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We prove a transient fluctuation theorem for the currents for continuous-time Markov jump processes with stationary rates, generalizing an asymptotic result by Andrieux and Gaspard [J. Stat. Phys. 127, 107 (2007)] to finite times. The…

Statistical Mechanics · Physics 2014-10-22 Matteo Polettini , Massimiliano Esposito

Fluctuating hydrodynamics provides a model for fluids at mesoscopic scales where thermal fluctuations can have a significant impact on the behavior of the system. Here we investigate a model for fluctuating hydrodynamics of a single…

Fluid Dynamics · Physics 2015-06-22 Anuj Chaudhri , John B. Bell , Alejandro L. Garcia , Aleksandar Donev

A new class of exclusion type processes acting in continuum with synchronous updating is introduced and studied. Ergodic averages of particle velocities are obtained and their connections to other statistical quantities, in particular to…

Dynamical Systems · Mathematics 2015-05-13 Michael Blank

We introduce and analyze a model for the transport of particles or energy in extended lattice systems. The dynamics of the model acts on a discrete phase space at discrete times but has nonetheless some of the characteristic properties of…

Mathematical Physics · Physics 2015-06-12 Raphael Lefevere

Understanding the physics of nonequilibrium systems remains as one of the major challenges of theoretical physics. This problem can be cracked in part by investigating the macroscopic fluctuations of the currents characterizing…

Statistical Mechanics · Physics 2014-03-18 Pablo I. Hurtado , Carlos P. Espigares , Jesus J. del Pozo , Pedro L. Garrido

We investigate fluctuations in the average speed or current of a self-interacting diffusion (SID) on a ring, mimicking the non-Markovian behaviour of an agent influenced by its own path. We derive the SID's phase diagram, showing a…

Statistical Mechanics · Physics 2024-12-16 Francesco Coghi

We present results for the fluctuations of the displacement of a tracer particle on a planar lattice pulled by a step force in the presence of impenetrable, immobile obstacles. The fluctuations perpendicular to the applied force are…

Statistical Mechanics · Physics 2018-02-06 Sebastian Leitmann , Thomas Schwab , Thomas Franosch

We provide a full description for the joint fluctuations of current and occupation time in the one-dimensional nonequilibrium simple symmetric exclusion process, furnishing explicit formulas for the covariances of the limiting Gaussian…

Probability · Mathematics 2023-04-28 Dirk Erhard , Tertuliano Franco , Tiecheng Xu

We study fluctuations of the empirical processes of a non-equilibrium interacting particle system consisting of two species over a domain that is recently introduced in [8] and establish its functional central limit theorem. This…

Probability · Mathematics 2021-01-12 Zhen-Qing Chen , Wai-Tong Louis Fan

A large deviation principle is derived for stochastic partial differential equations with slow-fast components. The result shows that the rate function is exactly that of the averaged equation plus the fluctuating deviation which is a…

Probability · Mathematics 2010-01-28 Wei Wang , A. J. Roberts , Jinqiao Duan

Exclusive diffusion on a one-dimensional lattice is studied. In the model particles hop stochastically into both directions with different rates. At the ends of the lattice particles are injected and removed. The exact stationary…

Condensed Matter · Physics 2009-10-22 Sven Sandow

In the study of complex networks (systems), the scaling phenomenon of flow fluctuations refers to a certain power-law between the mean flux (activity) $<F_i>$ of the $i$th node and its variance $\sigma_i$ as $\sigma_i \propto < F_{i} >…

Data Analysis, Statistics and Probability · Physics 2009-05-08 Yudong Chen , Li Li , Yi Zhang , Jianming Hu

Relative permeability is commonly used to model immiscible fluid flow through porous materials. In this work we derive the relative permeability relationship from conservation of energy, assuming that the system to be non-ergodic at large…

How condensed-matter simulations depend on the number of molecules being simulated ($N$) is sometimes itself a valuable piece of information. Liquid crystals provide a case in point. Light scattering and $2d$-IR experiments on…

Soft Condensed Matter · Physics 2024-12-20 Eleftherios Mainas , Richard M. Stratt

We calculate a current and its fluctuation in a two-state stochastic system under a periodic perturbation. The system could be interpreted as a channel on a cell surface or a single Michaelis-Menten catalyzing enzyme. It has been shown that…

Statistical Mechanics · Physics 2010-06-18 Jun Ohkubo

We analyse large deviations of time-averaged quantities in stochastic processes with long-range memory, where the dynamics at time t depends itself on the value q_t of the time-averaged quantity. First we consider the elephant random walk…

Statistical Mechanics · Physics 2020-08-05 Robert L. Jack , Rosemary J. Harris

We study the long time asymptotics of the relaxation dynamics of the totally asymmetric simple exclusion process on a ring. Evaluating the asymptotic amplitudes of the local currents by the algebraic Bethe ansatz method, we find the…

Statistical Mechanics · Physics 2012-11-01 Kohei Motegi , Kazumitsu Sakai , Jun Sato

There has been an increasing interest in the quantification of nearly deterministic work extraction from a finite number of copies of microscopic particles in finite time. This paradigm, so called single-shot epsilon-deterministic work…

Quantum Physics · Physics 2017-11-22 Sina Salek , Karoline Wiesner

We present a fluctuating hydrodynamic description of an active lattice gas model with excluded volume interactions that exhibits motility-induced phase separation under appropriate conditions. For quasi-one dimension and higher, stability…

Statistical Mechanics · Physics 2025-10-20 Ritwik Mukherjee , Soumyabrata Saha , Tridib Sadhu , Abhishek Dhar , Sanjib Sabhapandit

We use fluctuating hydrodynamics to analyze the dynamical properties in the non-equilibrium steady state of a diffusive system coupled with reservoirs. We derive the two-time correlations of the density and of the current in the…

Statistical Mechanics · Physics 2016-11-23 Tridib Sadhu , Bernard Derrida
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