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We discuss the statistics of additive thermal (internal) noise in systems governed by the generalized Langevin equation with linear dissipation. To assess the equation's validity, it is common to assume that the system is ergodic and to…

Statistical Mechanics · Physics 2026-05-18 Alex V. Plyukhin

The stochastic entropy generated during the evolution of a system interacting with an environment may be separated into three components, but only two of these have a non-negative mean. The third component of entropy production is…

Statistical Mechanics · Physics 2013-05-30 Ian J. Ford , Richard E. Spinney

We show that the total entropy production in stochastic processes with odd-parity variables (under time reversal) is separated into three parts, only two of which satisfy the integral fluctuation theorems in general. One is the usual excess…

Statistical Mechanics · Physics 2015-06-11 Hyun Keun Lee , Chulan Kwon , Hyunggyu Park

Recently, several powerful tools for the reconstruction of stochastic differential equations from measured data sets have been proposed [e.g. Siegert et al., Physics Letters A 243, 275 (1998); Hurn et al., Journal of Time Series Analysis…

Data Analysis, Statistics and Probability · Physics 2009-11-13 David Kleinhans , Rudolf Friedrich , Matthias Waechter , Joachim Peinke

Nonreciprocal interactions are commonplace in continuum-level descriptions of both biological and synthetic active matter, yet studies addressing their implications for time-reversibility have so far been limited to microscopic models.…

Statistical Mechanics · Physics 2023-04-19 Henry Alston , Luca Cocconi , Thibault Bertrand

We derive an Ito stochastic differential equation for entropy production in nonequilibrium Langevin processes. Introducing a random-time transformation, entropy production obeys a one-dimensional drift-diffusion equation, independent of the…

Statistical Mechanics · Physics 2017-10-10 Simone Pigolotti , Izaak Neri , Édgar Roldán , Frank Jülicher

Non-equilibrium stationary fluctuations may exhibit a special symmetry called fluctuation relations (FR). Here, we show that this property is always satisfied by the subtraction of two random and independent variables related by a…

Statistical Mechanics · Physics 2011-12-13 Adrian A. Budini

We present a statistical physics framework for description of nonlinear non-equilibrium stochastic processes, modeled via chemical master equation, in the weak-noise limit. Using the Poisson representation approach and applying the…

Chemical Physics · Physics 2014-05-15 K. G. Petrosyan , Chin-Kun Hu

In this paper we present a rigorous asymptotic analysis for stochastic systems with two fast relaxation times. The mathematical model analyzed in this paper consists of a Langevin equation for the particle motion with time-dependent force…

Mathematical Physics · Physics 2007-05-23 G. A. Pavliotis , A. M. Stuart

Estimating free-energy differences using nonequilibrium work relations, such as the Jarzynski equality, is hindered by poor convergence when work fluctuations are large. For systems governed by overdamped Langevin dynamics, we propose the…

Statistical Mechanics · Physics 2025-08-14 Stephen Whitelam

We extend the canonical Gibbs distribution, originally formulated for systems at equilibrium, to systems driven out of equilibrium. The stochastic dynamics of a small system are described by a probability distribution over discrete energy…

Statistical Mechanics · Physics 2026-03-31 Jean-Luc Garden

Based on trajectory dependent path probability formalism in state space, we derive generalized entropy production fluctuation relations for a quantum system in the presence of measurement and feedback. We have obtained these results for…

Statistical Mechanics · Physics 2015-06-04 Shubhashis Rana , Sourabh Lahiri , A. M. Jayannavar

We investigate the behaviour of a family of entropy production functionals associated to stochastic differential equations of the form $\mathrm{d} X_s = -\nabla V(X_s) \, \mathrm{d} s + b(X_s) \, \mathrm{d} s + \sqrt{2\epsilon} \,…

Mathematical Physics · Physics 2024-10-23 Renaud Raquépas

We consider a two-dimensional weakly dissipative dynamical system with time-periodic drift and diffusion coefficients. The average of the drift is governed by a degenerate Hamiltonian whose set of critical points has an interior. The…

Probability · Mathematics 2007-05-23 Natella V. O'Bryant

We consider open quantum systems weakly coupled to a heat reservoir and driven by arbitrary time-dependent parameters. We derive exact microscopic expressions for the nonequilibrium entropy production and entropy production rate, valid…

Statistical Mechanics · Physics 2012-10-24 Sebastian Deffner , Eric Lutz

Recent progress in experimental techniques such as single particle tracking allows to analyze both nonequilibrium properties and approach to equilibrium. There are examples showing that processes occurring at finite timescales are…

Statistical Mechanics · Physics 2025-01-24 I. G. Marchenko , I. I. Marchenko , J. Łuczka , J. Spiechowicz

We compute statistical properties of the stochastic entropy production associated with the nonstationary transport of heat through a system coupled to a time dependent nonisothermal heat bath. We study the 1-d stochastic evolution of a…

Statistical Mechanics · Physics 2015-10-14 Ian J. Ford , Zachary P. L. Laker , Henry J. Charlesworth

Performance guarantees for compression in nonlinear models under non-Gaussian observations can be achieved through the use of distributional characteristics that are sensitive to the distance to normality, and which in particular return the…

Statistics Theory · Mathematics 2017-10-03 Larry Goldstein , Xiaohan Wei

We consider non-equilibrium evolution of non-Gaussian fluctuations within relativistic hydrodynamics relevant for the QCD critical point search in heavy-ion collision experiments. We rely on the hierarchy of relaxation time scales, which…

High Energy Physics - Theory · Physics 2023-09-27 Xin An , Gokce Basar , Mikhail Stephanov , Ho-Ung Yee

A system-reservoir nonlinear coupling model has been proposed for a situation where the reservoir is nonlinearly driven by an external Gaussian stationary noise which exposes the system particles to a nonequilibrium environment. Apart from…

Statistical Mechanics · Physics 2015-06-05 Anindita Shit , Sudip Chattopadhyay , Suman Kumar Banik , Jyotipratim Ray Chaudhuri
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