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The condition of thermal equilibrium simplifies the theoretical treatment of fluctuations as found in the celebrated Einstein's relation between mobility and diffusivity for Brownian motion. Several recent theories relax the hypothesis of…

Statistical Mechanics · Physics 2014-04-10 Andrea Gnoli , Andrea Puglisi , Alessandro Sarracino , Angelo Vulpiani

We focus on the dynamics of a Brownian particle whose mass fluctuates. First we show that the behaviour is similar to that of a Brownian particle moving in a fluctuating medium, as studied by Beck [Phys. Rev. Lett. 87 (2001) 180601]. By…

Statistical Mechanics · Physics 2007-06-13 R. Lambiotte , M. Ausloos

We introduce a fractional stochastic heat equation with second order elliptic operator in divergence form, having a piecewise constant diffusion coefficient, and driven by an infinite-dimensional fractional Brownian motion. We characterize…

Probability · Mathematics 2019-10-29 Yuliya Mishura , Kostiantyn Ralchenko , Mounir Zili , Eya Zougar

A particle diffusing around a point of stable mechanical equilibrium in a static but non-conservative force field enters into a steady state characterized by circulation in the probability flux. Circulation in such a Brownian vortex is not…

Soft Condensed Matter · Physics 2009-03-17 Bo Sun , Jiayi Lin , Ellis Darby , Alexander Y. Grosberg , David G. Grier

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…

Statistical Mechanics · Physics 2013-06-27 Eric Bertin , Peter C. W. Holdsworth

We report the two typical models of normal heat conduction in one dimensional momentum-conserving systems. They show the Arrhenius and the non-Arrhenius temperature dependence. We construct the two corresponding phenomenologies,…

Statistical Mechanics · Physics 2016-07-20 Dye SK Sato

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

In this work, we numerically verify the Jarzynski equality and Crook fluctuation theorem for a Brownian particle diffusing in a heterogeneous thermal bath and hence having a non-Gaussian position distribution. We use the…

Statistical Mechanics · Physics 2026-03-05 A. Saravanan , I. Iyyappan

In this short communication we present an original way to couple the Brownian motion and the heat equation. More in general, we suggest a way for coupling the Langevin equation for a particle, which describes a single realization of its…

Numerical Analysis · Mathematics 2016-06-17 Emiliano Cristiani

We derive the extended fluctuation theorems in presence of multiple measurements and feedback, when the system is governed by Hamiltonian dynamics. We use only the forward phase space trajectories in the derivation. However, to obtain an…

Statistical Mechanics · Physics 2016-04-20 Sourabh Lahiri , A. M. Jayannavar

Energy transport can be influenced by the presence of other conserved quantities. We consider here diffusive systems where energy and the other conserved quantities evolve macroscopically on the same diffusive space-time scale. In these…

Statistical Mechanics · Physics 2020-01-08 Stefano Olla

Comment on ``Experimental Demonstration of Violations of the Second Law of Thermodynamics for Small Systems and Short Time Scales''

Statistical Mechanics · Physics 2007-05-23 R. van Zon , E. G. D. Cohen

We analyze the dynamics of a Brownian gas in contact with a heat bath in which large temperature fluctuations occur. There are two distinct time scales present, one describes the decay of the fluctuations in the temperature and the other…

Statistical Mechanics · Physics 2009-11-11 I. Santamaria-Holek , R. F. Rodriguez

Fluctuation theorems are fundamental extensions of the second law of thermodynamics for small systems. Their general validity arbitrarily far from equilibrium makes them invaluable in nonequilibrium physics. So far, experimental studies of…

Stochastic thermodynamics is a framework for describing non-equilibrium processes at the level of fluctuating trajectories, where the state of a system evolves as a stochastic time series, allowing thermodynamic quantities such as work,…

A paradigm for isothermal, mechanical rectification of stochastic fluctuations is introduced in this paper. The central idea is to transform energy injected by random perturbations into rigid-body rotational kinetic energy. The prototype…

Probability · Mathematics 2007-10-18 Nawaf Bou-Rabee , Houman Owhadi

Dynamics near and far away from thermal equilibrium is studied within the framework of Langevin equations. A stochasticity-dissipation relation is proposed to emphasize the equal importance of the stochastic and deterministic forces in…

Classical Physics · Physics 2007-05-23 P. Ao

The statistics of heat exchange between two classical or quantum finite systems initially prepared at different temperatures are shown to obey a fluctuation theorem.

Statistical Mechanics · Physics 2009-11-10 Christopher Jarzynski , Daniel K. Wojcik

We investigate thermodynamics of general nonequilibrium processes stopped at stochastic times. We propose a systematic strategy for constructing fluctuation-theorem-like martingales for each thermodynamic functional, yielding a family of…

Statistical Mechanics · Physics 2023-06-02 Haoran Yang , Hao Ge

Fluctuation theorems are a generalization of thermodynamics on small scales and provide the tools to characterize the fluctuations of thermodynamic quantities in non-equilibrium nanoscale systems. They are particularly important for…

Statistical Mechanics · Physics 2014-04-03 Jan Gieseler , Romain Quidant , Christoph Dellago , Lukas Novotny
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