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The linear response of non-equilibrium systems with Markovian dynamics satisfies a generalized fluctuation-dissipation relation derived from time symmetry and antisymmetry properties of the fluctuations. The relation involves the sum of two…

Statistical Mechanics · Physics 2011-01-07 Juan Ruben Gomez-Solano , Artyom Petrosyan , Sergio Ciliberto , Christian Maes

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

The thermodynamic uncertainty relation, which establishes a universal trade-off between nonequilibrium current fluctuations and dissipation, has been found for various Markovian systems. However, this relation has not been revealed for…

Statistical Mechanics · Physics 2019-07-24 Tan Van Vu , Yoshihiko Hasegawa

We show that in driven systems the Gaussian nature of the fluctuating force and time-reversibility are equivalent properties. This result together with the potential condition of the external force drastically restricts the form of the…

Statistical Mechanics · Physics 2007-06-11 M. H. Vainstein , J. M. Rubi

The fluctuation theorem is the fundamental equality in nonequilibrium thermodynamics that is used to derive many important thermodynamic relations, such as the second law of thermodynamics and the Jarzynski equality. Recently, the…

Statistical Mechanics · Physics 2019-09-16 Yoshihiko Hasegawa , Tan Van Vu

The very notion of a current fluctuation is problematic in the quantum context. We study that problem in the context of nonequilibrium statistical mechanics, both in a microscopic setup and in a Markovian model. Our answer is based on a…

Statistical Mechanics · Physics 2015-05-14 Jan Derezinski , Wojciech De Roeck , Christian Maes

We investigate the large-fluctuation dynamics in financial markets, based on the minute-to-minute and daily data of the Chinese Indices and German DAX. The dynamic relaxation both before and after the large fluctuations is characterized by…

General Finance · Quantitative Finance 2013-08-21 X. F. Jiang , T. T. Chen , B. Zheng

We examine whether fluctuation-induced forces can lead to stable levitation. First, we analyze a collection of classical objects at finite temperature that contain fixed and mobile charges, and show that any arrangement in space is unstable…

Quantum Physics · Physics 2014-11-20 Sahand Jamal Rahi , Mehran Kardar , Thorsten Emig

In this paper we address the problem of consistently construct Langevin equations to describe fluctuations in non-linear systems. Detailed balance severely restricts the choice of the random force, but we prove that this property together…

Condensed Matter · Physics 2007-05-23 J. Bonet Avalos , I. Pagonabarraga

We examine fluctuations of vorticity excited by an external random force in two-dimensional fluid in the presence of a strong external shear flow. The problem is motivated by the analysis of big coherent vortices appearing as a consequence…

Fluid Dynamics · Physics 2024-03-07 Igor V. Kolokolov , Vladimir V. Lebedev

The breaking of detailed balance, the symmetry between forward and backward probability transition between two states, is crucial to understand irreversible systems. In hydrodynamic turbulence, a far-from equilibrium system, we observe a…

We study the effects of thermal fluctuations on elastic rings. Analytical expressions are derived for correlation functions of Euler angles, mean square distance between points on the ring contour, radius of gyration, and probability…

Soft Condensed Matter · Physics 2009-10-31 Sergey Panyukov , Yitzhak Rabin

We show that the Euler system is not exactly controllable by a finite-dimensional external force. The proof is based on the comparison of the Kolmogorov epsilon-entropy for Holder spaces and for the class of functions that can be obtained…

Analysis of PDEs · Mathematics 2009-11-13 Armen Shirikyan

Fluctuation-response relations must be modified to describe nonequilibrium systems with non-Markovian dynamics. Here, we experimentally demonstrate that such relation is quantitatively recovered when the appropriate Markovian embedding of…

Statistical Mechanics · Physics 2026-01-09 Rémi Goerlich , Antoine Tartar , Yael Roichman , Igor M Sokolov

Over last decades, the study of laser fluctuations has shown that laser theory may be regarded as a prototypical example of a nonlinear nonequilibrium problem. The present paper discusses the fluctuation relations, recently derived in…

Statistical Mechanics · Physics 2009-11-13 Raphael Chetrite

We present a study of transport of a Brownian particle moving in periodic symmetric potential in the presence of asymmetric unbiased fluctuations. The particle is considered to move in a medium with periodic space dependent friction. By…

Biological Physics · Physics 2007-05-23 Bao-Quan Ai , Xian-Ju Wang , Guo-Tao Liu , Hui-Zhang Xie , De-Hua Wen , Wei Chen , Liang-Gang Liu

Generalizing a recent work [T. Taniguchi and E. G. D. Cohen, J. Stat. Phys. 126, 1 (2006)] that was based on the Onsager-Machlup theory, a nonlinear relaxation process is considered for a macroscopic thermodynamic quantity. It is found that…

Statistical Mechanics · Physics 2009-11-13 Yuki Sughiyama , Sumiyoshi Abe

In a recent paper [M. Colangeli \textit{et al.}, J.\ Stat.\ Mech.\ P04021, (2011)] it was argued that the Fluctuation Relation for the phase space contraction rate $\Lambda$ could suitably be extended to non-reversible dissipative systems.…

Dynamical Systems · Mathematics 2015-06-03 Matteo Colangeli , Lamberto Rondoni

Fluctuation theorems are fundamental extensions of the second law of thermodynamics for small nonequilibrium systems. While work and heat are equally important forms of energy exchange, fluctuation relations have not been experimentally…

Statistical Mechanics · Physics 2022-02-24 Markus Rademacher , Michael Konopik , Maxime Debiossac , David Grass , Eric Lutz , Nikolai Kiesel

A new transient regime in the relaxation towards absolute equilibrium of the conservative and time-reversible 3-D Euler equation with high-wavenumber spectral truncation is characterized. Large-scale dissipative effects, caused by the…

Chaotic Dynamics · Physics 2009-11-10 C. Cichowlas , P. Bonaiti , F. Debbasch , M. Brachet