Related papers: Dissipation induced non-Gaussian energy fluctuatio…
We discuss the fluctuation properties of equilibrium chaotic systems with constraints such as iso-kinetic and Nos\'e-Hoover thermostats. Although the dynamics of these systems does not typically preserve phase-space volumes, the average…
A new method is proposed to numerically extract the diffusivity of a (typically nonlinear) diffusion equation from underlying stochastic particle systems. The proposed strategy requires the system to be in local equilibrium and have…
Stationary non-equilibrium states describe steady flows through macroscopic systems. Although they represent the simplest generalization of equilibrium states, they exhibit a variety of new phenomena. Within a statistical mechanics…
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…
Nonequilibrium complex systems are often effectively described by the mixture of different dynamics on different time scales. Superstatistics, which is "statistics of statistics" with two largely separated time scales, offers a consistent…
Using the theory of large deviations, macroscopic fluctuation theory provides a framework to understand the behaviour of non-equilibrium dynamics and steady states in diffusive systems. We extend this framework to a minimal model of…
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…
Near equilibrium, small current fluctuations are described by a Gaussian with a linear-response variance regulated by the dissipation. Here, we demonstrate that dissipation still plays a dominant role in structuring large fluctuations…
For thermostatted dissipative systems the Fluctuation Theorem gives an analytical expression for the ratio of probabilities that the time averaged entropy production in a finite system observed for a finite time, takes on a specified value…
We discuss research done in two important areas of nonequilibrium statistical mechanics: fluctuation dissipation relations and dynamical fluctuations. In equilibrium systems the fluctuation-dissipation theorem gives a simple relation…
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…
We present a novel and flexible data-driven framework for estimating the response of higher-order moments of nonlinear stochastic systems to small external perturbations. The classical Generalized Fluctuation--Dissipation Theorem (GFDT)…
We introduce from an experimental point of view the main concepts of fluctuation theorems for work, heat and entropy production in out of equilibrium systems. We will discuss the important difference between the applications of these…
In this paper we investigate the applicability of non-equilibrium statistical mechanics to non-equilibrium damage phenomena. As an example, a fiber-bundle model with thermal noise and a fiber-bundle model with decay of fibers are…
The dynamics of a one-dimensional stochastic model is studied in presence of an absorbing boundary. The distribution of fluctuations is analytically characterized within the generalized van Kampen expansion, accounting for higher order…
We demonstrate that the Gibbs-Shannon entropy is applicable to non-equilibrium systems of any size and boundary conditions. The change in microscopic entropy can be attributed to the stochastic nature of dynamic processes and to the…
Research on pulsar timing arrays has provided preliminary evidence for the existence of a stochastic gravitational background, which, either being primordial or of astrophysical origin, will interact universally with matter distributions in…
We consider different models of stochastic dissipative equations and theoretically compute the probability distribution functions (actually the associated large deviation functions) of the time averaged injected power required to sustain a…
The classical fluctuation-dissipation theorem predicts the average response of a dynamical system to an external deterministic perturbation via time-lagged statistical correlation functions of the corresponding unperturbed system. In this…
A key feature of the classical Fluctuation Dissipation theorem is its ability to approximate the average response of a dynamical system to a sufficiently small external perturbation from an appropriate time correlation function of the…