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We propose a model uncertainty approach to heavy traffic asymptotics that allows for a high level of uncertainty. That is, the uncertainty classes of underlying distributions accommodate disturbances that are of order 1 at the usual…

Probability · Mathematics 2022-04-13 Rami Atar , Eyal Castiel , Yonatan Shadmi

The fluctuation theorem for entropy production is a remarkable symmetry of the distribution of produced entropy that holds universally in non-equilibrium steady states with Markovian dynamics. However, in systems with slow degrees of…

Statistical Mechanics · Physics 2018-02-21 Matthias Uhl , Patrick Pietzonka , Udo Seifert

Entropy production is one of the most important characteristics of non-equilibrium steady states. We study here the steady-state entropy production, both at short times as well as in the long-time limit, of two important classes of…

Statistical Mechanics · Physics 2015-05-27 Sven Dorosz , Michel Pleimling

Consider a large system of $N$ Brownian motions in $\R ^d$ fixed on a time interval $[0,\beta]$ with symmetrized initial and terminal conditions, under the influence of a trap potential. Such systems describe systems of bosons at positive…

Probability · Mathematics 2024-12-02 Stefan Adams , Spyros Garouniatis

We build on a previous statistical model for distributed systems and formulate it in a way that the deterministic and stochastic processes within the system are clearly separable. We show how internal fluctuations can be analysed in a…

adap-org · Physics 2009-10-22 Iqbal Adjali , José-Luis Fernández-Villacañas , Michael Gell

We study the work statistics of a periodically-driven integrable closed quantum system, addressing in particular the role played by the presence of a quantum critical point. Taking the example of a one-dimensional transverse Ising model in…

Quantum Physics · Physics 2015-11-20 Angelo Russomanno , Shraddha Sharma , Amit Dutta , Giuseppe E. Santoro

Motivated to understand the asymptotic behavior of periodically driven thermodynamic systems, we study the prototypical example of Brownian particle, overdamped and underdamped, in harmonic potentials subjected to periodic driving. The…

Statistical Mechanics · Physics 2020-05-12 Shakul Awasthi , Sreedhar B. Dutta

We consider a quantum system driven out of equilibrium via a small Hamiltonian perturbation. Building on the paradigmatic framework of linear response theory (LRT), we derive an expression for the full generating function of the dissipated…

Quantum Physics · Physics 2024-08-28 Giacomo Guarnieri , Jens Eisert , Harry J. D. Miller

In this paper, we study the asymptotic behavior of a fully-coupled slow-fast McKean-Vlasov stochastic system. Using the non-linear Poisson equation on Wasserstein space, we first establish the strong convergence in the averaging principle…

Probability · Mathematics 2022-07-14 Yun Li , Longjie Xie

We discuss entropy production in nonequilibrium steady states by focusing on paths obtained by sampling at regular (small) intervals, instead of sampling on each change of the system's state. This allows us to study directly entropy…

Statistical Mechanics · Physics 2011-09-07 Daniel ben-Avraham , Sven Dorosz , Michel Pleimling

Using the Onsager-Machlup functional integral approach, we obtain the work distribution function and the distribution of the dissipated heat of a Brownian particle subjected to a confining harmonic potential and an oscillatory driving…

Statistical Mechanics · Physics 2016-01-29 Bappa Saha , Sutapa Mukherji

Within the abstract framework of dynamical system theory we describe a general approach to the Transient (or Evans-Searles) and Steady State (or Gallavotti-Cohen) Fluctuation Theorems of non-equilibrium statistical mechanics. Our main…

Mathematical Physics · Physics 2011-06-21 Vojkan Jakšić , Claude-Alain Pillet , Luc Rey-Bellet

We derive various exact results for Markovian systems that spontaneously relax to a non-equilibrium steady-state by using joint probability distributions symmetries of different entropy production decompositions. The analytical approach is…

Statistical Mechanics · Physics 2012-02-10 Reinaldo García-García , Vivien Lecomte , A. B. Kolton , D. Domínguez

In this paper, we study the dynamics of a linear control system with given state feedback control law in the presence of fast periodic sampling at temporal frequency $1/\delta$ ($0 < \delta \ll 1$), together with small white noise…

Probability · Mathematics 2021-10-15 Shivam Dhama , Chetan D. Pahlajani

By optimal fluctuation method, we study short-time distribution $P(\mathcal{A}=A)$ of the functionals, $\mathcal{A}=\int_{0}^{t_f} x^n(t) dt$, along constrained trajectories of random acceleration process for a given time duration $t_f$,…

Statistical Mechanics · Physics 2025-06-18 Hanshuang Chen , Lulu Tian , Guofeng Li

This is a short review of the statistical mechanical definition of entropy production for systems composed of a large number of interacting components. Emphasis is on open systems driven away from equilibrium where the entropy production…

Statistical Mechanics · Physics 2015-06-02 Christian Maes

We study fluctuations of entropy production for a charged Brownian particle confined in a harmonic trap and driven out of equilibrium by crossed electric and magnetic fields. The magnetic field is constant and perpendicular to the plane of…

Statistical Mechanics · Physics 2025-12-19 L. C. González-Morales , I. Pérez Castillo , J. I. Jiménez-Aquino

Fluctuation theorem is one of the major achievements in the field of nonequilibrium statistical mechanics during the past two decades. Steady-state fluctuation theorem of sample entropy production rate in terms of large deviation principle…

Probability · Mathematics 2016-08-24 Yong Chen , Hao Ge , Jie Xiong , Lihu Xu

Non-equilibrium fluctuations of various stochastic variables, such as work and entropy production, have been widely discussed recently in the context of large deviations, cumulants and fluctuation relations. Typically, one looks at the…

Statistical Mechanics · Physics 2016-08-03 Keiji Saito , Abhishek Dhar

We study the large-time behaviour of Brownian particles moving through a viscous medium in a confined potential, and which are further subjected to position-dependent driving forces that are periodic in time. We focus on the case where…

Statistical Mechanics · Physics 2009-11-10 Sreedhar B. Dutta , Mustansir Barma