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For non-equilibrium systems of interacting particles and for interacting diffusions in d dimensions, a novel fluctuation relation is derived. The theorem establishes a quantitative relation between the probabilities of observing two current…

Statistical Mechanics · Physics 2015-12-07 Carlos Pérez-Espigares , Frank Redig , Cristian Giardinà

We discuss the stochastic thermodynamics of systems that are described by a time-dependent density field, for example simple liquids and colloidal suspensions. For a time-dependent change of external parameters, we show that the Jarzynski…

Statistical Mechanics · Physics 2014-03-18 T. Leonard , B. Lander , U. Seifert , T. Speck

In this review paper, we discuss the statistical description in non-equilibrium regimes of energy fluctuations originated by the interaction between a quantum system and a measurement apparatus applying a sequence of repeated quantum…

We derive an extended fluctuation theorem for a geometric pumping in a spin-boson system under a periodic control of environmental temperatures by using a Markovian quantum master equation. We perform the Monte-Carlo simulation and obtain…

Statistical Mechanics · Physics 2017-08-16 Kota L. Watanabe , Hisao Hayakawa

Two approaches to small-scale and quantum thermodynamics are fluctuation relations and one-shot statistical mechanics. Fluctuation relations (such as Crooks' Theorem and Jarzynski's Equality) relate nonequilibrium behaviors to equilibrium…

Statistical Mechanics · Physics 2015-09-16 Nicole Yunger Halpern , Andrew J. P. Garner , Oscar C. O. Dahlsten , Vlatko Vedral

We derive various exact results for Markovian systems that spontaneously relax to a non-equilibrium steady-state by using joint probability distributions symmetries of different entropy production decompositions. The analytical approach is…

Statistical Mechanics · Physics 2012-02-10 Reinaldo García-García , Vivien Lecomte , A. B. Kolton , D. Domínguez

We introduce a continuous time-reversal operation which connects the time-forward and time-reversed trajectories in the steady state of an irreversible Markovian dynamics via a continuous family of stochastic dynamics. This continuous…

Statistical Mechanics · Physics 2022-01-10 Andreas Dechant , Shin-ichi Sasa

We discuss the fluctuation properties of equilibrium chaotic systems with constraints such as iso-kinetic and Nos\'e-Hoover thermostats. Although the dynamics of these systems does not typically preserve phase-space volumes, the average…

Statistical Mechanics · Physics 2009-08-29 T. Gilbert , J. R. Dorfman

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 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 proved when random-variable fluctuations obey the central limit theorem the equality of the uncertainty relation corresponds to the thermodynamic equilibrium state. The inequality corresponds to the thermodynamic non-equilibrium state.…

Quantum Physics · Physics 2007-05-23 You-gang Feng

We consider stochastic energy balance and entropy production (EP) in a generalized Langevin dynamics of macrospins, allowing for both amplitude and direction fluctuations, under external magnetic field. EP is calculated using Fokker-Planck…

Statistical Mechanics · Physics 2015-10-09 Swarnali Bandopadhyay , Debasish Chaudhuri , A. M. Jayannavar

Fluctuation relations are identities, holding in non-equilibrium systems, that have attracted a lot of interest in the last 20 years. This is a series of 4 lectures discussing various aspects of such relations for stochastic equations…

Mathematical Physics · Physics 2013-08-08 Krzysztof Gawedzki

A finite-time fluctuation theorem is proved for the diffusion-influenced surface reaction A<->B in a domain with any geometry where the species A and B undergo diffusive transport between the reservoir and the catalytic surface. A…

Statistical Mechanics · Physics 2018-12-24 Pierre Gaspard , Raymond Kapral

This article sets up a formalism to describe stochastic thermodynamics for driven out-of-equilibrium open quantum systems. A stochastic Schr\"odinger equation allows to construct quantum trajectories describing the dynamics of the system…

Statistical Mechanics · Physics 2016-10-17 Cyril Elouard , Alexia Auffèves , Maxime Clusel

In the last ten years, a number of ``Conventional Fluctuation Theorems'' have been derived for systems with deterministic or stochastic dynamics, in a transient or in a non-equilibrium stationary state. These theorems gave explicit…

Statistical Mechanics · Physics 2007-05-23 R. van Zon , E. G. D. Cohen

It is shown that the structure of non-equilibrium thermodynamic system far from equilibrium can be captured in terms of a generalized "Nambu dynamics", in the presence of fluctuation effects in non-equilibrium thermodynamics. Triangular…

Statistical Mechanics · Physics 2024-12-31 So Katagiri , Yoshiki Matsuoka , Akio Sugamoto

Turbulent flows are out-of-equilibrium because the energy supply at large scales and its dissipation by viscosity at small scales create a net transfer of energy among all scales. Here, the energy cascade is approximated by a combined…

Fluid Dynamics · Physics 2021-01-11 Amilcare Porporato , Milad Hooshyar , Andrew D Bragg , Gabriel Katul

All previously derived thermodynamic fluctuation theorems (FTs) that concern multiple co-evolving systems have required that each system can only change its state during an associated pre-fixed, limited set of time intervals. However, in…

Statistical Mechanics · Physics 2021-04-16 David H. Wolpert

The development of stochastic thermodynamics during the last decades prompted the discovery of novel nonequilibrium relations refining our understanding of the second law in small fluctuating systems and its connection with information…

Physics and Society · Physics 2025-11-19 Luis Irisarri , Lucas Trigal , Raúl Toral , Gonzalo Manzano
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