Related papers: Equilibrium fluctuations for a nongradient energy …
The nonequilibrium Fokker-Planck dynamics with a non-conservative drift field, in dimension $N\geq 2$, can be related with the non-Hermitian quantum mechanics in a real scalar potential $V$ and in a purely imaginary vector potential -$iA$…
We provide a comprehensive analysis of the positional dynamics and average thermodynamics of an overdamped Brownian particle subject to both, harmonic confinement and annealed disorder due to a temporarily fluctuating trap stiffness. We…
Diverse physical systems are characterized by their response to small perturbations. Near thermodynamic equilibrium, the fluctuation-dissipation theorem provides a powerful theoretical and experimental tool to determine the nature of…
We study diffusive mixing in the presence of thermal fluctuations under the assumption of large Schmidt number. In this regime we obtain a limiting equation that contains a diffusive thermal drift term with diffusion coefficient obeying a…
We consider a one-dimensional partial differential equation system modeling heat flow around a ring. The system includes a Klein-Gordon wave equation for a field satisfying spatial periodic boundary conditions, as well as Ornstein-Uhlenbeck…
In the diffusive hydrodynamic limit for a symmetric interacting particle system (such as the exclusion process, the zero range process, the stochastic Ginzburg-Landau model, the energy exchange model), a possibly non-linear diffusion…
We obtain the equilibrium fluctuations for the empirical density of particles for the zero-range process in the Sierpinski gasket. The limiting process is a generalized Ornstein-Uhlenbeck process generated by the Neumann Laplacian and its…
We discuss application of methods from the Kraichnan model of turbulent advection to the study of non-equilibrium concentration fluctuations arising during diffusion in liquid mixtures at high Schmidt numbers. This approach treats nonlinear…
We analyze the static response to kinetic perturbations of nonequilibrium steady states that can be modeled as diffusions. We demonstrate that kinetic response is purely a nonequilibirum effect, measuring the degree to which the…
Liquid-gas phase coexistence in a boundary-driven diffusive system is studied by analyzing fluctuating hydrodynamics of a density field defined on a one-dimensional lattice with a space interval $\Lambda$. When an interface width $\ell$ is…
Continuing our inquiry into the conditions when fluctuation-dissipation relations (FDR) may appear in the context of nonequilibrium dynamics of open quantum systems (over and beyond the conventional FDR from linear response theory) we turn…
These lecture notes give a short review of methods such as the matrix ansatz, the additivity principle or the macroscopic fluctuation theory, developed recently in the theory of non-equilibrium phenomena. They show how these methods allow…
We develop non-equilibrium theory by using averages in time and space as a generalized way to upscale thermodynamics in non-ergodic systems. The approach offers a classical perspective on the energy dynamics in fluctuating systems. The rate…
We consider fluctuations of the dissipated energy in nonlinear driven diffusive systems subject to bulk dissipation and boundary driving. With this aim, we extend the recently-introduced macroscopic fluctuation theory to nonlinear driven…
The dynamics of a one-dimensional stochastic model is studied in presence of an absorbing boundary. The distribution of fluctuations is analytically characterized within the generalized van Kampen expansion, accounting for higher order…
Recent experimental and theoretical works have shown that giant fluctuations are present during diffusion in liquid systems. We use linearized fluctuating hydrodynamics to calculate the net mass transfer due to these non equilibrium…
An $N$-particle system with stochastic interactions is considered. Interactions are driven by a Brownian noise term and total energy conservation is imposed. The evolution of the system, in velocity space, is a diffusion on a…
Stochastic processes with absorbing states feature remarkable examples of non-equilibrium universal phenomena. While a broad understanding has been progressively established in the classical regime, relatively little is known about the…
We address the experimentally observed non-Gaussian fluctuations for the energy injected into a closed turbulent flow at fixed Reynolds number. We propose that the power fluctuations mirror the internal kinetic energy fluctuations. Using a…
Fluctuation theorem is one of the major achievements in the field of nonequilibrium statistical mechanics during the past two decades. Steady-state fluctuation theorem of sample entropy production rate in terms of large deviation principle…