Related papers: Stochastic Energetics for Non-Gaussian Processes
We study the solution to a nonlinear stochastic heat equation in $d\geq 3$. The equation is driven by a Gaussian multiplicative noise that is white in time and smooth in space. For a small coupling constant, we prove (i) the solution…
We analyze the quantum dynamics of radiation propagating in a single mode optical fiber with dispersion, nonlinearity, and Raman coupling to thermal phonons. We start from a fundamental Hamiltonian that includes the principal known…
Quantum stochastic methods based on effective wave functions form a framework for investigating the generally non-Markovian dynamics of a quantum-mechanical system coupled to a bath. They promise to be computationally superior to the…
Fluctuation theorems have become an important tool in single molecule biophysics to measure free energy differences from non-equilibrium experiments. When significant coarse-graining or noise affect the measurements, the determination of…
Non-equilibrium steady states are subject to intense investigations but still poorly understood. For instance, the derivation of Fourier law in Hamiltonian systems is a problem that still poses several obstacles. In order to investigate…
Starting at the mesoscopic level with a general formulation of stochastic thermodynamics in terms of Markov jump processes, we identify the scaling conditions that ensure the emergence of a (typically nonlinear) deterministic dynamics and…
To describe the spatial trajectory of an overdamped Brownian particle, inertial effects can be neglected. Yet, at the energetic level of stochastic thermodynamics, changes in kinetic energy must be considered to accurately predict the heat…
Dynamic heterogeneity has often been modeled by assuming that a single-particle observable, fluctuating at a molecular scale, is influenced by its coupling to environmental variables fluctuating on a second, perhaps slower, time scale.…
We discuss how to derive a Langevin equation (LE) in non standard systems, i.e. when the kinetic part of the Hamiltonian is not the usual quadratic function. This generalization allows to consider also cases with negative absolute…
We reconsider the dynamics of stochastic or thermal tunneling in theories like Dirac-Born-Infeld inflation that have non-minimal kinetic terms and, as a result, strongly non-Gaussian perturbations. We first describe a local description of…
We use the work done on and the heat removed from a system to maintain it in a nonequilibrium steady state for a thermodynamic-like description of such a system as well as of its fluctuations. Based on a generalized Onsager-Machlup theory…
We develop a systematic approach to the linear-noise approximation for stochastic reaction systems with distributed delays. Unlike most existing work our formalism does not rely on a master equation, instead it is based upon a dynamical…
We study the Gaussian fluctuations of a nonlinear stochastic heat equation in spatial dimension two. The equation is driven by a Gaussian multiplicative noise. The noise is white in time, smoothed in space at scale $\varepsilon$, and tuned…
We formulate the stochastic differential equations for non-linear hydrodynamic fluctuations. The equations incorporate the random forces through a random stress tensor and random heat flux as in the Landau and Lifshitz theory. However, the…
We consider the effect of replacing in stochastic differential equations leading to the dynamical collapse of the statevector, white noise stochastic processes with non white ones. We prove that such a modification can be consistently…
Using experiments on a colloidal particle trapped in an optical tweezer, we confirm a recent proposal to increase the effective mobility or clock rate of systems described by Langevin dynamics, by simultaneously scaling deterministic forces…
System identification is of special interest in science and engineering. This article is concerned with a system identification problem arising in stochastic dynamic systems, where the aim is to estimate the parameters of a system along…
The white noise approach to the investigation of the dynamics of a quantum particle interacting with a dilute and in general non-equilibrium gaseous environment in the low density limit is outlined. The low density limit is the kinetic…
We introduce a new analysis method to deal with stationary non-Gaussian noises in gravitational wave detectors in terms of the independent component analysis. First, we consider the simplest case where the detector outputs are linear…
In this paper, we study the stochastic heat equation driven by a multiplicative space-time $G$-white noise within the framework of sublinear expectations. The existence and uniqueness of the mild solution are proved. By generalizing the…