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Dunkl processes are generalizations of Brownian motion obtained by using the differential-difference operators known as Dunkl operators as a replacement of spatial partial derivatives in the heat equation. Special cases of these processes…

Mathematical Physics · Physics 2016-02-03 Sergio Andraus , Seiji Miyashita

We consider large deviations of empirical measures of diffusion processes. In a first part, we present conditions to obtain a large deviations principle (LDP) for a precise class of unbounded functions. This provides an analogue to the…

Probability · Mathematics 2020-09-23 Grégoire Ferré , Gabriel Stoltz

Celebrated fluctuation-dissipation theorem (FDT) linking the response function to time dependent correlations of observables measured in the reference unperturbed state is one of the central results in equilibrium statistical mechanics. In…

Statistical Mechanics · Physics 2025-02-19 Yan V. Fyodorov , Ewa Gudowska-Nowak , Maciej A. Nowak , Wojciech Tarnowski

A theory for non-equilibrium systems is derived from a maximum entropy approach similar in spirit to the equilibrium theory given by Gibbs. Requiring Hamilton's principle of stationary action to be satisfied on average during a trajectory,…

Statistical Mechanics · Physics 2019-02-04 David M. Rogers , Susan B. Rempe

We consider a one-dimensional XX spin chain in a nonequilibrium setting with a Lindblad-type boundary driving. By calculating large deviation rate function in the thermodynamic limit, being a generalization of free energy to a…

Statistical Mechanics · Physics 2014-01-31 Marko Znidaric

The stochastic entropy generated during the evolution of a system interacting with an environment may be separated into three components, but only two of these have a non-negative mean. The third component of entropy production is…

Statistical Mechanics · Physics 2013-05-30 Ian J. Ford , Richard E. Spinney

Fluctuation theorem is one of the major achievements in the field of nonequilibrium statistical mechanics during the past two decades. Steady-state fluctuation theorem of sample entropy production rate in terms of large deviation principle…

Probability · Mathematics 2016-08-24 Yong Chen , Hao Ge , Jie Xiong , Lihu Xu

Understanding stochastic thermodynamics of active Brownian particles (ABPs) system has been an important topic in very recent years. In this article we study a general model of active Brownian particle systems by introducing a…

Statistical Mechanics · Physics 2022-05-11 Zhiyu Cao , Jie Su , Huijun Jiang , Zhonghuai Hou

A particle with internal unobserved states diffusing in a force field will generally display effective advection-diffusion. The drift velocity is proportional to the mobility averaged over the internal states, or effective mobility, while…

Statistical Mechanics · Physics 2017-10-13 Erik Aurell , Stefano Bo

We analyze the probability distribution for entropy production rates of trajectories evolving on a class of out-of-equilibrium kinetic networks. These networks can serve as simple models for driven dynamical systems, which are of particular…

Statistical Mechanics · Physics 2014-08-05 Suriyanarayanan Vaikuntanathan , Todd R. Gingrich , Phillip L. Geissler

We study the position distribution of a single active Brownian particle (ABP) on the plane. We show that this distribution has a compact support, the boundary of which is an expanding circle. We focus on a short-time regime and employ the…

Statistical Mechanics · Physics 2020-08-19 Satya N. Majumdar , Baruch Meerson

We extend the work of Kurchan on the Gallavotti-Cohen fluctuation theorem, which yields a symmetry property of the large deviation function, to general Markov processes. These include jump processes describing the evolution of stochastic…

Statistical Mechanics · Physics 2015-06-25 Joel. L. Lebowitz , Herbert Spohn

We derive a general lower bound on distributions of entropy production in interacting active matter systems. The bound is tight in the limit that interparticle correlations are small and short-ranged, which we explore in four canonical…

Statistical Mechanics · Physics 2021-02-03 Trevor GrandPre , Katherine Klymko , Kranthi K. Mandadapu , David T. Limmer

We study the large deviations of a simple noise-perturbed dynamical system having continuous sets of steady states, which mimick those found in some partial differential equations related, for example, to turbulence problems. The system is…

Statistical Mechanics · Physics 2012-06-05 Freddy Bouchet , Hugo Touchette

For overdamped Langevin systems subjected to weak thermal noise and nonconservative forces, we establish a connection between Freidlin-Wentzell large deviations theory and stochastic thermodynamics. First, we derive a series expansion of…

Statistical Mechanics · Physics 2024-09-13 Davide Santolin , Nahuel Freitas , Massimiliano Esposito , Gianmaria Falasco

We prove the Large Deviation Principle for the empirical process in a system of locally interacting Brownian motions in the nonequilibrium dynamic. Such a phenomenon has been proven only for two lattice systems: the symmetric simple…

Probability · Mathematics 2016-01-18 Insuk Seo

The second law of thermodynamics governs that nonequilibrium systems evolve towards states of higher entropy over time. However, it does not specify the rate of this evolution and the role of fluctuations that impact the system's dynamics.…

Statistical Mechanics · Physics 2025-01-27 Mairembam Kelvin Singh , R. K. Brojen Singh , Moirangthem Shubhakanta Singh

We characterize statistical properties of the flow field in developed turbulence using concepts from stochastic thermodynamics. On the basis of data from a free air-jet experiment, we demonstrate how the dynamic fluctuations induced by…

Statistical Mechanics · Physics 2013-05-23 D. Nickelsen , A. Engel

The Large Deviations Principle (LDP) is verified for a homogeneous diffusion process with respect to a Brownian motion $B_t$, $$ X^\eps_t=x_0+\int_0^tb(X^\eps_s)ds+ \eps\int_0^t\sigma(X^\eps_s)dB_s, $$ where $b(x)$ and $\sigma(x)$ are are…

Probability · Mathematics 2011-08-24 P. Chigansky , R. Liptser

Driven diffusive systems may undergo phase transitions to sustain atypical values of the current. This leads in some cases to symmetry-broken space-time trajectories which enhance the probability of such fluctuations. Here we shed light on…

Statistical Mechanics · Physics 2018-12-19 Carlos Pérez-Espigares , Federico Carollo , Juan P. Garrahan , Pablo I. Hurtado
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