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The intuition that the precision of observables is constrained by thermodynamic costs has recently been formalized through thermodynamic and kinetic uncertainty relations. While such trade-offs have been extensively studied in Markovian…

Quantum Physics · Physics 2026-05-13 Tan Van Vu , Ryotaro Honma , Keiji Saito

A collection of $N$-diffusing interacting particles where each particle belongs to one of $K$ different populations is considered. Evolution equation for a particle from population $k$ depends on the $K$ empirical measures of particle…

Probability · Mathematics 2015-05-06 Amarjit Budhiraja , Ruoyu Wu

Strong interaction with other particles or feedback from the medium on a Brownian particle entail memory effects in the effective dynamics. We discuss the extension of the fluctuation-dissipation theorem to nonequilibrium Langevin systems…

Statistical Mechanics · Physics 2013-09-23 C. Maes , S. Safaverdi , P. Visco , F. van Wijland

We consider a system of multiscale stochastic differential equations whose slow component is drivenby a fractional Brownian motion with Hurst parameter H greater than 1/2. Under ergodic assumptions ensuring the applicability of the…

Probability · Mathematics 2025-12-10 Xue-Mei Li , Colin Piernot , Szymon Sobczak , Kexing Ying

Thermodynamic uncertainty relations quantifying a trade-off between current fluctuation and entropy production have been found in various stochastic systems. Herein, we study the thermodynamic uncertainty relations for Langevin systems…

Statistical Mechanics · Physics 2020-01-22 Tan Van Vu , Yoshihiko Hasegawa

Local diffusion coefficients in disordered materials such as living cells are highly heterogeneous. Quenched disorder is utilized substantially to study such complex systems, whereas its analytical treatment is difficult to handle. We…

Statistical Mechanics · Physics 2016-11-02 Takuma Akimoto , Eli Barkai , Keiji Saito

We present a general method to identify an arbitrary number of fluctuating quantities which satisfy a detailed fluctuation theorem for all times within the framework of time-inhomogeneous Markovian jump processes. In doing so we provide a…

Statistical Mechanics · Physics 2018-10-11 Riccardo Rao , Massimiliano Esposito

A microscopic model of interacting oscillators, which admits two conserved quantities, volume, and energy, is investigated. We begin with a system driven by a general nonlinear potential under high-temperature regime by taking the inverse…

Probability · Mathematics 2023-08-15 Patrícia Gonçalves , Kohei Hayashi

It is becoming more and more clear that complex networks present remarkable large fluctuations. These fluctuations may manifest differently according to the given model. In this paper we re-consider hidden variable models which turn out to…

Disordered Systems and Neural Networks · Physics 2014-02-19 Massimo Ostilli

We present several novel identities and inequalities relating the mutual information and the directed information in systems with feedback. The internal blocks within such systems are restricted only to be causal mappings, but are allowed…

Information Theory · Computer Science 2013-01-29 Milan S. Derpich , Eduardo I. Silva , Jan Østergaard

We study the response of dynamical systems to finite amplitude perturbation. A generalized Fluctuation-Response relation is derived, which links the average relaxation toward equilibrium to the invariant measure of the system and points out…

Chaotic Dynamics · Physics 2009-11-07 G. Boffetta , G. Lacorata , S. Musacchio , A. Vulpiani

This Thesis explores how tools from Statistical Physics and Information Theory can help us describe and understand complex systems. In the first part, we study the interplay between internal interactions, environmental changes, and…

Statistical Mechanics · Physics 2023-03-01 Giorgio Nicoletti

We construct a dynamical field theory for noninteracting Brownian particles in the presence of a quenched Gaussian random potential. The main variable for the field theory is the density fluctuation which measures the difference between the…

Disordered Systems and Neural Networks · Physics 2020-12-02 Wonsang Lee , Joonhyun Yeo

The apparantly irregular (unpredictable) space-time fluctuations in atmospheric flows ranging from climate (thousands of kilometers - years) to turbulence (millimeters - seconds) exhibit the universal symmetry of self-similarity.…

General Physics · Physics 2007-05-23 J. S. Pethkar , A. M. Selvam

The relativistic theory of hydrodynamic fluctuations, or noise, is derived and applied to high energy heavy ion collisions. These fluctuations are inherent in any space-time varying system and are in addition to initial state fluctuations.…

Nuclear Theory · Physics 2012-01-18 Joseph Kapusta , Berndt Mueller , Misha Stephanov

We uncover a universal scaling law governing the dispersion of collective attention and identify its underlying stochastic criticality. By analysing large-scale ensembles of Wikipedia page views, we find that the variance of logarithmic…

Physics and Society · Physics 2026-01-21 Keisuke Okamura

The role of memory time fluctuations for instabilities in random media is considered. It is shown that fluctuations can result in infinitely fast growth of statistical moments. The effect is demonstrated in the framework of light…

Plasma Physics · Physics 2025-01-13 S. Pavlenko , E. Illarionov , D. Sokoloff

Self-organization through noisy interactions is ubiquitous across physics, mathematics, and machine learning, yet how long-range structure emerges from local noisy dynamics remains poorly understood. Here, we investigate three paradigmatic…

Soft Condensed Matter · Physics 2026-03-31 Satyam Anand , Guanming Zhang , Stefano Martiniani

In this Letter we study the gravitational interactions between outgoing configurations giving rise to Hawking radiation and in-falling configurations. When the latter are in their ground state, the near horizon interactions lead to…

General Relativity and Quantum Cosmology · Physics 2009-12-31 R. Parentani

Damping on an object generally depends on its conformation (shape size etc.). We consider the Langevin dynamics of a model system with a conformation dependent damping and generalize the fluctuation dissipation relation to fit in such a…

Statistical Mechanics · Physics 2012-07-16 A. Bhattacharyay
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