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A version of fractional diffusion on bounded domains, subject to 'homogeneous Dirichlet boundary conditions' is derived from a kinetic transport model with homogeneous inflow boundary conditions. For nonconvex domains, the result differs…

Analysis of PDEs · Mathematics 2016-07-05 Pedro Aceves-Sanchez , Christian Schmeiser

Particle simulations of the Kolmogorov flow are analyzed by the Landau-Lifshitz fluctuating hydrodynamics. It is shown that a spurious diffusion of the center of mass corrupts the statistical properties of the flow. The analytical…

Condensed Matter · Physics 2015-06-24 M. Malek Mansour , C. Van den Broeck , I. Bena , F. Baras

A fluctuation theorem is proved for the macroscopic currents of a system in a nonequilibrium steady state, by using Schnakenberg network theory. The theorem can be applied, in particular, in reaction systems where the affinities or…

Statistical Mechanics · Physics 2015-06-25 David Andrieux , Pierre Gaspard

It is proved that the distributions of scaling limits of Continuous Time Random Walks (CTRWs) solve integro-differential equations akin to Fokker-Planck Equations for diffusion processes. In contrast to previous such results, it is not…

Probability · Mathematics 2016-07-20 Boris Baeumer , Peter Straka

We present a physically inspired generalization of equilibrium response formulae, the fluctuation-dissipation theorem, to Markov jump processes possibly describing interacting particle systems out-of-equilibrium. Here, the time-dependent…

Mathematical Physics · Physics 2015-05-05 Christian Maes , Bram Wynants

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

Representations based on random walks can exploit discrete data distributions for clustering and classification. We extend such representations from discrete to continuous distributions. Transition probabilities are now calculated using a…

Machine Learning · Computer Science 2012-12-12 Chen-Hsiang Yeang , Martin Szummer

We extend a generalized integral fluctuation relation in diffusion processes that we obtained previously to the situation with feedback control. The general relation not only covers existing results but also predicts other unnoticed…

Statistical Mechanics · Physics 2015-06-17 Fei Liu , Hongcheng Xie , Zhiyue Lu

We show for Markov diffusion processes that the quadratic entropic bound, recently derived for the rate functions of nonequilibrium currents, can be seen as being produced by an effective process that creates current fluctuations in a…

Statistical Mechanics · Physics 2023-03-30 Cesare Nardini , Hugo Touchette

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

The purpose of this comment is to correct mistaken assumptions and claims made in the paper Stochastic feedback, nonlinear families of Markov processes, and nonlinear Fokker-Planck equations by T. D. Frank. Our comment centers on the claims…

Statistical Mechanics · Physics 2009-11-13 Joseph L. McCauley

We develop a unified fluctuation-response theory in the frequency domain for nonequilibrium steady states governed by overdamped Langevin dynamics and Markov jump processes. The relation expresses the power spectrum of general observables…

Statistical Mechanics · Physics 2026-05-07 Euijoon Kwon , Hyun-Myung Chun , Hyunggyu Park , Jae Sung Lee

Reaction-diffusion equations describe various spatially extended processes that unfold as traveling fronts moving at constant velocity. We introduce and solve analytically a model that, besides such fronts, supports solutions advancing as…

Biological Physics · Physics 2026-02-13 Louis Brezin , Kyle J. Shaffer , Kirill S. Korolev

This paper develops central limit theorems (CLT's) and large deviations results for additive functionals associated with reflecting diffusions in which the functional may include a term associated with the cumulative amount of boundary…

Probability · Mathematics 2014-07-10 Peter W. Glynn , Rob J. Wang

We report a fully microscopic theory for transconductivity, or, equivalently, momentum transfer rate, of Coulomb coupled electron systems. We use the Kubo linear response formalism, and our main formal result expresses the transconductivity…

Condensed Matter · Physics 2009-10-28 Karsten Flensberg , Ben Yu-Kuang Hu , Antti-Pekka Jauho , Jari M. Kinaret

A derivation of the Fluctuation-Dissipation Theorem for the microcanonical ensemble is presented using linear response theory. The theorem is stated as a relation between the frequency spectra of the symmetric correlation and response…

Statistical Mechanics · Physics 2008-09-12 Marcus V. S. Bonança

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…

A nonlinear generalization of the Fluctuation-Dissipation Theorem (FDT) for the n-point Green functions and the amputated 1PI vertex functions at finite temperature is derived in the framework of the Closed Time Path formalism. We verify…

High Energy Physics - Theory · Physics 2009-10-09 Enke Wang , Ulrich Heinz

In this paper, we extend the fluctuation theorems used for quantum channels to multitime processes. The fluctuation theorems for quantum channels are less restrictive. We show that the given entropy production can be equal to the result of…

Quantum Physics · Physics 2022-06-30 Zhiqiang Huang

We consider the wave propagation for a reaction-diffusion equation on the real line, with a random drift and Fisher-Kolmogorov-Petrovskii-Piscounov (FKPP) type nonlinear reaction. We show that when the average drift is positive, the…

Analysis of PDEs · Mathematics 2026-01-27 Dihang Guan , Hui He , Wenqing Hu , Jiaojiao Yang