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The Macroscopic Fluctuating Theory is presented from a practical and self consistent point of view. We take as starting point the assumption that a system at a mesoscopic scale is described by a field $\phi(x,t)$ that evolves by a Langevin…

Statistical Mechanics · Physics 2020-10-23 Pedro L. Garrido

We present a theoretical framework to understand a modified fluctuation-dissipation theorem valid for systems close to non-equilibrium steady-states and obeying markovian dynamics. We discuss the interpretation of this result in terms of…

Statistical Mechanics · Physics 2015-05-20 G. Verley , K. Mallick , D. Lacoste

In the last ten years, a number of ``Conventional Fluctuation Theorems'' have been derived for systems with deterministic or stochastic dynamics, in a transient or in a non-equilibrium stationary state. These theorems gave explicit…

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

In this paper, we consider the Langevin equation from an unusual point of view, that is as an archetype for a dissipative system driven out of equilibrium by an external excitation. Using path integral method, we compute exactly the…

Statistical Mechanics · Physics 2015-06-24 Jean Farago

We study anomalous diffusion for one-dimensional systems described by a generalized Langevin equation. We show that superdiffusion can be classified in slow superdiffusion and fast superdiffusion. For fast superdiffusion we prove that the…

Statistical Mechanics · Physics 2007-05-23 Ismael V. L. Costa , Rafael Morgado , Marcos V. B. T. Lima , Fernando A. Oliveira

Recent rapid advances in single particle tracking and supercomputing techniques resulted in an unprecedented abundance of diffusion data exhibiting complex behaviours, such the presence of power law tails of the msd and memory functions,…

Statistical Mechanics · Physics 2018-10-08 Jakub Ślęzak

Pervasive across diverse domains, stochastic systems exhibit fluctuations in processes ranging from molecular dynamics to climate phenomena. The Langevin equation has served as a common mathematical model for studying such systems, enabling…

Statistical Mechanics · Physics 2025-05-01 Youngkyoung Bae , Seungwoong Ha , Hawoong Jeong

It is shown that quantum fluctuation theorems remain unaffected if measurements of any kind and number of observables are performed during the action of a force protocol. That is, although the backward and forward probabilities entering the…

Statistical Mechanics · Physics 2010-09-29 Michele Campisi , Peter Talkner , Peter Hänggi

The dissipation function for a system is defined as the natural logarithm of the ratio between probabilities of a trajectory and its time-reversed trajectory, and its probability distribution follows a well-known relation called the…

Statistical Mechanics · Physics 2023-01-16 Harsh Soni

Macroscopic fluctuations have become an essential tool to understand physics far from equilibrium due to the link between their statistics and nonequilibrium ensembles. The optimal path leading to a fluctuation encodes key information on…

Statistical Mechanics · Physics 2017-03-13 N. Tizón-Escamilla , P. I. Hurtado , P. L. Garrido

The characteristic function for the joint measurement of the changes of two commuting observables upon an external forcing of a quantum system is derived. In particular, the statistics of the internal energy, the exchanged heat and the work…

Statistical Mechanics · Physics 2009-02-18 Peter Talkner , Michele Campisi , Peter Hänggi

For a system at given temperature, with energy known as a function of a set of variables, we obtain the thermal fluctuation of the evolution of the variables by replacing the phase-space with a lattice and invoking the principle of detailed…

Statistical Mechanics · Physics 2010-07-26 Jorge Berger

We present a fluctuation relation for heat dissipation in a nonequilibrium system. A nonequilibrium work is known to obey the fluctuation theorem in any time interval $t$. A heat, which differs from a work by an energy change, is shown to…

Statistical Mechanics · Physics 2012-06-19 Jae Dong Noh , Jong-Min Park

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

The driving force of the dynamical system can be decomposed into the gradient of a potential landscape and curl flux (current). The fluctuation-dissipation theorem (FDT) is often applied to near equilibrium systems with detailed balance.…

Statistical Mechanics · Physics 2015-05-30 Haidong Feng , Jin Wang

In systems far from equilibrium, the fluctuation-dissipation relation is violated due to the lack of detailed balance. Recently, for a class of Langevin equations, it has been proved that this violation is related to energy dissipation as…

Statistical Mechanics · Physics 2009-11-11 Hiroshi Teramoto , Shin-ichi Sasa

We show how to write a set of brackets for the Langevin equation, describing the dissipative motion of a classical particle, subject to external random forces. The method does not rely on an action principle, and is based solely on the…

High Energy Physics - Theory · Physics 2009-11-10 Giuseppe Bimonte , Giampiero Esposito , Giuseppe Marmo , Cosimo Stornaiolo

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

By decoupling forward and backward stochastic trajectories, we construct a family of martingales and work theorems for both overdamped and underdamped Langevin dynamics. Our results are made possible by an alternative derivation of work…

Statistical Mechanics · Physics 2025-04-17 Xiangting Li , Tom Chou

The counting statistics of electron transport is theoretically studied in a system with two capacitively coupled parallel transport channels. Each channel is composed of a quantum dot connected by tunneling to two reservoirs. The…

Mesoscale and Nanoscale Physics · Physics 2015-05-28 Gregory Bulnes Cuetara , Massimiliano Esposito , Pierre Gaspard