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Strong violations of existing fluctuation theorems may arise in nonequilibrium steady states characterized by distributions with power-law tails. The ratio of the probabilities of positive and negative fluctuations of equal magnitude…

Statistical Mechanics · Physics 2012-07-11 Adrian A. Budini

We consider $N$ uniformly-accelerating Unruh-DeWitt detectors whose internal degrees of freedom are coupled to a massless scalar field in $(1+1)$D Minkowski space. We use the influence functional formalism to derive the Langevin equations…

High Energy Physics - Theory · Physics 2019-08-07 J. -T. Hsiang , B. L. Hu , S. -Y. Lin

We show how to apply the macroscopic fluctuation theory (MFT) of Bertini, De Sole, Gabrielli, Jona-Lasinio, and Landim to study the current fluctuations of diffusive systems with a step initial condition. We argue that one has to…

Statistical Mechanics · Physics 2015-05-13 B. Derrida , A. Gerschenfeld

This paper presents a general approach to linear stochastic processes driven by various random noises. Mathematically, such processes are described by linear stochastic differential equations of arbitrary order (the simplest non-trivial…

Condensed Matter · Physics 2009-10-28 Alon Drory

We employ the macroscopic fluctuation theory to study fluctuations of integrated current in one-dimensional lattice gases with a step-like initial density profile. We analytically determine the variance of the current fluctuations for a…

Statistical Mechanics · Physics 2015-06-05 P. L. Krapivsky , Baruch Meerson

We derive an inequality relating the finite-frequency linear response and fluctuations of an observable in a physical system. The relation holds for arbitrary observables and perturbations in general Markovian dynamics, including over- and…

Statistical Mechanics · Physics 2025-10-20 Andreas Dechant

Along the lines of the nonlinear response theory developed by Ruelle, in a previous paper we have proved under rather general conditions that Kramers-Kronig dispersion relations and sum rules apply for a class of susceptibilities describing…

Statistical Mechanics · Physics 2011-10-11 Valerio Lucarini

Large deviation theory (LDT) provides a mathematical framework to quantify the probabilities of rare events in stochastic systems. In this study, we applied LDT to model a chemical reaction system and demonstrated that the fluctuation…

Chemical Physics · Physics 2025-01-22 Tatsuaki Tsuruyama

Stochastic reaction-diffusion equations are a popular modelling approach for studying interacting populations in a heterogeneous environment under the influence of environmental fluctuations. Although the theoretical basis of alternative…

Populations and Evolution · Quantitative Biology 2017-02-16 Ivo Siekmann , Michael Bengfort , Horst Malchow

Non-reciprocal systems can be thought of as disobeying Newtons third law - an action does not cause an equal and opposite reaction. In recent years there has been a dramatic rise in interest towards such systems. On a fundamental level,…

Statistical Mechanics · Physics 2024-12-06 Sergei Shmakov , Glasha Osipycheva , Peter B. Littlewood

We consider the application of fluctuation relations to the dynamics of coarse-grained systems, as might arise in a hypothetical experiment in which a system is monitored with a low-resolution measuring apparatus. We analyze a stochastic,…

Statistical Mechanics · Physics 2007-09-19 Saar Rahav , Christopher Jarzynski

Gaussian macroscopic fluctuation theory underpins the understanding of noise in a broad class of nonequilibrium systems. We derive exact fluctuation-response relations linking the power spectral density of stationary fluctuations to the…

Statistical Mechanics · Physics 2026-02-11 Timur Aslyamov , Krzysztof Ptaszyński , Massimiliano Esposito

We study the impact of stochastic perturbations to deterministic dynamical systems using the formalism of the Ruelle response theory and explore how stochastic noise can be used to explore the properties of the underlying deterministic…

Statistical Mechanics · Physics 2015-05-27 Valerio Lucarini

We establish a unified fluctuation-response relation for Langevin dynamics. By exploiting the common mathematical structures underlying fluctuations and responses of empirical density and current, we derive a unified identity that…

Statistical Mechanics · Physics 2026-01-26 Hyun-Myung Chun , Euijoon Kwon , Hyunggyu Park , Jae Sung Lee

A considerable number of systems have recently been reported in which Brownian yet non-Gaussian dynamics was observed. These are processes characterised by a linear growth in time of the mean squared displacement, yet the probability…

Statistical Mechanics · Physics 2018-11-26 V. Sposini , A. V. Chechkin , F. Seno , G. Pagnini , R. Metzler

We consider fluctuations of the dissipated energy in nonlinear driven diffusive systems subject to bulk dissipation and boundary driving. With this aim, we extend the recently-introduced macroscopic fluctuation theory to nonlinear driven…

Statistical Mechanics · Physics 2013-10-29 P. I. Hurtado , A. Lasanta , A. Prados

Brownian yet non-Gaussian processes have recently been observed in numerous biological systems and the corresponding theories have been built based on random diffusivity models. Considering the particularity of random diffusivity, this…

Statistical Mechanics · Physics 2022-08-31 Xudong Wang , Yao Chen

The analysis of fluctuation-dissipation relations developed in Giona et al. (2024) for particle hydromechanics is extended to stochastic forcings alternative to Wiener processes, with the aim of addressing the occurrence of Gaussian…

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

We provide an explicit rigorous derivation of a diffusion limit - a stochastic differential equation with additive noise - from a deterministic skew-product flow. This flow is assumed to exhibit time-scale separation and has the form of a…

Dynamical Systems · Mathematics 2015-05-27 I. Melbourne , A. M. Stuart

We introduce a general framework for approximating parabolic Stochastic Partial Differential Equations (SPDEs) based on fluctuation-dissipation balance. Using this approach we formulate Stochastic Discontinuous Galerkin Methods (SDGM). We…

Numerical Analysis · Mathematics 2023-02-28 Will Pazner , Nathaniel Trask , Paul J. Atzberger