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These notes are a written version of lectures given in the 2024 Les Houches Summer School on {\it Large deviations and applications}. They are are based on a series of works published over the last 25 years on steady properties of…
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…
Active matter systems exhibit rich emergent behavior due to constant injection and dissipation of energy at the level of individual agents. Since these systems are far from equilibrium, their dynamics and energetics cannot be understood…
The statistical mechanical basis of the fluctuation theory of mixtures is reviewed. An overview of the statistical mechanical relations between the microscopic properties of a system and its macroscopic properties is presented. The…
A fundamental principle of chaotic quantum dynamics is that local subsystems eventually approach a thermal equilibrium state. Large subsystems thermalize slower: their approach to equilibrium is limited by the hydrodynamic build-up of…
We study fluctuations in diffusion-limited reaction systems driven out of their stationary state. Using a numerically exact method, we investigate fluctuation ratios in various systems which differ by their level of violation of microscopic…
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…
The fluctuation-dissipation (F-D) theorem is a fundamental result for systems near thermodynamic equilibrium, and justifies studies between microscopic and macroscopic properties. It states that the nonequilibrium relaxation dynamics is…
The stochastic differential equations for a model of dissipative particle dynamics, with both total energy and total momentum conservation at every time-step, are presented. The algorithm satisfies detailed balance as well as the…
Fluctuation theorems, which have been developed over the past 15 years, have resulted in fundamental breakthroughs in our understanding of how irreversibility emerges from reversible dynamics, and have provided new statistical mechanical…
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…
The macroscopic fluctuation theory provides a complete hydrodynamic description of non-equilibrium classical diffusive systems. As a first step towards a diffusive theory of open quantum systems, we show how to construct a microscopic open…
For systems in equilibrium at a temperature $T$, thermal noise and energy damping are related to $T$ through the fluctuation-dissipation theorem (FDT). We study here an extension of the FDT to an out of equilibrium steady state: a…
Diffusion processes are widespread in biological and chemical systems, where they play a fundamental role in the exchange of substances at the cellular level and in determining the rate of chemical reactions. Recently, the classical picture…
A new method is proposed to numerically extract the diffusivity of a (typically nonlinear) diffusion equation from underlying stochastic particle systems. The proposed strategy requires the system to be in local equilibrium and have…
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…
Fluctuation theorems (FTs), which describe some universal properties of nonequilibrium fluctuations, are examined from a quantum perspective and derived by introducing a two-point measurement on the system. FTs for closed and open systems…
The past twenty years have seen a resurgence of interest in nonequilibrium thermodynamics, thanks to advances in the theory of stochastic processes and in their thermodynamic interpretation. Fluctuation theorems provide fundamental…
In a stochastic process, where noise is always present, the fluctuation-dissipation theorem (FDT) becomes one of the most important tools in statistical mechanics and, consequently, it appears everywhere. Its major utility is to provide a…
We show how to apply the macroscopic fluctuation theory (MFT) of Bertini, De Sole, Gabrielli, Jona-Lasinio, and Landim to study the current fluctuations of diffusive systems with a step initial condition. We argue that one has to…