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Recently there has been considerable interest in the Fluctuation Theorem (FT). The FT shows how time reversible microscopic dynamics leads to irreversible macroscopic behavior as the system size or observation time increases. We show that…

Statistical Mechanics · Physics 2008-02-18 Denis J. Evans , Debra J. Searles

In the context of Markov evolution, we present two original approaches to obtain Generalized Fluctuation-Dissipation Theorems (GFDT), by using the language of stochastic derivatives and by using a family of exponential martingales…

Statistical Mechanics · Physics 2013-12-04 Raphael Chetrite , Shamik Gupta

A nonlinear generalization of the Fluctuation-Dissipation Theorem (FDT) for the n-point Green functions and the amputated 1PI vertex functions at finite temperature is derived in the framework of the Closed Time Path formalism. We verify…

High Energy Physics - Theory · Physics 2009-10-09 Enke Wang , Ulrich Heinz

Fluctuation theorems play a central role in nonequilibrium physics and stochastic thermodynamics. Here we derive an integral fluctuation theorem for the dissipated heat in systems governed by an underdamped Langevin dynamics. We show that…

Statistical Mechanics · Physics 2016-02-17 M. L. Rosinberg , G. Tarjus , T. Munakata

We derive the fluctuating hydrodynamic equation for the number and momentum densities exactly from the underdamped Langevin equation. This derivation is an extension of the Kawasaki-Dean formula in underdamped case. The steady state…

Statistical Mechanics · Physics 2009-03-02 Takenobu Nakamura , Akira Yoshimori

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

Using a generalisation of the detailed balance for systems maintained out of equilibrium by contact with 2 reservoirs at unequal temperatures or at unequal densities, we recover the fluctuation theorem for the large deviation funtion of the…

Statistical Mechanics · Physics 2009-11-13 T. Bodineau , B. Derrida

We consider the non-Markovian Langevin evolution of a dissipative dynamical system in quantum mechanics in the path integral formalism. After discussing the role of the frequency cutoff for the interaction of the system with the heat bath…

Quantum Physics · Physics 2009-10-23 E. S. Fraga , G. Krein , L. F. Palhares

We apply linear response theory to a general, inhomogeneous, stationary stellar system, with particular emphasis on dissipative processes analogous to Landau damping. Assuming only that the response is causal, we show that the irreversible…

Astrophysics · Physics 2007-05-23 Robert W. Nelson , Scott Tremaine

We develop the idea of non-Markovian CTRW (continuous time random walk) approximation to the evolution of interacting particle systems, which leads to a general class of fractional kinetic measure-valued evolutions with variable order. We…

Probability · Mathematics 2022-06-07 Vassili N. Kolokoltsov , Marianna S. Troeva

In this article, we study semi-linear $\sigma$-evolution equations with double damping including frictional and visco-elastic damping for any $\sigma\ge 1$. We are interested in investigating not only higher order asymptotic expansions of…

Analysis of PDEs · Mathematics 2019-06-12 Hironori Michihisa , Tuan Anh Dao

We consider the asymptotic behaviour of the fluctuation process for large stochastic systems of interacting particles driven by both idiosyncratic and common noise with an interaction kernel \(k \in L^2(\R^d) \cap L^\infty(\R^d)\). Our…

Probability · Mathematics 2026-05-28 Paul Nikolaev

Recent results on the stationary state Fluctuation Theorems for work and heat fluctuations of Langevin systems are presented. The relevance of finite time corrections in understanding experimental and simulation results is explained in the…

Statistical Mechanics · Physics 2007-07-31 E. G. D. Cohen , Ramses van Zon

We present a finite element discretization of a non-linear diffusion equation used in the field of critical phenomena and, more recently, in the context of Dynamic Density Functional Theory. The discretized equation preserves the structure…

Statistical Mechanics · Physics 2015-06-23 J. A. de la Torre , Pep Español , Aleksandar Donev

Extending the stochastic mean-field model by including pairing, an approach is proposed for describing evolutions of complex many-body systems in terms of an ensemble of Time-Dependent Hartree-Fock Bogoliubov trajectories which is…

Nuclear Theory · Physics 2015-06-15 Denis Lacroix , Danilo Gambacurta , Sakir Ayik

We study a general class of translation invariant quantum Markov evolutions for a particle on $\bbZ^d$. The evolution consists of free flow, interrupted by scattering events. We assume spatial locality of the scattering events and…

Mathematical Physics · Physics 2015-05-13 Jeremy Clark , Wojciech De Roeck , Christian Maes

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 consider the Fluctuation Dissipation Theorem (FDT) of statistical physics from a mathematical perspective. We formalize the concept of "linear response function" in the general framework of Markov processes. We show that for processes…

Probability · Mathematics 2010-02-17 Amir Dembo , Jean-Dominique Deuschel

The time-evolution operator corresponding to the fractional-time Schr\"odinger equation is nonunitary because it fails to preserve the norm of the vector state in the course of its evolution. However, in the context of the time-dependent…

Quantum Physics · Physics 2025-02-05 Danilo Cius

We discuss the non-equilibrium fluctuation problem, which corresponds to the hydrodynamic limit established in \cite{FS}, for the dynamics of two-dimensional Young diagrams associated with the uniform and restricted uniform statistics, and…

Probability · Mathematics 2013-03-19 Tadahisa Funaki , Makiko Sasada , Martin Sauer , Bin Xie