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In this paper, we revisit energy-based concepts of controllability and reformulate them for control-affine nonlinear systems perturbed by white noise. Specifically, we discuss the relation between controllability of deterministic systems…

Optimization and Control · Mathematics 2021-08-03 Carsten Hartmann , Lara Neureither , Markus Strehlau

Due to the equivalence of the statistical ensembles thermostatic properties of physical systems with short-range interactions can be calculated in different ensembles leading to the same physics. In particular, the ensemble equivalence…

Statistical Mechanics · Physics 2009-11-11 Hans Behringer

A multicanonical formalism is introduced to describe statistical equilibrium of complex systems exhibiting a hierarchy of time and length scales, where the hierarchical structure is described as a set of nested "internal heat reservoirs"…

Statistical Mechanics · Physics 2012-11-15 Domingos S. P. Salazar , Giovani L. Vasconcelos

We extend the Exchange Fluctuation Theorem for energy exchange between thermal quantum systems beyond the assumption of molecular chaos, and describe the non-equilibrium exchange dynamics of correlated quantum states. The relation…

Quantum Physics · Physics 2015-10-14 Sania Jevtic , David Jennings , Terry Rudolph , Yuji Hirono , Shojun Nakayama , Mio Murao

A system driven in the vicinity of its critical point by varying a relevant field in an arbitrary function of time is a generic system that possesses a long relaxation time compared with the driving time scale and thus represents a large…

Statistical Mechanics · Physics 2016-10-26 Baoquan Feng , Shuai Yin , Fan Zhong

We consider in this paper, a few important issues in non-equilibrium work fluctuations and their relations to equilibrium free energies. First we show that Jarzynski identity can be viewed as a cumulant expansion of work. For a switching…

Statistical Mechanics · Physics 2015-05-20 M Suman Kalyan , G Anjan Prasad , V S S Sastry , K P N Murthy

We study the equivalence of microcanonical and canonical ensembles in continuous systems, in the sense of the convergence of the corresponding Gibbs measures. This is obtained by proving a local central limit theorem and a local large…

Statistical Mechanics · Physics 2017-08-02 Nicoletta Cancrini , Stefano Olla

The asymptotic behaviour of the work probability distribution in driven non-equilibrium systems is determined using the method of optimal fluctuations. For systems described by Langevin dynamics the corresponding Euler-Lagrange equation…

Statistical Mechanics · Physics 2013-05-29 A. Engel

At non-zero temperature classical systems exhibit statistical fluctuations of thermodynamic quantities arising from the variation of the system's initial conditions and its interaction with the environment. The fluctuating work, for…

Quantum Physics · Physics 2018-02-07 Rui Sampaio , Samu Suomela , Tapio Ala-Nissila , Janet Anders , Thomas Philbin

We study the work fluctuations of two types of finite quantum spin chains under the application of a time-dependent magnetic field in the context of the fluctuation relation and Jarzynski equality. The two types of quantum chains correspond…

Statistical Mechanics · Physics 2008-05-30 Sven Dorosz , Thierry Platini , Dragi Karevski

Using the information current, we develop a Lorentz-covariant framework for modeling equilibrium fluctuations in relativistic kinetic theory in the grand-canonical ensemble. The resulting stochastic theory is proven to be causal and…

Nuclear Theory · Physics 2024-07-24 Gabriel Soares Rocha , Lorenzo Gavassino , Nicki Mullins

The Macroscopic Fluctuating Theory is presented from a practical and self consistent point of view. We take as starting point the assumption that a system at a mesoscopic scale is described by a field $\phi(x,t)$ that evolves by a Langevin…

Statistical Mechanics · Physics 2020-10-23 Pedro L. Garrido

We introduce a simple model for addressing the controversy in the study of financial systems, sometimes taken as brownian-like processes and other as critical systems with fluctuations of arbitrary magnitude. The model considers a…

General Finance · Quantitative Finance 2013-01-01 João P. da Cruz , Pedro G. Lind

The distributions of work for strongly non-equilibrium processes are studied using a very general form of a large-deviation approach, which allows one to study distributions of almost arbitrary quantities of interest for equilibrium,…

Statistical Mechanics · Physics 2013-05-07 Alexander K. Hartmann

A conditional entropic approach is discussed for nonequilibrium complex systems with a weak correlation between spatiotemporally fluctuating quantities on a large time scale. The weak correlation is found to constitute the fluctuation…

Statistical Mechanics · Physics 2023-04-04 Yuichi Itto

We experimentally demonstrate that highly structured distributions of work emerge during even the simple task of erasing a single bit. These are signatures of a refined suite of time-reversal symmetries in distinct functional classes of…

We present a multivariate central limit theorem for a general class of interacting Markov chain Monte Carlo algorithms used to solve nonlinear measure-valued equations. These algorithms generate stochastic processes which belong to the…

Probability · Mathematics 2012-01-04 Bernard Bercu , Pierre Del Moral , Arnaud Doucet

We study fluctuations in diffusion-limited reaction systems driven out of their stationary state. Using a numerically exact method, we investigate fluctuation ratios in various systems which differ by their level of violation of microscopic…

Statistical Mechanics · Physics 2009-11-13 Sven Dorosz , Michel Pleimling

In this paper, we address an important question of the relationship between fluctuation theorems for the dissipated work $W_{d} = W-\Delta F$ with general finite-time (like Jarzynski equality and Crooks relation) and infinite-time (like…

Statistical Mechanics · Physics 2019-05-31 A. Mandaiya , I. M. Khaymovich

We explore fluctuation relations in a periodically driven micromechanical torsional oscillator. In the linear regime where the modulation is weak, we verify that the ratio of the work variance to the mean work is constant, consistent with…

Statistical Mechanics · Physics 2019-09-04 P. Zhou , X. Dong , C. Stambaugh , H. B. Chan
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