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Related papers: Stochastic Energetics for Non-Gaussian Processes

200 papers

The thermal response of nonequilibrium systems requires the knowledge of concepts that go beyond entropy production. This is showed for systems obeying overdamped Langevin dynamics, either in steady states or going through a relaxation…

Statistical Mechanics · Physics 2016-08-31 Gianmaria Falasco , Marco Baiesi

We provide a fully quantum description of a mechanical oscillator in the presence of thermal environmental noise by means of a quantum Langevin formulation based on quantum stochastic calculus. The system dynamics is determined by symmetry…

Quantum Physics · Physics 2015-08-11 Alberto Barchielli , Bassano Vacchini

This paper is concerned with the stochastic thermodynamics of non-equilibrium Gaussian processes that can exhibit anomalous diffusion. In the systems considered, the noise correlation function is not necessarily related to friction. Thus,…

Statistical Mechanics · Physics 2022-12-20 S. Mohsen J. Khadem , Rainer Klages , Sabine H. L. Klapp

We compute the quantum Langevin equation (or quantum stochastic differential equation) representing the action of a quantum heat bath at thermal equilibrium on a simple quantum system. These equations are obtained by taking the continuous…

Mathematical Physics · Physics 2007-05-23 S. Attal , A. Joye

We build an exact framework to evaluate heat, energy, and particle transport between Gaussian reservoirs mediated by a quadratic quantum system. By combining full counting statistics with newly developed non-Markovian master equation…

Quantum Physics · Physics 2026-02-25 Guglielmo Pellitteri , Vittorio Giovannetti , Vasco Cavina

We study the long time statistics of a two-dimensional Hamiltonian system in the presence of Gaussian white noise. While the original dynamics is known to exhibit finite time explosion, we demonstrate that under the impact of the stochastic…

Probability · Mathematics 2025-08-06 Hung D. Nguyen , Lekun Wang

We explore the use of non homogenous noise kernels in Gaussian process modelling to improve the potential energy curve models describing stochastic electronic structure data. We use the same noise kernels on energy curves describing…

Chemical Physics · Physics 2023-01-02 Fabio E. A. Albertani , Alex J. W. Thom

A Stirling engine made of a colloidal particle in contact with a nonequilibrium bath is considered and analyzed with the tools of stochastic energetics. We model the bath by non Gaussian persistent noise acting on the colloidal particle.…

Statistical Mechanics · Physics 2017-05-24 Ruben Zakine , Alexandre Solon , Todd Gingrich , Frédéric van Wijland

We present a heuristic derivation of Gaussian approximations for stochastic chemical reaction systems with distributed delay. In particular we derive the corresponding chemical Langevin equation. Due to the non-Markovian character of the…

Statistical Mechanics · Physics 2014-06-17 Tobias Brett , Tobias Galla

In this note, we establish optimal lower and upper Gaussian bounds for the density of the solution to a class of stochastic integral equations driven by an additive spatially homogeneous Gaussian random field. The proof is based on the…

Probability · Mathematics 2009-12-21 David Nualart , Lluis Quer-Sardanyons

In the pathwise stochastic calculus framework, the paper deals with the general study of equations driven by an additive Gaussian noise, with a drift function having an infinite limit at point zero. An ergodic theorem and the convergence of…

Probability · Mathematics 2019-01-16 Nicolas Marie

We experimentally study a piezoelectric energy harvester driven by broadband random vibrations. We show that a linear model, consisting of an underdamped Langevin equation for the dynamics of the tip mass, electromechanically coupled with a…

Statistical Mechanics · Physics 2022-03-04 L. Costanzo , A. Lo Schiavo , A. Sarracino , M. Vitelli

In this work, a stochastic representation based on a physical transport principle is proposed to account for mesoscale eddy effects on the large-scale oceanic circulation. This stochastic framework arises from a decomposition of the…

Geophysics · Physics 2022-07-26 Long Li , Bruno Deremble , Noé Lahaye , Etienne Mémin

In many instances, the dynamical richness and complexity observed in natural phenomena can be related to stochastic drives influencing their temporal evolution. For example, random noise allied to spatial asymmetries may induce…

Statistical Mechanics · Physics 2023-10-03 K. S. Fa , C. -L. Ho , Y. B. Matos , M. G. E da Luz

In Ref. arXiv:2502.08816, Hawking radiation was analyzed through a statistical mechanics framework, revealing a structured microstate description of black hole horizons and information transfer into the radiation background. This study…

General Relativity and Quantum Cosmology · Physics 2025-03-25 Noah M. MacKay

An efficient technique is introduced for model inference of complex nonlinear dynamical systems driven by noise. The technique does not require extensive global optimization, provides optimal compensation for noise-induced errors and is…

Data Analysis, Statistics and Probability · Physics 2007-05-23 V. N. Smelyanskiy , D. A. Timucin , A. Bandrivskyy , D. G. Luchinsky

We consider a system of d non-linear stochastic heat equations in spatial dimension 1 driven by d-dimensional space-time white noise. The non-linearities appear both as additive drift terms and as multipliers of the noise. Using techniques…

Probability · Mathematics 2007-05-23 Robert C. Dalang , Davar Khoshnevisan , Eulalia Nualart

This is a pedagogical review on primordial non-Gaussianities from inflation models. We introduce formalisms and techniques that are used to compute such quantities. We review different mechanisms which can generate observable large…

Cosmology and Nongalactic Astrophysics · Physics 2010-09-10 Xingang Chen

We describe an R package developed by the research group Turbulence, Wind energy and Stochastics (TWiSt) at the Carl von Ossietzky University of Oldenburg, which extracts the (stochastic) evolution equation underlying a set of data or…

Data Analysis, Statistics and Probability · Physics 2016-08-30 Philip Rinn , Pedro G. Lind , Matthias Wächter , Joachim Peinke

This paper introduces a geometric method for proving ergodicity of degenerate noise driven stochastic processes. The driving noise is assumed to be an arbitrary Levy process with non-degenerate diffusion component (but that may be applied…

Probability · Mathematics 2008-04-10 Nawaf Bou-Rabee , Houman Owhadi