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A fluctuating non-ideal fluid at its critical point is simulated with the Lattice Boltzmann method. It is demonstrated that the method, employing a Ginzburg-Landau free energy functional, correctly reproduces the static critical behavior…

Computational Physics · Physics 2012-07-03 M. Gross , F. Varnik

Thermodynamic fluctuation theory originated with Einstein who inverted the relation $S=k_B\ln\Omega$ to express the number of states in terms of entropy: $\Omega= \exp(S/k_B)$. The theory's Gaussian approximation is discussed in most…

Statistical Mechanics · Physics 2015-05-19 George Ruppeiner

We provide a complete description of the equilibrium fluctuations for diffusive symmetric exclusion processes with long jumps in contact with infinitely extended reservoirs and prove that they behave as generalized Ornstein-Uhlenbeck…

Mathematical Physics · Physics 2021-10-26 Cedric Bernardin , Patricia Goncalves , Milton Jara , Stefano Scotta

Using the quasi-equilibrium Helmholtz energy (qHE), defined as the thermodynamic work in a quasi-static process, we investigate the thermal properties of both an isothermal process and a transition process between the adiabatic and…

Statistical Mechanics · Physics 2022-07-06 Shoki Koyanagi , Yoshitaka Tanimura

The time evolution of an extended quantum system can be theoretically described in terms of the Schwinger-Keldysh functional integral formalism, whose action conveniently encodes the information about the dynamics. We show here that the…

Statistical Mechanics · Physics 2015-11-11 L. M. Sieberer , A. Chiocchetta , A. Gambassi , U. C. Täuber , S. Diehl

The Ornstein-Uhlenbeck (OU) process plays a major role in the analysis of the evolution of phenotypic traits along phylogenies. The standard OU process includes drift and stabilizing selection and assumes that species evolve independently.…

Populations and Evolution · Quantitative Biology 2020-11-23 Krzysztof Bartoszek , Sylvain Glémin , Ingemar Kaj , Martin Lascoux

The stochastic thermodynamics provides a framework for the description of systems that are out of thermodynamic equilibrium. It is based on the assumption that the elementary constituents are acted by random forces that generate a…

Statistical Mechanics · Physics 2020-06-26 Mário J. de Oliveira

We have studied the nature of classical work ($W_{c}$) and thermodynamic work ($W$) fluctuations in systems driven out of equilibrium both in transient and time periodic steady state. As the observation time of trajectory increases, we show…

Classical Physics · Physics 2015-05-13 Mamata Sahoo , A. M Jayannavar

Physics, chemistry, biology or finance are just some examples out of the many fields where complex Ornstein-Uhlenbeck (OU) processes have various applications in statistical modelling. They play role e.g. in the description of the motion of…

Statistics Theory · Mathematics 2020-11-23 Kinga Sikolya , Sándor Baran

Piecewise $\alpha$-stable Ornstein-Uhlenbeck (OU) processes arising in queue networks usually do not have an explicit dissipation, which makes the related numerical methods such as Euler-Maruyama (EM) scheme more difficult to analyze. We…

Probability · Mathematics 2024-11-11 Xinghu Jin , Guodong Pang , Yu Wang , Lihu Xu

The fluctuation-dissipation theorem is a fundamental result in statistical physics that establishes a connection between the response of a system subject to a perturbation and the fluctuations associated with observables in equilibrium.…

Quantum Physics · Physics 2022-08-03 Tanmoy Biswas , A. de Oliveira Junior , Michał Horodecki , Kamil Korzekwa

We consider Ornstein-Uhlenbeck processes (OU-processes) associated to hypoelliptic diffusion processes on finite-dimensional Lie groups: let $ \mathcal{L} $ be a hypoelliptic, left-invariant ``sum of the squares''-operator on a Lie group $…

Probability · Mathematics 2008-05-12 Fabrice Baudoin , Martin Hairer , Josef Teichmann

Stochastic thermodynamics as reviewed here systematically provides a framework for extending the notions of classical thermodynamics like work, heat and entropy production to the level of individual trajectories of well-defined…

Statistical Mechanics · Physics 2015-06-05 Udo Seifert

We provide a stochastic thermodynamic description across scales for $N$ identical units with all-to-all interactions that are driven away from equilibrium by different reservoirs and external forces. We start at the microscopic level with…

Statistical Mechanics · Physics 2020-07-07 Tim Herpich , Tommaso Cossetto , Gianmaria Falasco , Massimiliano Esposito

The thermodynamic behavior of Markovian open quantum systems can be described at the level of fluctuations by using continuous monitoring approaches. However, practical applications require assessing imperfect detection schemes, where the…

We derive the generalized Green-Kubo relation and an integral form of the fluctuation theorem that apply to uniformly sheared granular systems in which microscopic time-reversal symmetry is broken. The former relation provides an exact…

Statistical Mechanics · Physics 2009-06-11 Song-Ho Chong , Michio Otsuki , Hisao Hayakawa

Fluctuation theorems are relations constraining the out-of-equilibrium fluctuations of thermodynamic quantities like the entropy production that were initially introduced for classical or quantum systems in contact with a thermal bath. Here…

Quantum Physics · Physics 2019-02-27 Sreenath K. Manikandan , Cyril Elouard , Andrew N. Jordan

Periodic driving is used to operate machines that go from standard macroscopic engines to small non-equilibrium micro-sized systems. Two classes of such systems are small heat engines driven by periodic temperature variations and molecular…

Statistical Mechanics · Physics 2017-11-16 Somrita Ray , Andre C. Barato

Paper is published in J. Phys. A: Math. Theor. 43 (2010) 225001, doi:10.1088/1751-8113/43/22/225001. Exact analytical solution for the universal probability distribution of the order parameter fluctuations as well as for the universal…

Statistical Mechanics · Physics 2015-11-11 Vitaly V. Kocharovsky , Vladimir V. Kocharovsky

Thermodynamics is commonly presented as a theory of macroscopic systems in stable equilibrium, built upon assumptions of extensivity and scaling with system size. In this paper, we present a universal formulation of the elementary…

Quantum Physics · Physics 2026-03-26 Gian Paolo Beretta