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Fluctuations of the excess heat in an out of equilibrium steady state are experimentally investigated in two stochastic systems : an electric circuit with an imposed mean current and a harmonic oscillator driven out of equilibrium by a…

Statistical Mechanics · Physics 2009-11-13 Sylvain Joubaud , Nicolas Garnier , Sergio Ciliberto

In this paper, we study a class of self-exciting point processes. The intensity of the point process has a nonlinear dependence on the past history and time. When a new jump occurs, the intensity increases and we expect more jumps to come.…

Probability · Mathematics 2014-12-12 Tzu-Wei Yang , Lingjiong Zhu

A key feature of the classical Fluctuation Dissipation theorem is its ability to approximate the average response of a dynamical system to a sufficiently small external perturbation from an appropriate time correlation function of the…

Mathematical Physics · Physics 2019-10-02 Rafail V. Abramov

This is the transcript of a talk given at the 1992 Complex Systems Summer School. The theory of large fluctuations of stochastically perturbed continuous-time dynamical systems is reviewed, and the large fluctuations of two stochastic…

chao-dyn · Physics 2008-02-03 Robert S. Maier

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

In this paper we propose a model for open Markov chains that can be interpreted as a system of non-interacting particles evolving according to the rules of a Markov chain. The number of particles in the system is not constant, because we…

Probability · Mathematics 2019-01-23 R. Salgado-Garcia

We study dissipative phase transition near the critical point for a system with two-photon driving and nonlinear dissipation. The proposed mean-field theory, which explicitly takes into account quantum fluctuations, allowed us to describe…

Quantum Physics · Physics 2022-08-02 V. Yu. Mylnikov , S. O. Potashin , G. S. Sokolovskii , N. S. Averkiev

The dynamics of one species chemical kinetics is studied. Chemical reactions are modelled by means of continuous time Markov processes whose probability distribution obeys a suitable master equation. A large deviation theory is formally…

Statistical Mechanics · Physics 2015-03-14 Carlos Escudero , Andres M. Rivera , Pedro J. Torres

Markov processes with stochastic resetting towards the origin generically converge towards non-equilibrium steady-states. Long dynamical trajectories can be thus analyzed via the large deviations at Level 2.5 for the joint probability of…

Statistical Mechanics · Physics 2021-05-07 Cecile Monthus

One-dimensional run-and-tumble processes may converge towards some localized non-equilibrium steady state when the two velocities and/or the two switching rates are space-dependent. A long dynamical trajectory can be then analyzed via the…

Statistical Mechanics · Physics 2021-08-23 Cecile Monthus

In a growing number of strongly disordered and dense systems, the dynamics of a particle pulled by an external force field exhibits super-diffusion. In the context of glass forming systems, super cooled glasses and contamination spreading…

Statistical Mechanics · Physics 2019-12-18 Wanli Wang , Alessandro Vezzani , Raffaella Burioni , Eli Barkai

The large deviations at Level 2.5 are applied to Markov processes with absorbing states in order to obtain the explicit extinction rate of metastable quasi-stationary states in terms of their empirical time-averaged density and of their…

Statistical Mechanics · Physics 2022-01-13 Cecile Monthus

The fluctuation-dissipation theorem is a central result in statistical mechanics and is usually formulated for systems described by diffusion processes. In this paper, we propose a generalization for a wider class of stochastic processes,…

Statistical Mechanics · Physics 2018-09-20 Alberto Montefusco , Mark A. Peletier , Hans Christian Öttinger

We introduce from an experimental point of view the main concepts of fluctuation theorems for work, heat and entropy production in out of equilibrium systems. We will discuss the important difference between the applications of these…

Statistical Mechanics · Physics 2015-05-20 Sergio Ciliberto , Sylvain Joubaud , Artem Petrosyan

We consider a multilevel hydrogen atom in interaction with the quantum electromagnetic field and separately calculate the contributions of the vacuum fluctuation and radiation reaction to the rate of change of the mean atomic energy of the…

General Relativity and Quantum Cosmology · Physics 2007-05-23 Zhiying Zhu , Hongwei Yu , Shizhuan Lu

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

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 describe a simple method that can be used to sample the rare fluctuations of discrete-time Markov chains. We focus on the case of Markov chains with well-defined steady-state measures, and derive expressions for the large-deviation rate…

Statistical Mechanics · Physics 2018-03-28 Stephen Whitelam

We introduce a quantum stochastic dynamics for heat conduction. A multi-level subsystem is coupled to reservoirs at different temperatures. Energy quanta are detected in the reservoirs allowing the study of steady state fluctuations of the…

Statistical Mechanics · Physics 2007-05-23 Wojciech De Roeck , Christian Maes

Detailed fluctuation theorems are statements about the probability distribution for the stochastic entropy production along a trajectory. It involves the consideration of a suitably transformed dynamics, such as the time reversed, the…

Statistical Mechanics · Physics 2015-01-07 T. Becker , T. Willaert , B. Cleuren , C. Van den Broeck