continuous-time setting, where the data stream comes from a uniformly ergodic diffusion process. Similar to the well-studied case of Hoeffding's inequality for discrete-time…

Probability · Mathematics 2019-03-26 Michael C. H. Choi , Evelyn Li