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Fluctuation theorems allow one to make generalised statements about the behaviour of thermodynamic quantities in systems that are driven far from thermal equilibrium. In this article we use Crooks' fluctuation theorem to understand the…

Quantum Physics · Physics 2022-08-24 M. J. Kewming , S. Shrapnel

Collections of self-propelled particles that move persistently by continuously consuming free energy are a paradigmatic example of active matter. In these systems, unlike Brownian "hot colloids", the breakdown of detailed balance yields a…

Soft Condensed Matter · Physics 2018-09-12 Suraj Shankar , M. Cristina Marchetti

Consider a large system of $N$ Brownian motions in $\mathbb{R}^d$ with some non-degenerate initial measure on some fixed time interval $[0,\beta]$ with symmetrised initial-terminal condition. That is, for any $i$, the terminal location of…

Probability · Mathematics 2007-05-23 Stefan Adams , Wolfgang König

Work fluctuation and total entropy production play crucial roles in small thermodynamic systems subject to large thermal fluctuations. We investigate a trade-off relation between them in a nonequilibrium situation in which a system starts…

Statistical Mechanics · Physics 2016-12-15 Ken Funo , Tomohiro Shitara , Masahito Ueda

The Airy distribution (AD) describes the probability distribution of the area under a Brownian excursion. The AD is prominent in several areas of physics, mathematics and computer science. Here we use a dilute colloidal system to directly…

Statistical Mechanics · Physics 2020-02-26 Tal Agranov , Pini Zilber , Naftali R. Smith , Tamir Admon , Yael Roichman , Baruch Meerson

We study the symmetry of large deviation functions associated with time-integrated currents in Markov pure jump processes. One current known to have this symmetry is the fluctuating entropy production and this is the content of the…

Statistical Mechanics · Physics 2012-12-03 A. C. Barato , R. Chetrite

We prove large deviation principles for $\int_0^t \gamma(X_s)ds$, where $X$ is a $d$-dimensional self-similar Gaussian process and $\gamma(x)$ takes the form of the Dirac delta function $\delta(x)$, $|x|^{-\beta}$ with $\beta\in (0,d)$, or…

Probability · Mathematics 2020-01-22 Xiaoming Song

The quantum fluctuations of the entropy production for fermionic systems in the Landauer-Buttiker non-equilibrium steady state are investigated. The probability distribution, governing these fluctuations, is explicitly derived by means of…

Statistical Mechanics · Physics 2017-11-22 Mihail Mintchev , Luca Santoni , Paul Sorba

We study the order statistics of one dimensional branching Brownian motion in which particles either diffuse (with diffusion constant $D$), die (with rate $d$) or split into two particles (with rate $b$). At the critical point $b=d$ which…

Statistical Mechanics · Physics 2014-06-03 Kabir Ramola , Satya N. Majumdar , Gregory Schehr

In 2000, Cohn, Kenyon and Propp studied uniformly random perfect matchings of large induced subgraphs of $\mathbb Z^2$ (a.k.a. dimer configurations or domino tilings) and developed a large deviation theory for the associated height…

Probability · Mathematics 2026-05-08 Nishant Chandgotia , Scott Sheffield , Catherine Wolfram

We consider a generic Hamiltonian system of nonlinear interacting waves with 3-wave interactions. In the kinetic regime of wave turbulence, which assumes weak nonlinearity and large system size, the relevant observable associated with the…

Statistical Mechanics · Physics 2022-09-07 Jules Guioth , Freddy Bouchet , Gregory L. Eyink

We consider a discrete-time random walk on the nodes of an unbounded hexagonal lattice. We determine the probability generating functions, the transition probabilities and the relevant moments. The convergence of the stochastic process to a…

Probability · Mathematics 2019-09-16 Antonio Di Crescenzo , Claudio Macci , Barbara Martinucci , Serena Spina

Dynamical phase transitions (DPTs) arise from qualitative changes in the long-time behavior of stochastic trajectories, often observed in systems with kinetic constraints or driven out of equilibrium. Here we demonstrate that first-order…

Statistical Mechanics · Physics 2024-07-29 Takahiro Kanazawa , Kyogo Kawaguchi , Kyosuke Adachi

We consider a reduced order model of an air-breathing hypersonic engine with a time-dependent stochastic inflow that may cause the failure of the engine. The probability of failure is analyzed by the Freidlin-Wentzell theory, the large…

Probability · Mathematics 2012-08-27 George Papanicolaou , Nicholas West , Tzu-Wei Yang

In this note - starting from $d$-dimensional (with $d>1$) fuzzy vectors - we prove Donsker's classical invariance principle. We consider a fuzzy random walk ${S^*_n}=X^*_1+\cdots+X^*_n,$ where $\{X^*_i\}_1^{\infty}$ is a sequence of…

Probability · Mathematics 2017-09-04 Jan Schneider , Roman Urban

We consider a random walk in an i.i.d. random environment on Zd and study properties of its large deviation rate function at the origin. It was proved by Comets, Gantert and Zeitouni in dimension d = 1 in 1999 and later by Varadhan in…

Probability · Mathematics 2024-11-22 Alexander Drewitz , Alejandro F. Ramírez , Santiago Saglietti , Zhicheng Zheng

In this work, we have studied simple models that can be solved analytically to illustrate various fluctuation theorems. These fluctuation theorems provide symmetries individually to the distributions of physical quantities like the…

Statistical Mechanics · Physics 2015-05-20 Mamata Sahoo , Sourabh Lahiri , A. M. Jayannavar

One-dimensional run-and-tumble processes may converge towards some localized non-equilibrium steady state when the two velocities and/or the two switching rates are space-dependent. A long dynamical trajectory can be then analyzed via the…

Statistical Mechanics · Physics 2021-08-23 Cecile Monthus

Motivated by the occurrence in rate functions of time-dependent large-deviation principles, we study a class of non-negative functions $\mathscr L$ that induce a flow, given by $\mathscr L(\rho_t,\dot\rho_t)=0$. We derive necessary and…

Functional Analysis · Mathematics 2018-01-17 Alexander Mielke , D. R. Michiel Renger , Mark A. Peletier

We derive general expressions for the free energy, entropy production and entropy extraction rates for a Brownian particle that walks in a viscous medium where the dynamics of its motion is governed by the Langevin equation. It is shown…

Statistical Mechanics · Physics 2016-09-14 Mesfin Asfaw Taye