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In this letter, we develop a mode-coupling theory for a class of nonlinear Langevin equations with multiplicative noise using a field theoretic formalism. These equations are simplified models of realistic colloidal suspensions. We prove…

Statistical Mechanics · Physics 2009-11-10 Kunimasa Miyazaki , David R. Reichman

An important result in classical stochastic thermodynamics is the work fluctuation--dissipation relation (FDR), which states that the dissipated work done along a slow process is proportional to the resulting work fluctuations. Here we show…

Quantum Physics · Physics 2019-12-11 Harry J. D. Miller , Matteo Scandi , Janet Anders , Martí Perarnau-Llobet

For open systems derived from quadratic total Hamiltonians, we derive a dynamic fluctuation-dissipation (FD) inequality valid for any total initial state and without regard to the sign of the dissipation. With the added constraint that this…

Quantum Physics · Physics 2013-09-24 Allan Tameshtit

We present a finite element approach for diffusion problems with thermal fluctuations based on a fluctuating hydrodynamics model. The governing transport equations are stochastic partial differential equations with a fluctuating forcing…

Numerical Analysis · Mathematics 2024-03-21 P. Martínez-Lera , M. De Corato

The fluctuation-dissipation theorem is a central theorem in nonequilibrium statistical mechanics by which the evolution of velocity fluctuations of the Brownian particle under a fluctuating environment is intimately related to its…

Statistical Mechanics · Physics 2015-05-14 Jen-Tsung Hsiang , Tai-Hung Wu , Da-Shin Lee

We show that for stochastic dynamical systems out of equilibrium the violation of the fluctuation-dissipation equality is bounded by a function of the entropy production. The result applies to a much wider situation than `near equilibrium',…

Statistical Mechanics · Physics 2009-01-23 Leticia F. Cugliandolo , David S. Dean , Jorge Kurchan

Dynamics near and far away from thermal equilibrium is studied within the framework of Langevin equations. A stochasticity-dissipation relation is proposed to emphasize the equal importance of the stochastic and deterministic forces in…

Classical Physics · Physics 2007-05-23 P. Ao

Biodiversity and extinction are central issues in evolution. Dynamical balance among different species in ecosystems is often described by deterministic replicator equations with moderate success. However, fluctuations are inevitable,…

Populations and Evolution · Quantitative Biology 2014-11-25 Tsung-Cheng Lu , Yi-Ko Chen , Hsiu-Hau Lin , Chun-Chung-Chen

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

We study the large deviations of a simple noise-perturbed dynamical system having continuous sets of steady states, which mimick those found in some partial differential equations related, for example, to turbulence problems. The system is…

Statistical Mechanics · Physics 2012-06-05 Freddy Bouchet , Hugo Touchette

Motivated by the wide range of applicability of the fluctuation and dissipation phenomena in non-equilibrium systems, we provide a universal study scheme for the dissipation of the energy and the corresponding Brownian motion analysis of…

High Energy Physics - Theory · Physics 2018-09-26 Dimitrios Giataganas , Da-Shin Lee , Chen-Pin Yeh

We numerically investigate the correlation function, the response and the breakdown of the Fluctuation-Dissipation Theorem (FDT) in active particles close to the motility-induced critical point. We find a strong FDT violation in the short…

Soft Condensed Matter · Physics 2022-03-16 Claudio Maggi , Nicoletta Gnan , Matteo Paoluzzi , Emanuela Zaccarelli , Andrea Crisanti

We show that an appropriately defined fluctuation-dissipation theorem, connecting generalized susceptibilities and time correlation functions, is valid for times shorter than the nucleation time of the metastable state of Markovian systems…

Statistical Mechanics · Physics 2009-11-10 G. Baez , H. Larralde , F. Leyvraz , R. A. Mendez-Sanchez

The fluctuation-dissipation-theorem connects equilibrium to mildly (linearly) perturbed situations in a thermodynamic manner: It involves the observable of interest and the entropy production caused by the perturbation. We derive a relation…

Statistical Mechanics · Physics 2021-03-24 Tristan Holsten , Matthias Krüger

Stochastic differential equations of Langevin-diffusion form have received significant attention, thanks to their foundational role in both Bayesian sampling algorithms and optimization in machine learning. In the latter, they serve as a…

Optimization and Control · Mathematics 2024-05-14 Fabio V. Difonzo , Vyacheslav Kungurtsev , Jakub Marecek

Using the theory of large deviations, macroscopic fluctuation theory provides a framework to understand the behaviour of non-equilibrium dynamics and steady states in diffusive systems. We extend this framework to a minimal model of…

Statistical Mechanics · Physics 2023-10-02 D. R. Michiel Renger , Upanshu Sharma

The Fluctuation Theorems are a group of exact relations that remain valid irrespective of how far the system has been driven away from equilibrium. Other than having practical applications, like determination of equilibrium free energy…

Statistical Mechanics · Physics 2016-11-04 Sourabh Lahiri , A. M. Jayannavar

A general theory of thermal magnetic fluctuations near conductive materials is developed; such fluctuations are the magnetic analog of Johnson noise. For realistic experiments in quantum computing and magnetic resonance force microscopy,…

Quantum Physics · Physics 2007-05-23 J. A. Sidles , J. L. Garbini , W. M. Dougherty , S. H. Chao

Density-functional perturbation theory (DFPT) is nowadays the method of choice for the accurate computation of linear and non-linear response properties of materials from first principles. A notable advantage of DFPT over alternative…

Materials Science · Physics 2019-06-19 Miquel Royo , Massimiliano Stengel

We derive the fluctuation theorem for a stochastic and periodically driven system coupled to two reservoirs with the aid of a master equation. We write down the cumulant generating functions for both the current and entropy production in…

Statistical Mechanics · Physics 2020-11-26 Kazutaka Takahashi , Yuki Hino , Keisuke Fujii , Hisao Hayakawa