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The process of fluctuations of trajectory observables of stochastic systems is related to processes with independent increments from the risk theory. The first-passage times of variables of the thermodynamics of trajectories, in particular,…

Statistical Mechanics · Physics 2025-06-17 V. V. Ryazanov

We study fluctuations in diffusion-limited reaction systems driven out of their stationary state. Using a numerically exact method, we investigate fluctuation ratios in various systems which differ by their level of violation of microscopic…

Statistical Mechanics · Physics 2009-11-13 Sven Dorosz , Michel Pleimling

We consider the application of fluctuation relations to the dynamics of coarse-grained systems, as might arise in a hypothetical experiment in which a system is monitored with a low-resolution measuring apparatus. We analyze a stochastic,…

Statistical Mechanics · Physics 2007-09-19 Saar Rahav , Christopher Jarzynski

We study a fluctuation relation representing a nonequilibrium equality indicating that the ratio between the distribution of trajectories obtained by exchanging the initial and final positions is characterized by free energy differences for…

Statistical Mechanics · Physics 2023-12-27 Kazuhiko Seki

Fluctuation theorems establish deep relations between observables away from thermal equilibrium. Until recently, the research on fluctuation theorems was focused on time-reversal-invariant systems. In this review we address some newly…

Statistical Mechanics · Physics 2015-06-18 Chenjie Wang , D. E. Feldman

Coarse-grained models are widely used to explain the effective behavior of partially observable physical systems with hidden degrees of freedom. Reduction procedures in state space typically disrupt Markovianity and a fluctuation relation…

Statistical Mechanics · Physics 2024-09-24 Alberto Garilli , Pedro E. Harunari , Matteo Polettini

The Fluctuation Theorem describes the probability ratio of observing trajectories that satisfy or violate the second law of thermodynamics. It has been proved in a number of different ways for thermostatted deterministic nonequilibrium…

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

We review generalized Fluctuation-Dissipation Relations which are valid under general conditions even in ``non-standard systems'', e.g. out of equilibrium and/or without a Hamiltonian structure. The response functions can be expressed in…

Statistical Mechanics · Physics 2019-09-10 A. Sarracino , A. Vulpiani

We study the fluctuations of a stochastic Maxwell-Lorentz particle model driven by an external field to determine the extent to which fluctuation relations are related to large deviations. Focusing on the total entropy production of this…

Statistical Mechanics · Physics 2013-08-02 Giacomo Gradenigo , Alessandro Sarracino , Andrea Puglisi , Hugo Touchette

We study experimentally the thermal fluctuations of energy input and dissipation in a harmonic oscillator driven out of equilibrium, and search for Fluctuation Relations. We study transient evolution from the equilibrium state, together…

Statistical Mechanics · Physics 2007-11-28 Sylvain Joubaud , Nicolas Garnier , Sergio Ciliberto

The work approaches the study of the fluctuations for the thermodynamic systems in the presence of the fields. The approach is of phenomenological nature and developed in a Gaussian approximation. The study is exemplified on the cases of a…

Statistical Mechanics · Physics 2009-10-31 S. Dumitru , A. Boer

Fluctuation relations are powerful equalities that hold far from equilibrium. However, the standard approach to include measurement and feedback schemes may become inapplicable in certain situations, including continuous measurements,…

Mesoscale and Nanoscale Physics · Physics 2019-09-05 Patrick P. Potts , Peter Samuelsson

We theoretically investigate fluctuation relations in a classical incomplete measurement process where just partial information is available. The scenario we consider consists of two coupled single-electron boxes where one or both devices…

Statistical Mechanics · Physics 2015-06-23 Massimo Borrelli , Jonne V. Koski , Sabrina Maniscalco , Jukka P. Pekola

In this note we discuss a paradigmatic example of interacting particles subject to non conservative external forces and to the action of thermostats consisting of external (finite) reservoirs of particles. We then consider a model of…

Statistical Mechanics · Physics 2009-11-11 F. Bonetto , G. Gallavotti , A. Giuliani , F. Zamponi

Fluctuation Theorems are statements about the entropy of systems far from thermal equilibrium. In this Letter relativistic Fluctuation Theorems for Brownian motion are presented and proven. Though there is a known discretization dilemma…

Statistical Mechanics · Physics 2007-05-23 Axel Fingerle

The generating functional is derived for the fluctuation-dissipation relations which result from the unitarity and reversibility of microscopic dynamics and connect various statistical characteristics of many consecutive (continuous)…

Statistical Mechanics · Physics 2007-05-23 Yuriy E. Kuzovlev

Stochastic thermodynamics and the associated fluctuation relations provide the means to extend the fundamental laws of thermodynamics to small scales and systems out of equilibrium. The fluctuating thermodynamic variables are usually…

Statistical Mechanics · Physics 2015-05-29 Aki Kutvonen , Tapio Ala-Nissilä , Jukka P. Pekola

We study Fluctuation Relations (FRs) for dynamics that are anomalous, in the sense that the diffusive properties strongly deviate from the ones of standard Brownian motion. We first briefly review the concept of transient work FRs for…

Statistical Mechanics · Physics 2013-07-18 R. Klages , A. V. Chechkin , P. Dieterich

We compare the fluctuation relations for work and entropy in underdamped and overdamped systems, when the friction coefficient of the medium is space-dependent. We find that these relations remain unaffected in both cases. However, for the…

Statistical Mechanics · Physics 2015-06-15 Sourabh Lahiri , Shubhashis Rana , A. M. Jayannavar

We consider work fluctuation relations (FRs) for generic types of dynamics generating anomalous diffusion: Levy flights, long-correlated Gaussian processes and time-fractional kinetics. By combining Langevin and kinetic approaches we…

Statistical Mechanics · Physics 2009-03-24 A. V. Chechkin , R. Klages