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We analytically describe the decay to equilibrium of generic observables of a non-integrable system after a perturbation in the form of a random matrix. We further obtain an analytic form for the time-averaged fluctuations of an observable…

Quantum Physics · Physics 2019-06-05 Charlie Nation , Diego Porras

We consider fluctuations of the dissipated energy in nonlinear driven diffusive systems subject to bulk dissipation and boundary driving. With this aim, we extend the recently-introduced macroscopic fluctuation theory to nonlinear driven…

Statistical Mechanics · Physics 2013-10-29 P. I. Hurtado , A. Lasanta , A. Prados

The unique fluctuation-dissipation theorem for equilibrium stands in contrast with the wide variety of nonequilibrium linear response formulae. Their most traditional approach is "analytic", which, in the absence of detailed balance,…

Statistical Mechanics · Physics 2013-01-21 Marco Baiesi , Christian Maes

Previously derived expressions for the characteristic function of work performed on a quantum system by a classical external force are generalized to arbitrary initial states of the considered system and to Hamiltonians with degenerate…

Statistical Mechanics · Physics 2008-07-11 Peter Talkner , Peter Hanggi , Manuel Morillo

Optimal transport theory, originally developed in the 18th century for civil engineering, has since become a powerful optimization framework across disciplines, from generative AI to cell biology. In physics, it has recently been shown to…

Statistical Mechanics · Physics 2025-12-02 Shingo Oikawa , Yohei Nakayama , Sosuke Ito , Takahiro Sagawa , Shoichi Toyabe

A generalized version of the Maximum Work Theorem is valid when the system is initially not at thermal equilibrium. In this work, we initially study the fraction of trajectories that violate this generalized theorem for a two simple…

Statistical Mechanics · Physics 2017-09-15 Sourabh Lahiri , Arun M. Jayannavar , Anupam Kundu

We discuss physical and mathematical aspects of the over-damped motion of a Brownian particle in fluctuating potentials. It is shown that such a system can be described quantitatively by fluctuating rates if the potential fluctuations are…

Statistical Mechanics · Physics 2009-11-07 Andreas Mielke

Two-state models provide phenomenological descriptions of many different systems, ranging from physics to chemistry and biology. We investigate work fluctuations in an ensemble of two-state systems driven out of equilibrium under the action…

Statistical Mechanics · Physics 2009-11-10 F. Ritort

We consider a single Josephson junction in the presence of time varying gate charge, and examine the nonequilibrium work done by the charge control in the framework of fluctuation theorems. We obtain the probability distribution functions…

Statistical Mechanics · Physics 2013-02-07 Su Do Yi , Beom Jun Kim , Juyeon Yi

Recently there has been considerable interest in the Fluctuation Theorem (FT). The FT shows how time reversible microscopic dynamics leads to irreversible macroscopic behavior as the system size or observation time increases. We show that…

Statistical Mechanics · Physics 2008-02-18 Denis J. Evans , Debra J. Searles

For steady-state autonomous absorption refrigerators operating in the linear response regime, we show that there exists a hierarchy between the relative fluctuation of currents for cold, hot, and work terminals. Our proof requires the…

Statistical Mechanics · Physics 2022-04-06 Sandipan Mohanta , Sushant Saryal , Bijay Kumar Agarwalla

Fluctuation theorems, such as the Jarzynski equality and the Crooks relation, are effective tools connecting non-equilibrium work statistics and equilibrium free energy differences. However, detailed hands-on, reproducible protocols for…

This paper investigates optimal fluctuations for chemical reaction systems with N species, M reactions, and general rate law. In the limit of large volume, large fluctuations for such models occur with overwhelming probability in the…

Probability · Mathematics 2025-06-10 Feng Zhao , Jinjie Zhu , Yang Li , Xianbin Liu , Dongping Jin

We have considered the underdamped motion of a Brownian particle in the presence of a correlated external random force. The force is modeled by an Ornstein-Uhlenbeck process. We investigate the fluctuations of the work done by the external…

Statistical Mechanics · Physics 2014-11-19 Arnab Pal , Sanjib Sabhapandit

In this paper we consider stochastic optimization problems for an ambiguity averse decision maker who is uncertain about the parameters of the underlying process. In a first part we consider problems of optimal stopping under drift…

Computational Finance · Quantitative Finance 2015-03-19 Sören Christensen

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

Of stochastic differential equations, diffusion processes have been adopted in numerous applications, as more relevant and flexible models. This paper studies diffusion processes in a different setting, where for a given stationary…

Probability · Mathematics 2024-12-31 Saber Jafarizadeh

The fluctuation theorem is the fundamental equality in nonequilibrium thermodynamics that is used to derive many important thermodynamic relations, such as the second law of thermodynamics and the Jarzynski equality. Recently, the…

Statistical Mechanics · Physics 2019-09-16 Yoshihiko Hasegawa , Tan Van Vu

The Jarzynski equality allows the calculation of free-energy differences using values of work measured from nonequilibrium trajectories. The number of trajectories required to accurately estimate free-energy differences in this way grows…

Statistical Mechanics · Physics 2025-05-13 Stephen Whitelam

We consider the adiabatic and quasi-static compression of a dilute classical gas, confined in a piston and initially equilibrated with a heat bath. We find that the work performed during this process is described statistically by a gamma…

Statistical Mechanics · Physics 2007-05-23 Gavin E. Crooks , Christopher Jarzynski