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Turbulent flows are out-of-equilibrium because the energy supply at large scales and its dissipation by viscosity at small scales create a net transfer of energy among all scales. Here, the energy cascade is approximated by a combined…

Fluid Dynamics · Physics 2021-01-11 Amilcare Porporato , Milad Hooshyar , Andrew D Bragg , Gabriel Katul

Turbulent Taylor-Couette flow displays traces of axisymmetric Taylor vortices even at high Reynolds numbers. With this motivation, Feldmann & Avila (2025) carry out long-time numerical simulations of axisymmetric high-Reynolds-number…

Fluid Dynamics · Physics 2025-06-03 Laurette S. Tuckerman

We consider Brownian particles immersed in the fluid which flow is turbulent. We study the limit where the particles' inertia is weak and their velocity relaxes fast to the velocity of the flow. The trajectories of the particles in this…

Chaotic Dynamics · Physics 2011-10-25 Itzhak Fouxon , Eugene Mednikov

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…

Statistical Mechanics · Physics 2009-11-13 David Andrieux , Sergio Ciliberto , Nicolas Garnier , Pierre Gaspard , Sylvain Joubaud , Artyom Petrosyan

We study the large deviations of the time-integrated current for a driven diffusion on the circle, often used as a model of nonequilibrium systems. We obtain the large deviation functions describing the current fluctuations using a…

Statistical Mechanics · Physics 2016-09-28 Pelerine Tsobgni Nyawo , Hugo Touchette

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…

High Energy Physics - Theory · Physics 2019-12-24 Xinyi Chen-Lin , Luca V. Delacrétaz , Sean A. Hartnoll

Microbiology is the science of microbes, particularly bacteria. Many bacteria are motile: they are capable of self-propulsion. Among these, a significant class execute so-called run-and-tumble motion: they follow a fairly straight path for…

Statistical Mechanics · Physics 2012-09-06 M. E. Cates

We consider a system of multiscale stochastic differential equations whose slow component is drivenby a fractional Brownian motion with Hurst parameter H greater than 1/2. Under ergodic assumptions ensuring the applicability of the…

Probability · Mathematics 2025-12-10 Xue-Mei Li , Colin Piernot , Szymon Sobczak , Kexing Ying

A distributional symmetry is invariance of a distribution under a group of transformations. Exchangeability and stationarity are examples. We explain that a result of ergodic theory provides a law of large numbers: If the group satisfies…

Statistics Theory · Mathematics 2021-11-30 Morgane Austern , Peter Orbanz

In this work, we have studied simple models that can be solved analytically to illustrate various fluctuation theorems. These fluctuation theorems provide symmetries individually to the distributions of physical quantities like the…

Statistical Mechanics · Physics 2015-05-20 Mamata Sahoo , Sourabh Lahiri , A. M. Jayannavar

This paper is concerned with the mathematical analysis of the inverse random source problem for the time fractional diffusion equation, where the source is assumed to be driven by a fractional Brownian motion. Given the random source, the…

Analysis of PDEs · Mathematics 2020-04-22 Xiaoli Feng , Peijun Li , Xu Wang

We develop a formalism to discuss the properties of GENERIC systems in terms of corresponding Hamiltonians that appear in the characterization of large-deviation limits. We demonstrate how the GENERIC structure naturally arises from a…

Analysis of PDEs · Mathematics 2020-03-31 Richard C. Kraaij , Alexandre Lazarescu , Christian Maes , Mark A. Peletier

Atmospheric flows exhibit selfsimilar fluctuations on all scales(space-time) ranging from climate(kilometers/years) to turbulence(millimeters/seconds) manifested as fractal geometry to the global cloud cover pattern concomitant with inverse…

chao-dyn · Physics 2007-05-23 A. Mary Selvam

We study dynamical fluctuations in overdamped diffusion processes driven by time periodic forces. This is done by studying fluctuation functionals (rate functions from large deviation theory), of fluctuations around the non-equilibrium…

Statistical Mechanics · Physics 2010-03-18 Navinder Singh , Bram Wynants

The distribution of the performed work for spin glasses with gauge symmetry is considered. With the aid of the gauge symmetry, which leads to the exact/rigorous results in spin glasses, we find a fascinating relation of the performed work…

Disordered Systems and Neural Networks · Physics 2015-06-11 Masayuki Ohzeki

Brownian motion has served as a pilot of studies in diffusion and other transport phenomena for over a century. The foundation of Brownian motion, laid by Einstein, has generally been accepted to be far from being complete since the late…

Statistical Mechanics · Physics 2017-06-06 Hanqing Zhao , Hong Zhao

Dynamical systems with $\epsilon$ small random perturbations appear in both continuous mechanical motions and discrete stochastic chemical kinetics. The present work provides a detailed analysis of the central limit theorem (CLT), with a…

Mathematical Physics · Physics 2021-03-17 Yu-Chen Cheng , Hong Qian

The fluctuations in nonequilibrium systems are under intense theoretical and experimental investigation. Topical ``fluctuation relations'' describe symmetries of the statistical properties of certain observables, in a variety of models and…

Statistical Mechanics · Physics 2011-09-08 Lamberto Rondoni , Carlos Mejia-Monasterio

Diffusion is the result of repeated random scattering. It governs a wide range of phenomena from Brownian motion, to heat flow through window panes, neutron flux in fuel rods, dispersion of light in human tissue, and electronic conduction.…

Mesoscale and Nanoscale Physics · Physics 2018-07-04 Zhou Shi , Azriel Z. Genack

We study the diffusion of Brownian particles on the surface of a sphere and compute the distribution of solid angles enclosed by the diffusing particles. This function describes the distribution of geometric phases in two state quantum…

Condensed Matter · Physics 2009-10-31 M. M. G. Krishna , Joseph Samuel , Supurna Sinha
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