English
Related papers

Related papers: White-noise fluctuation theorem for Langevin dynam…

200 papers

There are only a very few known relations in statistical dynamics that are valid for systems driven arbitrarily far-from-equilibrium. One of these is the fluctuation theorem, which places conditions on the entropy production probability…

Statistical Mechanics · Physics 2009-09-25 Gavin E. Crooks

Fluctuation properties of the Langevin equation including a multiplicative, power-law noise and a quadratic potential are discussed. The noise has the Levy stable distribution. If this distribution is truncated, the covariance can be…

Statistical Mechanics · Physics 2015-06-15 Tomasz Srokowski

The discrete Boltzmann equation for both the ideal and a non-ideal fluid is extended by adding Langevin noise terms in order to incorporate the effects of thermal fluctuations. After casting the fluctuating discrete Boltzmann equation in a…

Computational Physics · Physics 2011-04-01 M. Gross , M. E. Cates , F. Varnik , R. Adhikari

For non-equilibrium systems of interacting particles and for interacting diffusions in d dimensions, a novel fluctuation relation is derived. The theorem establishes a quantitative relation between the probabilities of observing two current…

Statistical Mechanics · Physics 2015-12-07 Carlos Pérez-Espigares , Frank Redig , Cristian Giardinà

We introduce thermal fluctuations in the lattice Boltzmann method for non-ideal fluids. A fluctuation-dissipation theorem is derived within the Langevin framework and applied to a specific lattice Boltzmann model that approximates the…

Soft Condensed Matter · Physics 2010-12-01 M. Gross , R. Adhikari , M. E. Cates , F. Varnik

We propose a Langevin equation to describe the quantum Brownian motion of bounded particles based on a distinctive formulation concerning both the fluctuation and dissipation forces. The fluctuation force is similar to that employed in the…

Statistical Mechanics · Physics 2020-04-22 Mário J. de Oliveira

Nowadays many tools, e.g. fluctuation relations, are available to characterize the statistical properties of non-equilibrium systems. However, most of these tools rely on the assumption that the driving noise is normally distributed. Here…

Statistical Mechanics · Physics 2023-11-29 Dario Lucente , Andrea Puglisi , Massimiliano Viale , Angelo Vulpiani

The fluctuation theorem of Gallavotti and Cohen holds for finite systems undergoing Langevin dynamics. In such a context all non-trivial ergodic theory issues are by-passed, and the theorem takes a particularly simple form. As a particular…

Statistical Mechanics · Physics 2009-10-30 Jorge Kurchan

We demonstrate that the fluctuation theorem of Gallavotti and Cohen can be used to characterize the class of dynamics that arises in nonthermal systems of collectively interacting particles driven over random quenched disorder. By observing…

Statistical Mechanics · Physics 2013-12-05 J. A. Drocco , C. J. Olson Reichhardt , C. Reichhardt

Fluctuation theorems are key to understanding both fundamental and applied aspects of non-equilibrium thermodynamics of small systems. We study the non-Markovian entropy production fluctuation theorem for the diffusion process of charged…

Statistical Mechanics · Physics 2026-05-06 K. S. Rodríguez-Vigil , M. A. Bastarrachea-Magnani , J. I. Jiménez-Aquino

When nano-magnets are coupled to random external sources, their magnetization becomes a random variable, whose properties are defined by an induced probability density, that can be reconstructed from its moments, using the Langevin…

Statistical Mechanics · Physics 2017-03-21 Stam Nicolis , Pascal Thibaudeau , Julien Tranchida

The fluctuation-dissipation theorem (FDT) is a central result in statistical physics, both for classical and quantum systems. It establishes a relationship between the linear response of a system under a time-dependent perturbation and time…

Quantum Physics · Physics 2018-05-28 Mohammad Mehboudi , Anna Sanpera , Juan M. R. Parrondo

Research on pulsar timing arrays has provided preliminary evidence for the existence of a stochastic gravitational background, which, either being primordial or of astrophysical origin, will interact universally with matter distributions in…

General Relativity and Quantum Cosmology · Physics 2024-10-15 Manjia Liang , Peng Xu , Congfeng Qiao , Minghui Du , Qiong Deng , Bo Liang , Ziren Luo

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

Using the concept of open systems where the classical geometry is treated as the system and the quantum matter field as the environment, we derive a fluctuation-dissipation theorem for semiclassical cosmology. This theorem which exists…

General Relativity and Quantum Cosmology · Physics 2008-11-26 B. L. Hu , Sukanya Sinha

We study Langevin dynamics with stochastic diffusivity arising from fluctuations of the surrounding medium. The diffusivity is modeled as Ornstein-Uhlenbeck process driven by symmetric dichotomous noise, which confines it to a finite…

Statistical Mechanics · Physics 2026-04-14 Dongho Lee , Jae-Hyung Jeon , Pascal Viot , Gleb Oshanin

The irreversibility of trajectories in stochastic dynamical systems is linked to the structure of their causal representation in terms of Bayesian networks. We consider stochastic maps resulting from a time discretization with interval \tau…

Data Analysis, Statistics and Probability · Physics 2018-03-15 Andrea Auconi , Andrea Giansanti , Edda Klipp

We reformulate stochastic thermodynamics in terms of noise realizations for Langevin systems in contact with multiple reservoirs and investigated the structure of the second laws of thermodynamics. We derive a hierarchy of fluctuation…

Statistical Mechanics · Physics 2020-01-08 Jae Sung Lee , Hyunggyu Park

For systems close to equilibrium, the relaxation properties of measurable physical quantities are described by the linear response theory and the fluctuation-dissipation theorem (FDT). Accordingly, the response or the generalized…

Statistical Mechanics · Physics 2012-07-11 Bartlomiej Dybiec , Juan M. R. Parrondo , Ewa Gudowska-Nowak

The fluctuation-dissipation theorem is a hallmark of equilibrium system that stem from their time-reversal symmetry. In many non-equilibrium systems, in particular active ones, extensions and explicit violations of this theorem are used to…

Statistical Mechanics · Physics 2026-04-06 Mathias Casiulis , Leticia F. Cugliandolo