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Related papers: Modified Jarzynski Relation for non-Markovian nois…

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We study nonlinear wave equations perturbed by transport noise acting either on the displacement or on the velocity. Such noise models random advection and, under suitable scaling of space covariance, may generate an effective dissipative…

Probability · Mathematics 2026-01-07 Chang Liu , Dejun Luo

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…

Chaotic Dynamics · Physics 2016-07-20 Wolfgang Muschik

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…

Statistical Mechanics · Physics 2017-10-18 Juan D. Jaramillo , Jiawen Deng , Jiangbin Gong

The decoherence of a qubit due to a classical non-Gaussian noise with correlation time longer than the decoherence time is discussed for arbitrary working points of the qubit. A method is developed that allows an exact formula for the phase…

Superconductivity · Physics 2009-11-11 J. Bergli , Y. M. Galperin , B. L. Altshuler

The well-known Jarzynski equality, often written in the form $e^{-\beta\Delta F}=\langle e^{-\beta W}\rangle$, provides a non-equilibrium means to measure the free energy difference $\Delta F$ of a system at the same inverse temperature…

Statistical Mechanics · Physics 2017-08-22 Jiawen Deng , Juan D. Jaramillo , Peter Hanggi , Jiangbin Gong

The energy change dE_k for the kth microstate is erroneously equated with the external work done on the microstate. It ignores the ubiquitous internal energy change d_iW_k due to force imbalance between the internal and external forces. We…

Statistical Mechanics · Physics 2018-03-29 P. D. Gujrati

In this work we provide a comprehensive analysis of the activation problem out of equilibrium. We generalize the Arrhenius law for systems driven by non conservative time independent forces, subjected to retarded friction and non-Markovian…

Statistical Mechanics · Physics 2012-04-27 Serena Bradde , Giulio Biroli

We study a fairly general class of time-homogeneous stochastic evolutions driven by noises that are not white in time. As a consequence, the resulting processes do not have the Markov property. In this setting, we obtain constructive…

Probability · Mathematics 2009-02-12 M. Hairer

We consider a particle, confined to a moving harmonic potential, under the influence of friction and external asymmetric Poissonian shot noise (PSN). We study the fluctuations of the work done to maintain this system in a nonequilibrium…

Statistical Mechanics · Physics 2009-04-01 A. Baule , E. G. D. Cohen

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…

Statistical Mechanics · Physics 2014-05-15 Gentaro Watanabe , B. Prasanna Venkatesh , Peter Talkner

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…

Statistical Mechanics · Physics 2023-11-29 Dario Lucente , Andrea Puglisi , Massimiliano Viale , Angelo Vulpiani

Almost 25 years ago, Jarzynski published a paper in which it was asserted: the work done, W, in driving a system from state A to state B, characterized by the Helmholtz free energies FA and FB, satisfies an equality in which an average over…

General Physics · Physics 2021-08-25 Ronald F. Fox

We consider the problem of estimating unknown parameters in stochastic differential equations driven by colored noise, which we model as a sequence of Gaussian stationary processes with decreasing correlation time. We aim to infer…

Numerical Analysis · Mathematics 2024-12-30 Grigorios A. Pavliotis , Sebastian Reich , Andrea Zanoni

We study the role of multiplicative colored noise for different values of the correlation time $\tau_c$ in the dynamics of two competing species, described by generalized Lotka-Volterra equations. The multiplicative colored noise models the…

Statistical Mechanics · Physics 2007-05-23 D. Valenti , A. Fiasconaro , B. Spagnolo

We derive some nonequilibrium identities such as the integral fluctuation theorem and the Jarzynski equality starting from a nonequilibrium state for dissipative classical systems. Thanks to the existence of the integral fluctuation theorem…

Statistical Mechanics · Physics 2013-09-13 Hisao Hayakawa , Michio Otsuki

We consider closed quantum systems (into which baths may be integrated) that are driven, i.e., subject to time-dependent Hamiltonians. As a starting point we assume that, for systems initialized in microcanonical states at some energies,…

Quantum Physics · Physics 2021-06-30 Lars Knipschild , Andreas Engel , Jochen Gemmer

We introduce a simple enhanced sampling approach for the calculation of free energy differences and barriers along a one-dimensional reaction coordinate. First, a small number of short nonequilibrium simulations are carried out along the…

Chemical Physics · Physics 2021-11-03 Kristof M. Bal

A system-reservoir nonlinear coupling model has been proposed for a situation where the reservoir is nonlinearly driven by an external Gaussian stationary noise which exposes the system particles to a nonequilibrium environment. Apart from…

Statistical Mechanics · Physics 2015-06-05 Anindita Shit , Sudip Chattopadhyay , Suman Kumar Banik , Jyotipratim Ray Chaudhuri

We develop an interpolation-based framework for noisy linear systems with unknown system matrix with bounded norm (implying bounded growth or non-increasing energy), and bounded process noise energy. The proposed approach characterizes all…

Systems and Control · Electrical Eng. & Systems 2025-11-17 Martina Vanelli , Nima Monshizadeh , Julien M. Hendrickx

This paper presents a general approach to linear stochastic processes driven by various random noises. Mathematically, such processes are described by linear stochastic differential equations of arbitrary order (the simplest non-trivial…

Condensed Matter · Physics 2009-10-28 Alon Drory
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