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Related papers: Large deviations and fluctuation theorems for cycl…

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In equilibrium, the fluctuation-dissipation theorem (FDT) expresses the response of an observable to a small perturbation by a correlation function of this variable with another one that is conjugate to the perturbation with respect to…

Statistical Mechanics · Physics 2010-10-13 Udo Seifert , Thomas Speck

A large deviation principle is derived for stochastic partial differential equations with slow-fast components. The result shows that the rate function is exactly that of the averaged equation plus the fluctuating deviation which is a…

Probability · Mathematics 2010-01-28 Wei Wang , A. J. Roberts , Jinqiao Duan

Markedly increased computational power and data acquisition have led to growing interest in data-driven inverse dynamics problems. These seek to answer a fundamental question: What can we learn from time series measurements of a complex…

Statistical Mechanics · Physics 2025-04-29 Jinghao Lyu , Kyle J. Ray , James P. Crutchfield

The fluctuation-dissipation relation is calculated for a class of stochastic models obeying a master equation. The transition rates are assumed to obey detailed balance also in the presence of a field. It is shown that in general the linear…

Statistical Mechanics · Physics 2016-08-31 Gregor Diezemann

We investigate thermodynamics of general nonequilibrium processes stopped at stochastic times. We propose a systematic strategy for constructing fluctuation-theorem-like martingales for each thermodynamic functional, yielding a family of…

Statistical Mechanics · Physics 2023-06-02 Haoran Yang , Hao Ge

We study the zero-range process on a simple diamond lattice with open boundary conditions and determine the conditions for the existence of loops in the mean current. We also perform a large deviation analysis for fluctuations of partial…

Statistical Mechanics · Physics 2012-07-17 Rodrigo Villavicencio-Sanchez , Rosemary J. Harris , Hugo Touchette

Maintained by environmental fluxes, biological systems are thermodynamic processes that operate far from equilibrium without detailed-balance dynamics. Yet, they often exhibit well defined nonequilibrium steady states (NESSs). More…

Statistical Mechanics · Physics 2017-08-02 P. M. Riechers , J. P. Crutchfield

We study the performance of a stochastic algorithm based on the power method that adaptively learns the large deviation functions characterizing the fluctuations of additive functionals of Markov processes, used in physics to model…

Statistical Mechanics · Physics 2023-03-30 Francesco Coghi , Hugo Touchette

We study lower large deviations for the current of totally asymmetric zero-range processes on a ring with concave current-density relation. We use an approach by Jensen and Varadhan which has previously been applied to exclusion processes,…

Statistical Mechanics · Physics 2021-07-21 Paul Chleboun , Stefan Grosskinsky , Andrea Pizzoferrato

We present the application of a fluctuating hydrodynamic theory to study current fluctuations in diffusive systems on a semi-infinite line in contact with a reservoir with slow coupling. We show that the distribution of the time-integrated…

Statistical Mechanics · Physics 2023-08-04 Soumyabrata Saha , Tridib Sadhu

Cyclic structure and dynamics are of great interest in both the fields of stochastic processes and nonequilibrium statistical physics. In this paper, we find a new symmetry of the Brownian motion named as the quasi-time-reversal invariance.…

Probability · Mathematics 2017-04-27 Hao Ge , Chen Jia , Da-Quan Jiang

We introduce a finite-time detailed fluctuation theorem for the environmental entropy of the form $\tilde P(\Delta S_{env}) = e^{\Delta S_{env}} \tilde P(-\Delta S_{env})$ for an appropriately weighted probability density of the external…

Statistical Mechanics · Physics 2013-04-22 David Luposchainsky , Andre Cardoso Barato , Haye Hinrichsen

Fluctuations in stochastic systems are usually characterized by the full counting statistics, which analyzes the distribution of the number of events taking place in the fixed time interval. In an alternative approach, the distribution of…

Statistical Mechanics · Physics 2018-01-24 Krzysztof Ptaszynski

Any decomposition of the total trajectory entropy production for Markovian systems has a joint probability distribution satisfying a generalized detailed fluctuation theorem, when all the contributing terms are odd with respect to time…

Statistical Mechanics · Physics 2010-10-26 Reinaldo Garcia-Garcia , Daniel Dominguez , Vivien Lecomte , Alejandro B. Kolton

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

Coarse-grained models are widely used to explain the effective behavior of partially observable physical systems with hidden degrees of freedom. Reduction procedures in state space typically disrupt Markovianity and a fluctuation relation…

Statistical Mechanics · Physics 2024-09-24 Alberto Garilli , Pedro E. Harunari , Matteo Polettini

We study temperature fluctuations in mesoscopic $N$-body systems undergoing non-equilibrium processes from the perspective of stochastic thermodynamics. By introducing a stochastic differential equation, we describe the evolution of the…

Statistical Mechanics · Physics 2026-05-19 Zhaoyu Fei , Yu-Han Ma

We analyze a steady-state thermoelectric engine, whose working substance consists of two capacitively coupled quantum dots. One dot is tunnel-coupled to a hot reservoir serving as a heat source, the other one to two electrically biased…

Quantum Physics · Physics 2021-02-10 R David Mayrhofer , Cyril Elouard , Janine Splettstoesser , Andrew N Jordan

We investigate the stochastic dynamics of a thermal machine realized by a fast-driven Otto cycle. By employing a stochastic approach, we find that system coherences strongly affect fluctuations depending on the thermodynamic current.…

Mesoscale and Nanoscale Physics · Physics 2023-06-07 Ana Laura Gramajo , Elisabetta Paladino , Jukka Pekola , Rosario Fazio

The theory of large deviations deals with the probabilities of rare events (or fluctuations) that are exponentially small as a function of some parameter, e.g., the number of random components of a system, the time over which a stochastic…

Statistical Mechanics · Physics 2012-03-01 Hugo Touchette