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These notes give a summary of techniques used in large deviation theory to study the fluctuations of time-additive quantities, called dynamical observables, defined in the context of Langevin-type equations, which model equilibrium and…

Statistical Mechanics · Physics 2022-12-29 Hugo Touchette

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 study the emergence of gradient flows in Wasserstein distance as high friction limits of an abstract Euler flow generated by an energy functional. We develop a relative energy calculation that connects the Euler flow to the gradient flow…

Analysis of PDEs · Mathematics 2021-03-22 Corrado Lattanzio , Athanasios E. Tzavaras

Dissipation anomaly-the persistence of finite energy dissipation in the inviscid limit-is a hallmark of turbulence, sometimes regarded as the "zeroth law" of turbulent flows. Here, we demonstrate that this phenomenon is not exclusive to…

Statistical Mechanics · Physics 2025-11-25 Hiroyoshi Nakano , Yuki Minami

We present a finite element approach for diffusion problems with thermal fluctuations based on a fluctuating hydrodynamics model. The governing transport equations are stochastic partial differential equations with a fluctuating forcing…

Numerical Analysis · Mathematics 2024-03-21 P. Martínez-Lera , M. De Corato

Energy dynamics calculations in a 3D fluid simulation of drift wave turbulence in the linear Large Plasma Device (LAPD) [W. Gekelman et al., Rev. Sci. Inst. 62, 2875 (1991)] illuminate processes that drive and dissipate the turbulence.…

Plasma Physics · Physics 2013-01-07 B. Friedman , T. A. Carter , M. V. Umansky , D. Schaffner , B. Dudson

We provide a stochastic fractional diffusion equation description of energy transport through a finite one-dimensional chain of harmonic oscillators with stochastic momentum exchange and connected to Langevian type heat baths at the…

Statistical Mechanics · Physics 2019-05-22 Aritra Kundu , Cédric Bernardin , Keji Saito , Anupam Kundu , Abhishek Dhar

We consider a class of nearest-neighbor weakly asymmetric mass conservative particle systems evolving on $\mathbb{Z}$, which includes zero-range and types of exclusion processes, starting from a perturbation of a stationary state. When the…

Probability · Mathematics 2016-08-14 Patrícia Gonçalves , Milton Jara , Sunder Sethuraman

This article is concerned with the fluctuations and the concentration properties of a general class of discrete generation and mean field particle interpretations of nonlinear measure valued processes. We combine an original stochastic…

Probability · Mathematics 2012-11-09 Pierre Del Moral , Emmanuel Rio

In this Article we review some recent progresses in the field of non-equilibrium linear response theory. We show how a generalization of the fluctuation-dissipation theorem can be derived for Markov processes, and discuss the…

Statistical Mechanics · Physics 2007-07-06 Federico Corberi , Eugenio Lippiello , Marco Zannetti

A new statistical model for the combined effects of decoherence, energy redistribution and dissipation on electron transport in large quantum systems is introduced. The essential idea is to consider the electron phase information to be lost…

Mesoscale and Nanoscale Physics · Physics 2018-04-26 Thomas Stegmann , Orsolya Ujsághy , Dietrich E. Wolf

Statistical invariance of Wiener increments under SO(n) rotations provides a notion of gauge transformation of state-dependent Brownian motion. We show that the stochastic dynamics of non gauge-invariant systems is not unambiguously…

Statistical Mechanics · Physics 2013-09-06 Matteo Polettini

In this paper, we study Jarzynski's equality and fluctuation theorems for diffusion processes. While some of the results considered in the current work are known in the (mainly physics) literature, we review and generalize these…

Mathematical Physics · Physics 2019-04-09 Carsten Hartmann , Christof Schuette , Wei Zhang

Small thermodynamic systems exhibit peculiar behavior different from that observed in long-scale systems. Non-equilibrium processes taking place in those systems are strongly influenced by the presence of fluctuations which can be large.…

Statistical Mechanics · Physics 2007-05-23 J. M. Rubi

We prove a non-equilibrium functional central limit theorem for the position of a tagged particle in mean-zero one-dimensional zero-range process. The asymptotic behavior of the tagged particle is described by a stochastic differential…

Probability · Mathematics 2007-05-23 M. D. Jara , C. Landim , S. Sethuraman

By assuming that a particle of energy hbar.omega is actually a dissipative system maintained in a nonequilibrium steady state by a constant throughput of energy (heat flow), the exact Schroedinger equation is derived, both for conservative…

Quantum Physics · Physics 2008-06-02 Gerhard Groessing

We present the first example of a phase transition in a nonequilibrium steady-state that can be argued analytically to be first order. The system of interest is a two-species reaction-diffusion problem whose control parameter is the total…

Statistical Mechanics · Physics 2009-09-25 K. Oerding , F. van Wijland , J. -P. Leroy , H. J. Hilhorst

A diffusive system coupled to unequal boundary reservoirs reaches a non-equilibrium steady state. While the full-counting-statistics of current fluctuations in these states are well understood for generic systems, results for steady-state…

Statistical Mechanics · Physics 2026-01-29 Soumyabrata Saha , Tridib Sadhu

Theories of gravity in which the metric is fundamentally classical predict stochastic fluctuations in the gravitational field. In this article, we study the stochastic Klein-Gordon equation as a starting point to understand the…

General Relativity and Quantum Cosmology · Physics 2025-11-17 Jonathan Oppenheim , Emanuele Panella

We consider the nonadiabatic energy fluctuations of a many-body system in a time-dependent harmonic trap. In the presence of scale-invariance, the dynamics becomes self-similar and the nondiabatic energy fluctuations can be found in terms…

Quantum Physics · Physics 2020-05-05 Mathieu Beau , Adolfo del Campo