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Computer simulations of the Ising model exhibit white noise if thermal fluctuations are governed by Boltzmann's factor alone; whereas we find that the same model exhibits 1/f noise if Boltzmann's factor is extended to include local…

Mesoscale and Nanoscale Physics · Physics 2015-06-22 Ralph V. Chamberlin , Derek M. Nasir

We reveal the mechanism of subdiffusion which emerges in a straightforward, one dimensional classical nonequilibrium dynamics of a Brownian ratchet driven by both a time-periodic force and Gaussian white noise. In a tailored parameter set…

Statistical Mechanics · Physics 2021-03-25 Jakub Spiechowicz , Jerzy Łuczka

In this study, we rederive the fluctuation theorems in presence of feedback, by assuming the known Jarzynski equality and detailed fluctuation theorems. We first reproduce the already known work theorems for a classical system, and then…

Statistical Mechanics · Physics 2015-05-30 Sourabh Lahiri , Shubhashis Rana , A. M. Jayannavar

Stochastic forces are usually postulated or obtained by eliminating environmental degrees of freedom. Here we identify a variational origin: fluctuating endpoint data in Hamilton's principle induce fluctuations of the on-shell action.…

Statistical Mechanics · Physics 2026-05-19 Francisco Monroy

We study the relation between the partition function of a non--relativistic particle, that describes the equilibrium fluctuations implicitly, and the partition function of the same system, deduced from the Langevin equation, that describes…

High Energy Physics - Theory · Physics 2017-03-21 Stam Nicolis

We investigate the statistical properties of fluctuations in active systems that are governed by non-symmetric responses. Both an underdamped Langevin system with an odd resistance tensor and an overdamped Langevin system with an odd…

Soft Condensed Matter · Physics 2022-09-13 Kento Yasuda , Kenta Ishimoto , Akira Kobayashi , Li-Shing Lin , Isamu Sou , Yuto Hosaka , Shigeyuki Komura

Large entropy fluctuations in a nonequilibrium steady state of classical mechanics were studied in extensive numerical experiments on a simple 2-freedom model with the so-called Gauss time-reversible thermostat. The local fluctuations (on a…

Chaotic Dynamics · Physics 2009-10-31 Boris Chirikov

The fluctuations of a Markovian jump process with one or more unidirectional transitions, where $R_{ij} >0$ but $R_{ji} =0$, are studied. We find that such systems satisfy an integral fluctuation theorem. The fluctuating quantity satisfying…

Statistical Mechanics · Physics 2015-07-22 Saar Rahav , Upendra Harbola

With this work we elaborate on the physics of quantum noise in thermal equilibrium and in stationary non-equilibrium. Starting out from the celebrated quantum fluctuation-dissipation theorem we discuss some important consequences that must…

Quantum Physics · Physics 2007-05-23 Peter Hänggi , Gert-Ludwig Ingold

In this work, we have studied simple models that can be solved analytically to illustrate various fluctuation theorems. These fluctuation theorems provide symmetries individually to the distributions of physical quantities like the…

Statistical Mechanics · Physics 2015-05-20 Mamata Sahoo , Sourabh Lahiri , A. M. Jayannavar

The statistical mechanical basis of the fluctuation theory of mixtures is reviewed. An overview of the statistical mechanical relations between the microscopic properties of a system and its macroscopic properties is presented. The…

Statistical Mechanics · Physics 2018-11-20 G. Ali Mansoori , Enrico Matteoli

We generalize the oscillator model of a particle interacting with a thermal reservoir by introducing arbitrary nonlinear couplings in the particle coordinates.The equilibrium positions of the heat bath oscillators are promoted to space-time…

High Energy Physics - Theory · Physics 2009-10-28 F. Illuminati , M. Patriarca , P. Sodano

We focus on variational inference in dynamical systems where the discrete time transition function (or evolution rule) is modelled by a Gaussian process. The dominant approach so far has been to use a factorised posterior distribution,…

Machine Learning · Statistics 2018-12-17 Alessandro Davide Ialongo , Mark van der Wilk , James Hensman , Carl Edward Rasmussen

We propose a variational superposed Gaussian approximation (VSGA) for dynamical solutions of Langevin equations subject to applied signals, determining time-dependent parameters of superposed Gaussian distributions by the variational…

Statistical Mechanics · Physics 2015-05-20 Yoshihiko Hasegawa

Thermodynamic uncertainty relations quantify how the signal-to-noise ratio of a given observable is constrained by dissipation. Fluctuation relations generalize the second law of thermodynamics to stochastic processes. We show that any…

Statistical Mechanics · Physics 2019-11-26 Patrick P. Potts , Peter Samuelsson

Heat fluctuations over a time \tau in a non-equilibrium stationary state and in a transient state are studied for a simple system with deterministic and stochastic components: a Brownian particle dragged through a fluid by a harmonic…

Statistical Mechanics · Physics 2007-05-23 R. van Zon , E. G. D. Cohen

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 consider work fluctuation relations (FRs) for generic types of dynamics generating anomalous diffusion: Levy flights, long-correlated Gaussian processes and time-fractional kinetics. By combining Langevin and kinetic approaches we…

Statistical Mechanics · Physics 2009-03-24 A. V. Chechkin , R. Klages

Many systems in nature and laboratories are far from equilibrium and exhibit significant fluctuations, invalidating the key assumptions of small fluctuations and short memory time in or near equilibrium. A full knowledge of Probability…

Statistical Mechanics · Physics 2017-11-15 Eun-jin Kim , Lucille-Marie Tenk`es , Rainer Hollerbach , Ovidiu Radulescu

We discuss the use of a Langevin equation with a colored (correlated) noise to perform constant-temperature molecular dynamics simulations. Since the equations of motion are linear in nature, it is easy to predict the response of a…

Statistical Mechanics · Physics 2010-01-04 Michele Ceriotti , Giovanni Bussi , Michele Parrinello
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