Related papers: Two refreshing views of Fluctuation Theorems throu…
We study Fluctuation Relations (FRs) for dynamics that are anomalous, in the sense that the diffusive properties strongly deviate from the ones of standard Brownian motion. We first briefly review the concept of transient work FRs for…
We analyze the fluctuations of the dissipated energy in a simple and general model where dissipation, diffusion and driving are the key ingredients. The large deviation function for the dissipation follows from hydrodynamic fluctuation…
Fluctuation theorems have a very special place in the study of non equilibrium dynamics of physical systems. The form in which it is used most extensively is the Gallavoti-Cohen Fluctuation Theorem which is in terms of the distribution of…
Systems with interacting degrees of freedom play a prominent role in stochastic thermodynamics. Our aim is to use the concept of detached path probabilities and detached entropy production for bipartite Markov processes and elaborate on a…
In this work we perform theoretical analysis about a coupled RC circuit with constant driven currents. Starting from stochastic differential equations, where voltages are subject to thermal noises, we derive time-correlation functions,…
A field theoretical method for the fluctuating hydrodynamics with preserving fluctuation-dissipation relations (FDR) is reformulated. It is shown that the long time behavior within the first-loop order perturbation under the assumption that…
This work is concerned with the stability properties of linear stochastic differential equations with random (drift and diffusion) coefficient matrices, and the stability of a corresponding random transition matrix (or exponential…
We consider stochastic (partial) differential equations appearing as Markovian lifts of affine Volterra processes with jumps from the point of view of the generalized Feller property which was introduced in e.g.~\cite{doetei:10}. In…
In this paper, we utilize the framework of Markov processes to attain a more probabilistic perspective on the theory of transfer operators. In doing so, we establish a functional central limit theorem (FLCT) for an $O(N)$ model associated…
We outline an extension of the classical Langevin equation to a quantum formulation of the treatment of dissipation and fluctuations of all collective degrees of freedom with unitary evolution of a many-fermion system within an extension of…
The fluctuation dissipation theorem~(FDT) is a hallmark of thermal equilibrium systems in the Gibbs state. We address the question whether the FDT is obeyed by isolated quantum systems in an energy eigenstate. In the framework of the…
There is no simple fluctuation-dissipation theorem (FDT) for nonequilibrium systems. We show that for a fluid in a nonequilibrium steady state (NESS) characterized by a constant temperature gradient there is a generalized FDT that relates…
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…
We have derived tractable cubic (p=3) and quartic (p=4) fluctuation-dissipation theorems (FDTs) for the classical one-component plasma in a form that links a single (p+1)-point dynamical structure function to a linear combination of…
We propose in this work a fractional stochastic differential equation (FSDE) model consistent with the over-damped limit of the generalized Langevin equation model. As a result of the `fluctuation-dissipation theorem', the differential…
This article studies the fluctuation behaviour of the stochastic point vortex model with common noise. Using the martingale method combined with a localization argument, we prove that the sequence of fluctuation processes converges in…
The lattice Boltzmann algorithm efficiently simulates the Navier Stokes equation of isothermal fluid flow, but ignores thermal fluctuations of the fluid, important in mesoscopic flows. We show how to adapt the algorithm to include noise,…
It is argued that the evolution of complex phenomena ought to be described by fractional, differential, stochastic equations whose solutions have scaling properties and are therefore random, fractal functions. To support this argument we…
We study Brownian motion driven with both conservative and nonconservative external forces. By using the thermodynamic approach of the theory of Brownian motion we obtain the Fokker-Planck equation and derive expressions for the Fluctuation…
Semi-Markov processes are a generalization of Markov processes since the exponential distribution of time intervals is replaced with an arbitrary distribution. This paper provides an integro-differential form of the Kolmogorov's backward…