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Acceleration of relaxation toward a fixed stationary distribution via violation of detailed balance was reported in the context of a Markov chain Monte Carlo method recently. Inspired by this result, systematic methods to violate detailed…

Statistical Mechanics · Physics 2015-06-02 Akihisa Ichiki , Masayuki Ohzeki

This essay fuses concepts and approaches used to describe fluctuating phenomena in climate systems and statistical mechanics, and explores new ideas essential for understanding such phenomena. Its starting points are the Langevin equation…

Atmospheric and Oceanic Physics · Physics 2026-02-27 Jin-Song von Storch

We show that the dynamical symmetry exists in dissipative quantum many-body systems. Under constraints on both Hamiltonian and dissipation parts, the time evolution of particular observables can be symmetric between repulsive and attractive…

Strongly Correlated Electrons · Physics 2022-06-01 Yi Zheng , Shuo Yang

We study the out-of-equilibrium dynamics of the spherical ferromagnet after a quench to its critical temperature. We calculate correlation and response functions for spin observables which probe lengthscales much larger than the lattice…

Disordered Systems and Neural Networks · Physics 2009-11-11 A. Annibale , P. Sollich

We establish a unified fluctuation-response relation for Langevin dynamics. By exploiting the common mathematical structures underlying fluctuations and responses of empirical density and current, we derive a unified identity that…

Statistical Mechanics · Physics 2026-01-26 Hyun-Myung Chun , Euijoon Kwon , Hyunggyu Park , Jae Sung Lee

We present a dynamic model based on the linear sigma model with constituent quarks that allows for studying the explicit propagation of fluctuations at a chiral critical point and a first-order phase transition. The coupled dynamics of the…

Nuclear Theory · Physics 2012-03-23 Marlene Nahrgang , Stefan Leupold , Marcus Bleicher

We consider a class of stochastic dynamical systems, called piecewise deterministic Markov processes, with states $(x, \s)\in \O\times \G$, $\O$ being a region in $\bbR^d$ or the $d$--dimensional torus, $\G$ being a finite set. The…

Statistical Mechanics · Physics 2009-02-25 Alessandra Faggionato , Davide Gabrielli , Marco Ribezzi Crivellari

The fluctuation-response relation is a fundamental relation that is applicable to systems near equilibrium. On the other hand, when a system is driven far from equilibrium, this relation is violated in general because the detailed-balance…

Statistical Mechanics · Physics 2009-11-11 Takahiro Harada , Shin-ichi Sasa

We investigate the non-equilibrium dynamics of spherical spin models with two-spin interactions. For the exactly solvable models of the d-dimensional spherical ferromagnet and the spherical Sherrington-Kirkpatrick model the asymptotic…

Statistical Mechanics · Physics 2015-06-25 W. Zippold , R. Kuehn , H. Horner

Non-equilibrium systems lack an explicit characterisation of their steady state like the Boltzmann distribution for equilibrium systems. This has drastic consequences for the inference of parameters of a model when its dynamics lacks…

Statistical Mechanics · Physics 2016-11-15 Simon L. Dettmer , H. Chau Nguyen , Johannes Berg

We study the Langevin dynamics for the family of spherical spin glass models of statistical physics, in the presence of a magnetic field. We prove that in the limit of system size N approaching infinity, the empirical state correlation, the…

Mathematical Physics · Physics 2008-06-24 Pompiliu Manuel Zamfir

We study anomalous diffusion for one-dimensional systems described by a generalized Langevin equation. We show that superdiffusion can be classified in normal superdiffusion and fast superdiffusion. For fast superdiffusion, we prove that…

Statistical Mechanics · Physics 2009-11-10 Ismael V. L. Costa , Rafael Morgado , Marcos V. B. T. Lima , Fernando A. Oliveira

Equilibrium is characterized by its fundamental properties such as the detailed balance, the fluctuation-dissipation relation, and no heat dissipation. Based on the stochastic thermodynamics, we show that these three properties are…

Statistical Mechanics · Physics 2017-08-23 Hyun Keun Lee , Sourabh Lahiri , Hyunggyu Park

The Harada-Sasa equality elegantly connects the energy dissipation rate of a moving object with its measurable violation of the Fluctuation-Dissipation Theorem (FDT). Although proven for Langevin processes, its validity remains unclear for…

Statistical Mechanics · Physics 2018-05-30 Shou-Wen Wang

Central spin systems, in which a {\it central} spin is singled out and interacts nonlocally with several {\it bath} spins, are paradigmatic models for nitrogen-vacancy centers and quantum dots. They show complex emergent dynamics and…

Statistical Mechanics · Physics 2024-03-05 Federico Carollo

The dynamics of one and two identical spheres rolling in a nearly-levitating upflow of air obey the Langevin Equation and the Fluctuation-Dissipation Relation [Ojha et al. Nature 427, 521 (2004) and Phys. Rev. E 71, 01631 (2005)]. To probe…

Soft Condensed Matter · Physics 2007-05-23 A. R. Abate , D. J. Durian

Study of Langevin dynamics and the fluctuation-dissipation relation (FDR) for a generic probe system (represented by a mass $M$), bilinearly coupled to a bath of harmonic oscillators, has been a standard paradigm for a microscopic theory of…

Statistical Mechanics · Physics 2018-04-04 Chitrak Bhadra

The steady state of a Langevin equation with short ranged memory and coloured noise is analyzed. When the fluctuation-dissipation theorem of second kind is not satisfied, the dynamics is irreversible, i.e. detailed balance is violated. We…

Statistical Mechanics · Physics 2015-05-13 Andrea Puglisi , Dario Villamaina

We introduce and analyze a natural class of nonlinear dynamics for spin systems such as the Ising model. This class of dynamics is based on the framework of mass action kinetics, which models the evolution of systems of entities under…

Probability · Mathematics 2024-12-24 Pietro Caputo , Alistair Sinclair

We solve analytically the Langevin dynamics of the classic spherical model considering the ferromagnetic exchange and a long-range antiferromagnetic interaction. Our results in the asymptotic regime, shows an equivalence in the…

Materials Science · Physics 2015-03-12 Alejandro Mendoza-Coto , Rogelio Díaz-Méndez