Related papers: Fluctuation limit for interacting diffusions with …
Consider the weakly asymmetric simple exclusion processes on the one-dimensional torus. We study the non-equilibrium fluctuation of a class of additive functionals, and show that its scaling limit is a Gaussian process. The proof is mainly…
In the last ten years, a number of ``Conventional Fluctuation Theorems'' have been derived for systems with deterministic or stochastic dynamics, in a transient or in a non-equilibrium stationary state. These theorems gave explicit…
We develop stochastic mixed finite element methods for spatially adaptive simulations of fluid-structure interactions when subject to thermal fluctuations. To account for thermal fluctuations, we introduce a discrete fluctuation-dissipation…
We examine the question of whether the formal expressions of equilibrium statistical mechanics can be applied to time independent non-dissipative systems that are not in true thermodynamic equilibrium and are nonergodic. By assuming the…
In this work, we numerically verify the Jarzynski equality and Crook fluctuation theorem for a Brownian particle diffusing in a heterogeneous thermal bath and hence having a non-Gaussian position distribution. We use the…
We develop a rigorous theory of hard-sphere dynamics in the kinetic regime, away from thermal equilibrium. In the low density limit, the empirical density obeys a law of large numbers and the dynamics is governed by the Boltzmann equation.…
We study central limit theorems for a totally asymmetric, one-dimensional interacting random system. The models we work with are the Aldous-Diaconis-Hammersley process and the related stick model. The A-D-H process represents a particle…
Fluctuations associated with relaxations in far-from-equilibrium regime is of fundamental interest for a large variety of systems within broad scales. Recent advances in techniques such as spectroscopy have generated the possibility for…
The interaction of bodies in a fluid, mediated by hydrodynamic fluctuations and proposed by Dzyaloshinskii, Lifshitz, and Pitaevskii, is calculated exactly for parallel infinite planes and is shown to be attractive. The second mechanism of…
We investigate the relation between two-time, multi-spin, correlation and response functions in the non-equilibrium critical dynamics of Ising models in d=1 and d=2 spatial dimensions. In these non-equilibrium situations, the…
Fluctuations may govern the fate of an interacting particle system even on the mean-field level. This is demonstrated via a three species cyclic trapping reaction with a large, yet finite number of particles, where the final number of…
We consider the Fluctuation Dissipation Theorem (FDT) of statistical physics from a mathematical perspective. We formalize the concept of "linear response function" in the general framework of Markov processes. We show that for processes…
We establish a novel generalization of the fluctuation theorem for partially-masked nonequilibrium dynamics. We introduce a partial entropy production with a subset of all possible transitions, and show that the partial entropy production…
Small nonequilibrium systems in contact with a heat bath can be analyzed with the framework of stochastic thermodynamics. In such systems, fluctuations, which are not negligible, follow universal relations such as the fluctuation theorem.…
We show for Markov diffusion processes that the quadratic entropic bound, recently derived for the rate functions of nonequilibrium currents, can be seen as being produced by an effective process that creates current fluctuations in a…
We derive a Thermodynamic Uncertainty Relation bounding the mean squared displacement of a Gaussian process with memory, driven out of equilibrium by unbalanced thermal baths and/or by external forces. Our bound is tighter with respect to…
We extend recent results on the exact hydrodynamics of a system of diffusive active particles displaying a motility-induced phase separation to account for typical fluctuations of the dynamical fields. By calculating correlation functions…
We study the existence and the exponential ergodicity of a general interacting particle system, whose components are driven by independent diffusion processes with values in an open subset of $\mathds{R}^d$, $d\geq 1$. The interaction…
We study a model of species survival recently proposed by Michael and Volkov. We interpret it as a variant of empirical processes, in which the sample size is random and when decreasing, samples of smallest numerical values are removed.…
A new non-conservative stochastic reaction-diffusion system in which two families of random walks in two adjacent domains interact near the interface is introduced and studied in this paper. Such a system can be used to model the transport…