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Related papers: Detailed Fluctuation Theorems: A Unifying Perspect…

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Stochastic Thermodynamics uses Markovian jump processes to model random transitions between observable mesoscopic states. Physical currents are obtained from anti-symmetric jump observables defined on the edges of the graph representing the…

Statistical Mechanics · Physics 2015-10-19 Artur Wachtel , Jürgen Vollmer , Bernhard Altaner

The response of thermodynamic systems perturbed out of an equilibrium steady-state is described by the reciprocal and the fluctuation-dissipation relations. The so-called fluctuation theorems extended the study of fluctuations far beyond…

Statistical Mechanics · Physics 2020-02-21 Matteo Polettini , Massimiliano Esposito

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

In this work, we consider a finite-state inhomogeneous-time Markov chain whose probabilities of transition from one state to another tend to decrease over time. This can be seen as a cooling of the dynamics of an underlying Markov chain. We…

Probability · Mathematics 2017-05-08 Florian Bouguet , Bertrand Cloez

In the context of an exactly soluble out of equilibrium (quenched) model, we study an extension of the fluctuation-dissipation relation. This involves a modified differential form of this relation, with an effective temperature which may…

High Energy Physics - Theory · Physics 2015-07-24 A. L. M. Britto , Ashok K. Das , J. Frenkel

We develop a unified fluctuation-response theory in the frequency domain for nonequilibrium steady states governed by overdamped Langevin dynamics and Markov jump processes. The relation expresses the power spectrum of general observables…

Statistical Mechanics · Physics 2026-05-07 Euijoon Kwon , Hyun-Myung Chun , Hyunggyu Park , Jae Sung Lee

Incompressible fluid equations are studied with UV cut-off and in periodic boundary conditions. Properties of the resulting ODEs holding uniformly in the cut-off are considered and, in particular, are conjectured to be equivalent to…

Statistical Mechanics · Physics 2024-01-02 Giovanni Gallavotti

Drawdown (resp. drawup) of a stochastic process, also referred as the reflected process at its supremum (resp. infimum), has wide applications in many areas including financial risk management, actuarial mathematics and statistics. In this…

Mathematical Finance · Quantitative Finance 2017-06-27 David Landriault , Bin Li , Hongzhong Zhang

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…

Statistical Mechanics · Physics 2024-12-30 Massimiliano Giona , Giuseppe Procopio , Chiara Pezzotti

Macroscopic equations arising out of stochastic particle systems in detailed balance (called dissipative systems or gradient flows) have a natural variational structure, which can be derived from the large-deviation rate functional for the…

Mathematical Physics · Physics 2023-10-05 Robert I. A. Patterson , D. R. Michiel Renger , Upanshu Sharma

Levitodynamics, i.e., the levitation of objects of mesoscopic size has made huge progress in the last decade, giving rise to new experimental opportunities for instance in materials science, but also allowing to address questions of…

Quantum Physics · Physics 2025-06-23 Kai-Hendrik Henk , Wolfgang Paul

The macroscopic fluctuation theory provides a complete hydrodynamic description of non-equilibrium classical diffusive systems. As a first step towards a diffusive theory of open quantum systems, we show how to construct a microscopic open…

Statistical Mechanics · Physics 2020-06-24 Ohad Shpielberg

We propose a method to evaluate general thermodynamic fluctuations in open quantum systems, based on performing a two-point measurement scheme on the system using dynamics-dependent thermodynamic observables. Our approach allows one to…

Quantum Physics · Physics 2026-04-30 Alessandra Colla , Andrea Smirne , Heinz-Peter Breuer , Bassano Vacchini

The detailed fluctuation theorems of the exact form $P(A)/P(-A)=e^A$ exist only for a handful of variables $A$, namely for work (Crooks theorem), for total entropy change (Seifert's theorem), etc. However, the so-called modified detailed…

Statistical Mechanics · Physics 2016-01-07 Sourabh Lahiri , A. M. Jayannavar

There is evidence that taking the time average of the work performed by a thermally isolated system effectively "transforms" the adiabatic process into an isothermal one. This approach allows inherent quantities of adiabatic processes to be…

Statistical Mechanics · Physics 2025-10-03 Pierre Nazé

We examine classical, transient fluctuation theorems within the unifying framework of Langevin dynamics. We explicitly distinguish between the effects of non-conservative forces that violate detailed balance, and non-autonomous dynamics…

Statistical Mechanics · Physics 2009-11-11 Vladimir Y. Chernyak , Michael Chertkov , Christopher Jarzynski

We refine a fluctuation-dissipation framework for quantum dynamical semigroups to resolve a long-standing ambiguity in Markovian master equations. For finite-dimensional systems, we prove that the underlying diffusion-dissipation structure…

Quantum Physics · Physics 2025-12-02 Fabricio Toscano , Sergey Sergeev

Standard results for the fluctuations of thermodynamic quantities are derived under the assumption of sampling identical systems that are in different, not fully equilibrated states. These results apply to fluctuations with time in a…

Mesoscale and Nanoscale Physics · Physics 2015-05-13 R. A. Serota

Systems that are driven out of thermal equilibrium typically dissipate random quantities of energy on microscopic scales. Crooks fluctuation theorem relates the distribution of these random work costs with the corresponding distribution for…

Quantum Physics · Physics 2018-02-13 Johan Aberg

A general theory is developed to study individual based models which are discrete in time. We begin by constructing a Markov chain model that converges to a one-dimensional map in the infinite population limit. Stochastic fluctuations are…

Statistical Mechanics · Physics 2014-06-03 Joseph D. Challenger , Duccio Fanelli , Alan J. McKane