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This paper studies time-inhomogeneous nonequilibrium diffusion processes, including both Brownian dynamics and Langevin dynamics. We derive upper bounds of the relative entropy production of the time-inhomogeneous process with respect to…

Probability · Mathematics 2021-04-20 Wei Zhang

The definition of a nonequilibrium temperature through generalized fluctuation-dissipation relations relies on the independence of the fluctuation-dissipation temperature from the observable considered. We argue that this observable…

Statistical Mechanics · Physics 2015-03-13 Kirsten Martens , Eric Bertin , Michel Droz

Stationary non-equilibrium states describe steady flows through macroscopic systems. Although they represent the simplest generalization of equilibrium states, they exhibit a variety of new phenomena. Within a statistical mechanics…

Statistical Mechanics · Physics 2015-12-18 Lorenzo Bertini , Alberto De Sole , Davide Gabrielli , Giovanni Jona-Lasinio , Claudio Landim

Exact theoretical results for the violation of time dependent fluctuation-dissipation relations in driven dissipative systems are presented. The ratio of correlation to delayed response in the stochastic model introduced in [Phys. Rev.…

Statistical Mechanics · Physics 2007-05-23 Yair Shokef , Guy Bunin , Dov Levine

A finite-time fluctuation theorem is proved for the diffusion-influenced surface reaction A<->B in a domain with any geometry where the species A and B undergo diffusive transport between the reservoir and the catalytic surface. A…

Statistical Mechanics · Physics 2018-12-24 Pierre Gaspard , Raymond Kapral

A Fluctuation Theorem (FT), both Classical and Quantum, describes the large-deviations in the approach to equilibrium of an isolated quasi-integrable system. Two characteristics make it unusual: (i) it concerns the internal dynamics of an…

Statistical Mechanics · Physics 2018-11-14 Tomer Goldfriend , Jorge Kurchan

We study dynamical fluctuations in overdamped diffusion processes driven by time periodic forces. This is done by studying fluctuation functionals (rate functions from large deviation theory), of fluctuations around the non-equilibrium…

Statistical Mechanics · Physics 2010-03-18 Navinder Singh , Bram Wynants

The fluctuation-dissipation relation is calculated for a class of stochastic models obeying a master equation. The transition rates are assumed to obey detailed balance also in the presence of a field. It is shown that in general the linear…

Statistical Mechanics · Physics 2016-08-31 Gregor Diezemann

Once the problem of ensemble averaging is removed, correlations between the response of a single molecule to an external driving field $F$, with the history of fluctuations of the particle, become detectable. Exact analytical theory for the…

Statistical Mechanics · Physics 2009-11-11 Eli Barkai

An overview is given of recent advances in nonequilibrium statistical mechanics about the statistics of random paths and current fluctuations. Although statistics is carried out in space for equilibrium statistical mechanics, statistics is…

Statistical Mechanics · Physics 2016-04-12 Pierre Gaspard

We analyze the physical meaning of fluctuations of the phase space contraction rate, that we also call entropy creation rate, and its observability in space-time intermittency phenomena. For concreteness we consider a Navier-Stokes fluid.

Chaotic Dynamics · Physics 2008-02-26 Giovanni Gallavotti

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

Thermodynamics have been applied to astronomy, biology, psychology, some social systems and so on. But, various evolutions from astronomy to biology and social systems cannot be only increase of entropy. When fluctuations are magnified due…

General Physics · Physics 2009-10-06 Yi-Fang Chang

We study the motion of small particles in a random turbulent flow assuming linear law of friction. We derive a symmetry relation obeyed by the large deviations of the finite time Lyapunov exponents in the phase space. The relation applies…

Chaotic Dynamics · Physics 2009-11-13 Itzhak Fouxon , Péter Horvai

For stochastic non-equilibrium dynamics like a Langevin equation for a colloidal particle or a master equation for discrete states, entropy production along a single trajectory is studied. It involves both genuine particle entropy and…

Statistical Mechanics · Physics 2012-05-21 Udo Seifert

Fluctuations arise universally in Nature as a reflection of the discrete microscopic world at the macroscopic level. Despite their apparent noisy origin, fluctuations encode fundamental aspects of the physics of the system at hand, crucial…

Statistical Mechanics · Physics 2011-06-06 Pablo I. Hurtado , Carlos Perez-Espigares , Jesus J. del Pozo , Pedro L. Garrido

We derive a general scheme to obtain quantum fluctuation relations for dynamical observables in open quantum systems. For concreteness we consider Markovian non-unitary dynamics that is unraveled in terms of quantum jump trajectories, and…

Quantum Physics · Physics 2021-07-14 Stefano Marcantoni , Carlos Pérez-Espigares , Juan P. Garrahan

Entropy and the fluctuation-dissipation theorem are at the heart of statistical mechanics near equilibrium. Driving a system beyond the linear response regime leads to (i) the breakdown of the fluctuation-dissipation theorem and (ii) a…

Statistical Mechanics · Physics 2010-09-10 Thomas Speck

A stochastic dynamics has a natural decomposition into a drift capturing mean rate of change and a martingale increment capturing randomness. They are two statistically uncorrelated, but not necessarily independent mechanisms contributing…

Statistical Mechanics · Physics 2021-06-28 Ying-Jen Yang , Hong Qian

The fluctuation-dissipation relation (FDR) links thermal fluctuations and dissipation at thermal equilibrium through temperature. Extending it beyond equilibrium conditions in pursuit of broadening thermodynamics is often feasible, albeit…

Statistical Mechanics · Physics 2025-02-04 Dima Boriskovsky , Benjamin Lindner , Yael Roichman