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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

Langevin equations for the self-thermophoretic dynamics of Janus motors partially coated with an absorbing layer that is heated by a radiation field are presented. The derivation of these equations is based on fluctuating hydrodynamics and…

Statistical Mechanics · Physics 2019-07-24 Pierre Gaspard , Raymond Kapral

In this paper, we derive a generalized second fluctuation-dissipation theorem (FDT) for stochastic dynamical systems in the steady state. The established theory is built upon the Mori-type generalized Langevin equation for stochastic…

Statistical Mechanics · Physics 2021-06-15 Yuanran Zhu , Huan Lei , Changho Kim

We consider heat fluctuations and fluctuation theorems for systems driven by multiple reservoirs. We establish a fundamental symmetry obeyed by the joint probability distribution for the heat transfers and system coordinates. The symmetry…

Statistical Mechanics · Physics 2014-10-03 Hans C. Fogedby , Alberto Imparato

The general covariant Fokker-Planck equations associated with the two different versions of covariant Langevin equation in Part I of this series of work are derived, both lead to the same reduced Fokker-Planck equation for the…

Statistical Mechanics · Physics 2023-11-09 Yifan Cai , Tao Wang , Liu Zhao

The applicability of stochastic differential equations to thermodynamics is considered and a new form, different from the classical Ito and Stratonovich forms, is introduced. It is shown that the new presentation is more appropriate for the…

Statistical Mechanics · Physics 2015-06-05 R. Tsekov

Liouville's theorem, based on the Hamiltonian flow (micro-canonical ensemble) for a many particle system, indicates that the (stationary) equilibrium probability distribution is a function of the Hamiltonian. A canonical ensemble…

Statistical Mechanics · Physics 2012-11-21 A. Bhattacharyay

We study fluctuations of entropy production for a charged Brownian particle confined in a harmonic trap and driven out of equilibrium by crossed electric and magnetic fields. The magnetic field is constant and perpendicular to the plane of…

Statistical Mechanics · Physics 2025-12-19 L. C. González-Morales , I. Pérez Castillo , J. I. Jiménez-Aquino

We introduce a quantum stochastic dynamics for heat conduction. A multi-level subsystem is coupled to reservoirs at different temperatures. Energy quanta are detected in the reservoirs allowing the study of steady state fluctuations of the…

Statistical Mechanics · Physics 2007-05-23 Wojciech De Roeck , Christian Maes

A generalization of the Onsager-Machlup theory from equilibrium to nonequilibrium steady states and its connection with recent fluctuation theorems are discussed for a dragged particle restricted by a harmonic potential in a heat reservoir.…

Statistical Mechanics · Physics 2007-05-23 Tooru Taniguchi , E. G. D. Cohen

The fluctuation-dissipation relation tells that dissipation always accompanies with thermal fluctuations. Relativistic fluctuating hydrodynamics is used to study the effects of the thermal fluctuations in the hydrodynamic expansion of the…

Nuclear Theory · Physics 2019-02-20 Tetsufumi Hirano , Ryuichi Kurita , Koichi Murase

We present a general method to identify an arbitrary number of fluctuating quantities which satisfy a detailed fluctuation theorem for all times within the framework of time-inhomogeneous Markovian jump processes. In doing so we provide a…

Statistical Mechanics · Physics 2018-10-11 Riccardo Rao , Massimiliano Esposito

We develop a comprehensive framework for characterizing fluctuations in quantum transport and nonequilibrium thermodynamics using two complementary approaches: full counting statistics and first-passage times. Focusing on open quantum…

Statistical Mechanics · Physics 2026-01-12 Paul Menczel , Christian Flindt , Fredrik Brange , Franco Nori , Clemens Gneiting

For thermostatted dissipative systems the Fluctuation Theorem gives an analytical expression for the ratio of probabilities that the time averaged entropy production in a finite system observed for a finite time, takes on a specified value…

Statistical Mechanics · Physics 2009-10-31 Denis J. Evans , Debra J. Searles , Emil Mittag

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

This work brings together Keldysh non-equilibrium quantum theory and thermodynamics, by showing that a real-time diagrammatic technique is an equivalent of stochastic thermodynamics for non-Markovian quantum machines (heat engines,…

Mesoscale and Nanoscale Physics · Physics 2021-03-16 Robert S. Whitney

A linearized Vlasov-Poisson system of equations is transformed into a Schr\"{o}dinger equation, which is used to demonstrate that the fluctuation theorem holds for the relative stochastic entropy, defined in terms of the probability density…

Plasma Physics · Physics 2025-08-11 Hideo Sugama

The total entropy production of stochastic systems can be divided into three quantities. The first corresponds to the excess heat, whilst the second two comprise the house-keeping heat. We denote these two components the transient and…

Statistical Mechanics · Physics 2015-06-03 Richard E. Spinney , Ian J. Ford

The Fluctuation Theorem (FT) is a generalisation of the Second Law of Thermodynamics that applies to small systems observed for short times. For thermostatted systems it gives the probability ratio that entropy will be consumed rather than…

Statistical Mechanics · Physics 2015-06-24 Owen Jepps , Denis J. Evans , Debra J. Searles

Dynamics of complex systems is often hierarchically organized on different time scales. To understand the physics of such hierarchy, here Brownian motion of a particle moving through a fluctuating medium with slowly varying temperature is…

Statistical Mechanics · Physics 2014-02-14 Sumiyoshi Abe
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