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We revisit the model of a Brownian particle in a heat bath submitted to an actively controlled force proportional to the velocity that leads to thermal noise reduction (cold damping). We investigate the influence of the continuous feedback…

Statistical Mechanics · Physics 2015-06-04 T. Munakata , M. L. Rosinberg

One century after Einstein's work, Brownian Motion still remains both a fundamental open issue and a continous source of inspiration for many areas of natural sciences. We first present a discussion about stochastic and deterministic…

Chaotic Dynamics · Physics 2009-11-10 Fabio Cecconi , Massimo Cencini , Massimo Falcioni , Angelo Vulpiani

Atmospheric flows, an example of turbulent fluid flows, exhibit fractal fluctuations of all space-time scales ranging from turbulence scale of mm -sec to climate scales of thousands of kilometers - years and may be visualized as a nested…

General Physics · Physics 2010-12-01 A. M. Selvam

Fluctuation theorems are fundamental extensions of the second law of thermodynamics for small nonequilibrium systems. While work and heat are equally important forms of energy exchange, fluctuation relations have not been experimentally…

Statistical Mechanics · Physics 2022-02-24 Markus Rademacher , Michael Konopik , Maxime Debiossac , David Grass , Eric Lutz , Nikolai Kiesel

The non-thermal nature of self-propelling colloids offers new insights into non-equilibrium physics. The central mathematical model to describe their trajectories is active Brownian motion, where a particle moves with a constant speed,…

We consider a semi-linear advection equation driven by a highly-oscillatory space-time Gaussian random field, with the randomness affecting both the drift and the nonlinearity. In the linear setting, classical results show that the…

Probability · Mathematics 2018-07-04 Yu Gu , Tomasz Komorowski , Lenya Ryzhik

The fluctuation theorem, where the central quantity is the work distribution, is an important characterization of nonequilibrium thermodynamics. In this work, based on the dissipaton-equation-of-motion theory, we develop an exact method to…

Statistical Mechanics · Physics 2022-08-11 Hong Gong , Yao Wang , Xiao Zheng , Rui-Xue Xu , YiJing Yan

This paper presents some asymptotic results for statistics of Brownian semi-stationary (BSS) processes. More precisely, we consider power variations of BSS processes, which are based on high frequency (possibly higher order) differences of…

Probability · Mathematics 2013-06-04 José Manuel Corcuera , Emil Hedevang , Mikko S. Pakkanen , Mark Podolskij

The Fluctuation Theorems are a group of exact relations that remain valid irrespective of how far the system has been driven away from equilibrium. Other than having practical applications, like determination of equilibrium free energy…

Statistical Mechanics · Physics 2016-11-04 Sourabh Lahiri , A. M. Jayannavar

We develop the kinetic theory of the flux-carrying Brownian motion recently introduced in the context of open quantum systems. This model constitutes an effective description of two-dimensional dissipative particles violating both…

Statistical Mechanics · Physics 2022-07-27 Antonio A. Valido

Anomalous diffusion is an established phenomenon but still a theoretical challenge in non-equilibrium statistical mechanics. Physical models are built incrementally, and the most recent and most general family is based on the fractional…

Probability · Mathematics 2025-07-23 Christian Bender , Yana A. Butko , Mirko D'Ovidio , Gianni Pagnini

We analytically describe the decay to equilibrium of generic observables of a non-integrable system after a perturbation in the form of a random matrix. We further obtain an analytic form for the time-averaged fluctuations of an observable…

Quantum Physics · Physics 2019-06-05 Charlie Nation , Diego Porras

The fluctuation theorem is a pivotal result of statistical physics. It quantifies the probability of observing fluctuations which are in violation of the second law of thermodynamics. More specifically, it quantifies the ratio of the…

Statistical Mechanics · Physics 2011-08-26 M. Belushkin , R. Livi , G. Foffi

We consider a generic system operating under non-equilibrium conditions. Explicitly, we consider an inertial classical Brownian particle dwelling a periodic structure with a spatially broken reflection symmetry. The particle is coupled to a…

Statistical Mechanics · Physics 2020-07-15 P. Hänggi , J. Łuczka , J. Spiechowicz

We consider a multidimensional random walk in a product random environment with bounded steps, transience in some spatial direction, and high enough moments on the regeneration time. We prove an invariance principle, or functional central…

Probability · Mathematics 2015-05-13 Firas Rassoul-Agha , Timo Seppalainen

We derive the fluctuation theorem for quantum-state statistics that can be obtained when we initially measure the total energy of a quantum system at thermal equilibrium, let the system evolve unitarily, and record the quantum-state data…

Statistical Mechanics · Physics 2018-08-01 Naoto Tsuji , Masahito Ueda

A model for diffusion in liquids that couples the dynamics of tracer particles to a fluctuating Stokes equation for the fluid is investigated in the limit of large Schmidt number. In this limit, the concentration of tracers is shown to…

Statistical Mechanics · Physics 2014-04-03 A. Donev , T. G. Fai , and E. Vanden-Eijnden

Current fluctuations in boundary-driven diffusive systems are, in many cases, studied using hydrodynamic theories. Their predictions are then expected to be valid for currents which scale inversely with the system size. To study this…

Statistical Mechanics · Physics 2016-05-26 Yongjoo Baek , Yariv Kafri , Vivien Lecomte

We analyse the impact of temperature on the diffusion coefficient of an inertial Brownian particle moving in a symmetric periodic potential and driven by a symmetric time-periodic force. Recent studies have revealed the low friction regime…

Statistical Mechanics · Physics 2023-06-28 I. G. Marchenko , V. Aksenova , I. I. Marchenko , J. Łuczka , J. Spiechowicz

Diffusion and rectification of Brownian particles powered by a rotating wheel are numerically investigated in a two-dimensional channel. The nonequilibrium driving comes from the rotating wheel, which can break thermodynamical equilibrium…

Statistical Mechanics · Physics 2017-07-24 Bao-quan Ai