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The two-variable Langevin equations, modeling the Brownian motion of a particle moving in a potential and leading to the Maxwell-Boltzmann distribution of the corresponding Fokker-Planck equation, are shown to give rise to types of…

Statistical Mechanics · Physics 2015-08-10 Jiulin Du

In this paper, we take a control-theoretic approach to answering some standard questions in statistical mechanics. A central problem is the relation between systems which appear macroscopically dissipative but are microscopically lossless.…

Dynamical Systems · Mathematics 2014-10-21 Henrik Sandberg , Jean-Charles Delvenne , John C. Doyle

Based on the observation that the thermodynamic equilibrium free energy of an open quantum system in contact with a thermal environment can be understood as the difference between the free energy of the total system and that of the bare…

Statistical Mechanics · Physics 2009-06-01 Michele Campisi , Peter Talkner , Peter Hänggi

A detailed study of the mean-field solution of Langevin equations with multiplicative noise is presented. Three different regimes depending on noise-intensity (weak, intermediate, and strong-noise) are identified by performing a…

Statistical Mechanics · Physics 2009-11-11 Miguel A. Munoz , Francesca Colaiori , Claudio castellano

Thermodynamics makes definite predictions about the thermal behavior of macroscopic systems in and out of equilibrium. Statistical mechanics aims to derive this behavior from the dynamics and statistics of the atoms and molecules making up…

Statistical Mechanics · Physics 2018-03-28 Sheldon Goldstein , David A. Huse , Joel L. Lebowitz , Pablo Sartori

Recent progress on micro- and nanometer scale manipulation has opened the possibility to probe systems small enough that thermal fluctuations of energy and coordinate variables can be significant compared with their mean behavior. We…

Mesoscale and Nanoscale Physics · Physics 2012-11-02 O. -P. Saira , Y. Yoon , T. Tanttu , M. Möttönen , D. V. Averin , J. P. Pekola

Using methods of phenomenological non-equilibrium thermodynamics, the proof is performed that Jarzynski's equality is only valid in the reversible limit and that a conclusion to non-equilibrium inequalities concerning free energy and work…

Mathematical Physics · Physics 2013-07-02 Wolfgang Muschik

We show that different entropic measures of fluctuations lead to contradictory uncertainty relations for two complementary observables. We apply Tsallis and R\'{e}nyi entropies to the joint distribution emerging from a noisy simultaneous…

Quantum Physics · Physics 2013-06-24 Alfredo Luis

The famous Johnson-Nyquist formula relating noise current to conductance has a microscopic generalization relating noise current density to microscopic conductivity, with corollary relations governing noise in the components of the…

Computational Physics · Physics 2013-08-27 M. T. Homer Reid , Alejandro W. Rodriguez , Steven G. Johnson

A Langevin equation with multiplicative noise is an equation schematically of the form dq/dt = -F(q) + e(q) xi, where e(q) xi is Gaussian white noise whose amplitude e(q) depends on q itself. Such equations are ambiguous, and depend on the…

High Energy Physics - Phenomenology · Physics 2010-02-16 Peter Arnold

Quantum work fluctuation theorem (FT) commonly requires the system initially prepared in an equilibrium state. Whether there exists universal exact quantum work FT for initial state beyond equilibrium needs further discussions. Here, I…

Statistical Mechanics · Physics 2024-01-12 Bao-Ming Xu

We establish a general theory of feedback control on classical stochastic thermodynamic systems, and generalize nonequilibrium equalities such as the fluctuation theorem and the Jarzynski equality in the presence of feedback control with…

Statistical Mechanics · Physics 2015-05-28 Takahiro Sagawa , Masahito Ueda

The characteristic function for the joint measurement of the changes of two commuting observables upon an external forcing of a quantum system is derived. In particular, the statistics of the internal energy, the exchanged heat and the work…

Statistical Mechanics · Physics 2009-02-18 Peter Talkner , Michele Campisi , Peter Hänggi

The nonequilibrium fluctuation relation is a cornerstone of quantum thermodynamics. It is widely believed that the system-bath heat exchange obeys the famous Jarzynski-W\'{o}jcik fluctuation theorem. However, this theorem is established in…

Quantum Physics · Physics 2024-08-01 Wei Wu , Jun-Hong An

We look at the equilibrium of a Brownian particle in an inhomogeneous space following the alternative approach proposed in ref.[1]. We consider a coordinate dependent damping that makes the stochastic dynamics the one with multiplicative…

Statistical Mechanics · Physics 2014-10-07 Avik Biswas , A. Bhattacharyay

In the global framework of finding an axiomatic derivation of nonequilibrium Statistical Mechanics from fundamental principles, such as the maximum path entropy -- also known as Maximum Caliber principle -- , this work proposes an…

Statistical Mechanics · Physics 2017-06-28 Diego González , Sergio Davis

There are only a very few known relations in statistical dynamics that are valid for systems driven arbitrarily far-from-equilibrium. One of these is the fluctuation theorem, which places conditions on the entropy production probability…

Statistical Mechanics · Physics 2009-09-25 Gavin E. Crooks

Extensions of the Hartree-Fock-Bogoliubov theory are worked out which are tailored for, (i) the consistent evaluation of fluctuations and correlations and (ii) the restoration through projection of broken symmetries. For both purposes we…

Nuclear Theory · Physics 2007-05-23 R. Balian , H. Flocard , M. Vénéroni

These lecture notes give a short review of methods such as the matrix ansatz, the additivity principle or the macroscopic fluctuation theory, developed recently in the theory of non-equilibrium phenomena. They show how these methods allow…

Statistical Mechanics · Physics 2009-11-13 B. Derrida

We study the role of fluctuations in particle systems modeled by Dean-Kawasaki-type equations, which describe the evolution of particle densities in systems with Brownian motion. By comparing microscopic simulations, stochastic partial…

Statistical Mechanics · Physics 2026-04-16 Nathan O. Silvano , Emilio Hernández-García , Cristóbal López