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Fluctuation theorems (FTs) quantify the thermodynamic reversibility of a system, and for deterministic systems they are defined in terms of the dissipation function. However, in a nonequilibrium steady state of deterministic dynamics, the…

统计力学 · 物理学 2026-03-24 Stephen Sanderson , Charlotte F. Petersen , Debra J. Searles

Empirically defining some constant probabilistic orbits of f(x) and g(x) iterated high-order functions, the stability of these functions in possible entangled interaction dynamics of the environment through its orbit's connectivity (open…

混沌动力学 · 物理学 2019-11-19 Charles Roberto Telles

Scaling properties in financial fluctuations are reviewed from the standpoint of statistical physics. We firstly show theoretically that the balance of demand and supply enhances fluctuations due to the underlying phase transition…

统计力学 · 物理学 2008-12-10 H. Takayasu , M. Takayasu , M. P. Okazaki , K. Marumo , T. Shimizu

Thermal fluctuations are a fundamental feature of dissipative systems that are essential for understanding physics near the expected critical point of QCD and in small systems. When such fluctuations are modeled naively in relativistic…

核理论 · 物理学 2025-10-02 Nicki Mullins , Mauricio Hippert , Jorge Noronha

Experimental and theoretical studies are made of Brownian particles trapped in a periodic potential, which is very slightly tilted due to gravity. In the presence of fluctuations, these will trigger a measurable average drift along the…

原子物理 · 物理学 2010-10-14 M. Zelan , H. Hagman , K. Karlsson , C. M. Dion , A. Kastberg

We establish a fluctuation-correlation theorem by relating the quantum fluctuations in the generator of the parameter change to the time integral of the quantum correlation function between the projection operator and force operator of the…

量子物理 · 物理学 2009-10-31 Arun K. Pati

In skew-product systems with contractive factors, all orbits asymptotically approach the graph of the so-called sync function; hence, the corresponding regularity properties primarily matter. In the literature, sync function Lipschitz…

动力系统 · 数学 2018-08-29 Bastien Fernandez , Anthony Quas

It has been shown that the combination of a broken spatial symmetry in the potential (or ratchet potential) and time correlations in the driving are crucial, and enough to allow transformation of the fluctuations into work. The required…

凝聚态物理 · 物理学 2009-10-22 Dante R. Chialvo , Mark M. Millonas

Any decomposition of the total trajectory entropy production for Markovian systems has a joint probability distribution satisfying a generalized detailed fluctuation theorem, when all the contributing terms are odd with respect to time…

统计力学 · 物理学 2010-10-26 Reinaldo Garcia-Garcia , Daniel Dominguez , Vivien Lecomte , Alejandro B. Kolton

In systems far from equilibrium, the statistics of observables are connected to entropy production, leading to the Thermodynamic Uncertainty Relation (TUR). However, the derivation of TURs often involves constraining the parity of…

统计力学 · 物理学 2023-05-17 Domingos S. P. Salazar

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

Using the Feynman-Kac and Cameron-Martin-Girsanov formulas, we obtain a generalized integral fluctuation theorem (GIFT) for discrete jump processes by constructing a time-invariable inner product. The existing discrete IFTs can be derived…

统计力学 · 物理学 2009-06-11 Fei Liu , Yu-Pin Luo , Ming-Chang Huang , Zhong-can Ou-Yang

A large population of extended substructures generates a stochastic gravitational field that is fully specified by the function $p({\bf F})$, which defines the probability that a tracer particle experiences a force $\bf F$ within the…

星系天体物理 · 物理学 2018-01-24 Jorge Peñarrubia

The past decade has witnessed the development of systematic effective theories for dissipative thermal systems. Here, we describe an analogous effective theory framework that applies to the classical stochastic dynamics of nonequilibrium…

Fluctuations in small biological systems can be crucial for their function. Large-deviation theory characterizes such rare events from the perspective of stochastic processes. In most cases it is very difficult to directly determine the…

统计力学 · 物理学 2013-12-03 Artur Wachtel

General aspects of the Fluctuation-Dissipation Relation (FDR), and Response Theory are considered. After analyzing the conceptual and historical relevance of fluctuations in statistical mechanics, we illustrate the relation between the…

Several stochastic processes modeling molecular motors on a linear track are given by random walks (not necessarily Markovian) on quasi 1d lattices and share a common regenerative structure. Analyzing this abstract common structure, we…

概率论 · 数学 2014-05-08 Alessandra Faggionato , Vittoria Silvestri

Fluctuation dynamos are generic to turbulent astrophysical systems. The only analytical model of the fluctuation dynamo, due to Kazantsev, assumes the velocity to be delta-correlated in time. This assumption breaks down for any realistic…

星系天体物理 · 物理学 2015-07-22 Pallavi Bhat , Kandaswamy Subramanian

In the general process of eliminating dynamic variables in Markovian models, there exists a difference in the irreversible entropy production between the original and reduced dynamics. We call this difference the hidden entropy production,…

统计力学 · 物理学 2022-06-28 Kyogo Kawaguchi , Yohei Nakayama

We investigate violations of the fluctuation-dissipation theorem in two classes of trap models by studying the influence of the perturbing field on the transition rates. We show that for perturbed rates depending upon the value of the…

无序系统与神经网络 · 物理学 2009-11-10 F. Ritort