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We formulate a simple additivity principle allowing to calculate the whole distribution of current fluctuations through a large one dimensional system in contact with two reservoirs at unequal densities from the knowledge of its first two…

Statistical Mechanics · Physics 2009-11-10 T. Bodineau , B. Derrida

Exact theoretical results for the violation of time dependent fluctuation-dissipation relations in driven dissipative systems are presented. The ratio of correlation to delayed response in the stochastic model introduced in [Phys. Rev.…

Statistical Mechanics · Physics 2007-05-23 Yair Shokef , Guy Bunin , Dov Levine

We consider the application of fluctuation relations to the dynamics of coarse-grained systems, as might arise in a hypothetical experiment in which a system is monitored with a low-resolution measuring apparatus. We analyze a stochastic,…

Statistical Mechanics · Physics 2007-09-19 Saar Rahav , Christopher Jarzynski

This book provides a modern review of Fluctuation Relations and Fluctuation Theorems in nonequilibrium statistical mechanics. It focuses on the pioneering perspectives of Gallavotti and Cohen, according to which a fluctuation theorem…

Mathematical Physics · Physics 2026-02-13 Noé Cuneo , Vojkan Jakšić , Claude-Alain Pillet , Armen Shirikyan

We study the large fluctuations of emitted radiations in the system of $N$ non-interacting two-level atoms. Two methods are used to calculate the probability of the large fluctuations and the time dependence of the excitation and emission.…

Statistical Mechanics · Physics 2017-10-26 E. Pechersky , S. Pirogov , G. M. Schütz , A. Vladimirov , A. Yambartsev

The Gallavotti-Cohen fluctuation theorem suggests a general symmetry in the fluctuations of the entropy production, a basic concept in the theory of irreversible processes, based on results in the theory of strongly chaotic maps. We study…

Statistical Mechanics · Physics 2015-05-26 Christian Maes , Frank Redig , Michel Verschuere

We consider a system of multiscale stochastic differential equations whose slow component is drivenby a fractional Brownian motion with Hurst parameter H greater than 1/2. Under ergodic assumptions ensuring the applicability of the…

Probability · Mathematics 2025-12-10 Xue-Mei Li , Colin Piernot , Szymon Sobczak , Kexing Ying

We show that time-correlation functions of arbitrary order for any random variable in a statistical dynamical system can be calculated as higher-order response functions of the mean history of the variable. The response is to a ``control…

chao-dyn · Physics 2009-10-31 Gregory L. Eyink

In order to illuminate the properties of current fluctuations in more than one dimension, we use a lattice-based Markov process driven into a non-equilibrium steady state. Specifically, we perform a detailed study of the particle current…

Statistical Mechanics · Physics 2016-03-21 Rodrigo Villavicencio-Sanchez , Rosemary J. Harris

The frequency-dependent spectrum of current fluctuations through nano-scale channels is studied using analytical and computational techniques. Using a stochastic Nernst-Planck description and neglecting the interactions between the ions…

Statistical Mechanics · Physics 2018-04-04 Mira Zorkot , Ramin Golestanian

The additivity principle allows to compute the current distribution in many one-dimensional (1D) nonequilibrium systems. Using simulations, we confirm this conjecture in the 1D Kipnis-Marchioro-Presutti model of heat conduction for a wide…

Statistical Mechanics · Physics 2015-05-13 Pablo I. Hurtado , Pedro L. Garrido

For fluctuating currents in non-equilibrium steady states, the recently discovered thermodynamic uncertainty relation expresses a fundamental relation between their variance and the overall entropic cost associated with the driving. We show…

Statistical Mechanics · Physics 2017-07-12 Patrick Pietzonka , Felix Ritort , Udo Seifert

The Fluctuation Relation for a stationary state, kept at constant energy by a deterministic thermostat - the Gallavotti-Cohen Theorem -- relies on the ergodic properties of the system considered. We show that when perturbed by an…

Statistical Mechanics · Physics 2009-11-11 Jorge Kurchan

A generalization of fluctuation theorems in stochastic processes is proposed. The new theorem is written in terms of posterior probabilities, which are introduced via the Bayes theorem. In usual fluctuation theorems, a forward path and its…

Statistical Mechanics · Physics 2015-05-14 Jun Ohkubo

We investigate the spatio-temporal quantity of coherence for turbulent velocity fluctuations at spatial distances of the order or larger than the integral length scale $l_{0}$. Using controlled laboratory experiments, an exponential decay…

Fluid Dynamics · Physics 2022-01-19 G. Prabhudesai , S. Perrard , F. Pétrélis , S. Fauve

We solve two problems related to the fluctuations of time-integrated functionals of Markov diffusions, used in physics to model nonequilibrium systems. In the first we derive and illustrate the appropriate boundary conditions on the…

Statistical Mechanics · Physics 2023-02-01 Johan du Buisson

Current fluctuations play an important role in non-equilibrium statistical mechanics, and are a key object of interest in both theoretical studies and in practical applications. So far, most of the studies were devoted to the fluctuations…

Statistical Mechanics · Physics 2021-06-01 Bertrand Lacroix-A-Chez-Toine , Oren Raz

Fluctuation theorems have a very special place in the study of non equilibrium dynamics of physical systems. The form in which it is used most extensively is the Gallavoti-Cohen Fluctuation Theorem which is in terms of the distribution of…

Classical Physics · Physics 2015-12-01 G. S. Agarwal , Sushanta Dattagupta

A general theory is developed to study individual based models which are discrete in time. We begin by constructing a Markov chain model that converges to a one-dimensional map in the infinite population limit. Stochastic fluctuations are…

Statistical Mechanics · Physics 2014-06-03 Joseph D. Challenger , Duccio Fanelli , Alan J. McKane

We consider finite-dimensional systems of linear stochastic differential equations ${\partial_t}{x_k}\left( t \right) = {A_{kp}}\left( t \right){x_p}\left( t \right)$, ${\bf A}(t)$ being a stationary continuous statistically isotropic…

Probability · Mathematics 2023-10-26 A. S. Il'yn , A. V. Kopyev , V. A. Sirota , K. P. Zybin