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The Continuous Time Random Walk (CTRW) formalism is used to model the non-Poisson relaxation of a system response to perturbation. Two mechanisms to perturb the system are analyzed: a first in which the perturbation, seen as a potential…

Disordered Systems and Neural Networks · Physics 2009-11-13 Gerardo Aquino , Paolo Grgolini , Bruce J. West

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…

Statistical Mechanics · Physics 2015-05-13 Massimiliano Esposito , Upendra Harbola , Shaul Mukamel

The irreversibility of trajectories in stochastic dynamical systems is linked to the structure of their causal representation in terms of Bayesian networks. We consider stochastic maps resulting from a time discretization with interval \tau…

Data Analysis, Statistics and Probability · Physics 2018-03-15 Andrea Auconi , Andrea Giansanti , Edda Klipp

Deterministic and time-reversible nonequilibrium molecular dynamics simulations typically generate "fractal" [ fractional-dimensional ] phase-space distributions. Because these distributions and their time-reversed twins have zero phase…

Statistical Mechanics · Physics 2020-10-28 William Graham Hoover , Carol Griswold Hoover

The Fluctuation Theorem gives an analytical expression for the probability of observing second law violating dynamical fluctuations, in nonequilibrium systems. At equilibrium statistical mechanical fluctuations are known to be ensemble…

Statistical Mechanics · Physics 2019-07-30 Debra J. Searles , Denis J. Evans

A fluctuation theorem is proved for the macroscopic currents of a system in a nonequilibrium steady state, by using Schnakenberg network theory. The theorem can be applied, in particular, in reaction systems where the affinities or…

Statistical Mechanics · Physics 2015-06-25 David Andrieux , Pierre Gaspard

We study nonequilibrium fluctuation theorems in the presence of a time-reversal symmetry-breaking field and nonconservative forces, in a stochastic as well as a deterministic set up. We consider a system and a heat bath, called the combined…

Statistical Mechanics · Physics 2010-02-22 Punyabrata Pradhan

Fluctuation theorems establish deep relations between observables away from thermal equilibrium. Until recently, the research on fluctuation theorems was focused on time-reversal-invariant systems. In this review we address some newly…

Statistical Mechanics · Physics 2015-06-18 Chenjie Wang , D. E. Feldman

Fluctuation theorems are a generalization of thermodynamics on small scales and provide the tools to characterize the fluctuations of thermodynamic quantities in non-equilibrium nanoscale systems. They are particularly important for…

Statistical Mechanics · Physics 2014-04-03 Jan Gieseler , Romain Quidant , Christoph Dellago , Lukas Novotny

Fluctuation theorems make use of time reversal to make predictions about entropy production in many-body systems far from thermal equilibrium. Here we review the wide variety of distinct, but interconnected, relations that have been derived…

Statistical Mechanics · Physics 2007-08-02 R. J. Harris , G. M. Schütz

While the warming trends of the Earth's mean temperature are evident at climatological scales, the local temperature at shorter timescales are highly fluctuating. In this letter we show that the probabilities of such fluctuations are…

Geophysics · Physics 2023-04-21 Jun Yin , Amilcare Porporato , Lamberto Rondoni

The main result of this paper is a general central limit theorem for distributions defined by certain renewal type equations. We apply this to weakly self-avoiding random walks. We give good error estimates and Gaussian tail estimates which…

Probability · Mathematics 2007-05-23 Erwin Bolthausen , Christine Ritzmann

We use a recently proved fluctuation theorem for the currents to develop the response theory of nonequilibrium phenomena. In this framework, expressions for the response coefficients of the currents at arbitrary orders in the thermodynamic…

Statistical Mechanics · Physics 2015-05-13 D. Andrieux , P. Gaspard

Generalizing a recent work [T. Taniguchi and E. G. D. Cohen, J. Stat. Phys. 126, 1 (2006)] that was based on the Onsager-Machlup theory, a nonlinear relaxation process is considered for a macroscopic thermodynamic quantity. It is found that…

Statistical Mechanics · Physics 2009-11-13 Yuki Sughiyama , Sumiyoshi Abe

The fluctuation theorems have remained one of the cornerstones in the study of systems that are driven far out of equilibrium, and they provide strong constraints on the fraction of trajectories that behave atypically in light of the second…

Statistical Mechanics · Physics 2015-06-05 Sourabh Lahiri , A. M. Jayannavar

We study Brownian motion driven with both conservative and nonconservative external forces. By using the thermodynamic approach of the theory of Brownian motion we obtain the Fokker-Planck equation and derive expressions for the Fluctuation…

Statistical Mechanics · Physics 2009-11-13 A. Perez-Madrid , I. Santamaria-Holek

Fluctuation theorems impose constraints on the probability of observing negative entropy production in small systems driven out of equilibrium. The range of validity of fluctuation theorems has been extensively tested for transitions…

Statistical Mechanics · Physics 2015-04-21 Léo Granger , Jumna Mehlis , Édgar Roldán , Sergio Ciliberto , Holger Kantz

Upon employing a natural time window of fixed length sliding through a time series, an explicit interrelation between the variability $\beta$ of the variance $\kappa_1$($=< \chi^2 > - < \chi >^2$) of natural time $\chi$ and events'…

Statistical Mechanics · Physics 2015-08-06 N. V. Sarlis , P. V. Varotsos , E. S. Skordas

Understanding how systems respond to external perturbations is a fundamental challenge in physics, particularly for non-equilibrium and non-stationary processes. The fluctuation-dissipation theorem provides a complete framework for…

Statistical Mechanics · Physics 2026-05-06 Jiming Zheng , Zhiyue Lu

We consider a symmetric random walk on the $\nu$-dimensional lattice, whose exit probability from the origin is modified by an antisymmetric perturbation and prove the local central limit theorem for this process. A short-range correction…

Probability · Mathematics 2019-08-09 Giuseppe Genovese , Renato Lucà