Related papers: Finite sampling effects on generalized fluctuation…
The fluctuation-dissipation theorem is a fundamental result in statistical physics that establishes a connection between the response of a system subject to a perturbation and the fluctuations associated with observables in equilibrium.…
The fluctuation-dissipation-theorem connects equilibrium to mildly (linearly) perturbed situations in a thermodynamic manner: It involves the observable of interest and the entropy production caused by the perturbation. We derive a relation…
Damping on an object generally depends on its conformation (shape size etc.). We consider the Langevin dynamics of a model system with a conformation dependent damping and generalize the fluctuation dissipation relation to fit in such a…
Phase transitions, sharp in the thermodynamic limit, get smeared in finite systems where macroscopic order-parameter fluctuations dominate. Achieving a coherent and complete theoretical description of these fluctuations is a central…
We consider a Brownian particle in a harmonic trap. The location of the trap is modulated according to an Ornstein-Uhlenbeck process. We investigate the fluctuation of the work done by the modulated trap on the Brownian particle in a given…
We study quantum measurements of temporal equilibrium fluctuations in macroscopic quantum systems. It is shown that the fluctuation-dissipation theorem, as a relation between observed quantities, is partially violated in quantum systems,…
Large sampling intervals can affect reconstruction of Kramers-Moyal coefficients from data. A new method, which is direct, non-stochastic and exact up to numerical accuracy, can estimate these finite-time effects. For the first time, exact…
We derive a simple closed analytical expression for the total entropy production along a single stochastic trajectory of a Brownian particle diffusing on a periodic potential under an external constant force. By numerical simulations we…
We discuss the "generalized fluctuation-dissipation relations (theorems)" for the first time suggested by us in 1977-1984 as statistical-thermodynamical consequences of time symmetry (reversibility) of microscopic dynamics. It is shown, in…
Heat fluctuations are studied in a dissipative system with both mechanical and stochastic components for a simple model: a Brownian particle dragged through water by a moving potential. An extended stationary state fluctuation theorem is…
We explore the effect of finite population sampling in design problems with many variables cross-classified in many ways. In particular, we investigate designs where we wish to sample individuals belonging to different groups for which the…
A dynamical system that undergoes a supercritical Hopf's bifurcation is perturbed by a multiplicative Brownian motion that scales with a small parameter $\epsilon$. The random fluctuations of the system at the critical point are studied…
Linear diffusions are used to model a large number of stochastic processes in physics, including small mechanical and electrical systems perturbed by thermal noise, as well as Brownian particles controlled by electrical and optical forces.…
We derive the fluctuation theorem for a stochastic and periodically driven system coupled to two reservoirs with the aid of a master equation. We write down the cumulant generating functions for both the current and entropy production in…
The fluctuation-dissipation (F-D) theorem is a fundamental result for systems near thermodynamic equilibrium, and justifies studies between microscopic and macroscopic properties. It states that the nonequilibrium relaxation dynamics is…
The probability distribution of the total entropy production in the non-equilibrium steady state follows a symmetry relation called the fluctuation theorem. When a certain part of the system is masked or hidden, it is difficult to infer the…
For fluctuating currents in non-equilibrium steady states, the recently discovered thermodynamic uncertainty relation expresses a fundamental relation between their variance and the overall entropic cost associated with the driving. We show…
Fluctuations in small biological systems can be crucial for their function. Large-deviation theory characterizes such rare events from the perspective of stochastic processes. In most cases it is very difficult to directly determine the…
We consider a one-dimensional Brownian motion under nonequilibrium feedback control. Generally, the fluctuation-dissipation theorem (FDT) is violated in driven systems under nonequilibrium conditions. We find that the degree of the FDT…
We derive an inequality relating the finite-frequency linear response and fluctuations of an observable in a physical system. The relation holds for arbitrary observables and perturbations in general Markovian dynamics, including over- and…