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Using the recently developed covariant Ito-Langevin dynamics, we develop a non-equilibrium thermodynamic theory for small systems coupled to multiplicative noises. The theory is based on Ito-calculus, and is fully covariant under…

Statistical Mechanics · Physics 2022-08-16 Mingnan Ding , Xiangjun Xing

We present a simple derivation of the integral fluctuation theorems for excess housekeeping heat for an underdamped Langevin system, without using the concept of dual dynamics. In conformity with the earlier results, we find that the…

Statistical Mechanics · Physics 2016-01-07 Sourabh Lahiri , A. M. Jayannavar

Calculating the long term solution of ordinary differential equations, such as those of the $N$-body problem, is central to understanding a wide range of dynamics in astrophysics, from galaxy formation to planetary chaos. Because generally…

Instrumentation and Methods for Astrophysics · Physics 2018-01-23 David M. Hernandez , Edmund Bertschinger

We present a regularized and renormalized version of the one-loop nonlinear relaxation equations that determine the non-equilibrium time evolution of a classical (constant) field coupled to its quantum fluctuations. We obtain a…

High Energy Physics - Theory · Physics 2009-10-30 Juergen Baacke , Katrin Heitmann , Carsten Patzold

We analytically describe the decay to equilibrium of generic observables of a non-integrable system after a perturbation in the form of a random matrix. We further obtain an analytic form for the time-averaged fluctuations of an observable…

Quantum Physics · Physics 2019-06-05 Charlie Nation , Diego Porras

The past twenty years have seen a resurgence of interest in nonequilibrium thermodynamics, thanks to advances in the theory of stochastic processes and in their thermodynamic interpretation. Fluctuation theorems provide fundamental…

Statistical Mechanics · Physics 2017-11-16 Robert Marsland , Jeremy England

The Fluctuation Theorems are a group of exact relations that remain valid irrespective of how far the system has been driven away from equilibrium. Other than having practical applications, like determination of equilibrium free energy…

Statistical Mechanics · Physics 2016-11-04 Sourabh Lahiri , A. M. Jayannavar

Molecules like water have vibrational modes with a zero-point energy well above room temperature. As a consequence, classical molecular dynamics simulations of their liquids largely underestimate the energy of modes with a higher zero-point…

Statistical Mechanics · Physics 2013-05-08 Sriram Ganeshan , Rafael Ramírez , M. V. Fernández-Serra

In striking contrast to equilibrium systems, inertia can profoundly alter the structure of active systems. Here, we demonstrate that driven systems can exhibit effective equilibrium-like states with increasing particle inertia, despite…

Soft Condensed Matter · Physics 2023-02-23 Ahmad K. Omar , Katherine Klymko , Trevor GrandPre , Phillip L. Geissler , John F. Brady

Efficient and accurate integration of stochastic (partial) differential equations with multiplicative noise can be obtained through a split-step scheme, which separates the integration of the deterministic part from that of the stochastic…

Statistical Mechanics · Physics 2009-11-10 Ivan Dornic , Hugues Chate , M. A. Munoz

There are two main approaches to non-equlibrium statistical mechanics: one using stochastic processes and the other using dynamical systems. To model the dynamics during inflation one usually adopts a stochastic description, which is known…

High Energy Physics - Theory · Physics 2016-03-29 Vitaly Vanchurin

We study work fluctuation theorems for oscillators in non-Markovian heat baths. By calculating the work distribution function for a harmonic oscillator with motion described by the generalized Langevin equation, the Jarzynski equality (JE),…

Statistical Mechanics · Physics 2009-11-11 Trieu Mai , Abhishek Dhar

When analyzing the equilibrium properties of a stochastic process, identifying the parity of the variables under time-reversal is imperative. This initial step is required to assess the presence of detailed balance, and to compute the…

Statistical Mechanics · Physics 2025-04-09 Dario Lucente , Marco Baldovin , Massimiliano Viale , Angelo Vulpiani

We propose a novel discrete Poisson equation approach to estimate the statistical error of a broad class of numerical integrators for the underdamped Langevin dynamics. The statistical error refers to the mean square error of the estimator…

Numerical Analysis · Mathematics 2024-05-14 Xuda Ye , Zhennan Zhou

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…

Statistical Mechanics · Physics 2015-06-12 Bruno Leggio , Anna Napoli , Heinz-Peter Breuer , Antonino Messina

We use a relationship between response and correlation function in nonequilibrium systems to establish a connection between the heat production and the deviations from the equilibrium fluctuation-dissipation theorem. This scheme extends the…

Statistical Mechanics · Physics 2014-04-11 E. Lippiello , M. Baiesi , A. Sarracino

Nonequilibrium statistical mechanics exhibit a variety of complex phenomena far from equilibrium. It inherits challenges of equilibrium, including accurately describing the joint distribution of a large number of configurations, and also…

Statistical Mechanics · Physics 2024-02-08 Ying Tang , Jing Liu , Jiang Zhang , Pan Zhang

We extend the framework of forward and reverse processes commonly utilized in the derivation and analysis of the nonequilibrium work relations to thermodynamic processes with repeated discrete feedback. Within this framework, we derive a…

Statistical Mechanics · Physics 2010-12-16 Jordan M. Horowitz , Suriyanarayanan Vaikuntanathan

We consider numerical methods for thermodynamic sampling, i.e. computing sequences of points distributed according to the Gibbs-Boltzmann distribution, using Langevin dynamics and overdamped Langevin dynamics (Brownian dynamics). A wide…

Statistical Mechanics · Physics 2015-01-13 Benedict Leimkuhler , Charles Matthews , Gabriel Stoltz

Stochastic reduced-order models are widely used to represent the effective dynamics of complex systems, but estimating their drift and diffusion coefficients from data remains challenging. Standard approaches often rely on short-time…

Machine Learning · Statistics 2026-04-28 Ludovico T. Giorgini