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Simulation and experimental studies have demonstrated non-equilibrium ordering in driven colloidal suspensions: with increasing driving force, a uniform colloidal mixture transforms into a locally demixed state characterized by the lane…

Soft Condensed Matter · Physics 2024-07-16 Hiroshi Frusawa

We analyze the full-counting statistics of the electric heat current flowing in a two-terminal quantum conductor whose temperature is probed by a third electrode ("probe electrode"). In particular we demonstrate that the cumulant-generating…

Mesoscale and Nanoscale Physics · Physics 2014-05-26 Y. Utsumi , O. Entin-Wohlman , A. Aharony , T. Kubo , Y. Tokura

In this thesis, we develop analytical methods to study out-of-equilibrium stochastic processes driven by colored noise, i.e., noise with temporal correlations. These non-Markovian processes pose significant analytical challenges compared to…

Statistical Mechanics · Physics 2025-08-07 Mathis Guéneau

Near equilibrium, the symmetric part of the time-integrated steady-state covariance, i.e., the time integral of correlation functions, is governed by the fluctuation-dissipation theorem, while the antisymmetric part vanishes due to Onsager…

Statistical Mechanics · Physics 2026-03-10 Timur Aslyamov , Massimiliano Esposito

We study experimentally and theoretically the probability density functions of the injected and dissipated energy in a system of a colloidal particle trapped in a double well potential periodically modulated by an external perturbation. The…

Statistical Mechanics · Physics 2008-10-21 Alberto Imparato , Pierre Jop , Artyom Petrosyan , Sergio Ciliberto

Biodiversity and extinction are central issues in evolution. Dynamical balance among different species in ecosystems is often described by deterministic replicator equations with moderate success. However, fluctuations are inevitable,…

Populations and Evolution · Quantitative Biology 2014-11-25 Tsung-Cheng Lu , Yi-Ko Chen , Hsiu-Hau Lin , Chun-Chung-Chen

We derive generalized Fluctuation-Dissipation Relations (FDR) holding for a general stochastic dynamics that includes as subcases both equilibrium models for passive colloids and non-equilibrium models used to describe active particles. The…

Statistical Mechanics · Physics 2022-03-15 Lorenzo Caprini

We discuss the stochastic process of creation and annihilation of particles, i.e., the $A^{n} \rightleftarrows B$ process in which $n$ particles $A$s and one particle $B$ are transformed to each other. Considering the case that the…

Statistical Mechanics · Physics 2024-04-23 Shigehiro Yasui , Yutaka Hatakeyama , Yoshiyasu Okuhara

By a detailed study of the mathematical structure of the cumulant generating function (CGF) of particle transfer in the non-interacting case we show that it satisfies duality relations connecting the CGFs of two different realizations of…

Mesoscale and Nanoscale Physics · Physics 2017-06-20 A. Komnik

We discuss the well known Einstein and the Kubo Fluctuation Dissipation Relations (FDRs) in the wider framework of a generalized FDR for systems with a stationary probability distribution. A multi-variate linear Langevin model, which…

Statistical Mechanics · Physics 2009-07-17 D. Villamaina , A. Baldassarri , A. Puglisi , A. Vulpiani

We derive the generalized Green-Kubo relation and an integral form of the fluctuation theorem that apply to uniformly sheared granular systems in which microscopic time-reversal symmetry is broken. The former relation provides an exact…

Statistical Mechanics · Physics 2009-06-11 Song-Ho Chong , Michio Otsuki , Hisao Hayakawa

We investigate coupled stochastic differential equations governing N non-negative continuous random variables that satisfy a conservation principle. In various fields a conservation law requires that a set of fluctuating variables be…

Probability · Mathematics 2014-03-06 J. Bakosi , J. R. Ristorcelli

Coarse-grained models are widely used to explain the effective behavior of partially observable physical systems with hidden degrees of freedom. Reduction procedures in state space typically disrupt Markovianity and a fluctuation relation…

Statistical Mechanics · Physics 2024-09-24 Alberto Garilli , Pedro E. Harunari , Matteo Polettini

We consider a driven Brownian particle, subject to both conservative and non-conservative applied forces, whose probability evolves according to the Kramers equation. We derive a general fluctuation relation, expressing the ratio of the…

Statistical Mechanics · Physics 2007-05-23 A. Imparato , L. Peliti

We consider stochastic motion of a particle on a cyclic graph with arbitrarily periodic time dependent kinetic rates. We demonstrate duality relations for statistics of currents in this model and in its continuous version of a diffusion in…

Statistical Mechanics · Physics 2015-03-19 Jie Ren , V. Y. Chernyak , N. A. Sinitsyn

The paper presents a unified approach to different fluctuation relations for classical nonequilibrium dynamics described by diffusion processes. Such relations compare the statistics of fluctuations of the entropy production or work in the…

Mathematical Physics · Physics 2009-11-13 Raphael Chetrite , Krzysztof Gawedzki

We investigate a random integral which provides a natural example of an imaginary exponential functional of Brownian motion. This functional shows up in the study of the binary annihilation process, within the Doi-Peliti formalism for…

Statistical Mechanics · Physics 2015-03-17 D. Gredat , I. Dornic , J. M. Luck

The inference of causal relationships among observed variables is a pivotal, longstanding problem in the scientific community. An intuitive method for quantifying these causal links involves examining the response of one variable to…

Statistical Mechanics · Physics 2025-03-27 Gabriele Di Antonio , Gianni Valerio Vinci

We provide a perturbative framework to calculate extreme events of non-Markovian processes, by mapping the stochastic process to a two-species reaction diffusion process in a Doi-Peliti field theory combined with the Martin-Siggia-Rose…

Statistical Mechanics · Physics 2023-04-11 Benjamin Walter , Gunnar Pruessner , Guillaume Salbreux

We study the statistical properties of currents in two particular systems of capacitively coupled parallel transport channels. In the first system, each transport channel contains a single quantum dot in contact with two electron…

Mesoscale and Nanoscale Physics · Physics 2013-10-03 Gregory Bulnes Cuetara
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