Related papers: Bounding dissipation in stochastic models
Anomalous diffusion is an established phenomenon but still a theoretical challenge in non-equilibrium statistical mechanics. Physical models are built incrementally, and the most recent and most general family is based on the fractional…
We study the properties of a stochastic heat equation with a generalized mixed fractional Brownian noise. We obtain the covariance structure, stationarity and obtain bounds for the asymptotic behaviour of the solution. We suggest estimators…
Diffusion of small particles is omnipresent in a plentiful number of processes occurring in Nature. As such, it is widely studied and exerted in almost all branches of sciences. It constitutes such a broad and often rather complex subject…
Annealing is the process of gradually lowering the temperature of a system to guide it towards its lowest energy states. In an accompanying paper [Luo et al. Phys. Rev. E 108, L052105 (2023)], we derived a general bound on annealing…
Recent progress in experimental techniques such as single particle tracking allows to analyze both nonequilibrium properties and approach to equilibrium. There are examples showing that processes occurring at finite timescales are…
We study stochastic thermodynamics of a Brownian particle which is subjected to a temperature gradient and is confined by an external potential. We first formulate an over-damped Ito-Langevin theory in terms of local temperature, friction…
Stochastic chemical systems with diffusion are modeled with a reaction-diffusion master equation. On a macroscopic level, the governing equation is a reaction-diffusion equation for the averages of the chemical species. On a mesoscopic…
In this thesis, we study asymptotic properties of the standard branching Brownian motion, with a specific emphasis on the additive martingales at high temperature. We start by presenting classic and fundamental tools for our investigation.…
This paper exposes a novel exploratory formalism, which end goal is the numerical simulation of the dynamics of a cloud of particles weakly or strongly coupled with a turbulent fluid. Giventhe large panel of expertise of the list of…
We present an explicit and simple approximation for the superadiabatic excess (over ideal gas) free power functional, admitting the study of the nonequilibrium dynamics of overdamped Brownian many-body systems. The functional depends on the…
The stochastic dynamics of small elastic objects in fluid are central to many important and emerging technologies. It is now possible to measure and use the higher modes of motion of elastic structures when driven by Brownian motion alone.…
The influence of dissipation on the fluctuation statistics of the total energy is investigated through both a phenomenological and a stochastic model for dissipative energy-transfer through a cascade of states. In equilibrium the states…
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…
Fluctuating entropy production is studied for a set of linearly coupled complex fields. The general result is applied to non-equilibrium fluctuating hydrodynamic equations for coarse-grained fields (density, temperature and velocity), in…
We study by means of numerical simulations the model of dissipative particle dynamics with energy conservation for the simple case of thermal conduction. It is shown that the model displays correct equilibrium fluctuations and reproduces…
A non-linear differential equation arising from a stochastic process known as branching Brownian motion is considered. We find an explicit solution and show the uniqueness of the solution under some boundedness conditions using…
We develop an information-theoretic formulation of stochastic dynamics in which the fundamental stochastic variable is the total action connecting spacetime points, rather than individual paths. By maximizing Shannon entropy over a joint…
We develop a systematic framework for the model reduction of multivariate geometric Brownian motions (GBMs), a fundamental class of stochastic processes with broad applications in mathematical finance, population biology, and statistical…
We investigate stochastic processes that generalize geometric Brownian motion, focusing on cases where the standard invariant measure, i.e. the solution of the stationary Fokker-Planck equation does not necessarily exist. We demonstrate…
We consider overdamped Brownian dynamics in a periodic potential with temporally oscillating amplitude. We analyze the transport which shows effective diffusion enhanced by the oscillations and derive approximate expressions for the…