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These lecture notes give a short review of methods such as the matrix ansatz, the additivity principle or the macroscopic fluctuation theory, developed recently in the theory of non-equilibrium phenomena. They show how these methods allow…

Statistical Mechanics · Physics 2009-11-13 B. Derrida

In this paper, we consider discrete-time non-linear stochastic dynamical systems with additive process noise in which both the initial state and noise distributions are uncertain. Our goal is to quantify how the uncertainty in these…

Systems and Control · Electrical Eng. & Systems 2025-05-19 Steven Adams , Eduardo Figueiredo , Luca Laurenti

A result of great theoretical and experimental interest, Jarzynski equality predicts a free energy change $\Delta F$ of a system at inverse temperature $\beta$ from an ensemble average of non-equilibrium exponential work, i.e., $\langle…

Statistical Mechanics · Physics 2017-10-18 Juan D. Jaramillo , Jiawen Deng , Jiangbin Gong

Determining the work which is supplied to a system by an external agent, provides a crucial step in any experimental realization of transient fluctuation relations. This, however, poses a problem for quantum systems, where the standard…

Statistical Mechanics · Physics 2014-05-15 Gentaro Watanabe , B. Prasanna Venkatesh , Peter Talkner

The problem of determining the mathematical model of the dynamics of multi-dimensional control systems in the presence of noise under the condition that the correlation functions cannot be found. Known statistical dynamics of linear systems…

General Mathematics · Mathematics 2013-01-29 V. N. Tibabishev

Non-Gaussian noise is omnipresent in systems where the central-limit theorem is inapplicable. We here investigate the stochastic thermodynamics of small systems that are described by a general Kramers-Moyal equation that includes both…

Statistical Mechanics · Physics 2025-02-28 Arthur M. Faria , Marcus V. S. Bonanca , Eric Lutz

The theory of phenomenological Non-equilibrium Thermodynamics is extended by includimg stochastic processes in order to account for recently derived thermodynamical relations such as the Jarzynski equality. Four phenomenological axioms are…

Chaotic Dynamics · Physics 2016-07-20 Wolfgang Muschik

Nowadays many tools, e.g. fluctuation relations, are available to characterize the statistical properties of non-equilibrium systems. However, most of these tools rely on the assumption that the driving noise is normally distributed. Here…

Statistical Mechanics · Physics 2023-11-29 Dario Lucente , Andrea Puglisi , Massimiliano Viale , Angelo Vulpiani

When a system is driven out of equilibrium by a time-dependent protocol that modifies the Hamiltonian, it follows a nonequilibrium path. Samples of these paths can be used in nonequilibrium work theorems to estimate equilibrium quantities,…

Statistical Mechanics · Physics 2009-05-29 David D. L. Minh

Studying the structure of systems in nonequilibrium steady states necessitates tools that quantify population shifts and associated deformations of equilibrium free energy landscapes under persistent currents. Within the framework of…

Statistical Mechanics · Physics 2024-08-14 Jorge L. Rosa-Raíces , David T. Limmer

We derive analytical expressions for the bias of the Jarzynski free-energy estimator from N nonequilibrium work measurements, for a generic work distribution. To achieve this, we map the estimator onto the Random Energy Model in a suitable…

Statistical Mechanics · Physics 2015-05-30 Matteo Palassini , Felix Ritort

In light of recent advances in time-step independent stochastic integrators for Langevin equations, we revisit the considerations for using non-Gaussian distributions for the thermal noise term in discrete-time thermostats. We find that the…

Statistical Mechanics · Physics 2023-05-04 Niels Grønbech-Jensen

Out of thermal equilibrium, an environment imposes effective mechanical forces on microscopical nanofabricated devices, chemical or biological systems. Here we address the question of how to calculate these forces together with the response…

Statistical Mechanics · Physics 2017-05-24 A. Feigel

We construct Langevin equations describing the fluctuations of the tensor order parameter $Q_{\alpha\beta}$ in nematic liquid crystals by adding noise terms to time-dependent variational equations that follow from the Ginzburg-Landau-de…

Soft Condensed Matter · Physics 2010-01-07 A. K. Bhattacharjee , Gautam I. Menon , R. Adhikari

We present a systematic study of moment evolution in multidimensional stochastic difference systems, focusing on characterizing systems whose low-order moments diverge in the neighborhood of a stable fixed point. We consider systems with a…

Mathematical Physics · Physics 2009-11-10 Dennis M. Wilkinson

In this note, I summarise and comment on joint work with C. Bernardin, V. Kannan and J. L. Lebowitz concerning two harmonic systems with bulk noises whose nonequilibrium steady states (NESS) are nearly identical (they share the same thermal…

Mathematical Physics · Physics 2012-10-23 Jani Lukkarinen

A recent result, relating the (irreversible) work performed on a system during a non-quasistatic process, to the Helmholtz free energy difference between two equilibrium states of the system, is discussed. A proof of this result is given…

Statistical Mechanics · Physics 2007-05-23 C. Jarzynski

In this study, we rederive the fluctuation theorems in presence of feedback, by assuming the known Jarzynski equality and detailed fluctuation theorems. We first reproduce the already known work theorems for a classical system, and then…

Statistical Mechanics · Physics 2015-05-30 Sourabh Lahiri , Shubhashis Rana , A. M. Jayannavar

We introduce thermal fluctuations in the lattice Boltzmann method for non-ideal fluids. A fluctuation-dissipation theorem is derived within the Langevin framework and applied to a specific lattice Boltzmann model that approximates the…

Soft Condensed Matter · Physics 2010-12-01 M. Gross , R. Adhikari , M. E. Cates , F. Varnik

The performance of equilibrium sensors is restricted by the laws of equilibrium thermodynamics. We here investigate the physical limits on nonequilibrium sensing in bipartite systems with nonreciprocal coupling. We show that one of the…

Statistical Mechanics · Physics 2024-07-26 Andreas Dechant , Eric Lutz
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