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The probability distributions, as well as the mean values of stochastic currents and fluxes, associated with a driven Langevin process, provide a good and topologically protected measure of how far a stochastic system is driven out of…
Stochastic thermodynamics provides a framework for describing small systems like colloids or biomolecules driven out of equilibrium but still in contact with a heat bath. Both, a first-law like energy balance involving exchanged heat and…
The fluctuation-dissipation (F-D) theorem is a fundamental result for systems near thermodynamic equilibrium, and justifies studies between microscopic and macroscopic properties. It states that the nonequilibrium relaxation dynamics is…
We derive various exact results for Markovian systems that spontaneously relax to a non-equilibrium steady-state by using joint probability distributions symmetries of different entropy production decompositions. The analytical approach is…
The stochastic differential equations for a model of dissipative particle dynamics with both total energy and total momentum conservation in the particle-particle interactions are presented. The corresponding Fokker-Planck equation for the…
In this paper we consider a diffusion process obtained as a small random perturbation of a dynamical system attracted to a stable equilibrium point. The drift and the diffusive perturbation are assumed to evolve slowly in time. We describe…
We study closed systems of particles that are subject to stochastic forces in addition to the conservative forces. The stochastic equations of motion are set up in such a way that the energy is strictly conserved at all times. To ensure…
In complex systems, the interplay between nonlinear and stochastic dynamics, e.g., J. Monod's necessity and chance, gives rise to an evolutionary process in Darwinian sense, in terms of discrete jumps among attractors, with punctuated…
Many real-world systems exhibit ``noisy'' evolution in time; interpreting their finitely-sampled behavior as arising from continuous-time processes (in the It\^o or Stratonovich sense) has led to significant success in modeling and analysis…
We present an application of the theory of stochastic processes to model and categorize non-equilibrium physical phenomena. The concepts of uniformly continuous probability measures and modular evolution lead to a systematic hierarchical…
Understanding how systems respond to external perturbations is a fundamental challenge in physics, particularly for non-equilibrium and non-stationary processes. The fluctuation-dissipation theorem provides a complete framework for…
The fluctuation theorem of Gallavotti and Cohen holds for finite systems undergoing Langevin dynamics. In such a context all non-trivial ergodic theory issues are by-passed, and the theorem takes a particularly simple form. As a particular…
The unique fluctuation-dissipation theorem for equilibrium stands in contrast with the wide variety of nonequilibrium linear response formulae. Their most traditional approach is "analytic", which, in the absence of detailed balance,…
Using the initial-value formulation, a dynamic theory for systems evolving according to a Generalized Langevin Equation is developed, providing more restrictive conditions on the existence of equilibrium behavior and its…
Research on pulsar timing arrays has provided preliminary evidence for the existence of a stochastic gravitational background, which, either being primordial or of astrophysical origin, will interact universally with matter distributions in…
When two isolated system are brought in contact, they relax to equilibrium via energy exchange. In another setting, when one of the systems is driven and the other is large, the first system reaches a steady-state which is not described by…
Stochastic Thermodynamics (ST) extends the notions of classical thermodynamics to trajectories taken from a nonequilibrium ensemble. This extension yields a simple approach to fluctuation relations in small systems. Multiple time- and…
We analyze the microscopic evolution of a system undergoing a far-from-equilibrium thermodynamic process. Explicitly accounting for the degrees of freedom of participating heat reservoirs, we derive a hybrid result, similar in form to both…
The notion of the stationary equilibrium ensemble has played a central role in statistical mechanics. In machine learning as well, training serves as generalized equilibration that drives the probability distribution of model parameters…
We study long-range interacting systems driven by external stochastic forces that act collectively on all the particles constituting the system. Such a scenario is frequently encountered in the context of plasmas, self-gravitating systems,…