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Fluctuation theorems have elevated the second law of thermodynamics to a statistical realm by establishing a connection between time-forward and time-reversal probabilities, providing invaluable insight into nonequilibrium dynamics. While…

Quantum Physics · Physics 2025-06-05 Hui Li , Jie Xie , Hyukjoon Kwon , Yixin Zhao , M. S. Kim , Lijian Zhang

Diffusion with stochastic transport is investigated here when the random driving process is a very general Gaussian process, including Fractional Brownian motion. The purpose is the comparison with a deterministic PDE, which in certain…

Probability · Mathematics 2026-04-20 Franco Flandoli , Francesco Russo

Turbulent flows are out-of-equilibrium because the energy supply at large scales and its dissipation by viscosity at small scales create a net transfer of energy among all scales. Here, the energy cascade is approximated by a combined…

Fluid Dynamics · Physics 2021-01-11 Amilcare Porporato , Milad Hooshyar , Andrew D Bragg , Gabriel Katul

Motivated by stochastic models of climate phenomena, the steady-state of a linear stochastic model with additive Gaussian white noise is studied. Fluctuation theorems for nonequilibrium steady-states provide a constraint on the character of…

Statistical Mechanics · Physics 2008-01-04 Jeffrey B. Weiss

We present a simple and systematic method to calculate the Rindler noise, which is relevant to the analysis of the Unruh effect, by using the fluctuation-dissipative theorem. To do this, we calculate the dissipative coefficient explicitly…

High Energy Physics - Theory · Physics 2016-08-25 Hiroaki Terashima

Many approaches to modelling reaction-diffusion systems with anomalous transport rely on deterministic equations and ignore fluctuations arising due to finite particle numbers. Starting from an individual-based model we use a…

Statistical Mechanics · Physics 2019-05-29 Joseph W. Baron , Tobias Galla

We consider a one-dimensional Brownian motion under nonequilibrium feedback control. Generally, the fluctuation-dissipation theorem (FDT) is violated in driven systems under nonequilibrium conditions. We find that the degree of the FDT…

Statistical Mechanics · Physics 2013-06-13 Sosuke Ito , Masaki Sano

Dynamics of a system that performs a large fluctuation to a given state is essentially deterministic: the distribution of fluctuational paths peaks sharply at a certain optimal path along which the system is most likely to move. For the…

Statistical Mechanics · Physics 2008-03-03 M. I. Dykman , V. N. Smelyanskiy

In the last three decades, Numerical Stochastic Perturbation Theory (NSPT) has proven to be an excellent tool for calculating perturbative expansions in theories such as Lattice QCD, for which standard, diagrammatic perturbation theory is…

High Energy Physics - Lattice · Physics 2025-02-05 P. Baglioni , F. Di Renzo

The stochastic dynamics of micron and nanoscale cantilevers immersed in a viscous fluid are quantified. Analytical results are presented for long slender cantilevers driven by Brownian noise. The spectral density of the noise force is not…

Mesoscale and Nanoscale Physics · Physics 2009-11-11 M. R. Paul , M. T. Clark , M. C. Cross

Prolongating our previous paper on the Einstein relation, we study the motion of a particle diffusing in a random reversible environment when subject to a small external forcing. In order to describe the long time behavior of the particle,…

Probability · Mathematics 2018-06-25 Pierre Mathieu , Andrey Piatnitski

We investigate the behavior of dissipative particle dynamics (DPD) with time-correlated random noise. A new stochastic force for DPD is proposed which consists of a random force whose noise has an algebraic correlation proportional to 1/t…

Statistical Mechanics · Physics 2019-01-10 Morgane Borreguero , Marco Ellero , Nikolaus A. Adams

In this paper, we take a control-theoretic approach to answering some standard questions in statistical mechanics. A central problem is the relation between systems which appear macroscopically dissipative but are microscopically lossless.…

Dynamical Systems · Mathematics 2014-10-21 Henrik Sandberg , Jean-Charles Delvenne , John C. Doyle

The existence of a generalized fluctuation-dissipation theorem observed in simulations and experiments performed in various glassy materials is related to the concepts of local equilibration and heterogeneity in space. Assuming the…

Statistical Mechanics · Physics 2009-11-10 Ludovic Berthier

For macroscopic quantum systems, we study what are measured when equilibrium fluctuations of macrovariables are measured in an ideal way that mimics classical ideal measurements as closely as possible. We find that the symmetrized time…

Statistical Mechanics · Physics 2016-07-06 Kyota Fujikura , Akira Shimizu

The friction coefficient of a particle can depend on its position as it does when the particle is near a wall. We formulate the dynamics of particles with such state-dependent friction coefficients in terms of a general Langevin equation…

Soft Condensed Matter · Physics 2009-11-13 A. W. C. Lau , T. C. Lubensky

We analyze the validity of the fluctuation-dissipation theorem for slow relaxation systems in the context of mesoscopic nonequilibrium thermodynamics. We demonstrate that the violation arises as a natural consequence of the elimination of…

Statistical Mechanics · Physics 2009-11-07 A. Perez-Madrid , D. Reguera , J. M. Rubi

We study by simulation the effect of the diffusive motion of repressor molecules on the noise in mRNA and protein levels in the case of a repressed gene. We find that spatial fluctuations due to diffusion can drastically enhance the noise…

Molecular Networks · Quantitative Biology 2007-05-23 Jeroen S. van Zon , Marco J. Morelli , Sorin Tanase-Nicola , Pieter Rein ten Wolde

Theoretical descriptions of the stepping-stone model, a cornerstone of spatial population genetics, have long overlooked diffusive noise arising from migration dynamics. We derive an exact fluctuating hydrodynamic description of this model…

Statistical Mechanics · Physics 2025-05-30 Rashmiranjan Bhutia , Stephy Jose , Prasad Perlekar , Kabir Ramola

For thermostatted dissipative systems the Fluctuation Theorem gives an analytical expression for the ratio of probabilities that the time averaged entropy production in a finite system observed for a finite time, takes on a specified value…

Statistical Mechanics · Physics 2009-10-31 Denis J. Evans , Debra J. Searles , Emil Mittag