Related papers: Asymptotics of work distributions in non-equilibri…
We deduce the asymptotic error distribution of the Euler method for the nonlinear filtering problem with continuous-time observations. Previous works by several authors have shown that the error structure of the method is characterized by…
We study maximum-likelihood-type estimation for diffusion processes when the coefficients are nonrandom and observation occurs in nonsynchronous manner. The problem of nonsynchronous observations is important when we consider the analysis…
We asymptotically derive a non-linear Langevin-like equation with non-Gaussian white noise for a wide class of stochastic systems associated with multiple stochastic environments, by developing the expansion method in our previous paper [K.…
We describe a method to extract from experimental data the important dynamical modes in spatio-temporal patterns in a system driven out of thermodynamic equilibrium. Using a novel optical technique for controlling fluid flow, we create an…
This paper is the second in a series devoted to the study of Langevin systems subjected to a continuous time-delayed feedback control. The goal of our previous paper [Phys. Rev. E 91, 042114 (2015)] was to derive second-law-like…
The Kawasaki nonlinear response relation, the transient fluctuation theorem, and the Jarzynski nonequilibrium work relation are all expressions that describe the behavior of a system that has been driven from equilibrium by an external…
We propose a simple conjecture for the functional form of the asymptotic behavior of work distributions for driven overdamped Brownian motion of a particle in confining potentials. This conjecture is motivated by the fact that these…
Motivated to understand the asymptotic behavior of periodically driven thermodynamic systems, we study the prototypical example of Brownian particle, overdamped and underdamped, in harmonic potentials subjected to periodic driving. The…
A possible approach to description of the non equilibrium system has been proposed. Based on the Fokker-Plank equation in term of energy for non equilibrium distribution function of macroscopical system was obtained the stationary solution…
Recent years have witnessed major advances in our understanding of nonequilibrium processes. The Jarzynski equality, for example, provides a link between equilibrium free energy differences and finite-time, nonequilibrium dynamics. We…
We present a generalization of Jarzynski's Equality, applicable to quantum systems, relating discretized mechanical work and free-energy changes. The theory is based on a step-wise pulling protocol. We find that work distribution functions…
Jarzynski's theorem is a well-known equality in statistical mechanics, which relates fluctuations in the work performed during a non-equilibrium transformation of a system, to the free-energy difference between two equilibrium ensembles. In…
We consider fluctuations of the dissipated energy in nonlinear driven diffusive systems subject to bulk dissipation and boundary driving. With this aim, we extend the recently-introduced macroscopic fluctuation theory to nonlinear driven…
We introduce a scheme for deriving an optimally-parametrised Langevin dynamics of few collective variables from data generated in molecular dynamics simulations. The drift and the position-dependent diffusion profiles governing the Langevin…
The time evolution of correlation functions in statistical systems is described by an exact functional differential equation for the corresponding generating functionals. This allows for a systematic discussion of non-equilibrium physics…
For systems in nonequilibrium steady states, a novel modulated Gaussian probability distribution is derived to incorporate a new phenomenon of biased current fluctuations, discovered by recent laboratory experiments and confirmed by…
We present in detail a Langevin formalism for constructing stochastic dynamical equations for active-matter systems coupled to a thermal bath. We apply the formalism to clarify issues of principle regarding the sources and signatures of…
The Plackett--Luce model has been extensively used for rank aggregation in social choice theory. A central statistical question in this model concerns estimating the utility vector that governs the model's likelihood. In this paper, we…
We investigate non-equilibrium behavior of driven dissipative systems, using the model presented in [Phys. Rev. Lett. 93, 240601 (2004)]. We solve the non-Boltzmann steady state energy distribution and the temporal evolution to it, and find…
We study the thermodynamic cost associated with driving systems between different non-equilibrium steady states. In particular, we combine a linear-response framework for non-equilibrium Markov systems with Lagrangian techniques to minimize…