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Related papers: Fluctuation theorem for stochastic dynamics

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Nonergodic Brownian motion is elucidated within the framework of the generalized Langevin equation. For thermal noise yielding either a vanishing or a divergent zero-frequency friction strength, the non-Markovian Browninan dynamics exhibits…

Statistical Mechanics · Physics 2007-05-23 Jing-Dong Bao , Yi-Zhong Zhuo , Fernando A. Oliveira , Peter Hänggi

We derive a general set of fluctuation relations for a nonequilibrium open quantum system described by a Lindblad master equation. In the special case of conservative Hamiltonian dynamics, these identities allow us to retrieve quantum…

Statistical Mechanics · Physics 2010-02-05 Raphael Chetrite , Kirone Mallick

In this paper, we generalize the theory of Brownian motion and the Onsager-Machlup theory of fluctuations for spatially symmetric systems to equilibrium and nonequilibrium steady-state systems with a preferred spatial direction, due to an…

Statistical Mechanics · Physics 2016-09-28 Roman Belousov , E. G. D. Cohen , Lamberto Rondoni

We study Brownian motion driven with both conservative and nonconservative external forces. By using the thermodynamic approach of the theory of Brownian motion we obtain the Fokker-Planck equation and derive expressions for the Fluctuation…

Statistical Mechanics · Physics 2009-11-13 A. Perez-Madrid , I. Santamaria-Holek

The experimental verification of the fluctuation theorem by Wang et al. is explained in terms of a simple Langevin dynamics. This implies that the entropy consuming trajectories found by Wang et al. are fluctuations generated by a random…

Statistical Mechanics · Physics 2007-05-23 S. Tasaki , I. Terasaki , T. Monnai

We introduce from an experimental point of view the main concepts of fluctuation theorems for work, heat and entropy production in out of equilibrium systems. We will discuss the important difference between the applications of these…

Statistical Mechanics · Physics 2015-05-20 Sergio Ciliberto , Sylvain Joubaud , Artem Petrosyan

We consider a quantum Langevin kinetic equation for a system of fermions. We first derive the Langevin force noise correlation functions in Landau's Fermi-liquid kinetic theory from general considerations. We then use the resulting equation…

Statistical Mechanics · Physics 2024-01-22 T. R. Kirkpatrick , D. Belitz

The present study is based on a recent success of the second-order stochastic fluctuation theory in describing time autocorrelations of equilibrium and nonequilibrium physical systems. In particular, it was shown to yield values of the…

Statistical Mechanics · Physics 2017-08-23 Roman Belousov , E. G. D. Cohen , Lamberto Rondoni

The discrete Boltzmann equation for both the ideal and a non-ideal fluid is extended by adding Langevin noise terms in order to incorporate the effects of thermal fluctuations. After casting the fluctuating discrete Boltzmann equation in a…

Computational Physics · Physics 2011-04-01 M. Gross , M. E. Cates , F. Varnik , R. Adhikari

Based on the covariant underdamped and overdamped Langevin equations with Stratonovich coupling to multiplicative noises and the associated Fokker-Planck equations on Riemannian manifold, we present the first law of stochastic…

Statistical Mechanics · Physics 2024-04-02 Yifan Cai , Tao Wang , Liu Zhao

The past twenty years have seen a resurgence of interest in nonequilibrium thermodynamics, thanks to advances in the theory of stochastic processes and in their thermodynamic interpretation. Fluctuation theorems provide fundamental…

Statistical Mechanics · Physics 2017-11-16 Robert Marsland , Jeremy England

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

Statistical Mechanics · Physics 2009-11-10 Ismael V. L. Costa , Rafael Morgado , Marcos V. B. T. Lima , Fernando A. Oliveira

We use a recently proved fluctuation theorem for the currents to develop the response theory of nonequilibrium phenomena. In this framework, expressions for the response coefficients of the currents at arbitrary orders in the thermodynamic…

Statistical Mechanics · Physics 2015-05-13 D. Andrieux , P. Gaspard

Of indisputable relevance for non-equilibrium thermodynamics, fluctuations theorems have been generalized to the framework of quantum thermodynamics, with the notion of work playing a key role in such contexts. The typical approach consists…

Quantum Physics · Physics 2023-06-28 Thales Augusto Barbosa Pinto Silva , Renato Moreira Angelo

The fluctuation-dissipation theorem (FDT) is a simple yet powerful consequence of the first-order differential equation governing the dynamics of systems subject simultaneously to dissipative and stochastic forces. The linear learning…

Machine Learning · Computer Science 2021-09-29 Manhyung Han , Jeonghyeok Park , Taewoong Lee , Jung Hoon Han

The Fluctuation Theorem (FT) is a generalisation of the Second Law of Thermodynamics that applies to small systems observed for short times. For thermostatted systems it gives the probability ratio that entropy will be consumed rather than…

Statistical Mechanics · Physics 2015-06-24 Owen Jepps , Denis J. Evans , Debra J. Searles

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

Asymptotic fluctuation theorems are statements of a Gallavotti-Cohen symmetry in the rate function of either the time-averaged entropy production or heat dissipation of a process. Such theorems have been proved for various general classes…

Mathematical Physics · Physics 2010-01-23 Benjamin Hertz Shargel , Tom Chou

Acceleration of relaxation toward a fixed stationary distribution via violation of detailed balance was reported in the context of a Markov chain Monte Carlo method recently. Inspired by this result, systematic methods to violate detailed…

Statistical Mechanics · Physics 2015-06-02 Akihisa Ichiki , Masayuki Ohzeki

We studied numerically the validity of the fluctuation theorem, introduced by Evans,Cohen and Morris and proved by Gallavotti and Cohen, for a 2-dimensional system of particles maintained in a steady shear flow by Maxwell daemon boundary…

chao-dyn · Physics 2009-10-31 F. Bonetto , N. I. Chernov , J. L. Lebowitz