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We prove the Jarzynski relation for general stochastic processes including non-Markovian systems with memory. The only requirement for our proof is the existence of a stationary state, therefore excluding non-ergodic systems. We then show…

Statistical Mechanics · Physics 2007-09-27 Thomas Speck , Udo Seifert

The fluctuation-dissipation (F-D) theorem is a fundamental result for systems near thermodynamic equilibrium, and justifies studies between microscopic and macroscopic properties. It states that the nonequilibrium relaxation dynamics is…

Statistical Mechanics · Physics 2015-03-13 Jianhua Xing

We perform an analytic study on the stochastic thermodynamics of a small classical particle trapped in a time dependent single-well potential in the highly underdamped limit. It is shown that the nonequilibrium probability density function…

Statistical Mechanics · Physics 2019-06-26 Domingos S. P. Salazar , Sérgio A. Lira

To integrate hydrodynamic fluctuations, namely thermal fluctuations of hydrodynamics, into dynamical models of high-energy nuclear collisions based on relativistic hydrodynamics, the property of the hydrodynamic fluctuations given by the…

Nuclear Theory · Physics 2019-10-29 Koichi Murase

We derive exact dynamical fluctuation-response relations (FRRs) for time-integrated observables of any nonautonomous Markov jump process. The finite-time covariance splits into an initial variability and an integral of response kernels…

Statistical Mechanics · Physics 2026-05-15 Timur Aslyamov , Massimiliano Esposito

We study the relation between the microscopic properties of a many-body system and the electron spectra, experimentally accessible by photoemission. In a recent paper [Phys. Rev. Lett. 114, 236402 (2015)], we introduced the "fluctuation…

Strongly Correlated Electrons · Physics 2018-03-28 O. Gunnarsson , J. Merino , T. Schäfer , G. Sangiovanni , G. Rohringer , A. Toschi

We study Brownian motion driven with both conservative and nonconservative external forces. By using the thermodynamic approach of the theory of Brownian motion we obtain the Fokker-Planck equation and derive expressions for the Fluctuation…

Statistical Mechanics · Physics 2009-11-13 A. Perez-Madrid , I. Santamaria-Holek

Inspired by one--dimensional light--particle systems, the dynamics of a non-Hamiltonian system with long--range forces is investigated. While the molecular dynamics does not reach an equilibrium state, it may be approximated in the…

Statistical Mechanics · Physics 2019-01-23 Romain Bachelard , Nicola Piovella , Shamik Gupta

In a nonequilibrium steady state, the violation of the fluctuation-dissipation theorem (FDT) is connected to breaking detailed balance. For the velocity correlations of a driven colloidal particle we calculate an explicit expression of the…

Statistical Mechanics · Physics 2007-05-23 T. Speck , U. Seifert

We present a theory of finite-frequency noise in non-equilibrium conductors. It is shown that Non-Markovian correlations are essential to describe the physics of quantum noise. In particular, we show the importance of a correct treatment of…

Mesoscale and Nanoscale Physics · Physics 2011-04-01 D. Marcos , C. Emary , T. Brandes , R. Aguado

We present a new time-dependent Density Functional approach to study the relaxational dynamics of an assembly of interacting particles subject to thermal noise. Starting from the Langevin stochastic equations of motion for the velocities of…

Statistical Mechanics · Physics 2016-08-31 Umberto Marini Bettolo Marconi , Pedro Tarazona

We give a detailed account of equilibrium and non-equilibrium fluctuational electrodynamics of hyperbolic metamaterials. We show the unifying aspects of two different approaches; one utilizes the second kind of fluctuation dissipation…

Optics · Physics 2015-06-22 Yu Guo , Zubin Jacob

A diffusive system coupled to unequal boundary reservoirs reaches a non-equilibrium steady state. While the full-counting-statistics of current fluctuations in these states are well understood for generic systems, results for steady-state…

Statistical Mechanics · Physics 2026-01-29 Soumyabrata Saha , Tridib Sadhu

A wide class of non-Markovian completely positive master equations can be formulated on the basis of quantum collisional models. In this phenomenological approach the dynamics of an open quantum system is modeled through an ensemble of…

Quantum Physics · Physics 2013-09-26 Adrian A. Budini

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 absence of a simple fluctuation-dissipation theorem is a major obstacle for studying systems that are not in thermodynamic equilibrium. We show that for a fluid in a non-equilibrium steady state characterized by a constant temperature…

Statistical Mechanics · Physics 2024-07-03 T. R. Kirkpatrick , D. Belitz

We derive the fluctuation dynamics of a probe in weak coupling with a "living" medium, modeled as particles undergoing an active Ornstein-Uhlenbeck dynamics. Nondissipative corrections to the fluctuation-dissipation relation are written out…

Soft Condensed Matter · Physics 2020-11-18 Christian Maes

The response of physical systems to external perturbations can be used to probe both their equilibrium and non-equilibrium dynamics. While response and correlation functions are related in equilibrium by fluctuation-dissipation theorems,…

Statistical Mechanics · Physics 2014-04-24 Matteo Marcuzzi , Andrea Gambassi

We address the connection between negative electronic friction and non-Markovian effects in the nonadiabatic vibrational dynamics of molecules interacting with metal surfaces under nonequilibrium conditions. We show that a generic…

Mesoscale and Nanoscale Physics · Physics 2026-05-29 Riley J. Preston , Samuel L. Rudge , Daniel S. Kosov , Michael Thoss

The irreversibility of trajectories in stochastic dynamical systems is linked to the structure of their causal representation in terms of Bayesian networks. We consider stochastic maps resulting from a time discretization with interval \tau…

Data Analysis, Statistics and Probability · Physics 2018-03-15 Andrea Auconi , Andrea Giansanti , Edda Klipp