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Intermittency in MHD turbulence has been analyzed using high resolution 2D numerical simulations. We show that the Probability Distribution Functions (PDFs) of the fluctuations of the Elsasser fields, magnetic field and velocity field…

Chaotic Dynamics · Physics 2015-06-26 L. Sorriso-Valvo , V. Carbone , P. Veltri , H. Politano , A. Pouquet

We analyze the time series of the power loads of the 35 separated countries publicly sharing hourly data through ENTSO-E platform for more than 5 years. We apply the Multifractal Detrended Fluctuation Analysis for the demonstration of the…

Statistical Finance · Quantitative Finance 2017-06-05 Hynek Lavicka , Jiri Kracik

The transition between a regime in which thermodynamic relations apply only to ensembles of small systems coupled to a large environment and a regime in which they can be used to characterize individual macroscopic systems is analyzed in…

Statistical Mechanics · Physics 2015-05-30 Alberto Suárez , Robert Silbey , Irwin Oppenheim

We study numerically multifractal properties of two models of one-dimensional quantum maps, a map with pseudointegrable dynamics and intermediate spectral statistics, and a map with an Anderson-like transition recently implemented with cold…

Chaotic Dynamics · Physics 2010-10-18 John Martin , Ignacio Garcia-Mata , Olivier Giraud , Bertrand Georgeot

Anderson localization is the ubiquitous phenomenon of inhibition of transport of classical and quantum waves in a disordered medium. In dimension one, it is well known that all states are localized, implying that the distribution of an…

Disordered Systems and Neural Networks · Physics 2022-06-14 Clément Hainaut , Jean-François Clément , Pascal Szriftgiser , Jean Claude Garreau , Adam Rançon , Radu Chicireanu

Firstly the fluctuation theorems (FT) for expended work in a driven nonequilibrium system, isolated or thermostatted, together with the ensuing Jarzynski work-energy (W-E) relationships, will be discussed and reobtained. Secondly, the…

Statistical Mechanics · Physics 2016-10-31 Carolyne M. Van Vliet

We experimentally study the fluctuations of the work done by an external Gaussian random force on two different stochastic systems coupled to a thermal bath: a colloidal particle in an optical trap and an atomic force microscopy cantilever.…

Statistical Mechanics · Physics 2010-04-20 Juan Ruben Gomez-Solano , Ludovic Bellon , Artyom Petrosyan , Sergio Ciliberto

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

The article reviews recent developments in the theory of fluctuations and correlations of energy levels and eigenfunction amplitudes in diffusive mesoscopic samples. Various spatial geometries are considered, with emphasis on…

Disordered Systems and Neural Networks · Physics 2009-10-31 Alexander D. Mirlin

The probability density functions (PDFs) for energy dissipation rates, created from time-series data of grid turbulence in a wind tunnel, are analyzed in a high precision by the theoretical formulae for PDFs within multifractal PDF theory…

Fluid Dynamics · Physics 2015-06-03 Toshihico Arimitsu , Naoko Arimitsu , Hideaki Mouri

The Jarzynski equality is generalized to situations in which nonequilibrium systems are subject to a feedback control. The new terms that arise as a consequence of the feedback describe the mutual information content obtained by measurement…

Statistical Mechanics · Physics 2015-05-13 Takahiro Sagawa , Masahito Ueda

The inverse structure functions of exit distances have been introduced as a novel diagnostic of turbulence which emphasizes the more laminar regions [1-4]. Using Taylor's frozen field hypothesis, we investigate the statistical properties of…

Fluid Dynamics · Physics 2007-05-23 W. -X. Zhou , D. Sornette , W. -K. Yuan

Work in isolated quantum systems is a random variable and its probability distribution function obeys the celebrated fluctuation theorems of Crooks and Jarzynski. In this study, we provide a simple way to describe the work probability…

Quantum Physics · Physics 2019-12-04 Eric G. Arrais , Diego A. Wisniacki , Augusto J. Roncaglia , Fabricio Toscano

The time-dependent work probability distribution function $P(W)$ is investigated analytically for a diffusing particle trapped by an anisotropic harmonic potential and driven by a nonconservative drift force in two dimensions. We find that…

Statistical Mechanics · Physics 2015-06-12 Jae Dong Noh , Chulan Kwon , Hyunggyu Park

We study the joint probability distribution function of the work and the change of photon number of the nonequilibrium process of driving the electromagnetic (EM) field in a three-dimensional cavity with an oscillating boundary. The system…

Quantum Physics · Physics 2019-05-22 Zhaoyu Fei , Jing-Ning Zhang , Rui Pan , Tian Qiu , H. T. Quan

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

The Boltzmann-Gibbs probability distributions generated by logarithmically correlated random potentials provide a simple yet nontrivial example of disorder-induced multifractal measures. We introduce and discuss two analytically tractable…

Disordered Systems and Neural Networks · Physics 2015-05-14 Yan V Fyodorov

We analytically calculate the work distribution of a quantum harmonic oscillator with arbitrary time-dependent angular frequency. We provide detailed expressions for the work probability density for adiabatic and nonadiabatic processes, in…

Statistical Mechanics · Physics 2010-04-12 Sebastian Deffner , Eric Lutz

Multifractal dimensions allow for characterizing the localization properties of states in complex quantum systems. For ergodic states the finite-size versions of fractal dimensions converge to unity in the limit of large system size.…

Statistical Mechanics · Physics 2019-10-30 Arnd Bäcker , Masudul Haque , Ivan M. Khaymovich

Bridging equilibrium and nonequilibrium statistical physics attracts sustained interest. Hallmarks of nonequilibrium systems include a breakdown of detailed balance, and an absence of a priori potential function corresponding to the…

Statistical Mechanics · Physics 2015-04-24 Ying Tang , Ruoshi Yuan , Jianhong Chen , Ping Ao