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Jarzynski's identity for the free energy difference between two equilibrium states can be viewed as a special case of a more general procedure based on phase space mappings. Solving a system's equation of motion by approximate means…

Statistical Mechanics · Physics 2009-11-11 Wolfgang Lechner , Harald Oberhofer , Christoph Dellago , Phillip L. Geissler

Many real-world systems exhibit ``noisy'' evolution in time; interpreting their finitely-sampled behavior as arising from continuous-time processes (in the It\^o or Stratonovich sense) has led to significant success in modeling and analysis…

Mathematical Physics · Physics 2025-07-29 David Sabin-Miller , Daniel M. Abrams

We consider Langevin dynamics associated with a modified kinetic energy vanishing for small momenta. This allows us to freeze slow particles, and hence avoid the re-computation of inter-particle forces, which leads to computational gains.…

Statistical Mechanics · Physics 2016-07-20 Stephane Redon , Gabriel Stoltz , Zofia Trstanova

In this paper, we characterize the synchronization phenomenon of hyperchaotic scalar non-linear delay dynamics in a fully-developed chaos regime. Our results rely on the observation that, in that regime, the stationary statistical…

Chaotic Dynamics · Physics 2008-10-08 Adrian A. Budini

Equilibrium statistical mechanics provides a robust framework for characterizing phase transitions in systems whose microsopic dynamics are time-reversible. Efforts to develop and validate theoretical frameworks for time-irreversible,…

Soft Condensed Matter · Physics 2025-12-18 Stuart J. Thomson , Jack-William Barotta , Daniel M. Harris

Many stochastic processes in the physical and biological sciences can be modelled as Brownian dynamics with multiplicative noise. However, numerical integrators for these processes can lose accuracy or even fail to converge when the…

Numerical Analysis · Mathematics 2024-04-22 Dominic Phillips , Charles Matthews , Benedict Leimkuhler

We demonstrate that the fluctuation theorem of Gallavotti and Cohen can be used to characterize the class of dynamics that arises in nonthermal systems of collectively interacting particles driven over random quenched disorder. By observing…

Statistical Mechanics · Physics 2013-12-05 J. A. Drocco , C. J. Olson Reichhardt , C. Reichhardt

We investigate a class of nonequilibrium media described by Langevin dynamics that satisfies the local detailed balance. For the effective dynamics of a probe immersed in the medium, we derive an inequality that bounds the violation of the…

Statistical Mechanics · Physics 2022-05-04 Tomohiro Tanogami

Recently it has been questioned, notably in the context of the scalar singlet dark matter model with $m_\varphi^{ }\simeq 60$ GeV, how efficiently kinetic equilibrium is maintained if freeze-out dynamics is pushed down to low temperatures…

High Energy Physics - Phenomenology · Physics 2023-05-08 Seyong Kim , M. Laine

We use simple models (the Ising model in one and two dimensions, and the spherical model in arbitrary dimension) to put to the test some recent ideas on the slow dynamics of nonequilibrium systems. In this review the focus is on the…

Statistical Mechanics · Physics 2009-11-07 C. Godreche , J. M. Luck

We consider the motion of a Brownian particle moving in a potential field and driven by dichotomous noise with exponential correlation. Traditionally, the analytic as well as the numerical treatments of the problem, in general, rely on…

Statistical Mechanics · Physics 2007-05-23 Debashis Barik , Pulak Kumar Ghosh , Deb Shankar Ray

We investigate a novel type of Langevin model that describes the nonequilibrium dynamics of a classical particle interacting with a spatially extended environment. In this model, a particle, which interacts with the environment through the…

Statistical Mechanics · Physics 2015-10-20 Taiki Haga

Active matter generates order or patterns through nonequilibrium dynamics. An open research challenge is to determine how efficiently a nonequilibrium self-organising system can convert consumed energy into macroscopic order. We study an…

Adaptation and Self-Organizing Systems · Physics 2026-05-07 Qianyang Chen , Mikhail Prokopenko

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

Stochastic differential equations have proved to be a valuable governing framework for many real-world systems which exhibit ``noise'' or randomness in their evolution. One quality of interest in such systems is the shape of their…

Dynamical Systems · Mathematics 2025-02-04 David Sabin-Miller , Daniel M. Abrams

For nonequilibrium steady states, we identify observables whose fluctuations satisfy a general symmetry and for which a new reciprocity relation can be shown. Unlike the situation in recently discussed fluctuation theorems, these…

Statistical Mechanics · Physics 2015-05-26 Christian Maes , Maarten H. van Wieren

We consider the problem of inferring the dynamics of unknown (i.e. hidden) nodes from a set of observed trajectories and study analytically the average prediction error and the typical relaxation time of correlations between errors. We…

Disordered Systems and Neural Networks · Physics 2017-06-23 Barbara Bravi , Peter Sollich

Using the recently published GJF-2GJ Langevin thermostat, which can produce time-step-independent statistical measures even for large time steps, we analyze and discuss the causes for abrupt deviations in statistical data as the time step…

Statistical Mechanics · Physics 2020-01-31 Lucas Frese Grønbech Jensen , Niels Grønbech-Jensen

Quantifying and characterizing fluctuations far away from equilibrium is a challenging task. We discuss and experimentally confirm a series expansion for a driven classical system, relating the different non-equilibrium cumulants of the…

Statistical Mechanics · Physics 2025-09-29 Juliana Caspers , Karthika Krishna Kumar , Clemens Bechinger , Matthias Krüger

Macroscopic fluctuation theory has shown that a wide class of non-equilibrium stochastic dynamical systems obey a large deviation principle, but except for a few one-dimensional examples these large deviation principles are in general not…

Statistical Mechanics · Physics 2014-10-02 Gino Del Ferraro , Erik Aurell