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Recent developments in Macroscopic Fluctuation Theory show that many interacting particle systems behave macroscopically as a combination of a gradient flow with Hamiltonian dynamics. This observation leads to the natural question how these…

Mathematical Physics · Physics 2024-02-07 D. R. Michiel Renger

Much of the structure of macroscopic evolution equations for relaxation to equilibrium can be derived from symmetries in the dynamical fluctuations around the most typical trajectory. For example, detailed balance as expressed in terms of…

Statistical Mechanics · Physics 2018-04-12 Richard Kraaij , Alexandre Lazarescu , Christian Maes , Mark Peletier

Macroscopic equations arising out of stochastic particle systems in detailed balance (called dissipative systems or gradient flows) have a natural variational structure, which can be derived from the large-deviation rate functional for the…

Mathematical Physics · Physics 2023-10-05 Robert I. A. Patterson , D. R. Michiel Renger , Upanshu Sharma

We describe some general results that constrain the dynamical fluctuations that can occur in non-equilibrium steady states, with a focus on molecular dynamics. That is, we consider Hamiltonian systems, coupled to external heat baths, and…

Statistical Mechanics · Physics 2017-11-22 Robert L. Jack , Marcus Kaiser , Johannes Zimmer

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…

Statistical Mechanics · Physics 2015-03-13 Jianhua Xing

Using the theory of large deviations, macroscopic fluctuation theory provides a framework to understand the behaviour of non-equilibrium dynamics and steady states in diffusive systems. We extend this framework to a minimal model of…

Statistical Mechanics · Physics 2023-10-02 D. R. Michiel Renger , Upanshu Sharma

Time-irreversible stochastic processes are frequently used in natural sciences to explain non-equilibrium phenomena and to design efficient stochastic algorithms. Our main goal in this thesis is to analyse their dynamics by means of large…

Probability · Mathematics 2021-09-21 Mikola C. Schlottke

We refine a fluctuation-dissipation framework for quantum dynamical semigroups to resolve a long-standing ambiguity in Markovian master equations. For finite-dimensional systems, we prove that the underlying diffusion-dissipation structure…

Quantum Physics · Physics 2025-12-02 Fabricio Toscano , Sergey Sergeev

We review generalized Fluctuation-Dissipation Relations which are valid under general conditions even in ``non-standard systems'', e.g. out of equilibrium and/or without a Hamiltonian structure. The response functions can be expressed in…

Statistical Mechanics · Physics 2019-09-10 A. Sarracino , A. Vulpiani

Fluctuation-Dissipation Relations (FDR) for a Maxwell fluid are computed via the GENERIC formalism. This formalism is determined by four building blocks, two ``potentials'' (total energy and entropy) and two ``matrices'' which determine the…

Fluid Dynamics · Physics 2007-05-23 F. Vazquez , M. A. Olivares-Robles , S. Delgado

We study a class of Hamilton-Jacobi partial differential equations in the space of probability measures. In the first part of this paper, we prove comparison principles (implying uniqueness) for this class. In the second part, we establish…

Analysis of PDEs · Mathematics 2021-05-04 Jin Feng , Toshio Mikami , Johannes Zimmer

A classic approach in dynamical systems is to use particular geometric structures to deduce statistical properties, for example the existence of invariant measures with stochastic-like behaviour such as large deviations or decay of…

Dynamical Systems · Mathematics 2012-09-14 José F. Alves , Jorge Milhazes Freitas , Stefano Luzzatto , Sandro Vaienti

Coherent states provide a natural connection of quantum systems to their classical limit and are employed in various fields of physics. Here we derive general systematic expansions, with respect to quantum parameters, of expectation values…

Quantum Physics · Physics 2015-08-13 John Schliemann

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…

Statistical Mechanics · Physics 2018-05-09 Peter Embacher , Nicolas Dirr , Johannes Zimmer , Celia Reina

We analyze the microscopic evolution of a system undergoing a far-from-equilibrium thermodynamic process. Explicitly accounting for the degrees of freedom of participating heat reservoirs, we derive a hybrid result, similar in form to both…

Statistical Mechanics · Physics 2007-05-23 C. Jarzynski

We reconsider the fundamental problem of coarse-graining infinite-dimensional Hamiltonian dynamics to obtain a macroscopic system which includes dissipative mechanisms. In particular, we study the thermodynamical implications concerning…

Mathematical Physics · Physics 2025-06-06 Alexander Mielke , Mark A. Peletier , Johannes Zimmer

Catastrophic events in Nature can be often triggered by small perturbations, with "remote triggering" of earthquakes being an important example. Here we present a mechanism for the giant amplification of small perturbations that is expected…

Soft Condensed Matter · Physics 2020-07-01 Harish Charan , Oleg Gendelman , Itamar Procaccia , Yarden Sheffer

Recent work in dynamical systems theory has shown that many properties that are associated with irreversible processes in fluids can be understood in terms of the dynamical properties of reversible, Hamiltonian systems. That is,…

chao-dyn · Physics 2015-06-24 J. R. Dorfman

We consider fluctuations of the dissipated energy in nonlinear driven diffusive systems subject to bulk dissipation and boundary driving. With this aim, we extend the recently-introduced macroscopic fluctuation theory to nonlinear driven…

Statistical Mechanics · Physics 2013-10-29 P. I. Hurtado , A. Lasanta , A. Prados

A diffusive system coupled to unequal boundary reservoirs reaches a non-equilibrium steady state. While the full-counting-statistics of current fluctuations in these states are well understood for generic systems, results for steady-state…

Statistical Mechanics · Physics 2026-01-29 Soumyabrata Saha , Tridib Sadhu
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