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The past twenty years have seen a resurgence of interest in nonequilibrium thermodynamics, thanks to advances in the theory of stochastic processes and in their thermodynamic interpretation. Fluctuation theorems provide fundamental…

Statistical Mechanics · Physics 2017-11-16 Robert Marsland , Jeremy England

A mathematical framework for the physics of nonequilibrium phenomena is gradually being developed. This review is meant to shed light on some aspects of Response Theory, on the theory of Fluctuation Relations, on the so-called "t-mixing"…

Statistical Mechanics · Physics 2015-06-18 Matteo Colangeli , Lamberto Rondoni , Antonella Verderosa

A generalisation of Takens' delay-coordinate embedding theorem to stochastic systems, the Stochastic Embedding Sufficiency Theorem, is an inverse methodology enabling non-parametric recovery of both drift and diffusion fields from scalar…

Statistical Mechanics · Physics 2026-05-12 Carolina Garcia , Lucía Perea Durán , Agnese Venezia , Alex Conradie

Extended numerical simulations enable to ascertain the diffusive behavior at finite temperatures of chiral walls and skyrmions in ultra-thin model Co layers exhibiting symmetric - Heisenberg - as well as antisymmetric -…

Mesoscale and Nanoscale Physics · Physics 2018-08-01 Jacques Miltat , Stanislas Rohart , André Thiaville

We study boundary traces of shift-invariant diffusions: two-dimensional diffusions in the upper half-plane $\mathbb{R} \times [0, \infty)$ (or in $\mathbb{R} \times [0, R)$) invariant under horizontal translations. We prove that the…

Probability · Mathematics 2019-12-03 Mateusz Kwaśnicki

Systems that are driven out of thermal equilibrium typically dissipate random quantities of energy on microscopic scales. Crooks fluctuation theorem relates the distribution of these random work costs with the corresponding distribution for…

Quantum Physics · Physics 2018-02-13 Johan Aberg

In systems possessing a spatial or dynamical symmetry breaking thermal Brownian motion combined with unbiased, non-equilibrium noise gives rise to a channelling of chance that can be used to exercise control over systems at the micro- and…

Statistical Mechanics · Physics 2009-11-10 P. Hänggi , F. Marchesoni , F. Nori

Brownian motion imposes a hard limit on the overall precision of a nanomechanical measurement. Here, we present a combined experimental and theoretical study of the Brownian dynamics of a quintessential nanomechanical system, a…

Based on direct numerical simulations and symmetry arguments, we show that the large-scale Fourier modes are useful tools to describe the flow structures and dynamics of flow reversals in Rayleigh-B\'enard convection (RBC). We observe that…

Chaotic Dynamics · Physics 2015-05-27 Mani Chandra , Mahendra K. Verma

For driven open systems in contact with multiple heat reservoirs, we find the marginal distributions of work or heat do not satisfy any fluctuation theorem, but only the joint distribution of work and heat satisfies a family of fluctuation…

Statistical Mechanics · Physics 2023-03-08 Jin-Fu Chen , H. T. Quan

This paper presents a novel formula for the transition density of the Brownian motion on a sphere of any dimension and discusses an algorithm for the simulation of the increments of the spherical Brownian motion based on this formula. The…

Statistical Mechanics · Physics 2025-04-01 Aleksandar Mijatović , Veno Mramor , Gerónimo Uribe Bravo

We analyse how the sampling dynamics of distributions evolve in score-based diffusion models using cross-fluctuations, a centered-moment statistic from statistical physics. Specifically, we show that starting from an unbiased isotropic…

Machine Learning · Computer Science 2026-05-04 Sai Niranjan Ramachandran , Manish Krishan Lal , Suvrit Sra

We start by reviewing recent probabilistic results on ergodic sums in a large class of (non-uniformly) hyperbolic dynamical systems. Namely, we describe the central limit theorem, the almost-sure convergence to the gaussian and other stable…

Dynamical Systems · Mathematics 2012-05-09 J. -R. Chazottes

Near equilibrium, the symmetric part of the time-integrated steady-state covariance, i.e., the time integral of correlation functions, is governed by the fluctuation-dissipation theorem, while the antisymmetric part vanishes due to Onsager…

Statistical Mechanics · Physics 2026-03-10 Timur Aslyamov , Massimiliano Esposito

Non-equilibrium fluctuations of various stochastic variables, such as work and entropy production, have been widely discussed recently in the context of large deviations, cumulants and fluctuation relations. Typically, one looks at the…

Statistical Mechanics · Physics 2016-08-03 Keiji Saito , Abhishek Dhar

Using the fluctuation theorem supplemented with geometric arguments, we derive universal features of the (long-time) efficiency fluctuations for thermal and isothermal machines operating under steady or periodic driving, close or far from…

Statistical Mechanics · Physics 2014-11-26 Gatien Verley , Tim Willaert , Christian Van den Broeck , Massimiliano Esposito

Symmetries constrain dynamics. We test this fundamental physical principle, experimentally and by molecular dynamics simulations, for a hot Janus swimmer operating far from thermal equilibrium. Our results establish scalar and vectorial…

Statistical Mechanics · Physics 2016-10-05 Gianmaria Falasco , Richard Pfaller , Andreas P. Bregulla , Frank Cichos , Klaus Kroy

The Gallavotti-Cohen fluctuation theorem suggests a general symmetry in the fluctuations of the entropy production, a basic concept in the theory of irreversible processes, based on results in the theory of strongly chaotic maps. We study…

Statistical Mechanics · Physics 2015-05-26 Christian Maes , Frank Redig , Michel Verschuere

The postulational basis of classical thermodynamics has been expanded to incorporate equilibrium fluctuations. The main additional elements of the proposed thermodynamic theory are the concept of quasi-equilibrium states, a definition of…

Statistical Mechanics · Physics 2019-06-11 Y. Mishin

For nonequilibrium steady states, we identify observables whose fluctuations satisfy a general symmetry and for which a new reciprocity relation can be shown. Unlike the situation in recently discussed fluctuation theorems, these…

Statistical Mechanics · Physics 2015-05-26 Christian Maes , Maarten H. van Wieren