Related papers: The second fluctuation-dissipation theorem for the…

Let $W_t$ be a standard Brownian motion. It is well-known that the Langevin equation $d U_t = -\theta U_td t + d W_t$ defines a stationary process called Ornstein-Uhlenbeck process. Furthermore, Langevin equation can be used to construct…

The fluctuation-dissipation theorem is a central theorem in nonequilibrium statistical mechanics by which the evolution of velocity fluctuations of the Brownian particle under a fluctuating environment is intimately related to its…

Additive or multiplicative stationary noise recently became an important issue in applied fields such as microscopy or satellite imaging. Relatively few works address the design of dedicated denoising methods compared to the usual white…

We explore Ito stochastic differential equations where the drift term possibly depends on the infinite past. Assuming the existence of a Lyapunov function, we prove the existence of a stationary solution assuming only minimal continuity of…

I examine the arguments which have been given for quantum fluctuation-dissipation theorems. I distinguish between a weak form of the theorem, which is true under rather general conditions, and a strong form which requires a Langevin…

We discuss the fluctuation properties of equilibrium chaotic systems with constraints such as iso-kinetic and Nos\'e-Hoover thermostats. Although the dynamics of these systems does not typically preserve phase-space volumes, the average…

Fluctuation theorems are key to understanding both fundamental and applied aspects of non-equilibrium thermodynamics of small systems. We study the non-Markovian entropy production fluctuation theorem for the diffusion process of charged…

We derive the fluctuation-dissipation relation and explore its connection with the equipartition theorem and Maxwell-Boltzmann statistics through the use of different stochastic analytical techniques. Our first approach is the theory of…

The equations of motion for the density modes of a fluid, derived from Newton's equations, are written as a linear generalized Langevin equation. The constraint imposed by the fluctuation-dissipation theorem is used to derive an exact form…

We introduce a Langevin equation characterized by a time dependent drift. By assuming a temporal power-law dependence of the drift we show that a great variety of behavior is observed in the dynamics of the variance of the process. In…

Stochastic forces are usually postulated or obtained by eliminating environmental degrees of freedom. Here we identify a variational origin: fluctuating endpoint data in Hamilton's principle induce fluctuations of the on-shell action.…

The Fluctuation Relation for a stationary state, kept at constant energy by a deterministic thermostat - the Gallavotti-Cohen Theorem -- relies on the ergodic properties of the system considered. We show that when perturbed by an…

A phenomenological construction of quantum Langevin equations, based on the physical criteria of (i) the canonical equal-time commutators, (ii) the Kubo formula, (iii) the virial theorem and (iv) the quantum fluctuation-dissipation theorem…

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…

We derive a universal bound on generalized currents in Langevin systems in terms of the mean-square fluctuations of the current and the total entropy production. This bound generalizes a relation previously found by Barato et al. to…

Graham has shown in Z. Physik B 26, 397-405 (1977) that a fluctuation-dissipation relation can be imposed on a class of non-equilibrium Markovian Langevin equations that admit a stationary solution of the corresponding Fokker-Planck…

Many analyses based on the time-dependent Ginzburg--Landau model are not consistent with statistical mechanics, because thermal fluctuations are not taken correctly into account. We use the fluctuation-dissipation theorem in order to…

This note proves an upper bound for the fluctuations of a second-class particle in the totally asymmetric simple exclusion process. The proof needs a lower tail estimate for the last-passage growth model associated with the exclusion…

The phenomena of subdiffusion are widely observed in physical and biological systems. To investigate the effects of external potentials, say, harmonic potential, linear potential, and time dependent force, we study the subdiffusion…

A stationary theory of quantum stochastic processes of second order is outlined. It includes KMS processes in wide sense like the equilibrium finite temperature quantum noise given by the Planck's spectral formula. It is shown that for each…