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The validity of Einstein's fluctuation-dissipation relation is discussed in respect to the type of relaxation in an isothermal system. The first model, presuming isothermic fluctuations, leads to the Einstein formula. The second model…

Statistical Mechanics · Physics 2011-04-08 Roumen Tsekov

In an ensemble of non-interacting Brownian particles, a finite systematic average velocity may temporarily develop, even if it is zero initially. The effect originates from a small nonlinear correction to the dissipative force, causing the…

Statistical Mechanics · Physics 2009-11-13 A. V. Plyukhin , A. M. Froese

We use fluctuating hydrodynamics to analyze the dynamical properties in the non-equilibrium steady state of a diffusive system coupled with reservoirs. We derive the two-time correlations of the density and of the current in the…

Statistical Mechanics · Physics 2016-11-23 Tridib Sadhu , Bernard Derrida

This paper addresses the issue of inversion in cases where (1) the observation system is modeled by a linear transformation and additive noise, (2) the problem is ill-posed and regularization is introduced in a Bayesian framework by an a…

Machine Learning · Statistics 2026-02-12 Jean-François Giovannelli

In this article, we study the potential theory of normal tempered stable process which is obtained by time-changing the Brownian motion with a tempered stable subordinator. Precisely, we study the asymptotic behavior of potential density…

Probability · Mathematics 2020-04-07 Arun Kumar , Harsh Verma

We generalize the thermodynamic uncertainty relation, providing an entropic upper bound for average fluxes in time-continuous steady-state systems (Gingrich et al., Phys. Rev. Lett. 116, 120601 (2016)), to time-discrete Markov chains and to…

Statistical Mechanics · Physics 2017-10-11 Karel Proesmans , Christian Van den Broeck

We present a new approach to response around arbitrary out-of-equilibrium states in the form of a fluctuation-response inequality (FRI). We study the response of an observable to a perturbation of the underlying stochastic dynamics. We find…

Statistical Mechanics · Physics 2019-10-22 Andreas Dechant , Shin-ichi Sasa

We derive the extended fluctuation theorems in presence of multiple measurements and feedback, when the system is governed by Hamiltonian dynamics. We use only the forward phase space trajectories in the derivation. However, to obtain an…

Statistical Mechanics · Physics 2016-04-20 Sourabh Lahiri , A. M. Jayannavar

For diffusive systems that can be described by fluctuating hydrodynamics and by the Macroscopic Fluctuation Theory of Bertini et al., the total current fluctuations display universal features when the system is closed and in equilibrium.…

Statistical Mechanics · Physics 2011-11-29 Vivien Lecomte , Alberto Imparato , Frédéric Van Wijland

Recent results on the stationary state Fluctuation Theorems for work and heat fluctuations of Langevin systems are presented. The relevance of finite time corrections in understanding experimental and simulation results is explained in the…

Statistical Mechanics · Physics 2007-07-31 E. G. D. Cohen , Ramses van Zon

Flow-based generative modeling is a powerful tool for solving inverse problems in physical sciences that can be used for sampling and likelihood evaluation with much lower inference times than traditional methods. We propose to refine flows…

Machine Learning · Computer Science 2024-10-31 Benjamin Holzschuh , Nils Thuerey

We establish a connection between the scattering inverse problem and the determination of the distribution of the position of the Levy process at the exit time of a bounded interval in term of its Levy exponent.

Probability · Mathematics 2007-05-23 Sonia Fourati

Diffusion probabilistic models excel at sampling new images from learned distributions. Originally motivated by drift-diffusion concepts from physics, they apply image perturbations such as noise and blur in a forward process that results…

Image and Video Processing · Electrical Eng. & Systems 2024-06-07 Pascal Peter

In this paper, we extend the fluctuation theorems used for quantum channels to multitime processes. The fluctuation theorems for quantum channels are less restrictive. We show that the given entropy production can be equal to the result of…

Quantum Physics · Physics 2022-06-30 Zhiqiang Huang

Exponential averages that appear in integral fluctuation theorems can be recast as a sum over moments of thermodynamic observables. We use two examples to show that such moment series can exhibit non-uniform convergence in certain singular…

Statistical Mechanics · Physics 2022-05-31 Hila Katznelson , Saar Rahav

We consider the asymptotic behaviour of the fluctuation process for large stochastic systems of interacting particles driven by both idiosyncratic and common noise with an interaction kernel \(k \in L^2(\R^d) \cap L^\infty(\R^d)\). Our…

Probability · Mathematics 2026-05-28 Paul Nikolaev

Fractional Brownian motion is a Gaussian stochastic process with stationary, long-time correlated increments and is frequently used to model anomalous diffusion processes. We study numerically fractional Brownian motion confined to a finite…

Statistical Mechanics · Physics 2019-03-22 T. Guggenberger , G. Pagnini , T. Vojta , R. Metzler

There are only a very few known relations in statistical dynamics that are valid for systems driven arbitrarily far-from-equilibrium. One of these is the fluctuation theorem, which places conditions on the entropy production probability…

Statistical Mechanics · Physics 2009-09-25 Gavin E. Crooks

A finite-time fluctuation theorem is proved for the diffusion-influenced surface reaction A<->B in a domain with any geometry where the species A and B undergo diffusive transport between the reservoir and the catalytic surface. A…

Statistical Mechanics · Physics 2018-12-24 Pierre Gaspard , Raymond Kapral

We present the application of a fluctuating hydrodynamic theory to study current fluctuations in diffusive systems on a semi-infinite line in contact with a reservoir with slow coupling. We show that the distribution of the time-integrated…

Statistical Mechanics · Physics 2023-08-04 Soumyabrata Saha , Tridib Sadhu
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