Related papers: Two refreshing views of Fluctuation Theorems throu…
We derive a moment formula for generalized fractional polynomial processes, i.e., for polynomial-preserving Markov processes time-changed by an inverse L\'evy-subordinator. If the time change is inverse $\alpha$-stable, the time-derivative…
For a given thermodynamic system, and a given choice of coarse-grained state variables, the knowledge of a force-flux constitutive law is the basis for any nonequilibrium modeling. In the first paper of this series we established how, by a…
Acceleration of relaxation toward a fixed stationary distribution via violation of detailed balance was reported in the context of a Markov chain Monte Carlo method recently. Inspired by this result, systematic methods to violate detailed…
We discuss martingales, detrending data, and the efficient market hypothesis for stochastic processes x(t) with arbitrary diffusion coefficients D(x,t). Beginning with x-independent drift coefficients R(t) we show that Martingale stochastic…
The spontaneously oscillating hair bundle of sensory cells in the inner ear is an example of a stochastic, nonlinear oscillator driven by internal active processes. Moreover, this internal activity is adaptive -- its power input depends on…
The response of thermodynamic systems perturbed out of an equilibrium steady-state is described by the reciprocal and the fluctuation-dissipation relations. The so-called fluctuation theorems extended the study of fluctuations far beyond…
This book provides a modern review of Fluctuation Relations and Fluctuation Theorems in nonequilibrium statistical mechanics. It focuses on the pioneering perspectives of Gallavotti and Cohen, according to which a fluctuation theorem…
Let $\mu_t$ denote the critical derivative Gibbs measure of branching Brownian motion at time $t$. It has been proved by Madaule (Stochastic Process. Appl. 126 (2016), no. 2, 470--502) and Maillard and Zeitouni (Ann. Inst. Henri Poincar\'e…
We apply the macroscopic fluctuation theory (MFT) to study the large-scale dynamical properties of Brownian particles with arbitrary pairwise interaction. By combining it with standard results of equilibrium statistical mechanics for the…
Exploiting previous results on Markovian dynamics and fluctuation theorems, we study the consequences of memory effects on single realizations of nonequilibrium processes within an open system approach. The entropy production along single…
In the attempt to derive the regression theorem from the fluctuation dissipation theorem several authors claim the violation of the former theorem in the quantum case. Here we pose the question: does it exists a quantum fluctuation…
The condition of thermal equilibrium simplifies the theoretical treatment of fluctuations as found in the celebrated Einstein's relation between mobility and diffusivity for Brownian motion. Several recent theories relax the hypothesis of…
Brownian yet non-Gaussian processes have recently been observed in numerous biological systems and the corresponding theories have been built based on random diffusivity models. Considering the particularity of random diffusivity, this…
Liouville's theorem, based on the Hamiltonian flow (micro-canonical ensemble) for a many particle system, indicates that the (stationary) equilibrium probability distribution is a function of the Hamiltonian. A canonical ensemble…
We describe and implement a technique for extracting forces from the relaxation of an overdamped thermal system with normal modes. At sufficiently short time intervals, the evolution of a normal mode is well described by a one-dimensional…
We consider exponential functionals of a multi-dimensional Brownian motion with drift, defined via a collection of linear functionals. We give a characterization of the Laplace transform of their joint law as the unique bounded solution, up…
We study the temporal dissipation of variance and relative entropy for ergodic Markov Chains in continuous time, and compute explicitly the corresponding dissipation rates. These are identified, as is well known, in the case of the variance…
We write equations of motion for density variables that are equivalent to Newtons equations. We then propose a set of trial equations parameterised by two unknown functions to describe the exact equations. These are chosen to best fit the…
Based on the continuous time random walk, we derive the Fokker-Planck equations with Caputo-Fabrizio fractional derivative, which can effectively model a variety of physical phenomena, especially, the material heterogeneities and structures…
Dynamical mean-field theory (DMFT) provides an optimal local approximation for correlated lattice systems by mapping the lattice onto a self-consistent effective impurity model. To account for the missing long-range correlations, we propose…