Related papers: Generalized integral fluctuation relation with fee…
We consider a class of interacting particle systems in continuous space of non-gradient type, which are reversible with respect to Poisson point processes with constant density. For these models, a rate of convergence was recently obtained…
The "generalized fluctuation-dissipation relations", which had anticipated the "fluctuation theorems" fifteen years before, are applied to presently popular "information to useful work conversion" to demonstrate that its success and bounds…
Based on the generalized Langevin equation for the momentum of a Brownian particle a generalized asymptotic Einstein relation is derived. It agrees with the well-known Einstein relation in the case of normal diffusion but continues to hold…
The recently developed effective field theory of fluctuations around thermal equilibrium is used to compute late-time correlation functions of conserved densities. Specializing to systems with a single conservation law, we find that the…
The fluctuation-dissipation-theorem connects equilibrium to mildly (linearly) perturbed situations in a thermodynamic manner: It involves the observable of interest and the entropy production caused by the perturbation. We derive a relation…
Recent large deviation results have provided general lower bounds for the fluctuations of time-integrated currents in the steady state of stochastic systems. A corollary are so-called thermodynamic uncertainty relations connecting precision…
In this paper we examine a control variate estimator for a quantity that can be expressed as the expectation of a functional of a random process, that is itself the solution of a differential equation driven by fast mean-reverting ergodic…
The thermodynamic uncertainty relation, which establishes a universal trade-off between nonequilibrium current fluctuations and dissipation, has been found for various Markovian systems. However, this relation has not been revealed for…
The generalized uncertainty connection between the fluctuations of a quantum observable and its temporal derivative is derived in this study, we demonstrate that the product of an observable's uncertainties and its time derivative is…
Reflected diffusions naturally arise in many problems from applications ranging from economics and mathematical biology to queueing theory. In this paper we consider a class of infinite time-horizon singular stochastic control problems for…
Large entropy fluctuations in a nonequilibrium steady state of classical mechanics were studied in extensive numerical experiments on a simple 2-freedom model with the so-called Gauss time-reversible thermostat. The local fluctuations (on a…
Observing finite regions of a bigger system is a common experience, from microscopy to molecular simulations. In the latter especially, there is ongoing interest in predicting thermodynamic properties from tracking fluctuations in finite…
We here present the complete analysis of experiments on driven Brownian motion and electric noise in a $RC$ circuit, showing that thermodynamic entropy production can be related to the breaking of time-reversal symmetry in the statistical…
The method employed by Einstein to derive his famous relation between the diffusion coefficient and the friction coefficient of a Brownian particle is used to derive a generalized Einstein relation for the mutual diffusion coefficient of a…
We consider a Brownian particle which, in addition to being in contact with a thermal bath, is driven by fluctuating forces which stem from active processes in the system, such as self-propulsion or collisions with other active particles.…
We investigate anomalous diffusion processes governed by the fractional Langevin equation and confined to a finite or semi-infinite interval by reflecting potential barriers. As the random and damping forces in the fractional Langevin…
We derive a simple closed analytical expression for the total entropy production along a single stochastic trajectory of a Brownian particle diffusing on a periodic potential under an external constant force. By numerical simulations we…
An information theory description of finite systems explicitly evolving in time is presented for classical as well as quantum mechanics. We impose a variational principle on the Shannon entropy at a given time while the constraints are set…
We present fluctuation theorems and moment generating function equalities for generalized thermodynamic observables and quantum dynamics described by completely positive trace preserving (CPTP) maps, with and without feedback control. Our…
Motivated by entropic optimal transport, time reversal of diffusion processes is revisited. An integration by parts formula is derived for the carr\'e du champ of a Markov process in an abstract space. It leads to a time reversal formula…