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The fluctuation theorem of Gallavotti and Cohen holds for finite systems undergoing Langevin dynamics. In such a context all non-trivial ergodic theory issues are by-passed, and the theorem takes a particularly simple form. As a particular…

Statistical Mechanics · Physics 2009-10-30 Jorge Kurchan

We introduce non-trivial contributions to diffusion constant in generic many-body systems arising from quadratic fluctuations of ballistically propagating, i.e. convective, modes. Our result is obtained by expanding the current operator in…

Statistical Mechanics · Physics 2020-11-25 Marko Medenjak , Jacopo De Nardis , Takato Yoshimura

We generalize the Clausius (in)equality to overdamped mesoscopic and macroscopic diffusions in the presence of nonconservative forces. In contrast to previous frameworks, we use a decomposition scheme for heat which is based on an exact…

Statistical Mechanics · Physics 2015-05-07 Christian Maes , Karel Netocny

Diffusion processes are widely used for modelling real-world phenomena. Except for select cases however, analytical expressions do not exist for a diffusion process' transitional probabilities. It is proposed that the cumulant truncation…

Methodology · Statistics 2015-03-13 Melvin M. Varughese

It is demonstrated that the "generalized fluctuation-dissipation theorem" [Physica A 106, 443 (1981)] covers the later suggested "fluctuation theorems" and related statistical equalities.

Statistical Mechanics · Physics 2011-06-06 Yu. E. Kuzovlev

A recent paper [J. A. Evans, D. Kamensky, Y. Bazilevs, "Variational multiscale modeling with discretely divergence-free subscales", Computers & Mathematics with Applications, 80 (2020) 2517-2537] introduced a novel stabilized finite element…

Numerical Analysis · Mathematics 2021-12-21 Sajje Lee Calfy , John A. Evans , David Kamensky

In this paper, we offer to the reader an essential review of the theory of Fluctuation-Dissipation Relations (FDR), from the first formulations due to Einstein and Onsager, to the recent developments in the framework of stochastic…

Statistical Mechanics · Physics 2022-12-07 Marco Baldovin , Lorenzo Caprini , Andrea Puglisi , Alessandro Sarracino , Angelo Vulpiani

The unique fluctuation-dissipation theorem for equilibrium stands in contrast with the wide variety of nonequilibrium linear response formulae. Their most traditional approach is "analytic", which, in the absence of detailed balance,…

Statistical Mechanics · Physics 2013-01-21 Marco Baiesi , Christian Maes

Stationary non-equilibrium states describe steady flows through macroscopic systems. Although they represent the simplest generalization of equilibrium states, they exhibit a variety of new phenomena. Within a statistical mechanics…

Statistical Mechanics · Physics 2015-12-18 Lorenzo Bertini , Alberto De Sole , Davide Gabrielli , Giovanni Jona-Lasinio , Claudio Landim

We theoretically study divergent fluctuations of dynamical events at non-ergodic transitions. We first focus on the finding that a non-ergodic transition can be described as a saddle connection bifurcation of an order parameter for a time…

Statistical Mechanics · Physics 2015-06-25 Mami Iwata , Shin-ichi Sasa

We formulate a scaling theory for the long-time diffusive motion in a space occluded by a high density of moving obstacles in dimensions 1, 2 and 3. Our tracers diffuse anomalously over many decades in time, before reaching a diffusive…

Statistical Mechanics · Physics 2024-10-22 H. Bendekgey , G. Huber , D. Yllanes

The recent work, Nemoto and Sasa [Phys. Rev. E, 83: 030105(R) (2011)], has shown that large deviations of the current characterizing a nonequilibrium system are obtained by observing the typical current for a modified system specified by a…

Statistical Mechanics · Physics 2013-07-24 Yuki Sughiyama , Masayuki Ohzeki

These notes are a written version of lectures given in the 2024 Les Houches Summer School on {\it Large deviations and applications}. They are are based on a series of works published over the last 25 years on steady properties of…

Mathematical Physics · Physics 2025-10-29 Bernard Derrida

The methods of non-equilibrium quantum field theory are used to investigate the possibility of representing dissipation in the equation of motion for the expectation value of a scalar field by a friction term, such as is commonly included…

High Energy Physics - Phenomenology · Physics 2009-11-07 Ian D. Lawrie

We devise an iterative scheme for numerically calculating dynamical two-point correlation functions in integrable many-body systems, in the Eulerian scaling limit. Expressions for these were originally derived in Ref. [1] by combining the…

Statistical Mechanics · Physics 2021-01-01 Frederik S. Møller , Gabriele Perfetto , Benjamin Doyon , Jörg Schmiedmayer

We study moderate deviations from hydrodynamic limits of a reaction diffusion model. The process is defined as the superposition of the symmetric exclusion process with a Glauber dynamics. When the process starts from a product measure with…

Probability · Mathematics 2024-08-22 Linjie Zhao

A stochastic subgrid-scale parameterization based on the Ruelle's response theory and proposed in Wouters and Lucarini [2012] is tested in the context of a low-order coupled ocean-atmosphere model for which a part of the atmospheric modes…

Atmospheric and Oceanic Physics · Physics 2017-01-18 Jonathan Demaeyer , Stéphane Vannitsem

For soft matter systems strongly driven by stationary flow, we discuss an extended fluctuation-dissipation theorem (FDT). Beyond the linear response regime, the FDT for the stress acquires an additional contribution involving the observable…

Soft Condensed Matter · Physics 2009-05-29 Thomas Speck , Udo Seifert

Models of adhesion of extended particles on linear and planar substrates are of interest in interpreting surface deposition in colloid, polymer, and certain biological systems. An introduction is presented to recent theoretical advances in…

Condensed Matter · Physics 2016-11-03 Vladimir Privman

We discuss the recent developments in the theory of diffusive shock acceleration (DSA) by using both first-principle kinetic plasma simulations and analytical theory based on the solution of the convection/diffusion equation. In particular,…

High Energy Astrophysical Phenomena · Physics 2019-09-16 Damiano Caprioli , Colby C. Haggerty