Related papers: A Fluctuation-Dissipation Process without Time Sca…
In this article we discuss several aspects of the stochastic dynamics of spin models. The paper has two independent parts. Firstly, we explore a few properties of the multi-point correlations and responses of generic systems evolving in…
It is known that the distribution of nonreversible Markov processes breaking the detailed balance condition converges faster to the stationary distribution compared to reversible processes having the same stationary distribution. This is…
In this paper we extend the earlier treatment of out-of-equilibrium mesoscopic fluctuations in glassy systems in several significant ways. First, via extensive simulations, we demonstrate that models of glassy behavior without quenched…
A generalized fluctuation-response relation is found for thermal systems driven out of equilibrium. Its derivation is independent of many details of the dynamics, which is only required to be first-order. The result gives a correction to…
We study the diffusion of a tracer particle driven out-of-equilibrium by an external force and traveling in a dense environment of arbitrary density. The system evolves on a discrete lattice and its stochastic dynamics is described by a…
We present technical results required for the description and understanding of correlations and fluctuations of the empirical density and current as well as diverse time-integrated and time-averaged thermodynamic currents of diffusion…
Exact theoretical results for the violation of time dependent fluctuation-dissipation relations in driven dissipative systems are presented. The ratio of correlation to delayed response in the stochastic model introduced in [Phys. Rev.…
The dynamics of a one-dimensional stochastic model is studied in presence of an absorbing boundary. The distribution of fluctuations is analytically characterized within the generalized van Kampen expansion, accounting for higher order…
Near equilibrium, small current fluctuations are described by a Gaussian with a linear-response variance regulated by the dissipation. Here, we demonstrate that dissipation still plays a dominant role in structuring large fluctuations…
A new method is proposed to numerically extract the diffusivity of a (typically nonlinear) diffusion equation from underlying stochastic particle systems. The proposed strategy requires the system to be in local equilibrium and have…
Trap models are intuitively appealing and often solvable models of glassy dynamics. In particular, they have been used to study aging and the resulting out-of-equilibrium fluctuation-dissipation relations between correlations and response…
The distribution of price returns for a class of uncorrelated diffusive dynamics is considered. The basic assumptions are (1) that there is a "consensus" value associated with a stock, and (2) that the rate of diffusion depends on the…
For thermostatted dissipative systems the Fluctuation Theorem gives an analytical expression for the ratio of probabilities that the time averaged entropy production in a finite system observed for a finite time, takes on a specified value…
We study a large deviation functional of density fluctuation by analyzing stochastic non-linear diffusion equations driven by the difference between the densities fixed at the boundaries. By using a fundamental equality that yields the…
We study the statistical fluctuations (such as the variance) of causal set quantities, with particular focus on the causal set action. To facilitate calculating such fluctuations, we develop tools to account for correlations between causal…
The concept of weak invariants has recently been introduced in the context of conserved quantities in finite-time processes in nonequilibrium quantum thermodynamics. A weak invariant itself has a time-dependent spectrum, but its expectation…
For a many-particle system with long-range interactions and evolving under stochastic dynamics, we study for the first time the out-of-equilibrium fluctuations of the work done on the system by a time-dependent external force. For…
Recently Mayer et al. [Phys. Rev. E {\bf 68}, 016116 (2003)] proposed a new way to compute numerically the fluctuation-dissipation ratios in nonequilibrium critical systems. Using well-known facts of nonequilibrium critical dynamics I show…
The nonexponential relaxation and aging inherent to complex dynamics manifested in a wide variety of dissipative systems is analyzed through a model of diffusion in phase space in the presence of a nonconservative force. The action of this…
We propose a method for approximating the large deviation rate function of time-integrated observables of diffusion processes, used in statistical physics to characterize the fluctuations of nonequilibrium systems. The method is based on…