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In a stochastic process, where noise is always present, the fluctuation-dissipation theorem (FDT) becomes one of the most important tools in statistical mechanics and, consequently, it appears everywhere. Its major utility is to provide a…

Statistical Mechanics · Physics 2021-03-08 Márcio S. Gomes-Filho , Fernando A. Oliveira

A functional limit theorem is established for the partial-sum process of a class of stationary sequences which exhibit both heavy tails and long-range dependence. The stationary sequence is constructed using multiple stochastic integrals…

Probability · Mathematics 2020-04-09 Shuyang Bai , Takashi Owada , Yizao Wang

Common algorithms for computationally simulating Langevin dynamics must discretize the stochastic differential equations of motion. These resulting finite time step integrators necessarily have several practical issues in common:…

Statistical Mechanics · Physics 2013-01-31 David A. Sivak , John D. Chodera , Gavin E. Crooks

We consider the general class of time-homogeneous stochastic dynamical systems, both discrete and continuous, and study the problem of learning a representation of the state that faithfully captures its dynamics. This is instrumental to…

Machine Learning · Computer Science 2024-03-15 Vladimir R. Kostic , Pietro Novelli , Riccardo Grazzi , Karim Lounici , Massimiliano Pontil

A system responding to a stochastic driving signal can be interpreted as computing, by means of its dynamics, an implicit model of the environmental variables. The system's state retains information about past environmental fluctuations,…

Statistical Mechanics · Physics 2012-10-09 Susanne Still , David A. Sivak , Anthony J. Bell , Gavin E. Crooks

Fluctuation theorems have elevated the second law of thermodynamics to a statistical realm by establishing a connection between time-forward and time-reversal probabilities, providing invaluable insight into nonequilibrium dynamics. While…

Quantum Physics · Physics 2025-06-05 Hui Li , Jie Xie , Hyukjoon Kwon , Yixin Zhao , M. S. Kim , Lijian Zhang

We derive the generalized Green-Kubo relation and an integral form of the fluctuation theorem that apply to uniformly sheared granular systems in which microscopic time-reversal symmetry is broken. The former relation provides an exact…

Statistical Mechanics · Physics 2009-06-11 Song-Ho Chong , Michio Otsuki , Hisao Hayakawa

In this note, we present a simple derivation, from time-reversal symmetry, of fluctuation relations for steady-state large deviation functions in non-equilibrium quantum systems. We further show that a condition of pure transmission implies…

Statistical Mechanics · Physics 2015-06-16 Denis Bernard , Benjamin Doyon

Entropy production is a universal measure of irreversibility and energy dissipation in physical, chemical, and biological systems operating far from equilibrium. However, quantifying and spatiotemporally localising it in complex processes…

Statistical Mechanics · Physics 2026-05-18 Biswajit Das , Sreekanth K Manikandan

We present data-dependent learning bounds for the general scenario of non-stationary non-mixing stochastic processes. Our learning guarantees are expressed in terms of a data-dependent measure of sequential complexity and a discrepancy…

Machine Learning · Computer Science 2018-03-16 Vitaly Kuznetsov , Mehryar Mohri

Returning a system to a desired state under a force field involves a thermodynamic cost, i.e., {\it work}. This cost fluctuates for a small-scale system from one experimental realization to another. We introduce a general framework to…

Statistical Mechanics · Physics 2022-12-07 Deepak Gupta , Carlos A. Plata

Deep learning has shown impressive results in a variety of time series forecasting tasks, where modeling the conditional distribution of the future given the past is the essence. However, when this conditional distribution is…

Machine Learning · Computer Science 2024-02-27 Siqi Liu , Andreas Lehrmann

Using the fluctuation theorem supplemented with geometric arguments, we derive universal features of the (long-time) efficiency fluctuations for thermal and isothermal machines operating under steady or periodic driving, close or far from…

Statistical Mechanics · Physics 2014-11-26 Gatien Verley , Tim Willaert , Christian Van den Broeck , Massimiliano Esposito

We derive the fluctuation theorem for a stochastic and periodically driven system coupled to two reservoirs with the aid of a master equation. We write down the cumulant generating functions for both the current and entropy production in…

Statistical Mechanics · Physics 2020-11-26 Kazutaka Takahashi , Yuki Hino , Keisuke Fujii , Hisao Hayakawa

Fluctuation theorems play a central role in nonequilibrium physics and stochastic thermodynamics. Here we derive an integral fluctuation theorem for the dissipated heat in systems governed by an underdamped Langevin dynamics. We show that…

Statistical Mechanics · Physics 2016-02-17 M. L. Rosinberg , G. Tarjus , T. Munakata

Long-term memory is a feature observed in systems ranging from neural networks to epidemiological models. The memory in such systems is usually modeled by the time delay. Furthermore, the nonlocal operators, such as the "fractional order…

Dynamical Systems · Mathematics 2023-05-12 Divya D. Joshi , Sachin Bhalekar , Prashant M. Gade

We derive the extended fluctuation theorems in presence of multiple measurements and feedback, when the system is governed by Hamiltonian dynamics. We use only the forward phase space trajectories in the derivation. However, to obtain an…

Statistical Mechanics · Physics 2016-04-20 Sourabh Lahiri , A. M. Jayannavar

In this work we perform theoretical analysis about a coupled RC circuit with constant driven currents. Starting from stochastic differential equations, where voltages are subject to thermal noises, we derive time-correlation functions,…

Statistical Mechanics · Physics 2016-03-23 K. -H. Chiang , C. -W. Chou , C. -L. Lee , P. -Y. Lai , Y. -F. Chen

In this paper, the problem of non-fragile finite-time stabilization for linear discrete mean-field stochastic systems is studied. The uncertain characteristics in control parameters are assumed to be random satisfying the Bernoulli…

Optimization and Control · Mathematics 2023-01-24 Tianliang Zhang , Feiqi Deng , Peng Shi

Classical density functional theory (DFT) provides an exact variational framework for determining the equilibrium properties of inhomogeneous fluids. We report a generalization of DFT to treat the non-equilibrium dynamics of classical…

Soft Condensed Matter · Physics 2013-09-06 Matthias Schmidt , Joseph M. Brader
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