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The structure of very complicated irregular "microscopic" (local) entropy fluctuations around a big separated "macroscopic" (global) fluctuation in the statistical equilibrium was studied in numerical experiments on a simple 2--freedom…

Chaotic Dynamics · Physics 2007-05-23 Boris Chirikov , Oleg Zhirov

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

Many natural systems show emergent phenomena at different scales, leading to scaling regimes with signatures of chaos at large scales and an apparently random behavior at small scales. These features are usually investigated quantitatively…

One of the key performance measures in queueing systems is the exponential decay rate of the steady-state tail probabilities of the queue lengths. It is known that if a corresponding fluid model is stable and the stochastic primitives have…

Probability · Mathematics 2007-05-23 David Gamarnik , Sean Meyn

Understanding fluctuation phenomena plays a dominant role in the development of many-body physics. The time evolution of entanglement is essential to a broad range of subjects in many-body physics, ranging from exotic quantum matter to…

Mesoscale and Nanoscale Physics · Physics 2024-03-06 Lih-King Lim , Cunzhong Lou , Chushun Tian

We present a mathematical theory of dynamical fluctuations for the hard sphere gas in the Boltzmann-Grad limit. We prove that: (1) fluctuations of the empirical measure from the solution of the Boltzmann equation, scaled with the square…

Analysis of PDEs · Mathematics 2022-08-26 Thierry Bodineau , Isabelle Gallagher , Laure Saint-Raymond , Sergio Simonella

These lecture notes give a short review of methods such as the matrix ansatz, the additivity principle or the macroscopic fluctuation theory, developed recently in the theory of non-equilibrium phenomena. They show how these methods allow…

Statistical Mechanics · Physics 2009-11-13 B. Derrida

We introduce and study a new class of fronts in finite particle number reaction-diffusion systems, corresponding to propagating up a reaction rate gradient. We show that these systems have no traditional mean-field limit, as the nature of…

Statistical Mechanics · Physics 2007-05-23 Elisheva Cohen , David A. Kessler , Herbert Levine

We consider a general d-dimensional quantum system of non-interacting particles, with suitable statistics, in a very large (formally infinite) container. We prove that, in equilibrium, the fluctuations in the density of particles in a…

Mathematical Physics · Physics 2007-05-23 Joel L. Lebowitz , Marco Lenci , Herbert Spohn

When can complex ecological interactions drive an entire ecosystem into a persistent non-equilibrium state, where species abundances keep fluctuating without going to extinction? We show that high-diversity spatially-extended systems, in…

Populations and Evolution · Quantitative Biology 2019-08-27 Felix Roy , Matthieu Barbier , Giulio Biroli , Guy Bunin

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

We discuss fluctuation-dissipation relations valid under general conditions even out of equilibrium. The response function is expressed in terms of unperperturbed correlation functions, where contributions peculiar to non-equilibrium can…

Statistical Mechanics · Physics 2012-03-23 Giacomo Gradenigo , Andrea Puglisi , Alessandro Sarracino , Dario Villamaina , Angelo Vulpiani

Recently it has been shown that when an equation that allows so-called pulled fronts in the mean-field limit is modelled with a stochastic model with a finite number $N$ of particles per correlation volume, the convergence to the speed…

Statistical Mechanics · Physics 2009-11-07 Debabrata Panja , Wim van Saarloos

For most stochastic dynamical systems, variables which are tightly regulated tend to respond slowly to external changes. This idea is often discussed for applicable systems, within a linear response regime, through the Fluctuation…

General Physics · Physics 2017-11-15 Nash Rochman , Sean X. Sun

This book provides a modern review of Fluctuation Relations and Fluctuation Theorems in nonequilibrium statistical mechanics. It focuses on the pioneering perspectives of Gallavotti and Cohen, according to which a fluctuation theorem…

Mathematical Physics · Physics 2026-02-13 Noé Cuneo , Vojkan Jakšić , Claude-Alain Pillet , Armen Shirikyan

The generalized elastic model encompasses several physical systems such as polymers, membranes, single file systems, fluctuating surfaces and rough interfaces. We consider the case of an applied localized potential, namely an external force…

Statistical Mechanics · Physics 2012-03-16 Alessandro Taloni , Aleksei Chechkin , Joseph Klafter

Entropy and the fluctuation-dissipation theorem are at the heart of statistical mechanics near equilibrium. Driving a system beyond the linear response regime leads to (i) the breakdown of the fluctuation-dissipation theorem and (ii) a…

Statistical Mechanics · Physics 2010-09-10 Thomas Speck

Fluctuation-dissipation relations or "theorems" (FDTs) are fundamental for statistical physics and can be rigorously derived for equilibrium systems. Their applicability to non-equilibrium systems is, however, debated. Here, we simulate an…

Statistical Mechanics · Physics 2021-09-15 Gerhard Jung , Friederike Schmid

The generating functional is derived for the fluctuation-dissipation relations which result from the unitarity and reversibility of microscopic dynamics and connect various statistical characteristics of many consecutive (continuous)…

Statistical Mechanics · Physics 2007-05-23 Yuriy E. Kuzovlev

Examples of self propulsion in strongly fluctuating environment is abound in nature, e.g., molecular motors and pumps operating in living cells. Starting from Langevin equation of motion, we develop a fluctuating thermodynamic description…

Statistical Mechanics · Physics 2015-02-20 Chandrima Ganguly , Debasish Chaudhuri