Related papers: Bounding dissipation in stochastic models
By different coarse-graining procedures we derive lower bounds on the total mean work dissipated in Brownian systems driven out of equilibrium. With several analytically solvable examples we illustrate how, when, and where the information…
The concept of entropy has been pivotal in the formulation of thermodynamics. For systems driven away from thermal equilibrium, a comparable role is played by entropy production and dissipation. Here we provide a comprehensive picture how…
A considerable number of systems have recently been reported in which Brownian yet non-Gaussian dynamics was observed. These are processes characterised by a linear growth in time of the mean squared displacement, yet the probability…
We analyze the classical problem of the stochastic dynamics of a particle confined in a periodic potential, through the so called Il'in and Khasminskii model, with a novel semi-analytical approach. Our approach gives access to the transient…
A system reservoir model, where the associated reservoir is modulated by an external colored random force, is proposed to study the transport of an overdamped Brownian particle in a periodic potential. We then derive the analytical…
We study a generalization of the Brownian bridge as a stochastic process that models the position and velocity of inertial particles between the two end-points of a time interval. The particles experience random acceleration and are assumed…
We develop a general framework for response theory in diffusion processes governed by Fokker-Planck equations, based on the notion of the Dissipation Function. Using the analytically solvable Brownian oscillator model, we derive exact…
Our object is to formulate and analyze a physically plausible and mathematically sound model to better understand the phenomenon of clumping in colloid dispersions. Our model is stochastic but rigorously derived from a deterministic setup…
We discuss the structure and asymptotic long-time properties of coupled equations for the moments of a Brownian particle's momentum derived microscopically beyond the lowest approximation in the weak coupling parameter. Generalized…
Throughout physics Brownian dynamics are used to describe the behaviour of molecular systems. When the Brownian particle is confined to a bounded domain, a particularly important question arises around determining how long it takes the…
In this paper, a statistical physical derivation of thermodynamically consistent fluid mechanical equations is presented for non-isothermal viscous molecular fluids. The coarse-graining process is based on (i) the adiabatic expansion of the…
A stochastic system under the influence of a stochastic environment is correlated with both present and future states of the environment. Such a system can be seen as implicitly implementing a predictive model of future environmental…
We consider a single Brownian particle in one dimension in a medium at a constant temperature in the underdamped regime. We stochastically reset the position of the Brownian particle to a fixed point in the space with a constant rate $r$…
We study stochastic thermodynamics of over-damped Brownian motion in a flowing fluid. Unlike some previous works, we treat the effects of the flow field as a non-conservational driving force acting on the Brownian particle. This allows us…
We show how to extract from a sufficiently long time series of stationary fluctuations of chemical reactions an estimate of the entropy production. This method, which is based on recent work on fluctuation theorems, is direct, non-invasive,…
A new method is proposed to numerically extract the diffusivity of a (typically nonlinear) diffusion equation from underlying stochastic particle systems. The proposed strategy requires the system to be in local equilibrium and have…
We study the dynamics of overdamped Brownian particles diffusing in conservative force fields and undergoing stochastic resetting to a given location with a generic space-dependent rate of resetting. We present a systematic approach…
We characterize finite-time thermodynamic processes of multidimensional quadratic overdamped systems. Analytic expressions are provided for heat, work, and dissipation for any evolution of the system covariance matrix. The Bures-Wasserstein…
We compute the entropy production engendered in the environment from a single Brownian particle which moves in a mean flow, and show that it corresponds in expectation to classical near-equilibrium entropy production in the surrounding…
The stochastic differential equations for a model of dissipative particle dynamics, with both total energy and total momentum conservation at every time-step, are presented. The algorithm satisfies detailed balance as well as the…