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We consider the diffusion-advection problem in two simple cellular flow models (often invoked as examples for subdiffusive tracer's motion) and concentrate on the intermediate time range, in which the tracer's motion indeed may show…

Fluid Dynamics · Physics 2016-09-28 Patrick Pöschke , Igor M. Sokolov , Alexander A. Nepomnyashchy , Michael A. Zaks

The paper presents a unified approach to different fluctuation relations for classical nonequilibrium dynamics described by diffusion processes. Such relations compare the statistics of fluctuations of the entropy production or work in the…

Mathematical Physics · Physics 2009-11-13 Raphael Chetrite , Krzysztof Gawedzki

We consider biochemical reaction chains and investigate how random external fluctuations, as characterized by variance and coefficient of variation, propagate down the chains. We perform such a study under the assumption that the number of…

Probability · Mathematics 2007-08-03 David F. Anderson , Jonathan C. Mattingly

We study the influence of a dissipation process on diffusion dynamics triggered by fluctuations with long-range correlations. We make the assumption that the perturbation process involved is of the same kind as those recently studied…

Statistical Mechanics · Physics 2007-05-23 M. Annunziato , P. Grigolini , J. Riccardi

This article traces the development of fluctuation theory and its deep connection to irreversibility, from equilibrium to near-equilibrium, and finally to far-from-equilibrium systems. Classical fluctuation theorems, which capture the…

Quantum Physics · Physics 2025-12-30 Sounak Bandyopadhyay , Arnab Ghosh

We show that time-correlation functions of arbitrary order for any random variable in a statistical dynamical system can be calculated as higher-order response functions of the mean history of the variable. The response is to a ``control…

chao-dyn · Physics 2009-10-31 Gregory L. Eyink

We study the fluctuations of the autocorrelation and autoresponse functions and, in particular, their variances and co-variance. In a first general part of the Article, we show the equivalence of the variance of the response function with…

Statistical Mechanics · Physics 2015-05-18 Federico Corberi , Eugenio Lippiello , Alessandro Sarracino , Marco Zannetti

We explore the fractional advection-diffusion equation and rare events associated with the ACTRW model. When waiting times have a finite mean but infinite variance, and the displacements follow a narrow distribution, the fractional operator…

Statistical Mechanics · Physics 2025-02-18 Yuanze Hong , Tian zhou , Wanli Wang

A connection between the response and fluctuation in general nonequilibrium stationary states is investigated. We focus on time-symmetric quantities and find that the fluctuation of a kind of empirical measure can be expressed with the…

Statistical Mechanics · Physics 2023-04-26 Naoto Shiraishi

A system driven in the vicinity of its critical point by varying a relevant field in an arbitrary function of time is a generic system that possesses a long relaxation time compared with the driving time scale and thus represents a large…

Statistical Mechanics · Physics 2016-10-26 Baoquan Feng , Shuai Yin , Fan Zhong

The long-time dynamics of the 1D contact process suddenly brought out of an uncorrelated initial state is studied through a light-cone transfer-matrix renormalisation group approach. At criticality, the system undergoes ageing which is…

Statistical Mechanics · Physics 2007-05-23 Tilman Enss , Malte Henkel , Alan Picone , Ulrich Schollwöck

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

Temporal networks model how the interaction between elements in a complex system evolve over time. Just like complex systems display collective dynamics, here we interpret temporal networks as trajectories performing a collective motion in…

Social and Information Networks · Computer Science 2022-10-18 Lucas Lacasa , Jorge P. Rodriguez , Victor M. Eguiluz

The transport equation of active motion is generalised to consider time-fractional dynamics for describing the anomalous diffusion of self-propelled particles observed in many different systems. In the present study, we consider an…

Statistical Mechanics · Physics 2023-10-27 Francisco J. Sevilla , Guillermo Chacón-Acosta , Trifce Sandev

We develop a theory for fluctuations and correlations in a gas evolving under ballistic annihilation dynamics. Starting from the hierarchy of equations governing the evolution of microscopic densities in phase space, we subsequently…

Statistical Mechanics · Physics 2009-11-13 P. Maynar , M. I. Garcia de Soria , G. Schehr , A. Barrat , E. Trizac

Using equilibrium fluctuations to understand the response of a physical system to an externally imposed perturbation is the basis for linear response theory, which is widely used to interpret experiments and shed light on microscopic…

Statistical Mechanics · Physics 2024-06-24 Jérémie Klinger , Grant M. Rotskoff

The evolution of many stochastic systems is accurately described by random walks on graphs. We here explore the close connection between local steady-state fluctuations of random walks and the global structure of the underlying graph.…

Statistical Mechanics · Physics 2022-10-25 M. Bruderer

For fluctuating currents in non-equilibrium steady states, the recently discovered thermodynamic uncertainty relation expresses a fundamental relation between their variance and the overall entropic cost associated with the driving. We show…

Statistical Mechanics · Physics 2017-07-12 Patrick Pietzonka , Felix Ritort , Udo Seifert

We define a correlation function that quantifies the spatial correlation of single-particle displacements in liquids and amorphous materials. We show for an equilibrium liquid that this function is related to fluctuations in a bulk…

Soft Condensed Matter · Physics 2009-10-31 Claudio Donati , Sharon C. Glotzer , Peter H. Poole

The fluctuation theorem establishes general relations between transport coefficients and fluctuations in nonequilibrium systems. Recently there was much interest in quantum fluctuation relations for electric currents. Since charge carriers…

Statistical Mechanics · Physics 2015-08-07 Chenjie Wang , D. E. Feldman