Related papers: Finite-time fluctuation theorem for diffusion-infl…
Fluctuation Theorems are central in stochastic thermodynamics, as they allow for quantifying the irreversibility of single trajectories. Although they have been experimentally checked in the classical regime, a practical demonstration in…
Using the linearized version of the time dependent Gross-Pitaevskii equation we calculate the dynamic response of a Bose-Einstein condensed gas to periodic density and particle perturbations. The zero temperature limit of the…
Fluctuation theorems are a class of equalities that express universal properties of the probability distribution of a fluctuating path functional such as heat, work or entropy production over an ensemble of trajectories during a…
We show that for stochastic dynamical systems out of equilibrium the violation of the fluctuation-dissipation equality is bounded by a function of the entropy production. The result applies to a much wider situation than `near equilibrium',…
A fractional diffusion equation with advection term is rigorously derived from a kinetic transport model with a linear turning operator, featuring a fat-tailed equilibrium distribution and a small directional bias due to a given vector…
This is a review of statistical inference methodology for stochastic differential equations driven by fractional Brownian motion, otherwise called fractional diffusions. The first section reviews the theory needed to rigorously define them.…
The distribution of price returns for a class of uncorrelated diffusive dynamics is considered. The basic assumptions are (1) that there is a "consensus" value associated with a stock, and (2) that the rate of diffusion depends on the…
We analytically evaluate the large deviation function in a simple model of classical particle transfer between two reservoirs. We illustrate how the asymptotic large time regime is reached starting from a special propagating initial…
The correlation function of the quantum fluctuations due to collective excitations is calculated and used to investigate the phase diffusion of a Bose-Einstein condensate close to zero temperature. It is shown that the phase diffusion time…
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…
The detailed fluctuation theorem (DFT) is a statement about the asymmetry in the statistics of the entropy production. Consequences of the DFT are the second law of thermodynamics and the thermodynamics uncertainty relation (TUR), which…
The fluctuation theorem characterizes the distribution of the dissipation in nonequilibrium systems and proves that the average dissipation will be positive. For a large system with no external source of fluctuation, fluctuations in…
We consider a model in which the quantum fluctuation can be controlled and show that the system responds to a spatially periodic external field at zero temperature. This signifies the occurrence of spatial stochastic resonance where the…
The propulsion of active particles by self-diffusiophoresis is driven by asymmetric catalytic reactions on the particle surface that generate a mechanochemical coupling between the fluid velocity and the concentration fields of fuel and…
The precision of reaction-diffusion models for mesoscopic physical systems is limited by fluctuations. To account for this uncertainty, Van Kampen derived a stochastic Langevin-like reaction-diffusion equation that incorporates…
Stochastic diffusion equations are crucial for modeling a range of physical phenomena influenced by uncertainties. We introduce the generalized finite difference method for solving these equations. Then, we examine its consistency,…
The condition of thermal equilibrium simplifies the theoretical treatment of fluctuations as found in the celebrated Einstein's relation between mobility and diffusivity for Brownian motion. Several recent theories relax the hypothesis of…
A multi-phase-field model for the description of the discontinuous precipitation reaction is formulated which takes into account surface diffusion along grain boundaries and interfaces as well as volume diffusion. Simulations reveal that…
The article provides a unitary and complete solution to the fluctuation-dissipation relations for particle hydromechanics in a generic fluid, accounting for the hydrodynamic fluid-particle interactions (including arbitrary memory kernels in…
We study anomalous diffusion for one-dimensional systems described by a generalized Langevin equation. We show that superdiffusion can be classified in slow superdiffusion and fast superdiffusion. For fast superdiffusion we prove that the…