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The present paper is meant to give a simple introduction to the problem of the connection between microscopic dynamics and statistical laws. For sake of simplicity, we mostly refer to non-dissipative dynamics, since dissipation adds…

Statistical Mechanics · Physics 2014-10-02 Sergio Chibbaro , Lamberto Rondoni , Angelo Vulpiani

We discuss research done in two important areas of nonequilibrium statistical mechanics: fluctuation dissipation relations and dynamical fluctuations. In equilibrium systems the fluctuation-dissipation theorem gives a simple relation…

Statistical Mechanics · Physics 2010-11-19 Bram Wynants

The total entropy production generated by the dynamics of an externally driven systems exchanging energy and matter with multiple reservoirs and described by a master equation is expressed as the sum of three contributions, each…

Statistical Mechanics · Physics 2010-03-01 Massimiliano Esposito , Upendra Harbola , Shaul Mukamel

This article traces the development of fluctuation theory and its deep connection to irreversibility, from equilibrium to near-equilibrium, and finally to far-from-equilibrium systems. Classical fluctuation theorems, which capture the…

Quantum Physics · Physics 2025-12-30 Sounak Bandyopadhyay , Arnab Ghosh

A simplified thermodynamic approach of the incompressible axisymmetric Euler equations is considered based on the conservation of helicity, angular momentum and microscopic energy. Statistical equilibrium states are obtained by maximizing…

Fluid Dynamics · Physics 2010-07-02 Aurore Naso , Romain Monchaux , Pierre-Henri Chavanis , Berengere Dubrulle

I give a highly selective overview of the way statistical mechanics explains the microscopic origins of the time asymmetric evolution of macroscopic systems towards equilibrium and of first order phase transitions in equilibrium. These…

Mathematical Physics · Physics 2009-10-31 Joel L. Lebowitz

We discuss the unitary quantum dynamics of the Dicke model (spin and oscillator coupled). A suitable quasiprobabilty representing the quantum state turns out to obey a Fokker-Planck equation, with drift terms representing the underlying…

Quantum Physics · Physics 2015-06-04 Alexander Altland , Fritz Haake

One of the standardized features of financial data is that log-returns are uncorrelated, but absolute log-returns or their squares namely the fluctuating volatility are correlated and is characterized by heavy tailed in the sense that some…

Statistical Finance · Quantitative Finance 2021-05-11 Geoffrey Ducournau

In the thermodynamics of nanoscopic systems the relation between classical and quantum mechanical description is of particular importance. To scrutinize this correspondence we study an anharmonic oscillator driven by a periodic external…

Statistical Mechanics · Physics 2020-08-26 Mattes Heerwagen , Andreas Engel

We consider a class of either fermionic or bosonic noninteracting open quantum chains driven by dissipative interactions at the boundaries and study the interplay of coherent transport and dissipative processes, such as bulk dephasing and…

Statistical Mechanics · Physics 2017-11-17 Federico Carollo , Juan P. Garrahan , Igor Lesanovsky , Carlos Pérez-Espigares

Understanding the relationship between complexity and stability in large dynamical systems -- such as ecosystems -- remains a key open question in complexity theory which has inspired a rich body of work developed over more than fifty…

Populations and Evolution · Quantitative Biology 2021-07-14 Yvonne Krumbeck , Qian Yang , George W. A. Constable , Tim Rogers

The fluctuations are termed mesoscopic, when their typical size is essentially larger then the average distance between the nearest neighbors, while being much smaller than the overall system size. Since the features of mesoscopic…

Statistical Mechanics · Physics 2026-01-23 V. I. Yukalov , E. P. Yukalova

We theoretically investigate fluctuation relations in a classical incomplete measurement process where just partial information is available. The scenario we consider consists of two coupled single-electron boxes where one or both devices…

Statistical Mechanics · Physics 2015-06-23 Massimo Borrelli , Jonne V. Koski , Sabrina Maniscalco , Jukka P. Pekola

We analyse the effect of intrinsic fluctuations on the properties of bistable stochastic systems with time scale separation operating under1 quasi-steady state conditions. We first formulate a stochastic generalisation of the quasi-steady…

Biological Physics · Physics 2016-03-02 Roberto de la Cruz , Pilar Guerrero , Fabian Spill , Tomás Alarcón

The work performed on a system in a microcanonical state by changes in a control parameter is characterized in terms of its statistics. The transition probabilities between eigenstates of the system Hamiltonians at the beginning and the end…

Statistical Mechanics · Physics 2014-01-21 Peter Talkner , Manuel Morillo , Juyeon Yi , Peter Hanggi

Fluctuation relations establish rigorous identities for the nonequilibrium averages of observables. Starting from a general transport master equation with time-dependent rates, we employ the stochastic path integral approach to study…

Statistical Mechanics · Physics 2010-10-21 A. Altland , A. De Martino , R. Egger , B. Narozhny

The paper presents a unified approach to different fluctuation relations for classical nonequilibrium dynamics described by diffusion processes. Such relations compare the statistics of fluctuations of the entropy production or work in the…

Mathematical Physics · Physics 2009-11-13 Raphael Chetrite , Krzysztof Gawedzki

This study deals with continuous limits of interacting one-dimensional diffusive systems, arising from stochastic distortions of discrete curves with various kinds of coding representations. These systems are essentially of a…

Statistical Mechanics · Physics 2011-09-09 Guy Fayolle , Cyril Furtlehner

Based on Newton's laws reformulated in the Hamiltonian dynamics combined with statistical mechanics, we formulate a statistical mechanical theory supporting the hypothesis of a closed oscillating universe. We find that the behaviour of the…

Statistical Mechanics · Physics 2015-05-13 A. Perez-Madrid , I. Santamaria-Holek

We present an explicit unified stochastic model of fluctuations in population size due to random birth, death, density-dependent competition and environmental fluctuations. Stochastic dynamics provide insight into small populations,…

Populations and Evolution · Quantitative Biology 2008-07-31 Alexei J. Drummond , Peter D. Drummond