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The fluctuation-dissipation theorem is a fundamental result in statistical physics that establishes a connection between the response of a system subject to a perturbation and the fluctuations associated with observables in equilibrium.…

Quantum Physics · Physics 2022-08-03 Tanmoy Biswas , A. de Oliveira Junior , Michał Horodecki , Kamil Korzekwa

At non-zero temperature classical systems exhibit statistical fluctuations of thermodynamic quantities arising from the variation of the system's initial conditions and its interaction with the environment. The fluctuating work, for…

Quantum Physics · Physics 2018-02-07 Rui Sampaio , Samu Suomela , Tapio Ala-Nissila , Janet Anders , Thomas Philbin

Relative fluctuations of observables in discrete stochastic systems are bounded at all times by the mean dynamical activity in the system, quantified by the mean number of jumps. This constitutes a kinetic uncertainty relation that is…

Statistical Mechanics · Physics 2019-01-08 Ivan Di Terlizzi , Marco Baiesi

This PhD thesis deals with the Markov picture of developed turbulence from the theoretical point of view. The thesis consists of two parts. The first part introduces stochastic thermodynamics, the second part aims at transferring the…

Statistical Mechanics · Physics 2015-10-22 Daniel Nickelsen

In these lecture notes, we explore the mathematical preliminaries and foundational concepts that connect stochastic processes with partial differential equations. We begin by investigating Brownian motion, which serves as a model for random…

Probability · Mathematics 2025-09-15 Helder Rojas

Understanding fluctuations of observables across stochastic trajectories is essential for various fields of research, from quantum thermal machines to biological motors. We introduce a framework to analyze the statistics of counting…

Statistical Mechanics · Physics 2025-12-17 Guilherme Fiusa , Pedro E. Harunari , Abhaya S. Hegde , Gabriel T. Landi

The fluctuation relations have received considerable attention since their emergence and development in the 1990s. We present a summary of the main results and suggest ways to interpret this material. Starting with a consideration of the…

Statistical Mechanics · Physics 2012-02-01 Richard E. Spinney , Ian J. Ford

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

Stochastic chains represent a wide and key variety of phenomena in many branches of science within the context of Information Theory and Thermodynamics. They are typically approached by a sequence of independent events or by a memoryless…

Statistical Mechanics · Physics 2017-03-06 J. Ricardo Arias-Gonzalez

This article sets up a formalism to describe stochastic thermodynamics for driven out-of-equilibrium open quantum systems. A stochastic Schr\"odinger equation allows to construct quantum trajectories describing the dynamics of the system…

Statistical Mechanics · Physics 2016-10-17 Cyril Elouard , Alexia Auffèves , Maxime Clusel

To describe the nonequilibrium states of a system we introduce a new thermodynamic parameter - the lifetime (the first passage time) of a system. The statistical distributions that can be obtained out of the mesoscopic description…

Chemical Physics · Physics 2007-05-23 V. V. Ryazanov

Small systems in a thermodynamic medium --- like colloids in a suspension or the molecular machinery in living cells --- are strongly affected by the thermal fluctuations of their environment. Physicists model such systems by means of…

Statistical Mechanics · Physics 2014-10-16 Bernhard Altaner

Statistical thermodynamics delivers the probability distribution of the equilibrium state of matter through the constrained maximization of a special functional, entropy. Its elegance and enormous success have led to numerous attempts to…

Statistical Mechanics · Physics 2023-06-22 Themis Matsoukas

The fluctuation theorem is a pivotal result of statistical physics. It quantifies the probability of observing fluctuations which are in violation of the second law of thermodynamics. More specifically, it quantifies the ratio of the…

Statistical Mechanics · Physics 2011-08-26 M. Belushkin , R. Livi , G. Foffi

Based on the explicit knowledge of a Hamiltonian of mean force, the classical statistical mechanics and equilibrium thermodynamics of open systems in contact with a thermal environment at arbitrary interaction strength can be formulated.…

Statistical Mechanics · Physics 2016-09-14 Peter Talkner , Peter Hänggi

At very small scales, thermodynamic energy exchanges like work and heat become comparable to thermal energy of the system, which leads to unusual phenomena like the transient violations of Second Law. We explore the generic characters of…

Statistical Mechanics · Physics 2019-06-25 Sourabh Lahiri , Arun M Jayannavar

Exact theoretical results for the violation of time dependent fluctuation-dissipation relations in driven dissipative systems are presented. The ratio of correlation to delayed response in the stochastic model introduced in [Phys. Rev.…

Statistical Mechanics · Physics 2007-05-23 Yair Shokef , Guy Bunin , Dov Levine

Stochastic thermodynamics is formulated under the assumption of perfect knowledge of all thermodynamic parameters. However, in any real-world experiment, there is non-zero uncertainty about the precise value of temperatures, chemical…

Statistical Mechanics · Physics 2024-01-11 Jan Korbel , David H. Wolpert

The thermodynamic uncertainty relation is a prominent result in stochastic thermodynamics that provides a bound on the fluctuations of any thermodynamic flux, also known as current, in terms of the average rate of entropy production. Such…

Statistical Mechanics · Physics 2021-12-22 Taylor Wampler , Andre C Barato

Stochastic Spatio-Temporal processes are prevalent across domains ranging from modeling of plasma to the turbulence in fluids to the wave function of quantum systems. This letter studies a measure-theoretic description of such systems by…

Optimization and Control · Mathematics 2021-05-25 George I. Boutselis , Ethan N. Evans , Marcus A. Pereira , Evangelos A. Theodorou