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On the basis of perturbed Kolmogorov backward equations and path integral representation, we unify the derivations of the linear response theory and transient fluctuation theorems for continuous diffusion processes from a backward point of…

统计力学 · 物理学 2015-05-14 Fei Liu , Zhong-can Ou-Yang

We consider the Fluctuation Dissipation Theorem (FDT) of statistical physics from a mathematical perspective. We formalize the concept of "linear response function" in the general framework of Markov processes. We show that for processes…

概率论 · 数学 2010-02-17 Amir Dembo , Jean-Dominique Deuschel

Exploiting previous results on Markovian dynamics and fluctuation theorems, we study the consequences of memory effects on single realizations of nonequilibrium processes within an open system approach. The entropy production along single…

统计力学 · 物理学 2015-06-12 Bruno Leggio , Anna Napoli , Heinz-Peter Breuer , Antonino Messina

We derive a simple closed analytical expression for the total entropy production along a single stochastic trajectory of a Brownian particle diffusing on a periodic potential under an external constant force. By numerical simulations we…

统计力学 · 物理学 2015-06-25 A. Gomez-Marin , I. Pagonabarraga

Many approaches to modelling reaction-diffusion systems with anomalous transport rely on deterministic equations and ignore fluctuations arising due to finite particle numbers. Starting from an individual-based model we use a…

统计力学 · 物理学 2019-05-29 Joseph W. Baron , Tobias Galla

We present a method that captures the fluctuations beyond mean field in chemical reactions in the regime of small copy numbers and hence large fluctuations, using self-consistently determined memory: by integrating information from the past…

统计力学 · 物理学 2023-05-02 Moshir Harsh , Peter Sollich

We consider a stochastic model described by two stochastic differential equations of motion; one is for the stochastic evolution forward in time and the other for backward in time. We further introduce averaged quantities for the two…

统计力学 · 物理学 2009-07-21 T. Koide , M. Mine , M. Okumura , Y. Yamanaka

The cumulant generating function of time-averaged current is studied from an operational viewpoint. Specifically, for interacting Brownian particles under non-equilibrium conditions, we show that the first derivative of the cumulant…

统计力学 · 物理学 2015-05-30 Takahiro Nemoto , Shin-ichi Sasa

The fluctuation theorems have remained one of the cornerstones in the study of systems that are driven far out of equilibrium, and they provide strong constraints on the fraction of trajectories that behave atypically in light of the second…

统计力学 · 物理学 2015-06-05 Sourabh Lahiri , A. M. Jayannavar

The fluctuation-dissipation theorem is a central theorem in nonequilibrium statistical mechanics by which the evolution of velocity fluctuations of the Brownian particle under a fluctuating environment is intimately related to its…

统计力学 · 物理学 2015-05-14 Jen-Tsung Hsiang , Tai-Hung Wu , Da-Shin Lee

The fluctuation theorem for entropy production is a remarkable symmetry of the distribution of produced entropy that holds universally in non-equilibrium steady states with Markovian dynamics. However, in systems with slow degrees of…

统计力学 · 物理学 2018-02-21 Matthias Uhl , Patrick Pietzonka , Udo Seifert

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…

统计力学 · 物理学 2009-09-25 Gavin E. Crooks

A driven granular material, e.g. a vibrated box full of sand, is a stationary system which may be very far from equilibrium. The standard equilibrium statistical mechanics is therefore inadequate to describe fluctuations in such a system.…

统计力学 · 物理学 2009-08-12 A. Barrat , A. Puglisi , E. Trizac , P. Visco , F. van Wijland

The counting statistics of electron transport is theoretically studied in a system with two capacitively coupled parallel transport channels. Each channel is composed of a quantum dot connected by tunneling to two reservoirs. The…

介观与纳米尺度物理 · 物理学 2015-05-28 Gregory Bulnes Cuetara , Massimiliano Esposito , Pierre Gaspard

We study three classes of continuous time Markov processes (inclusion process, exclusion process, independent walkers) and a family of interacting diffusions (Brownian energy process). For each model we define a boundary driven process…

数学物理 · 物理学 2015-06-12 Gioia Carinci , Cristian Giardina' , Claudio Giberti , Frank Redig

We slightly extend the fluctuation theorem obtained in \cite{LS} for sums of generators, considering continuous-time Markov chains on a finite state space whose underlying graph has multiple edges and no loop. This extended frame is suited…

数学物理 · 物理学 2015-05-20 A. Faggionato , D. Di Pietro

It will be shown, how the Boltzmannian ideas on statistical physics can be naturally applied to nonequilibrium thermodynamics. A similar approach for treating nonequilibrium phenomena has been successfully used by Einstein and Smoluchowski…

统计力学 · 物理学 2007-05-23 W. Pietsch

This paper discusses properties of periodic functions, focusing on (systems of) partial differential equations with periodicity boundary conditions, called "cellular problems". These cellular problems arise naturally from the asymptotic…

偏微分方程分析 · 数学 2023-01-31 Cristian Barbarosie , Anca-Maria Toader

We consider a Brownian particle which, in addition to being in contact with a thermal bath, is driven by fluctuating forces which stem from active processes in the system, such as self-propulsion or collisions with other active particles.…

统计力学 · 物理学 2019-04-24 Lennart Dabelow , Stefano Bo , Ralf Eichhorn

Firstly the fluctuation theorems (FT) for expended work in a driven nonequilibrium system, isolated or thermostatted, together with the ensuing Jarzynski work-energy (W-E) relationships, will be discussed and reobtained. Secondly, the…

统计力学 · 物理学 2016-10-31 Carolyne M. Van Vliet