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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…

统计力学 · 物理学 2009-11-13 B. Derrida

In this paper, we consider discrete-time non-linear stochastic dynamical systems with additive process noise in which both the initial state and noise distributions are uncertain. Our goal is to quantify how the uncertainty in these…

系统与控制 · 电气工程与系统科学 2025-05-19 Steven Adams , Eduardo Figueiredo , Luca Laurenti

A result of great theoretical and experimental interest, Jarzynski equality predicts a free energy change $\Delta F$ of a system at inverse temperature $\beta$ from an ensemble average of non-equilibrium exponential work, i.e., $\langle…

统计力学 · 物理学 2017-10-18 Juan D. Jaramillo , Jiawen Deng , Jiangbin Gong

Determining the work which is supplied to a system by an external agent, provides a crucial step in any experimental realization of transient fluctuation relations. This, however, poses a problem for quantum systems, where the standard…

统计力学 · 物理学 2014-05-15 Gentaro Watanabe , B. Prasanna Venkatesh , Peter Talkner

The problem of determining the mathematical model of the dynamics of multi-dimensional control systems in the presence of noise under the condition that the correlation functions cannot be found. Known statistical dynamics of linear systems…

综合数学 · 数学 2013-01-29 V. N. Tibabishev

Non-Gaussian noise is omnipresent in systems where the central-limit theorem is inapplicable. We here investigate the stochastic thermodynamics of small systems that are described by a general Kramers-Moyal equation that includes both…

统计力学 · 物理学 2025-02-28 Arthur M. Faria , Marcus V. S. Bonanca , Eric Lutz

The theory of phenomenological Non-equilibrium Thermodynamics is extended by includimg stochastic processes in order to account for recently derived thermodynamical relations such as the Jarzynski equality. Four phenomenological axioms are…

混沌动力学 · 物理学 2016-07-20 Wolfgang Muschik

Nowadays many tools, e.g. fluctuation relations, are available to characterize the statistical properties of non-equilibrium systems. However, most of these tools rely on the assumption that the driving noise is normally distributed. Here…

统计力学 · 物理学 2023-11-29 Dario Lucente , Andrea Puglisi , Massimiliano Viale , Angelo Vulpiani

When a system is driven out of equilibrium by a time-dependent protocol that modifies the Hamiltonian, it follows a nonequilibrium path. Samples of these paths can be used in nonequilibrium work theorems to estimate equilibrium quantities,…

统计力学 · 物理学 2009-05-29 David D. L. Minh

Studying the structure of systems in nonequilibrium steady states necessitates tools that quantify population shifts and associated deformations of equilibrium free energy landscapes under persistent currents. Within the framework of…

统计力学 · 物理学 2024-08-14 Jorge L. Rosa-Raíces , David T. Limmer

We derive analytical expressions for the bias of the Jarzynski free-energy estimator from N nonequilibrium work measurements, for a generic work distribution. To achieve this, we map the estimator onto the Random Energy Model in a suitable…

统计力学 · 物理学 2015-05-30 Matteo Palassini , Felix Ritort

In light of recent advances in time-step independent stochastic integrators for Langevin equations, we revisit the considerations for using non-Gaussian distributions for the thermal noise term in discrete-time thermostats. We find that the…

统计力学 · 物理学 2023-05-04 Niels Grønbech-Jensen

Out of thermal equilibrium, an environment imposes effective mechanical forces on microscopical nanofabricated devices, chemical or biological systems. Here we address the question of how to calculate these forces together with the response…

统计力学 · 物理学 2017-05-24 A. Feigel

We construct Langevin equations describing the fluctuations of the tensor order parameter $Q_{\alpha\beta}$ in nematic liquid crystals by adding noise terms to time-dependent variational equations that follow from the Ginzburg-Landau-de…

软凝聚态物质 · 物理学 2010-01-07 A. K. Bhattacharjee , Gautam I. Menon , R. Adhikari

We present a systematic study of moment evolution in multidimensional stochastic difference systems, focusing on characterizing systems whose low-order moments diverge in the neighborhood of a stable fixed point. We consider systems with a…

数学物理 · 物理学 2009-11-10 Dennis M. Wilkinson

In this note, I summarise and comment on joint work with C. Bernardin, V. Kannan and J. L. Lebowitz concerning two harmonic systems with bulk noises whose nonequilibrium steady states (NESS) are nearly identical (they share the same thermal…

数学物理 · 物理学 2012-10-23 Jani Lukkarinen

A recent result, relating the (irreversible) work performed on a system during a non-quasistatic process, to the Helmholtz free energy difference between two equilibrium states of the system, is discussed. A proof of this result is given…

统计力学 · 物理学 2007-05-23 C. Jarzynski

In this study, we rederive the fluctuation theorems in presence of feedback, by assuming the known Jarzynski equality and detailed fluctuation theorems. We first reproduce the already known work theorems for a classical system, and then…

统计力学 · 物理学 2015-05-30 Sourabh Lahiri , Shubhashis Rana , A. M. Jayannavar

We introduce thermal fluctuations in the lattice Boltzmann method for non-ideal fluids. A fluctuation-dissipation theorem is derived within the Langevin framework and applied to a specific lattice Boltzmann model that approximates the…

软凝聚态物质 · 物理学 2010-12-01 M. Gross , R. Adhikari , M. E. Cates , F. Varnik

The performance of equilibrium sensors is restricted by the laws of equilibrium thermodynamics. We here investigate the physical limits on nonequilibrium sensing in bipartite systems with nonreciprocal coupling. We show that one of the…

统计力学 · 物理学 2024-07-26 Andreas Dechant , Eric Lutz