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For classical systems driven out of equilibrium, Crooks derived a relation (the Crooks-Jarzynski relation), whose special cases include a relation (the Crooks relation) equivalent to the Kawasaki non-linear response relation. We derive a…

Statistical Mechanics · Physics 2014-05-26 Hiroshi Matsuoka

In this paper we propose a stochastic model predictive control (MPC) algorithm for linear discrete-time systems affected by possibly unbounded additive disturbances and subject to probabilistic constraints. Constraints are treated in…

Systems and Control · Computer Science 2019-02-15 Lukas Hewing , Melanie N. Zeilinger

Using the Feynman-Kac formula, a work fluctuation theorem for a Brownian particle in a nonconfining potential, e.g., a potential well with finite depth, is derived. The theorem yields aninequality that puts a lower bound on the average work…

Statistical Mechanics · Physics 2021-02-12 Christoph Streißnig , Holger Kantz

In systems removed from equilibrium, intrinsic microscopic fluctuations become correlated over distances comparable to the characteristic macroscopic length over which the external constraint is exerted. In order to investigate this…

comp-gas · Physics 2009-10-28 Alberto Suarez , Jean Pierre Boon , Patrick Grosfils

Metropolis Monte Carlo simulation is a powerful tool for studying the equilibrium properties of matter. In complex condensed-phase systems, however, it is difficult to design Monte Carlo moves with high acceptance probabilities that also…

Statistical Mechanics · Physics 2014-05-27 Jerome P. Nilmeier , Gavin E. Crooks , David D. L. Minh , John D. Chodera

Fluctuation theorems are fundamental results in nonequilibrium thermodynamics beyond the linear response regime. Among these, the paradigmatic Tasaki-Crooks fluctuation theorem relates the statistics of the works done in a forward…

Statistical Mechanics · Physics 2024-06-19 Gianluca Francica , Luca Dell'Anna

Measuring the thermodynamic properties of open quantum systems poses a major challenge. A calorimetric detection has been proposed as a feasible experimental scheme to measure work and fluctuation relations in open quantum systems. However,…

Quantum Physics · Physics 2016-06-15 Samu Suomela , Aki Kutvonen , Tapio Ala-Nissila

It is demonstrated that the canonical distribution for a subsystem of a closed system follows directly from the solution of the time-reversible Newtonian equation of motion in which the total energy is strictly conserved. It is shown that…

An overdamped system with a linear restoring force and two multiplicative colored noises is considered. Noise amplitudes depend on the system state $x$ as $x$ and $|x|^{\alpha}$. An exactly soluble model of a system is constructed due to…

Statistical Mechanics · Physics 2007-05-23 A. N. Vitrenko

We study systems of globally coupled interval maps, where the identical individual maps have two expanding, fractional linear, onto branches, and where the coupling is introduced via a parameter - common to all individual maps - that…

Dynamical Systems · Mathematics 2009-09-04 Jean-Baptiste Bardet , Gerhard Keller , Roland Zweimüller

Higher order time-correlators of spontaneous spin fluctuations reveal the information about spin interactions. We argue that in a broad class of spin systems one can justify a phenomenological approach to explore such correlators. Thus, we…

Statistical Mechanics · Physics 2016-02-04 Fuxiang Li , N. A. Sinitsyn

Classical spin systems with nonadditive long-range interactions are studied in the microcanonical ensemble. It is expected that the entropy of such a system is identical to that of the corresponding mean-field model, which is called…

Statistical Mechanics · Physics 2012-06-29 Takashi Mori

We discuss the roles of the macroscopic limit and of different system-environment interactions in the quantum-classical transition for a chaotic system. We consider the kicked harmonic oscillator subject to reservoirs that correspond in the…

Quantum Physics · Physics 2007-05-23 A. R. R. Carvalho , R. L. de Matos Filho , L. Davidovich

A multicanonical formalism is applied to the problem of statistical equilibrium in a complex system with a hierarchy of dynamical structures. At the small scales the system is in quasi-equilibrium and follows a Maxwell-Boltzmann…

Statistical Mechanics · Physics 2012-08-29 G. L. Vasconcelos , D. S. P. Salazar

There is a widespread recent interest in using ideas from statistical physics to model certain types of problems in economics and finance. The main idea is to derive the macroscopic behavior of the market from the random local interactions…

Probability · Mathematics 2020-10-15 Daniel Remenik

Fluctuation theorems, such as the Jarzynski equality and the Crooks relation, are effective tools connecting non-equilibrium work statistics and equilibrium free energy differences. However, detailed hands-on, reproducible protocols for…

We provide a proof of a recently conjectured universal bound on current fluctuations in Markovian processes. This bound establishes a link between the fluctuations of an individual observable current, the cycle affinities driving the system…

Statistical Mechanics · Physics 2016-07-26 Patrick Pietzonka , Andre C. Barato , Udo Seifert

Fluctuation relations are derived in systems where the spin degree of freedom and magnetic interactions play a crucial role. The form of the non-equilibrium fluctuation theorems relies in the assumption of a local balance condition. We…

Mesoscale and Nanoscale Physics · Physics 2012-06-21 Rosa Lopez , Jong Soo Lim , David Sanchez

We discuss fluctuation-dissipation relations valid under general conditions even out of equilibrium. The response function is expressed in terms of unperperturbed correlation functions, where contributions peculiar to non-equilibrium can…

Statistical Mechanics · Physics 2012-03-23 Giacomo Gradenigo , Andrea Puglisi , Alessandro Sarracino , Dario Villamaina , Angelo Vulpiani

Large entropy fluctuations in an equilibrium steady state of classical mechanics were studied in extensive numerical experiments on a simple 2--freedom strongly chaotic Hamiltonian model described by the modified Arnold cat map. The rise…

Chaotic Dynamics · Physics 2009-10-31 B. V. Chirikov , O. V. Zhirov