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On the basis of perturbed Kolmogorov backward equations and path integral representation, we unify the derivations of the linear response theory and transient fluctuation theorems for continuous diffusion processes from a backward point of…
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…
Exploiting previous results on Markovian dynamics and fluctuation theorems, we study the consequences of memory effects on single realizations of nonequilibrium processes within an open system approach. The entropy production along single…
We derive a simple closed analytical expression for the total entropy production along a single stochastic trajectory of a Brownian particle diffusing on a periodic potential under an external constant force. By numerical simulations we…
Many approaches to modelling reaction-diffusion systems with anomalous transport rely on deterministic equations and ignore fluctuations arising due to finite particle numbers. Starting from an individual-based model we use a…
We present a method that captures the fluctuations beyond mean field in chemical reactions in the regime of small copy numbers and hence large fluctuations, using self-consistently determined memory: by integrating information from the past…
We consider a stochastic model described by two stochastic differential equations of motion; one is for the stochastic evolution forward in time and the other for backward in time. We further introduce averaged quantities for the two…
The cumulant generating function of time-averaged current is studied from an operational viewpoint. Specifically, for interacting Brownian particles under non-equilibrium conditions, we show that the first derivative of the cumulant…
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…
The fluctuation-dissipation theorem is a central theorem in nonequilibrium statistical mechanics by which the evolution of velocity fluctuations of the Brownian particle under a fluctuating environment is intimately related to its…
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…
There are only a very few known relations in statistical dynamics that are valid for systems driven arbitrarily far-from-equilibrium. One of these is the fluctuation theorem, which places conditions on the entropy production probability…
A driven granular material, e.g. a vibrated box full of sand, is a stationary system which may be very far from equilibrium. The standard equilibrium statistical mechanics is therefore inadequate to describe fluctuations in such a system.…
The counting statistics of electron transport is theoretically studied in a system with two capacitively coupled parallel transport channels. Each channel is composed of a quantum dot connected by tunneling to two reservoirs. The…
We study three classes of continuous time Markov processes (inclusion process, exclusion process, independent walkers) and a family of interacting diffusions (Brownian energy process). For each model we define a boundary driven process…
We slightly extend the fluctuation theorem obtained in \cite{LS} for sums of generators, considering continuous-time Markov chains on a finite state space whose underlying graph has multiple edges and no loop. This extended frame is suited…
It will be shown, how the Boltzmannian ideas on statistical physics can be naturally applied to nonequilibrium thermodynamics. A similar approach for treating nonequilibrium phenomena has been successfully used by Einstein and Smoluchowski…
This paper discusses properties of periodic functions, focusing on (systems of) partial differential equations with periodicity boundary conditions, called "cellular problems". These cellular problems arise naturally from the asymptotic…
We consider a Brownian particle which, in addition to being in contact with a thermal bath, is driven by fluctuating forces which stem from active processes in the system, such as self-propulsion or collisions with other active particles.…
Firstly the fluctuation theorems (FT) for expended work in a driven nonequilibrium system, isolated or thermostatted, together with the ensuing Jarzynski work-energy (W-E) relationships, will be discussed and reobtained. Secondly, the…