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The fluctuation theorem characterizes the distribution of the dissipation in nonequilibrium systems and proves that the average dissipation will be positive. For a large system with no external source of fluctuation, fluctuations in…

Statistical Mechanics · Physics 2018-12-18 Guillaume Michel , Debra J. Searles

We consider a nonlinear differential equation under the combined influence of small state-dependent Brownian perturbations of size $\varepsilon$, and fast periodic sampling with period $\delta$; $0<\varepsilon, \delta \ll 1$. Thus, state…

Probability · Mathematics 2022-05-20 Shivam Dhama , Chetan D. Pahlajani

Strong interaction with other particles or feedback from the medium on a Brownian particle entail memory effects in the effective dynamics. We discuss the extension of the fluctuation-dissipation theorem to nonequilibrium Langevin systems…

Statistical Mechanics · Physics 2013-09-23 C. Maes , S. Safaverdi , P. Visco , F. van Wijland

Background properties in experimental particle physics are typically estimated using large data sets. However, different events can exhibit different features because of the quantum mechanical nature of the underlying physics processes.…

Data Analysis, Statistics and Probability · Physics 2014-12-22 Federico Colecchia

We study the non-equilibrium version of the fluctuation-dissipation theorem (FDT) within the glass phase of Bouchaud's trap model. We incorporate into the model an arbitrary observable m and obtain its correlation and response functions in…

Statistical Mechanics · Physics 2009-11-07 Suzanne Fielding , Peter Sollich

Non-equilibrium stationary fluctuations may exhibit a special symmetry called fluctuation relations (FR). Here, we show that this property is always satisfied by the subtraction of two random and independent variables related by a…

Statistical Mechanics · Physics 2011-12-13 Adrian A. Budini

Fluctuations of the excess heat in an out of equilibrium steady state are experimentally investigated in two stochastic systems : an electric circuit with an imposed mean current and a harmonic oscillator driven out of equilibrium by a…

Statistical Mechanics · Physics 2009-11-13 Sylvain Joubaud , Nicolas Garnier , Sergio Ciliberto

Within the Rayleigh-Helmholtz model of active Brownian particles activity is due to a non-linear velocity dependent force. In the presence of an external trapping potential or a constant force, the steady state of the system breaks detailed…

Statistical Mechanics · Physics 2015-06-19 Debasish Chaudhuri

Using the theory of large deviations, macroscopic fluctuation theory provides a framework to understand the behaviour of non-equilibrium dynamics and steady states in diffusive systems. We extend this framework to a minimal model of…

Statistical Mechanics · Physics 2023-10-02 D. R. Michiel Renger , Upanshu Sharma

The classical theory of Brownian motion rests on fundamental laws of statistical mechanics, such as the equipartition theorem and the fluctuation-dissipation theorem, which are not applicable in non-isothermal situations. We derive the…

Statistical Mechanics · Physics 2014-06-10 Gianmaria Falasco , Manuel Victor Gnann , Klaus Kroy

We look into the fluctuations caused by disturbances in power systems. In the linearized system of the power systems, the disturbance is modeled by a Brownian motion process, and the fluctuations are described by the covariance matrix of…

Systems and Control · Electrical Eng. & Systems 2023-03-20 Xian Wu , Kaihua Xi , Aijie Cheng , Hai Xiang Lin , Jan H van Schuppen , Chenghui Zhang

We study the effects of random fluctuations on quantum phase transitions by the energy gap analysis. For the infinite-ranged spin-glass models with a transverse field, we find that a strong sample-to-sample fluctuation effect leads to broad…

Disordered Systems and Neural Networks · Physics 2010-04-13 Kazutaka Takahashi , Yoshiki Matsuda

It is known that the distribution of nonreversible Markov processes breaking the detailed balance condition converges faster to the stationary distribution compared to reversible processes having the same stationary distribution. This is…

Statistical Mechanics · Physics 2021-06-30 Francesco Coghi , Raphael Chetrite , Hugo Touchette

The experimental search for the QCD critical point by means of relativistic heavy-ion collisions necessitates the development of dynamical models of fluctuations. In this work we study the fluctuations of the net-baryon density near the…

Nuclear Theory · Physics 2020-11-25 Marlene Nahrgang , Marcus Bluhm

A key feature of the classical Fluctuation Dissipation theorem is its ability to approximate the average response of a dynamical system to a sufficiently small external perturbation from an appropriate time correlation function of the…

Mathematical Physics · Physics 2019-10-02 Rafail V. Abramov

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…

Statistical Mechanics · Physics 2014-04-10 Andrea Gnoli , Andrea Puglisi , Alessandro Sarracino , Angelo Vulpiani

The effect of fluctuations about the pi-flux mean field state for the undoped high-temperature superconductors is investigated. It is shown that fluctuations of the mean fields lead to a self-energy correction that doubles the band width of…

Strongly Correlated Electrons · Physics 2008-12-03 T. Morinari

Determining the work which is supplied to a system by an external agent, provides a crucial step in any experimental realization of transient fluctuation relations. This, however, poses a problem for quantum systems, where the standard…

Statistical Mechanics · Physics 2014-05-15 Gentaro Watanabe , B. Prasanna Venkatesh , Peter Talkner

In systems of diffusing particles, we investigate large deviations of a time-averaged measure of clustering around one particle. We focus on biased ensembles of trajectories, which realise large-deviation events. The bias acts on a single…

Statistical Mechanics · Physics 2021-06-02 Jakub Dolezal , Robert L. Jack

The position of a colloidal particle trapped in an external field thermally fluctuates at equilibrium. As is well known, the ambient fluid is not a simple heat bath and the particle mass appears to increase, which influences the mean square…

Soft Condensed Matter · Physics 2017-04-20 Youhei Fujitani