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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

Employing time-dependent projection formalism, a Fokker-Planck equation with non-Markovian transport coefficients is derived for large amplitude collective motion. Properties of transport coefficients for diffusion processes in a potential…

Nuclear Theory · Physics 2007-05-23 Noboru Takigawa , Sakir Ayik , Sachie Kimura

We complement and extend our work on fluctuation relations arising in nonequilibrium systems in steady states driven by L\'evy noise [Phys. Rev. E 76, 020101(R) (2006)]. As a concrete example, we consider a particle subjected to a drag…

Statistical Mechanics · Physics 2009-08-20 H. Touchette , E. G. D. Cohen

In this review, we scrutinize historical and modern results on the linear response of dynamical systems to external perturbations with a particular emphasis on the celebrated relationship between fluctuations and dissipation expressed by…

The Fluctuation Theorem describes the probability ratio of observing trajectories that satisfy or violate the second law of thermodynamics. It has been proved in a number of different ways for thermostatted deterministic nonequilibrium…

Statistical Mechanics · Physics 2009-10-31 Debra J. Searles , Denis J. Evans

We investigate a boundary-driven Ginzburg-Landau dynamics with long-range interactions. In the hydrodynamic limit, the macroscopic evolution is governed by a fractional heat equation with Dirichlet boundary conditions, while the…

Probability · Mathematics 2026-03-30 Cedric Bernardin , Patricia Gonçalves , João Pedro Mangi

We investigate the probability distribution of the quantum fluctuations of thermodynamic functions of finite, ballistic, phase-coherent Fermi gases. Depending on the chaotic or integrable nature of the underlying classical dynamics, on the…

Mesoscale and Nanoscale Physics · Physics 2009-11-07 P. Leboeuf , A. G. Monastra

We study the diffusion of a tracer particle driven out-of-equilibrium by an external force and traveling in a dense environment of arbitrary density. The system evolves on a discrete lattice and its stochastic dynamics is described by a…

Statistical Mechanics · Physics 2018-05-23 Pierre Illien , Olivier Bénichou , Gleb Oshanin , Alessandro Sarracino , Raphaël Voituriez

We study some mechanical problems in which a friction force is acting on the system. Using the fundamental concepts of state, time evolution and energy conservation we explain how to extend Newtonian mechanics to thermodynamics. We arrive…

Classical Physics · Physics 2015-05-14 Christian Ferrari , Christian Gruber

We consider nonequilibrium systems with complex dynamics in stationary states with large fluctuations of intensive quantities (e.g. the temperature, chemical potential, or energy dissipation) on long time scales. Depending on the…

Statistical Mechanics · Physics 2009-11-07 C. Beck , E. G. D. Cohen

Although higher-order interactions are known to affect the typical state of dynamical processes giving rise to new collective behavior, how they drive the emergence of rare events and fluctuations is still an open problem. We investigate…

Disordered Systems and Neural Networks · Physics 2024-09-09 Leonardo Di Gaetano , Giorgio Carugno , Federico Battiston , Francesco Coghi

We examine the effects of a periodically varying flow velocity on the standing and travelling wave patterns formed by the flow-distributed oscillation (FDO) mechanism. In the kinematic (or diffusionless) limit, the phase fronts undergo a…

Pattern Formation and Solitons · Physics 2009-11-11 Patrick N. McGraw , Michael Menzinger

We consider a class of either fermionic or bosonic noninteracting open quantum chains driven by dissipative interactions at the boundaries and study the interplay of coherent transport and dissipative processes, such as bulk dephasing and…

Statistical Mechanics · Physics 2017-11-17 Federico Carollo , Juan P. Garrahan , Igor Lesanovsky , Carlos Pérez-Espigares

A novel model of intermittency is presented in which the dynamics of the rates of energy transfer between successive steps in the energy cascade is described by a hierarchy of stochastic differential equations. The probability distribution…

Fluid Dynamics · Physics 2010-10-27 Domingos S. P. Salazar , Giovani L. Vasconcelos

Motivated by recent studies on the dynamics of colloidal solutions in narrow channels, we consider the steady state properties of an assembly of non interacting particles subject to the action of a traveling potential moving at a constant…

Soft Condensed Matter · Physics 2009-11-13 Pedro Tarazona , Umberto Marini Bettolo Marconi

Traffic fluctuation has so far been studied on unweighted networks. However many real traffic systems are better represented as weighted networks, where nodes and links are assigned a weight value representing their physical properties such…

Statistical Mechanics · Physics 2011-11-11 Yichao Zhang , Shi Zhou , Zhongzhi Zhang , Jihong Guan , Shuigeng Zhou , Guanrong Chen

Rate processes with dynamical disorder are investigated within a simple framework provided by unidirectional electron transfer (ET) with fluctuating transfer rate. The rate fluctuations are assumed to be described by a non-Markovian…

Statistical Mechanics · Physics 2007-05-23 Igor Goychuk

We present a general framework for systems which are prepared in a non-stationary non-equilibrium state in the absence of any perturbation, and which are then further driven through the application of a time-dependent perturbation. We…

Statistical Mechanics · Physics 2012-12-06 Gatien Verley , David Lacoste

We study an ensemble of random walkers carrying internal noisy phase oscillators which are synchronized among the walkers by local interactions. Due to individual mobility, the interaction partners of every walker change randomly, hereby…

Statistical Mechanics · Physics 2016-05-04 Robert Großmann , Fernando Peruani , Markus Bär

We establish limit theorems for the fluctuations of the rescaled occupation time of a $(d,\alpha,\beta)$-branching particle system. It consists of particles moving according to a symmetric $\alpha$-stable motion in $\mathbb{R}^d$. The…

Probability · Mathematics 2008-02-04 Piotr Milos
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