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A stochastic dynamics has a natural decomposition into a drift capturing mean rate of change and a martingale increment capturing randomness. They are two statistically uncorrelated, but not necessarily independent mechanisms contributing to the overall fluctuations of the dynamics, representing the uncertainties in the past and in the future. A generalized Einstein relation is a consequence solely because the dynamics being stationary; and the Green-Kubo formula reflects a balance between the two mechanisms. Equilibrium with reversibility is characterized by a novel covariance symmetry.
We use a relationship between response and correlation function in nonequilibrium systems to establish a connection between the heat production and the deviations from the equilibrium fluctuation-dissipation theorem. This scheme extends the Harada-Sa
Stochastic entropy production, which quantifies the difference between the probabilities of trajectories of a stochastic dynamics and its time reversals, has a central role in nonequilibrium thermodynamics. In the theory of probability, the change in
We describe a simple method of umbrella trajectory sampling for Markov chains. The method allows the estimation of large-deviation rate functions, for path-extensive dynamic observables, for an arbitrary number of models within a certain family. The
By analogy with linear-response we formulate the duality and reciprocity properties of current and voltage fluctuations expressed by Nyquist relations including the intrinsic bandwidths of the respective fluctuations. For this purpose we individuate
Fluctuation-dissipation relations or theorems (FDTs) are fundamental for statistical physics and can be rigorously derived for equilibrium systems. Their applicability to non-equilibrium systems is, however, debated. Here, we simulate an active micro