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Stochastic differential equations have proved to be a valuable governing framework for many real-world systems which exhibit ``noise'' or randomness in their evolution. One quality of interest in such systems is the shape of their…

Dynamical Systems · Mathematics 2025-02-04 David Sabin-Miller , Daniel M. Abrams

Gaussian macroscopic fluctuation theory underpins the understanding of noise in a broad class of nonequilibrium systems. We derive exact fluctuation-response relations linking the power spectral density of stationary fluctuations to the…

Statistical Mechanics · Physics 2026-02-11 Timur Aslyamov , Krzysztof Ptaszyński , Massimiliano Esposito

The climate system is a forced, dissipative, nonlinear, complex and heterogeneous system that is out of thermodynamic equilibrium. The system exhibits natural variability on many scales of motion, in time as well as space, and it is subject…

Atmospheric and Oceanic Physics · Physics 2020-08-05 Michael Ghil , Valerio Lucarini

We extend the framework of forward and reverse processes commonly utilized in the derivation and analysis of the nonequilibrium work relations to thermodynamic processes with repeated discrete feedback. Within this framework, we derive a…

Statistical Mechanics · Physics 2010-12-16 Jordan M. Horowitz , Suriyanarayanan Vaikuntanathan

In this Article we review some recent progresses in the field of non-equilibrium linear response theory. We show how a generalization of the fluctuation-dissipation theorem can be derived for Markov processes, and discuss the…

Statistical Mechanics · Physics 2007-07-06 Federico Corberi , Eugenio Lippiello , Marco Zannetti

The fluctuation-response relation is a fundamental relation that is applicable to systems near equilibrium. On the other hand, when a system is driven far from equilibrium, this relation is violated in general because the detailed-balance…

Statistical Mechanics · Physics 2009-11-11 Takahiro Harada , Shin-ichi Sasa

Stochastic processes with temporal delay play an important role in science and engineering whenever finite speeds of signal transmission and processing occur. However, an exact mathematical analysis of their dynamics and thermodynamics is…

Statistical Mechanics · Physics 2022-03-02 Viktor Holubec , Artem Ryabov , Sarah A. M. Loos , Klaus Kroy

The fluctuation-dissipation relation is calculated for a class of stochastic models obeying a master equation. The transition rates are assumed to obey detailed balance also in the presence of a field. It is shown that in general the linear…

Statistical Mechanics · Physics 2016-08-31 Gregor Diezemann

We investigate a class of nonequilibrium media described by Langevin dynamics that satisfies the local detailed balance. For the effective dynamics of a probe immersed in the medium, we derive an inequality that bounds the violation of the…

Statistical Mechanics · Physics 2022-05-04 Tomohiro Tanogami

Score-based diffusion models learn to reverse a stochastic differential equation that maps data to noise. However, for complex tasks, numerical error can compound and result in highly unnatural samples. Previous work mitigates this drift…

Machine Learning · Statistics 2023-06-12 Aaron Lou , Stefano Ermon

The influence of dissipation on the fluctuation statistics of the total energy is investigated through both a phenomenological and a stochastic model for dissipative energy-transfer through a cascade of states. In equilibrium the states…

Statistical Mechanics · Physics 2013-06-27 Eric Bertin , Peter C. W. Holdsworth

In striking contrast to equilibrium systems, inertia can profoundly alter the structure of active systems. Here, we demonstrate that driven systems can exhibit effective equilibrium-like states with increasing particle inertia, despite…

Soft Condensed Matter · Physics 2023-02-23 Ahmad K. Omar , Katherine Klymko , Trevor GrandPre , Phillip L. Geissler , John F. Brady

We discuss a connection between a generative model, called the diffusion model, and nonequilibrium thermodynamics for the Fokker-Planck equation, called stochastic thermodynamics. Using techniques from stochastic thermodynamics, we derive…

Statistical Mechanics · Physics 2025-08-04 Kotaro Ikeda , Tomoya Uda , Daisuke Okanohara , Sosuke Ito

The non-equilibrium fluctuation dissipation theorem is applied to predict how critically ill patients respond to treatment, based upon data currently collected by standard hospital monitoring devices. This framework is demonstrated on a…

The study of stochastic systems has received considerable interest over the years. Their dynamics can describe many equilibrium and nonequilibrium fluctuating systems. At the same time, nonequilibrium constraints interact with the time…

Statistical Mechanics · Physics 2011-03-14 David Andrieux

Stochastic resetting breaks detailed balance and drives the formation of nonequilibrium steady states . Here, we consider a chain of diffusive processes $x_i(t)$ that interact unilaterally: at random time intervals, the process $x_n$…

Statistical Mechanics · Physics 2025-02-06 Henry Alston , Callum Britton , Thibault Bertrand

We discuss the non-equilibrium critical phenomena in liquids, and the models for these phenomena based on local equilibrium and extended scaling assumptions. Special situations are proposed for experimental tests of the theory.…

Statistical Mechanics · Physics 2009-10-31 Alexander Patashinski

We study the influence of a dissipation process on diffusion dynamics triggered by fluctuations with long-range correlations. We make the assumption that the perturbation process involved is of the same kind as those recently studied…

Statistical Mechanics · Physics 2007-05-23 M. Annunziato , P. Grigolini , J. Riccardi

The mechanical properties within living cells play a critical role in the adaptive regulation of their biological functions upon environmental and internal stimuli. While these properties exhibit nonequilibrium dynamics due to the thermal…

Biological Physics · Physics 2024-08-14 Yuika Ueda , Shinji Deguchi

The recently established connection between stochastic thermodynamics and fluctuating hydrodynamics is applied to a study of efficiencies in the coupled transport of heat and matter on a small scale. A stochastic model for a mesoscopic cell…

Statistical Mechanics · Physics 2019-04-01 Jean-François Derivaux , Yannick De Decker