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These lecture notes give a short review of methods such as the matrix ansatz, the additivity principle or the macroscopic fluctuation theory, developed recently in the theory of non-equilibrium phenomena. They show how these methods allow…

Statistical Mechanics · Physics 2009-11-13 B. Derrida

We study dynamical fluctuations in overdamped diffusion processes driven by time periodic forces. This is done by studying fluctuation functionals (rate functions from large deviation theory), of fluctuations around the non-equilibrium…

Statistical Mechanics · Physics 2010-03-18 Navinder Singh , Bram Wynants

This article studies typical dynamics and fluctuations for a slow-fast dynamical system perturbed by a small fractional Brownian noise. Based on an ergodic theorem with explicit rates of convergence, which may be of independent interest, we…

Probability · Mathematics 2020-08-20 Solesne Bourguin , Siragan Gailus , Konstantinos Spiliopoulos

At the molecular level fluid motions are, by first principles, described by time reversible laws. On the other hand, the coarse grained macroscopic evolution is suitably described by the Navier-Stokes equations, which are inherently…

We introduce and study a class of models of free fermions hopping between neighbouring sites with random Brownian amplitudes. These simple models describe stochastic, diffusive, quantum, unitary dynamics. We focus on periodic boundary…

Statistical Mechanics · Physics 2019-04-17 M. Bauer , D. Bernard , T. Jin

At the macroscopic scale, many important models of collective motion fall into the class of kinematic flows for which both velocity and diffusion terms depend only on particle density. When total particle numbers are fixed and finite,…

Adaptation and Self-Organizing Systems · Physics 2022-04-12 Jeremy Worsfold , Tim Rogers , Paul Milewski

Regardless of studies and debates over a century, the statistical origin of the second law of thermodynamics still remains illusive. One essential obstacle is the lack of a proper theoretical formalism for non-equilibrium entropy. Here I…

Statistical Mechanics · Physics 2017-10-18 Xiangjun Xing

Classically chaotic systems relax to coarse grained states of equilibrium. Here we numerically study the quantization of such bounded relaxing systems, in particular the quasi-periodic fluctuations associated with the correlation between…

chao-dyn · Physics 2009-10-30 Arul Lakshminarayan

There are only a very few known relations in statistical dynamics that are valid for systems driven arbitrarily far-from-equilibrium. One of these is the fluctuation theorem, which places conditions on the entropy production probability…

Statistical Mechanics · Physics 2009-09-25 Gavin E. Crooks

The vacuum is full of virtual particles which exist for short moments of time. In this paper we construct a chaotic model of vacuum fluctuations associated with a fundamental entropic field that generates an arrow of time. The dynamics can…

Statistical Mechanics · Physics 2015-06-03 Christian Beck

We provide a stochastic thermodynamic description across scales for $N$ identical units with all-to-all interactions that are driven away from equilibrium by different reservoirs and external forces. We start at the microscopic level with…

Statistical Mechanics · Physics 2020-07-07 Tim Herpich , Tommaso Cossetto , Gianmaria Falasco , Massimiliano Esposito

Exerting fluctuations is a part of our daily life: traffic noise, heartbeat, opinion poll, currency exchange rate, electrical current, chemical reactions - they all permanently fluctuate. One of the most important questions is why the…

Physics and Society · Physics 2016-09-08 Maria K. Koleva

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

Out-of-equilibrium systems continuously generate entropy, with its rate of production being a fingerprint of non-equilibrium conditions. In small-scale dissipative systems subject to thermal noise, fluctuations of entropy production are…

Statistical Mechanics · Physics 2023-01-19 Prajwal Padmanabha , Daniel Maria Busiello , Amos Maritan , Deepak Gupta

In this paper, we take a control-theoretic approach to answering some standard questions in statistical mechanics. A central problem is the relation between systems which appear macroscopically dissipative but are microscopically lossless.…

Dynamical Systems · Mathematics 2014-10-21 Henrik Sandberg , Jean-Charles Delvenne , John C. Doyle

We study the dynamics of fluctuations at the critical point for two time-asymmetric version of the Curie-Weiss model for spin systems that, in the macroscopic limit, undergo a Hopf bifurcation. The fluctuations around the macroscopic limit…

Probability · Mathematics 2017-03-23 Paolo Dai Pra , Daniele Tovazzi

We study the energy flow between a one dimensional oscillator and a chaotic system with two degrees of freedom in the weak coupling limit. The oscillator's observables are averaged over an initially microcanonical ensemble of trajectories…

Chaotic Dynamics · Physics 2015-06-26 M. V. S. Bonanca , M. A. M. de Aguiar

Understanding fluctuation phenomena plays a dominant role in the development of many-body physics. The time evolution of entanglement is essential to a broad range of subjects in many-body physics, ranging from exotic quantum matter to…

Mesoscale and Nanoscale Physics · Physics 2024-03-06 Lih-King Lim , Cunzhong Lou , Chushun Tian

Statistical equilibrium models of coherent structures in two-dimensional and barotropic quasi-geostrophic turbulence are formulated using canonical and microcanonical ensembles, and the equivalence or nonequivalence of ensembles is…

Mathematical Physics · Physics 2007-05-23 R. S. Ellis , K. Haven , B. Turkington

Electric signals have been recently recorded at the Earth's surface with amplitudes appreciably larger than those hitherto reported. Their entropy in natural time is smaller than that, $S_u$, of a ``uniform'' distribution. The same holds…

Geophysics · Physics 2009-11-11 P. A. Varotsos , N. V. Sarlis , E. S. Skordas , H. K. Tanaka
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