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Non-Gaussian noise is omnipresent in systems where the central-limit theorem is inapplicable. We here investigate the stochastic thermodynamics of small systems that are described by a general Kramers-Moyal equation that includes both…

Statistical Mechanics · Physics 2025-02-28 Arthur M. Faria , Marcus V. S. Bonanca , Eric Lutz

In this review, we scrutinize historical and modern results on the linear response of dynamical systems to external perturbations with a particular emphasis on the celebrated relationship between fluctuations and dissipation expressed by…

We compare two approaches to nonequilibrium thermodynamics, the two-generator bracket formulation of time-evolution equations for averages and the macroscopic fluctuation theory, for an isothermal driven diffusive system under steady state…

Statistical Mechanics · Physics 2010-11-10 Hans Christian Ottinger

The friction coefficient of a particle can depend on its position as it does when the particle is near a wall. We formulate the dynamics of particles with such state-dependent friction coefficients in terms of a general Langevin equation…

Soft Condensed Matter · Physics 2009-11-13 A. W. C. Lau , T. C. Lubensky

We consider a quantum Langevin kinetic equation for a system of fermions. We first derive the Langevin force noise correlation functions in Landau's Fermi-liquid kinetic theory from general considerations. We then use the resulting equation…

Statistical Mechanics · Physics 2024-01-22 T. R. Kirkpatrick , D. Belitz

We examine the nonequilibrium dynamics of a self-interacting $\lambda\phi^4$ scalar field theory. Using a real time formulation of finite temperature field theory we derive, up to two loops and $O(\lambda^2)$, the effective equation of…

High Energy Physics - Phenomenology · Physics 2009-10-22 M. Gleiser , R. O. Ramos

Starting from a careful analysis of the coupled Langevin equations for two interacting Brownian particles, we derive a method for extracting the binary friction tensor from the correlation function matrix of the instantaneous forces exerted…

Condensed Matter · Physics 2007-05-23 Lydéric Bocquet , Jean-Pierre Hansen , Jaroslaw Piasecki

We analyze theoretically the dynamics of a single colloidal particle in an externally applied electric field. The thermal motions of microions lead to an anisotropic, nonequilibrium source of noise, pro- portional to the field, in the…

Statistical Mechanics · Physics 2009-07-03 Suropriya Saha , Sriram Ramaswamy

A wide variety of dissipative and fluctuation problems involving a quantum system in a heat bath can be described by the independent-oscillator (IO) model Hamiltonian. Using Heisenberg equations of motion, this leads to a generalized…

Quantum Physics · Physics 2009-11-11 R. F. O'Connell

When a particle diffuses in a medium with spatially dependent friction coefficient $\alpha(r)$ at constant temperature $T$, it drifts toward the low friction end of the system even in the absence of any real physical force $f$. This…

Statistical Mechanics · Physics 2015-06-18 Oded Farago , Niels Grønbech-Jensen

Anomalous diffusion is discussed in the context of quantum Brownian motion with colored noise. It is shown that earlier results follow simply and directly from the fluctuation-dissipation theorem. The limits on the long-time dependence of…

Quantum Physics · Physics 2007-05-23 G. W. Ford , R. F. O'Connell

For macroscopic systems, the second law of thermodynamics establishes an inequality between the amount of work performed on a system in contact with a thermal reservoir, and the change in its free energy. For microscopic systems, this…

Statistical Mechanics · Physics 2010-02-08 Eliran Boksenbojm , Bram Wynants , Christopher Jarzynski

We review equilibrium properties for the dynamics of a single particle evolving in a visco--elastic medium under the effect of hydrodynamic backflow which includes added mass and Basset force. Arbitrary equilibrium forces acting upon the…

Statistical Mechanics · Physics 2015-01-23 Étienne Fodor , Denis S. Grebenkov , Paolo Visco , Frédéric van Wijland

A colloidal particle immersed in a bath of bacteria is a typical example of a passive particle in an active bath. To model this, we take an overdamped harmonically trapped particle subjected to a thermal and a non-equilibrium noise arising…

Statistical Mechanics · Physics 2018-08-02 Subhasish Chaki , Rajarshi Chakrabarti

The analysis of fluctuation-dissipation relations developed in Giona et al. (2024) for particle hydromechanics is extended to stochastic forcings alternative to Wiener processes, with the aim of addressing the occurrence of Gaussian…

Statistical Mechanics · Physics 2024-12-30 Chiara Pezzotti , Massimiliano Giona , Giuseppe Procopio

The principle of covariance, a cornerstone of modern physics, asserts the equivalence of all inertial frames of reference. Fluctuation theorems, as extensions of the second law of thermodynamics, establish universal connections between…

Statistical Mechanics · Physics 2025-06-18 Ji-Hui Pei , Jin-Fu Chen , H. T. Quan

We derive a Thermodynamic Uncertainty Relation bounding the mean squared displacement of a Gaussian process with memory, driven out of equilibrium by unbalanced thermal baths and/or by external forces. Our bound is tighter with respect to…

Statistical Mechanics · Physics 2023-05-23 Andrea Plati , Andrea Puglisi , Alessandro Sarracino

We study analytically the probability distribution of the heat released by an ensemble of harmonic oscillators to the thermal bath, in the nonequilibrium relaxation process following a temperature quench. We focus on the asymmetry…

Statistical Mechanics · Physics 2017-05-29 A. Crisanti , A. Sarracino , M. Zannetti

A theoretical model is introduced for constructing the vibrational Hamiltonian of Hydrogen-like atoms (HLA). The Hamiltonian is then used to derive the vibrational motion equations of HLA in Heisenberg picture. The Langevin equation will…

Quantum Physics · Physics 2020-03-26 J. Jahanpanah

We analyze the production of entropy along non-equilibrium processes in quantum systems coupled to generic environments. First, we show that the entropy production due to final measurements and the loss of correlations obeys a fluctuation…

Quantum Physics · Physics 2018-08-08 Gonzalo Manzano , Jordan M. Horowitz , Juan M. R. Parrondo