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We solve two problems related to the fluctuations of time-integrated functionals of Markov diffusions, used in physics to model nonequilibrium systems. In the first we derive and illustrate the appropriate boundary conditions on the…

Statistical Mechanics · Physics 2023-02-01 Johan du Buisson

We analyze the validity of the fluctuation-dissipation theorem for slow relaxation systems in the context of mesoscopic nonequilibrium thermodynamics. We demonstrate that the violation arises as a natural consequence of the elimination of…

Statistical Mechanics · Physics 2009-11-07 A. Perez-Madrid , D. Reguera , J. M. Rubi

Multiple types of fluctuations impact the collective dynamics of power grids and thus challenge their robust operation. Fluctuations result from processes as different as dynamically changing demands, energy trading, and an increasing share…

Data Analysis, Statistics and Probability · Physics 2018-07-24 Benjamin Schäfer , Christian Beck , Kazuyuki Aihara , Dirk Witthaut , Marc Timme

We consider a particle dragged through a medium at constant temperature as described by a Langevin equation with a time-dependent potential. The time-dependence is specified by an external protocol. We give conditions on potential and…

Statistical Mechanics · Physics 2007-08-21 Marco Baiesi , Tim Jacobs , Christian Maes , Nikos S. Skantzos

We discuss fluctuation-dissipation relations valid under general conditions even out of equilibrium. The response function is expressed in terms of unperperturbed correlation functions, where contributions peculiar to non-equilibrium can…

Statistical Mechanics · Physics 2012-03-23 Giacomo Gradenigo , Andrea Puglisi , Alessandro Sarracino , Dario Villamaina , Angelo Vulpiani

We develop non-equilibrium theory by using averages in time and space as a generalized way to upscale thermodynamics in non-ergodic systems. The approach offers a classical perspective on the energy dynamics in fluctuating systems. The rate…

Soft Condensed Matter · Physics 2021-09-29 James E. McClure , Steffen Berg , Ryan T. Armstrong

Using the theory of large deviations, macroscopic fluctuation theory provides a framework to understand the behaviour of non-equilibrium dynamics and steady states in diffusive systems. We extend this framework to a minimal model of…

Statistical Mechanics · Physics 2023-10-02 D. R. Michiel Renger , Upanshu Sharma

Fluctuation theorems are fundamental extensions of the second law of thermodynamics for small nonequilibrium systems. While work and heat are equally important forms of energy exchange, fluctuation relations have not been experimentally…

Statistical Mechanics · Physics 2022-02-24 Markus Rademacher , Michael Konopik , Maxime Debiossac , David Grass , Eric Lutz , Nikolai Kiesel

Measurements of any property of a microscopic system are bound to show significant deviations from the average, due to thermal fluctuations. For time-integrated currents such as heat, work or entropy production in a steady state, it is in…

Statistical Mechanics · Physics 2022-08-22 Sreekanth K Manikandan , Biswajit Das , Raunak Dey , Avijit Kundu , Ayan Banerjee , Supriya Krishnamurthy

Experimental work has shown that non-equilibrium concentration fluctuations arise during free diffusion in fluids and theoretical analysis has been carried on. The results show that, in usual three-dimensional fluids, the phenomenon is…

Fluid Dynamics · Physics 2016-08-31 Doriano Brogioli , Alberto Vailati

In the context of the dynamical evolution in a non-stationary thermal bath, we construct a family of fluctuation relations for the entropy production that are not verified by the work performed on the system. We exhibit fluctuation…

Statistical Mechanics · Physics 2013-05-29 Raphael Chetrite

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

A dynamical system that undergoes a supercritical Hopf's bifurcation is perturbed by a multiplicative Brownian motion that scales with a small parameter $\epsilon$. The random fluctuations of the system at the critical point are studied…

Probability · Mathematics 2024-09-04 Michele Aleandri , Paolo Dai Pra

We consider the totally asymmetric simple exclusion process on a ring with flat and step initial conditions. We assume that the size of the ring and the number of particles tend to infinity proportionally and evaluate the fluctuations of…

Mathematical Physics · Physics 2017-03-02 Jinho Baik , Zhipeng Liu

A random multiplicative process with additive noise is described by a Langevin equation. We show that the fluctuation-dissipation relation is satisfied in the Langevin model, if the noise strength is not so strong.

Statistical Mechanics · Physics 2009-11-07 H. Sakaguchi

A quantitatively reliable theoretical description of the dynamics of fluctuations in non-equilibrium is indispensable in the experimental search for the QCD critical point by means of ultra-relativistic heavy-ion collisions. In this work we…

Nuclear Theory · Physics 2019-06-26 Marlene Nahrgang , Marcus Bluhm , Thomas Schaefer , Steffen A. Bass

A conditional entropic approach is discussed for nonequilibrium complex systems with a weak correlation between spatiotemporally fluctuating quantities on a large time scale. The weak correlation is found to constitute the fluctuation…

Statistical Mechanics · Physics 2023-04-04 Yuichi Itto

When light travels through strongly scattering media with optical gain, the synergy between diffusive transport and stimulated emission can lead to lasing action. Below the threshold pump power, the emission spectrum is smooth and…

Optics · Physics 2016-02-17 Jason W. Merrill , Hui Cao , Eric R. Dufresne

We study the fine-scale statistics of temperature and its derivatives in turbulent Rayleigh-Benard convection. Direct numerical simulations are carried out in a cylindrical cell with unit aspect ratio filled with a fluid with Prandtl number…

Fluid Dynamics · Physics 2015-05-13 M. S. Emran , J. Schumacher

Consider a system of particles evolving as independent and identically distributed (i.i.d.) random walks. Initial fluctuations in the particle density get translated over time with velocity $\vec{v}$, the common mean velocity of the random…

Probability · Mathematics 2010-09-15 Rohini Kumar