Related papers: A generalized fluctuation relation for power-law d…
The effect of a change of noise amplitudes in overdamped diffusive systems is linked to their unperturbed behavior by means of a nonequilibrium fluctuation-response relation. This formula holds also for systems with state-independent…
The Fluctuation Theorem describes the probability ratio of observing trajectories that satisfy or violate the second law of thermodynamics. It has been proved in a number of different ways for thermostatted deterministic nonequilibrium…
Scaling properties in financial fluctuations are reviewed from the standpoint of statistical physics. We firstly show theoretically that the balance of demand and supply enhances fluctuations due to the underlying phase transition…
Relationships are obtained expressing the breaking of spin-reversal symmetry by an external magnetic field in Gibbsian canonical equilibrium states of spin systems under specific assumptions. These relationships include an exact fluctuation…
For processes during which a macroscopic system exchanges no heat with its surroundings, the second law of thermodynamics places two lower bounds on the amount of work performed on the system: a weak bound, expressed in terms of a…
The heat theorem (i.e. the second law of thermodynamics or the existence of entropy) is a manifestation of a general property of hamiltonian mechanics and of the ergodic Hypothesis. In nonequilibrium thermodynamics of stationary states the…
The fluctuation-dissipation relation tells that dissipation always accompanies with thermal fluctuations. Relativistic fluctuating hydrodynamics is used to study the effects of the thermal fluctuations in the hydrodynamic expansion of the…
We introduce a general formulation of the fluctuation-dissipation relations (FDR) holding also in far-from-equilibrium stochastic dynamics. A great advantage of this version of the FDR is that it does not require the explicit knowledge of…
Dispersion forces between neutral material bodies are due to fluctuations of the polarization of the bodies. For bodies in equilibrium these forces are often referred to as Casimir-Lifshitz forces. For bodies in relative motion, in addition…
The fluctuation theorem is the fundamental equality in nonequilibrium thermodynamics that is used to derive many important thermodynamic relations, such as the second law of thermodynamics and the Jarzynski equality. Recently, the…
The fluctuation theorem is a pivotal result of statistical physics. It quantifies the probability of observing fluctuations which are in violation of the second law of thermodynamics. More specifically, it quantifies the ratio of the…
We consider the asymptotic behaviour of the fluctuation process for large stochastic systems of interacting particles driven by both idiosyncratic and common noise with an interaction kernel \(k \in L^2(\R^d) \cap L^\infty(\R^d)\). Our…
We extend previous work to describe a class of fluctuation relations (FRs) that emerge as a consequence of symmetries at the level of stochastic trajectories in Markov chains. We prove that given such a symmetry, and for a suitable…
A generic model of stochastic autocatalytic dynamics with many degrees of freedom $w_i$ $i=1,...,N$ is studied using computer simulations. The time evolution of the $w_i$'s combines a random multiplicative dynamics $w_i(t+1) = \lambda…
We investigate Brownian motion with diffusivity alternately fluctuating between fast and slow states. We assume that sojourn-time distributions of these two states are given by exponential or power-law distributions. We develop a theory of…
In a description of physical systems with Langevin equations, interacting degrees of freedom are usually coupled through symmetric parameter matrices. This coupling symmetry is a consequence of time-reversal symmetry of the involved…
A driven granular material, e.g. a vibrated box full of sand, is a stationary system which may be very far from equilibrium. The standard equilibrium statistical mechanics is therefore inadequate to describe fluctuations in such a system.…
Systems that are driven out of thermal equilibrium typically dissipate random quantities of energy on microscopic scales. Crooks fluctuation theorem relates the distribution of these random work costs with the corresponding distribution for…
Fluctuation theorems are a class of equalities that express universal properties of the probability distribution of a fluctuating path functional such as heat, work or entropy production over an ensemble of trajectories during a…
While the warming trends of the Earth's mean temperature are evident at climatological scales, the local temperature at shorter timescales are highly fluctuating. In this letter we show that the probabilities of such fluctuations are…