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We derive various exact results for Markovian systems that spontaneously relax to a non-equilibrium steady-state by using joint probability distributions symmetries of different entropy production decompositions. The analytical approach is…

Statistical Mechanics · Physics 2012-02-10 Reinaldo García-García , Vivien Lecomte , A. B. Kolton , D. Domínguez

We review recent results on the appearance of long-term persistence in climatic records and their relevance for the evaluation of global climate models and rare events.The persistence can be characterized, for example, by the correlation…

Atmospheric and Oceanic Physics · Physics 2009-11-07 Armin Bunde , Jan Eichner , Rathinaswamy Govindan , Shlomo Havlin , Eva Koscielny-Bunde , Diego Rybski , Dmitry Vjushin

A unified approach is proposed to describe the statistics of the short time dynamics of multiscale complex systems. The probability density function of the relevant time series (signal) is represented as a statistical superposition of a…

Statistical Mechanics · Physics 2019-05-06 A. M. S. Macedo , I. R. R. Gonzales , D. S. P. Salazar , G. L. Vasconcelos

Breakdown of time-reversal symmetry is a defining property of non-equilibrium systems, such as active matter, which is composed of units that consume energy. We employ a formalism that allows us to derive a class of identities associated…

Statistical Mechanics · Physics 2025-09-26 Martin Kjøllesdal Johnsrud , Ramin Golestanian

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…

Statistical Mechanics · Physics 2021-03-24 Tristan Holsten , Matthias Krüger

We study analytically the distribution of fluctuations of the quantities whose average yield the usual two-point correlation and linear response functions in three unfrustrated models: the random walk, the $d$ dimensional scalar field and…

Statistical Mechanics · Physics 2012-12-12 Federico Corberi , Leticia F. Cugliandolo

We study the stochastic behavior of heterogeneous diffusion processes with the power-law dependence $D(x)\sim|x|^{\alpha}$ of the generalized diffusion coefficient encompassing sub- and superdiffusive anomalous diffusion. Based on…

Statistical Mechanics · Physics 2014-12-24 Andrey G. Cherstvy , Ralf Metzler

In this paper we review some general properties of probability distributions which exibit a singular behavior. After introducing the matter with several examples based on various models of statistical mechanics, we discuss, with the help of…

Statistical Mechanics · Physics 2019-03-25 Federico Corberi , Alessandro Sarracino

An important result in classical stochastic thermodynamics is the work fluctuation--dissipation relation (FDR), which states that the dissipated work done along a slow process is proportional to the resulting work fluctuations. Here we show…

Quantum Physics · Physics 2019-12-11 Harry J. D. Miller , Matteo Scandi , Janet Anders , Martí Perarnau-Llobet

Thermodynamic length is a path function that generalizes the notion of length to the surface of thermodynamic states. Here, we show how to measure thermodynamic length in far-from-equilibrium single molecule experiments using the work…

Statistical Mechanics · Physics 2014-05-27 Edward H. Feng , Gavin E. Crooks

We derive the fluctuation theorem for quantum-state statistics that can be obtained when we initially measure the total energy of a quantum system at thermal equilibrium, let the system evolve unitarily, and record the quantum-state data…

Statistical Mechanics · Physics 2018-08-01 Naoto Tsuji , Masahito Ueda

When light travels through strongly scattering media with optical gain, the synergy between diffusive transport and stimulated emission can lead to lasing action. Below the threshold pump power, the emission spectrum is smooth and…

Optics · Physics 2016-02-17 Jason W. Merrill , Hui Cao , Eric R. Dufresne

Turbulence exhibits significant velocity fluctuations even if the scale is much larger than the scale of the energy supply. Since any spatial correlation is negligible, these large-scale fluctuations have many degrees of freedom and are…

Fluid Dynamics · Physics 2015-05-20 H. Mouri , A. Hori , Y. Kawashima , K. Hashimoto

Firstly the fluctuation theorems (FT) for expended work in a driven nonequilibrium system, isolated or thermostatted, together with the ensuing Jarzynski work-energy (W-E) relationships, will be discussed and reobtained. Secondly, the…

Statistical Mechanics · Physics 2016-10-31 Carolyne M. Van Vliet

A collection of $N$-diffusing interacting particles where each particle belongs to one of $K$ different populations is considered. Evolution equation for a particle from population $k$ depends on the $K$ empirical measures of particle…

Probability · Mathematics 2015-05-06 Amarjit Budhiraja , Ruoyu Wu

Fluctuation relations for the entropy production in non equilibrium stationary states of Ising models are investigated by Monte Carlo simulations. Systems in contact with heat baths at two different temperatures or subject to external…

Statistical Mechanics · Physics 2009-11-13 A. Piscitelli , F. Corberi , G. Gonnella , A. Pelizzola

We study the large fluctuations of the work injected by the random force into a Brownian particle under the action of a confining harmonic potential. In particular, we compute analytically the rate function for generic uncorrelated initial…

Statistical Mechanics · Physics 2024-12-11 Giovanni Battista Carollo , Massimiliano Semeraro , Giuseppe Gonnella , Marco Zamparo

We study the probability distribution and the escape rate in systems with delayed dissipation that comes from the coupling to a thermal bath. To logarithmic accuracy in the fluctuation intensity, the problem is reduced to a variational…

Statistical Mechanics · Physics 2015-06-04 M. I. Dykman , I. B. Schwartz

In the study of complex networks (systems), the scaling phenomenon of flow fluctuations refers to a certain power-law between the mean flux (activity) $<F_i>$ of the $i$th node and its variance $\sigma_i$ as $\sigma_i \propto < F_{i} >…

Data Analysis, Statistics and Probability · Physics 2009-05-08 Yudong Chen , Li Li , Yi Zhang , Jianming Hu

Nonextensive statistics is a formalism of statistical mechanics that describes the ocurrence of power-law distributions in complex systems, particularly the so-called $q$ exponential family of distributions. In this work we present the use…

Statistical Mechanics · Physics 2019-09-30 Haridas Umpierrez , Sergio Davis
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