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The past two decades have seen a revolution in statistical physics, generalizing it to apply to systems of arbitrary size, evolving while arbitrarily far from equilibrium. Many of these new results are based on analyzing the dynamics of the…

Statistical Mechanics · Physics 2022-08-08 David H. Wolpert

We consider a generic class of stochastic particle-based models whose state at an instant in time is described by a set of continuous degrees of freedom (e.g. positions), and the length of this set changes stochastically in time due to…

Statistical Mechanics · Physics 2025-09-03 Samuel Cameron , Elsen Tjhung

We obtain macroscopic isothermal thermodynamic transformations by space-time scalings of a microscopic Hamiltonian dynamics in contact with a heat bath. The microscopic dynamics is given by a chain of anharmonic oscillators subject to a…

Statistical Mechanics · Physics 2013-10-03 Stefano Olla

We study the N-dependence of the thermodynamical variables and the dynamical behavior of the well-known Hamiltonian Mean Field model. Microcanonical analysis revealed a thermodynamic limit which defers from the a priory traditional…

Statistical Mechanics · Physics 2007-05-23 L. Velazquez , R. Sospedra , J. C. Castro , F. Guzman

We consider a class of deterministic local collisional dynamics, showing how to approximate them by means of stochastic models and then studying the fluctuations of the current of energy. We show first that the variance of the…

Mathematical Physics · Physics 2015-05-19 Raphael Lefevere , Mauro Mariani , Lorenzo Zambotti

The Onsager linear relations between macroscopic flows and thermodynamics forces are derived from the point of view of large deviation theory. For a given set of macroscopic variables, we consider the short-time evolution of…

Statistical Mechanics · Physics 2021-04-28 Brian R. La Cour , William C. Schieve

We extend stochastic thermodynamics by relaxing the two assumptions that the Markovian dynamics must be linear and that the equilibrium distribution must be a Boltzmann distribution. We show that if we require the second law to hold when…

Statistical Mechanics · Physics 2021-05-26 Jan Korbel , David H. Wolpert

We study non-equilibrium statistical mechanics of a Gaussian dynamical system and compute in closed form the large deviation functionals describing the fluctuations of the entropy production observable with respect to the reference state…

Mathematical Physics · Physics 2016-08-03 Vojkan Jaksic , Claude-Alain Pillet , Armen Shirikyan

We investigate the non-equilibrium large deviations function of the particle densities in two steady-state driven systems exchanging particles at a vanishing rate. We first derive through a systematic multi-scale analysis the coarse-grained…

Statistical Mechanics · Physics 2020-08-26 Jules Guioth , Éric Bertin

Observing stochastic trajectories with rare transitions between states, practically undetectable on time scales accessible to experiments, makes it impossible to directly quantify the entropy production and thus infer whether and how far…

Statistical Mechanics · Physics 2025-12-15 Marco Baiesi , Tomohiro Nishiyama , Gianmaria Falasco

We introduce a numerical method to sample the distributions of charge, heat, and entropy production in open quantum systems coupled strongly to macroscopic reservoirs, with both temporal and energy resolution and beyond the linear-response…

We investigate fluctuations in the momentum flux across a surface perpendicular to the velocity gradient in a stationary shear flow maintained by either thermostated deterministic or by stochastic boundary conditions. In the deterministic…

Chaotic Dynamics · Physics 2009-11-07 Federico Bonetto , Joel Lebowitz

This course explains how the usual mean field evolution partial differential equations (PDEs) in Statistical Physics - such as the Vlasov-Poisson system, the vorticity formulation of the two-dimensional Euler equation for incompressible…

Analysis of PDEs · Mathematics 2016-06-29 François Golse

In many experimental situations, a physical system undergoes stochastic evolution which may be described via random maps between two compact spaces. In the current work, we study the applicability of large deviations theory to time-averaged…

Statistical Mechanics · Physics 2015-05-13 Vladimir Y. Chernyak , Michael Chertkov , Sergey V. Malinin , Razvan Teodorescu

In this paper we consider the classical differential equations of Hodgkin and Huxley and a natural refinement of them to include a layer of stochastic behavior, modeled by a large number of finite-state-space Markov processes coupled to a…

Probability · Mathematics 2009-09-29 Tim D. Austin

Using stochastic thermodynamics, the properties of interacting linear chains subject to periodic drivings are investigated. The systems are described by Fokker-Planck-Kramers equation and exact (explicit) solutions are obtained for periodic…

Statistical Mechanics · Physics 2020-02-05 Bruno A. N. Akasaki , M. J. de Oliveira , Carlos E. Fiore

We derive universal bounds for the finite-time survival probability of the stochastic work extracted in steady-state heat engines and the stochastic heat dissipated to the environment. We also find estimates for the time-dependent…

Statistical Mechanics · Physics 2022-02-23 Gonzalo Manzano , Édgar Roldán

In recent work [1] we uncovered intriguing connections between Otto's characterisation of diffusion as entropic gradient flow [16] on one hand and large-deviation principles describing the microscopic picture (Brownian motion) on the other.…

Analysis of PDEs · Mathematics 2014-03-05 Stefan Adams , Nicolas Dirr , Mark A. Peletier , Johannes Zimmer

We provide a stochastic thermodynamic description across scales for $N$ identical units with all-to-all interactions that are driven away from equilibrium by different reservoirs and external forces. We start at the microscopic level with…

Statistical Mechanics · Physics 2020-07-07 Tim Herpich , Tommaso Cossetto , Gianmaria Falasco , Massimiliano Esposito

We consider stochastic dynamical systems defined by differential equations with a uniform random time delay. The latter equations are shown to be equivalent to deterministic higher-order differential equations: for an $n$-th order equation…

Statistical Mechanics · Physics 2011-10-11 P. L. Krapivsky , J. M. Luck , K. Mallick
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