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A stopping time $T$ is the first time when a trajectory of a stochastic process satisfies a specific criterion. In this paper, we use martingale theory to derive the integral fluctuation relation $\langle e^{-S_{\rm tot}(T)}\rangle=1$ for…

Statistical Mechanics · Physics 2019-10-22 Izaak Neri , Edgar Roldán , Simone Pigolotti , Frank Jülicher

This paper is the second in a series devoted to the study of Langevin systems subjected to a continuous time-delayed feedback control. The goal of our previous paper [Phys. Rev. E 91, 042114 (2015)] was to derive second-law-like…

Statistical Mechanics · Physics 2017-03-01 M. L. Rosinberg , G. Tarjus , T. Munakata

The equations of motion for the density modes of a fluid, derived from Newton's equations, are written as a linear generalized Langevin equation. The constraint imposed by the fluctuation-dissipation theorem is used to derive an exact form…

Soft Condensed Matter · Physics 2009-11-07 E. Zaccarelli , G. Foffi , F. Sciortino , P. Tartaglia , K. A. Dawson

The thermodynamic uncertainty relation offers a universal energetic constraint on the relative magnitude of current fluctuations in nonequilibrium steady states. However, it has only been derived for long observation times. Here, we prove a…

Statistical Mechanics · Physics 2017-08-30 Jordan M. Horowitz , Todd R. Gingrich

The additivity principle allows to compute the current distribution in many one-dimensional (1D) nonequilibrium systems. Using simulations, we confirm this conjecture in the 1D Kipnis-Marchioro-Presutti model of heat conduction for a wide…

Statistical Mechanics · Physics 2015-05-13 Pablo I. Hurtado , Pedro L. Garrido

We derive a bound on the efficiency of thermal engines that can be sharper than Carnot's limit. It is a function of statistical correlations between the engine internal state and Hamiltonian, can be saturated even in finite-time cycles, and…

Quantum Physics · Physics 2026-04-14 Anna Gabetti , Fabrizio Dolcini , Davide Girolami

We derive general trade-off relations among the power, efficiency, and constancy for two-terminal thermoelectric systems in the linear response regime. Constancy, which quantifies the steadiness of the heat engine, is measured by its…

Statistical Mechanics · Physics 2026-04-09 Ousi Pan , Zhiqiang Fan , Shunjie Zhang , Liwei Chen , Jincan Chen , Shanhe Su

We study the stochastic energetic exchanges in quantum heat engines. Due to microreversibility, these obey a fluctuation relation, called the heat engine fluctuation relation, which implies the Carnot bound: no machine can have an…

Quantum Physics · Physics 2015-03-24 Michele Campisi , Jukka Pekola , Rosario Fazio

Diffusion with stochastic transport is investigated here when the random driving process is a very general Gaussian process, including Fractional Brownian motion. The purpose is the comparison with a deterministic PDE, which in certain…

Probability · Mathematics 2026-04-20 Franco Flandoli , Francesco Russo

Measurements of any property of a microscopic system are bound to show significant deviations from the average, due to thermal fluctuations. For time-integrated currents such as heat, work or entropy production in a steady state, it is in…

Statistical Mechanics · Physics 2022-08-22 Sreekanth K Manikandan , Biswajit Das , Raunak Dey , Avijit Kundu , Ayan Banerjee , Supriya Krishnamurthy

We consider steady state heat conduction across a quantum harmonic chain connected to reservoirs modelled by infinite collection of oscillators. The heat, $Q$, flowing across the oscillator in a time interval $\tau$ is a stochastic variable…

Statistical Mechanics · Physics 2013-05-29 Keiji Saito , Abhishek Dhar

We study current fluctuations in lattice gases in the macroscopic limit extending the dynamic approach for density fluctuations developed in previous articles. More precisely, we establish a large deviation principle for a space-time…

Statistical Mechanics · Physics 2015-12-18 L. Bertini , A. De Sole , D. Gabrielli , G. Jona-Lasinio , C. Landim

We study the contribution of advection by thermal velocity fluctuations to the effective diffusion coefficient in a mixture of two identical fluids. The steady-state diffusive flux in a finite system subject to a concentration gradient is…

Mesoscale and Nanoscale Physics · Physics 2015-05-27 A. Donev , A. de la Fuente , J. B. Bell , A. L. Garcia

A unified thermodynamic formalism describing the efficiency of learning is proposed. First, we derive an inequality, which is more strength than Clausius's inequality, revealing the lower bound of the entropy-production rate of a subsystem.…

Statistical Mechanics · Physics 2025-04-15 Shanhe Su , Ousi Pan , Shihao Xia , Jincan Chen , Chikako Uchiyama

We compute statistical properties of the stochastic entropy production associated with the nonstationary transport of heat through a system coupled to a time dependent nonisothermal heat bath. We study the 1-d stochastic evolution of a…

Statistical Mechanics · Physics 2015-10-14 Ian J. Ford , Zachary P. L. Laker , Henry J. Charlesworth

Pervasive across diverse domains, stochastic systems exhibit fluctuations in processes ranging from molecular dynamics to climate phenomena. The Langevin equation has served as a common mathematical model for studying such systems, enabling…

Statistical Mechanics · Physics 2025-05-01 Youngkyoung Bae , Seungwoong Ha , Hawoong Jeong

There are two standard ways of classifying transport behavior of systems. The first is via time scaling of spread of correlations in the isolated system in thermodynamic limit. The second is via system size scaling of conductance in the…

Statistical Mechanics · Physics 2019-07-22 Archak Purkayastha

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

Molecular motors work collectively to transport cargo within cells, with anywhere from one to several hundred motors towing a single cargo. For a broad class of collective-transport systems, we use tools from stochastic thermodynamics to…

Statistical Mechanics · Physics 2022-09-13 Matthew P. Leighton , David A. Sivak

Entropy production is arguably the most universally applicable measure of non-equilibrium behavior, particularly for systems coupled to a heat bath. This setting encompasses driven soft matter as well as biomolecular, biochemical, and…

Statistical Mechanics · Physics 2025-12-09 Udo Seifert
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