English
Related papers

Related papers: Fluctuation-dissipation Type Theorem in Stochastic…

200 papers

We derive various exact results for Markovian systems that spontaneously relax to a non-equilibrium steady-state by using joint probability distributions symmetries of different entropy production decompositions. The analytical approach is…

Statistical Mechanics · Physics 2012-02-10 Reinaldo García-García , Vivien Lecomte , A. B. Kolton , D. Domínguez

Liouville's theorem, based on the Hamiltonian flow (micro-canonical ensemble) for a many particle system, indicates that the (stationary) equilibrium probability distribution is a function of the Hamiltonian. A canonical ensemble…

Statistical Mechanics · Physics 2012-11-21 A. Bhattacharyay

Damping on an object generally depends on its conformation (shape size etc.). We consider the Langevin dynamics of a model system with a conformation dependent damping and generalize the fluctuation dissipation relation to fit in such a…

Statistical Mechanics · Physics 2012-07-16 A. Bhattacharyay

The fluctuation-dissipation relations (FDR) are powerful relations which can capture the essence of the interplay between a system and its environment. Challenging problems of this nature which FDRs aid in our understanding include the…

High Energy Physics - Theory · Physics 2022-08-02 Jen-Tsung Hsiang , B. L. Hu , Shih-Yuin Lin , Kazuhiro Yamamoto

Fluctuation theorem is one of the major achievements in the field of nonequilibrium statistical mechanics during the past two decades. Steady-state fluctuation theorem of sample entropy production rate in terms of large deviation principle…

Probability · Mathematics 2016-08-24 Yong Chen , Hao Ge , Jie Xiong , Lihu Xu

We study anomalous diffusion for one-dimensional systems described by a generalized Langevin equation. We show that superdiffusion can be classified in slow superdiffusion and fast superdiffusion. For fast superdiffusion we prove that the…

Statistical Mechanics · Physics 2007-05-23 Ismael V. L. Costa , Rafael Morgado , Marcos V. B. T. Lima , Fernando A. Oliveira

Stochastic gradient descent in continuous time (SGDCT) provides a computationally efficient method for the statistical learning of continuous-time models, which are widely used in science, engineering, and finance. The SGDCT algorithm…

Probability · Mathematics 2019-06-18 Justin Sirignano , Konstantinos Spiliopoulos

By considering subexponential contributions in large deviation theory, we determine the fine structure in the probability distribution of the observable displacement of a bead coupled to a molecular motor. More generally, for any stochastic…

Statistical Mechanics · Physics 2014-07-11 Patrick Pietzonka , Eva Zimmermann , Udo Seifert

Stochastic differential equations (SDEs) describe dynamical systems where deterministic flows, governed by a drift function, are superimposed with random fluctuations, dictated by a diffusion function. The accurate estimation (or discovery)…

Machine Learning · Computer Science 2025-10-22 Patrick Seifner , Kostadin Cvejoski , David Berghaus , Cesar Ojeda , Ramses J. Sanchez

We discuss research done in two important areas of nonequilibrium statistical mechanics: fluctuation dissipation relations and dynamical fluctuations. In equilibrium systems the fluctuation-dissipation theorem gives a simple relation…

Statistical Mechanics · Physics 2010-11-19 Bram Wynants

A reformulation of the fluctuation-dissipation theorem of Callen and Welton is presented in such a manner that the basic idea of Feynman-Vernon and Caldeira -Leggett of using an infinite number of oscillators to simulate the dissipative…

High Energy Physics - Theory · Physics 2009-10-31 Kazuo Fujikawa , Hiroaki Terashima

Living systems need to be highly responsive, and also to keep fluctuations low. These goals are incompatible in equilibrium systems due to the Fluctuation Dissipation Theorem (FDT). Here, we show that biological sensory systems, driven far…

Biological Physics · Physics 2015-09-16 Pablo Sartori , Yuhai Tu

Fluctuations of nonequilibrium localized waves are shaped not only by direct stochastic forcing but also by deterministic transfer among coupled collective degrees of freedom. We develop a pathway-resolved stochastic collective-coordinate…

The Macroscopic Fluctuating Theory is presented from a practical and self consistent point of view. We take as starting point the assumption that a system at a mesoscopic scale is described by a field $\phi(x,t)$ that evolves by a Langevin…

Statistical Mechanics · Physics 2020-10-23 Pedro L. Garrido

A finite-time fluctuation theorem is proved for the diffusion-influenced surface reaction A<->B in a domain with any geometry where the species A and B undergo diffusive transport between the reservoir and the catalytic surface. A…

Statistical Mechanics · Physics 2018-12-24 Pierre Gaspard , Raymond Kapral

In this paper, we offer to the reader an essential review of the theory of Fluctuation-Dissipation Relations (FDR), from the first formulations due to Einstein and Onsager, to the recent developments in the framework of stochastic…

Statistical Mechanics · Physics 2022-12-07 Marco Baldovin , Lorenzo Caprini , Andrea Puglisi , Alessandro Sarracino , Angelo Vulpiani

Quantifying and characterizing fluctuations far away from equilibrium is a challenging task. We discuss and experimentally confirm a series expansion for a driven classical system, relating the different non-equilibrium cumulants of the…

Statistical Mechanics · Physics 2025-09-29 Juliana Caspers , Karthika Krishna Kumar , Clemens Bechinger , Matthias Krüger

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 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

The application of thermodynamic reasoning in the study of learning systems has a long tradition. Recently, new tools relating perfect thermodynamic adaptation to the adaptation process have been developed. These results, known as…

Statistical Mechanics · Physics 2023-09-07 Pedro Hack , Cecilia Lindig-Leon , Sebastian Gottwald , Daniel A. Braun