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Motivated by stochastic models of climate phenomena, the steady-state of a linear stochastic model with additive Gaussian white noise is studied. Fluctuation theorems for nonequilibrium steady-states provide a constraint on the character of…

Statistical Mechanics · Physics 2008-01-04 Jeffrey B. Weiss

Study of Langevin dynamics and the fluctuation-dissipation relation (FDR) for a generic probe system (represented by a mass $M$), bilinearly coupled to a bath of harmonic oscillators, has been a standard paradigm for a microscopic theory of…

Statistical Mechanics · Physics 2018-04-04 Chitrak Bhadra

The fluctuation theorem characterizes the distribution of the dissipation in nonequilibrium systems and proves that the average dissipation will be positive. For a large system with no external source of fluctuation, fluctuations in…

Statistical Mechanics · Physics 2018-12-18 Guillaume Michel , Debra J. Searles

We re-derive the Nyquist theorem and Callen-Welton fluctuation-dissipation theorem (FDT) as a consequence of detailed balance principle applied to a harmonic oscillator. The usage of electrical notions in the beginning makes the…

Statistical Mechanics · Physics 2020-10-29 T. M. Mishonov , I. M. Dimitrova , A. M. Varonov

In systems removed from equilibrium, intrinsic microscopic fluctuations become correlated over distances comparable to the characteristic macroscopic length over which the external constraint is exerted. In order to investigate this…

comp-gas · Physics 2009-10-28 Alberto Suarez , Jean Pierre Boon , Patrick Grosfils

We investigate a class of nonequilibrium media described by Langevin dynamics that satisfies the local detailed balance. For the effective dynamics of a probe immersed in the medium, we derive an inequality that bounds the violation of the…

Statistical Mechanics · Physics 2022-05-04 Tomohiro Tanogami

We establish a novel generalization of the fluctuation theorem for partially-masked nonequilibrium dynamics. We introduce a partial entropy production with a subset of all possible transitions, and show that the partial entropy production…

Statistical Mechanics · Physics 2015-01-20 Naoto Shiraishi , Takahiro Sagawa

We present the reduction of generalized Langevin equations to a coordinate-only stochastic model, which in its exact form, involves a forcing term with memory and a general Gaussian noise. It will be shown that a similar…

Numerical Analysis · Mathematics 2019-10-04 Lina Ma , Xiantao Li , Chun Liu

In this work a generalization of Onsager-Machlup's theory of time-dependent thermal fluctuations of equilibrium systems is proposed, to the case in which the system relaxes irreversibly along a non-equilibrium trajectory that can be…

Statistical Mechanics · Physics 2009-08-05 M. Medina-Noyola

The Continuous Time Random Walk (CTRW) formalism is used to model the non-Poisson relaxation of a system response to perturbation. Two mechanisms to perturb the system are analyzed: a first in which the perturbation, seen as a potential…

Disordered Systems and Neural Networks · Physics 2009-11-13 Gerardo Aquino , Paolo Grgolini , Bruce J. West

The structure of very complicated irregular "microscopic" (local) entropy fluctuations around a big separated "macroscopic" (global) fluctuation in the statistical equilibrium was studied in numerical experiments on a simple 2--freedom…

Chaotic Dynamics · Physics 2007-05-23 Boris Chirikov , Oleg Zhirov

Fluctuation theorems have a very special place in the study of non equilibrium dynamics of physical systems. The form in which it is used most extensively is the Gallavoti-Cohen Fluctuation Theorem which is in terms of the distribution of…

Classical Physics · Physics 2015-12-01 G. S. Agarwal , Sushanta Dattagupta

There is evidence that taking the time average of the work performed by a thermally isolated system effectively "transforms" the adiabatic process into an isothermal one. This approach allows inherent quantities of adiabatic processes to be…

Statistical Mechanics · Physics 2025-10-03 Pierre Nazé

Nonequilibrium fluctuation-dissipation theorems (FDTs) are one of the most important advances in stochastic thermodynamics over the past two decades. Here we provide rigorous mathematical proofs of two types of nonequilibrium FDTs for…

Statistical Mechanics · Physics 2019-09-04 Xian Chen , Chen Jia

The fluctuation-dissipation-theorem connects equilibrium to mildly (linearly) perturbed situations in a thermodynamic manner: It involves the observable of interest and the entropy production caused by the perturbation. We derive a relation…

Statistical Mechanics · Physics 2021-03-24 Tristan Holsten , Matthias Krüger

This paper investigates the global stability and the global asymptotic stability independent of the sizes of the delays of linear time-varying Caputo fractional dynamic systems of real fractional order possessing internal point delays. The…

Dynamical Systems · Mathematics 2010-10-18 M. De La Sen

The linear response of non-equilibrium systems with Markovian dynamics satisfies a generalized fluctuation-dissipation relation derived from time symmetry and antisymmetry properties of the fluctuations. The relation involves the sum of two…

Statistical Mechanics · Physics 2011-01-07 Juan Ruben Gomez-Solano , Artyom Petrosyan , Sergio Ciliberto , Christian Maes

Fluctuation Theorem(FT) has been studied as far from equilibrium theorem, which relates the symmetry of entropy production. To investigate the application of this theorem, especially to biological physics, we consider the FT for tilted…

Statistical Mechanics · Physics 2009-11-10 T. Monnai

Using the initial-value formulation, a dynamic theory for systems evolving according to a Generalized Langevin Equation is developed, providing more restrictive conditions on the existence of equilibrium behavior and its…

Statistical Mechanics · Physics 2024-03-11 Massimiliano Giona , Giuseppe Procopio , Chiara Pezzotti

Complex systems such as glasses, gels, granular materials, and systems far from equilibrium exhibit violation of the ergodic hypothesis (EH) and of the fluctuation-dissipation theorem (FDT). Recent investigations in systems with memory have…

Disordered Systems and Neural Networks · Physics 2007-05-23 M. H. Vainstein , I. V. L. Costa , F. A. Oliveira