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The second law of thermodynamics governs that nonequilibrium systems evolve towards states of higher entropy over time. However, it does not specify the rate of this evolution and the role of fluctuations that impact the system's dynamics.…

Statistical Mechanics · Physics 2025-01-27 Mairembam Kelvin Singh , R. K. Brojen Singh , Moirangthem Shubhakanta Singh

It is shown that the structure of non-equilibrium thermodynamic system far from equilibrium can be captured in terms of a generalized "Nambu dynamics", in the presence of fluctuation effects in non-equilibrium thermodynamics. Triangular…

Statistical Mechanics · Physics 2024-12-31 So Katagiri , Yoshiki Matsuoka , Akio Sugamoto

The Kramers' theory of activated processes is generalized for nonequilibrium open one-dimensional systems. We consider both the internal noise due to thermal bath and the external noise which are stationary, Gaussian and are characterized…

Statistical Mechanics · Physics 2009-10-31 Suman Kumar Banik , Jyotipratim Ray Chaudhuri , Deb Shankar Ray

We experimentally study the fluctuations of the work done by an external Gaussian random force on two different stochastic systems coupled to a thermal bath: a colloidal particle in an optical trap and an atomic force microscopy cantilever.…

Statistical Mechanics · Physics 2010-04-20 Juan Ruben Gomez-Solano , Ludovic Bellon , Artyom Petrosyan , Sergio Ciliberto

We study the properties of heat conduction induced by non-Gaussian noises from athermal environments. We find that new terms should be added to the conventional Fourier law and the fluctuation theorem for the heat current, where its average…

Statistical Mechanics · Physics 2013-05-28 Kiyoshi Kanazawa , Takahiro Sagawa , Hisao Hayakawa

We develop non-equilibrium theory by using averages in time and space as a generalized way to upscale thermodynamics in non-ergodic systems. The approach offers a classical perspective on the energy dynamics in fluctuating systems. The rate…

Soft Condensed Matter · Physics 2021-09-29 James E. McClure , Steffen Berg , Ryan T. Armstrong

For a wide class of stochastic athermal systems, we derive Langevin-like equations driven by non-Gaussian noise, starting from master equations and developing a new asymptotic expansion. We found an explicit condition whereby the…

Statistical Mechanics · Physics 2015-03-10 Kiyoshi Kanazawa , Tomohiko G. Sano , Takahiro Sagawa , Hisao Hayakawa

There are only a very few known relations in statistical dynamics that are valid for systems driven arbitrarily far-from-equilibrium. One of these is the fluctuation theorem, which places conditions on the entropy production probability…

Statistical Mechanics · Physics 2009-09-25 Gavin E. Crooks

Descriptions of complex physical or biological systems often include stochastic contributions, and these are commonly simulated using Wiener processes. In many cases however, non-Gaussian fluctuations may originate from non-Wiener processes…

Statistical Mechanics · Physics 2026-05-19 Richard D. J. G. Ho

Computer simulations of the Ising model exhibit white noise if thermal fluctuations are governed by Boltzmann's factor alone; whereas we find that the same model exhibits 1/f noise if Boltzmann's factor is extended to include local…

Mesoscale and Nanoscale Physics · Physics 2015-06-22 Ralph V. Chamberlin , Derek M. Nasir

The fluctuations of the work done by an external Gaussian random force on a harmonic oscillator that is also in contact with a thermal bath is studied. We have obtained the exact large deviation function as well as the complete asymptotic…

Statistical Mechanics · Physics 2011-11-08 Sanjib Sabhapandit

Starting at the mesoscopic level with a general formulation of stochastic thermodynamics in terms of Markov jump processes, we identify the scaling conditions that ensure the emergence of a (typically nonlinear) deterministic dynamics and…

Statistical Mechanics · Physics 2025-05-26 Gianmaria Falasco , Massimiliano Esposito

We investigate the dynamics of single microparticles immersed in water that are driven out of equilibrium in the presence of an additional external colored noise. As a case study, we trap a single polystyrene particle in water with optical…

Statistical Mechanics · Physics 2014-09-17 Pau Mestres , Ignacio A. Martinez , Antonio Ortiz-Ambriz , Raul A. Rica , Edgar Roldan

Fluctuation theorems are fundamental extensions of the second law of thermodynamics for small nonequilibrium systems. While work and heat are equally important forms of energy exchange, fluctuation relations have not been experimentally…

Statistical Mechanics · Physics 2022-02-24 Markus Rademacher , Michael Konopik , Maxime Debiossac , David Grass , Eric Lutz , Nikolai Kiesel

The developing field of stochastic thermodynamics extends concepts of macroscopic thermodynamics such as entropy production and work to the microscopic level of individual trajectories taken by a system through phase space. The scheme…

Statistical Mechanics · Physics 2022-06-30 Cillian Cockrell , Ian J Ford

The condition of thermal equilibrium simplifies the theoretical treatment of fluctuations as found in the celebrated Einstein's relation between mobility and diffusivity for Brownian motion. Several recent theories relax the hypothesis of…

Statistical Mechanics · Physics 2014-04-10 Andrea Gnoli , Andrea Puglisi , Alessandro Sarracino , Angelo Vulpiani

We consider a system of $d$ non-linear stochastic heat equations driven by an $m$-dimensional space-time white noise on $\mathbb{R}_+\times \mathbb{R}$. In this paper we study the asymptotic behavior of spatial averages over large intervals…

Probability · Mathematics 2024-10-31 David Nualart , Bhargobjyoti Saikia

Fluctuations arising in nonlinear dissipative systems (diode, transistors, chemical reaction, etc.) subject to an external drive (voltage, chemical potential, etc.) are well known to elude any simple characterization such as the…

Statistical Mechanics · Physics 2023-07-10 Jean-Charles Delvenne , Léopold Van Brandt

Sub-Gaussian and subexponential distributions are introduced and applied to study the fluctuation-response relation out of equilibrium. A bound on the difference in expected values of an arbitrary sub-Gaussian or subexponential physical…

Statistical Mechanics · Physics 2020-11-04 Yan Wang

A quantitatively reliable theoretical description of the dynamics of fluctuations in non-equilibrium is indispensable in the experimental search for the QCD critical point by means of ultra-relativistic heavy-ion collisions. In this work we…

Nuclear Theory · Physics 2019-06-26 Marlene Nahrgang , Marcus Bluhm , Thomas Schaefer , Steffen A. Bass