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We determine the complete asymptotic behaviour of the work distribution in driven stochastic systems described by Langevin equations. Special emphasis is put on the calculation of the pre-exponential factor which makes the result free of…

Statistical Mechanics · Physics 2011-08-25 D. Nickelsen , A. Engel

The asymptotic behaviour of the work probability distribution in driven non-equilibrium systems is determined using the method of optimal fluctuations. For systems described by Langevin dynamics the corresponding Euler-Lagrange equation…

Statistical Mechanics · Physics 2013-05-29 A. Engel

We investigate the asymptotic distributions of periodically driven anharmonic Langevin systems. Utilizing the underlying $SL_2$ symmetry of the Langevin dynamics, we develop a perturbative scheme in which the effect of periodic driving can…

Statistical Mechanics · Physics 2021-06-30 Shakul Awasthi , Sreedhar B. Dutta

We derive a systematic, multiple time-scale perturbation expansion for the work distribution in isothermal quasi-static Langevin processes. To first order we find a Gaussian distribution reproducing the result of Speck and Seifert [Phys.…

Statistical Mechanics · Physics 2015-06-15 Johannes Hoppenau , Andreas Engel

In plasmas, distribution functions often demonstrate long anisotropic tails or otherwise significant deviations from local Maxwellians. The tails, especially if they are pulled out from the bulk, pose a serious challenge for numerical…

Plasma Physics · Physics 2018-04-17 Eero Hirvijoki

We consider numerical methods for thermodynamic sampling, i.e. computing sequences of points distributed according to the Gibbs-Boltzmann distribution, using Langevin dynamics and overdamped Langevin dynamics (Brownian dynamics). A wide…

Statistical Mechanics · Physics 2015-01-13 Benedict Leimkuhler , Charles Matthews , Gabriel Stoltz

The understanding of the statistical properties and of the dynamics of multistable systems is gaining more and more importance in a vast variety of scientific fields. This is especially relevant for the investigation of the tipping points…

Atmospheric and Oceanic Physics · Physics 2011-09-06 Valerio Lucarini , Davide Faranda , Matteo Willeit

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…

Statistical Mechanics · Physics 2020-05-12 Shakul Awasthi , Sreedhar B. Dutta

We determine the asymptotic forms of work distributions at arbitrary times $T$, in a class of driven stochastic systems using a theory developed by Engel and Nickelsen (EN theory) (arXiv:1102.4505v1 [cond-mat.stat-mech]), which is based on…

Statistical Mechanics · Physics 2017-12-21 Sreekanth K Manikandan , Supriya Krishnamurthy

We experimentally investigate the distribution of the non-equilibrium work done by an external force on a mesoscopic system with many coupled degrees of freedom: a colloidal monolayer mechanically driven across a periodic light field. Since…

Statistical Mechanics · Physics 2015-04-30 Juan Ruben Gomez-Solano , Christoph July , Jakob Mehl , Clemens Bechinger

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…

Statistical Mechanics · Physics 2016-01-20 Viktor Holubec , Dominik Lips , Artem Ryabov , Petr Chvosta , Philipp Maass

We show that the posterior distribution of parameters in a hidden Markov model with parametric emission distributions and discrete and known state space is asymptotically normal. The main novelty of our proof is that it is based on a…

Statistics Theory · Mathematics 2021-06-01 Chunlei Wang , Sanvesh Srivastava

We show, both analytically and numerically, that for a nonlinear system making a transition from one equilibrium state to another under the action of an external time dependent force, the work probability distribution is in general…

Statistical Mechanics · Physics 2009-11-11 Arnab Saha , J. K. Bhattacharjee

Superstatistics are superpositions of different statistics relevant for driven nonequilibrium systems with spatiotemporal inhomogeneities of an intensive variable (e.g., the inverse temperature). They contain Tsallis statistics as a special…

Statistical Mechanics · Physics 2007-05-23 Hugo Touchette , Christian Beck

A macroscopically uniform model of a two-dimensional electron system is proposed to study nonequilibrium properties of electrical conduction. By molecular dynamics simulation, the steady state distribution function $P_y$ of electron…

Statistical Mechanics · Physics 2009-07-06 Tatsuro Yuge

In this paper we find asymptotic distribution for some unreliable networks. Using Markov Additive Structure and Adan, Foley, McDonald method, we find the exact asymptotic for the stationary distribution. With the help of MA structure and…

Probability · Mathematics 2011-02-24 Pawel Lorek

In this paper we characterize possible asymptotics for hitting times in aperiodic ergodic dynamical systems: asymptotics are proved to be the distribution functions of subprobability measures on the line belonging to the functional class…

Probability · Mathematics 2007-05-23 M. Kupsa , Y. Lacroix

In this communication, the derivation of the Boltzmann-Gibbs and the Maxwellian distributions is presented from a geometrical point of view under the hypothesis of equiprobability. It is shown that both distributions can be obtained by…

Chaotic Dynamics · Physics 2010-01-20 Ricardo Lopez-Ruiz , Jaime Sanudo , Xavier Calbet

A version of the saddle point method is developed, which allows one to describe exactly the asymptotic behavior of distribution densities of Levy driven stochastic integrals with deterministic kernels. Exact asymptotic behavior is…

Probability · Mathematics 2011-02-08 Victoria P. Knopova , Alexey M. Kulik

Thermodynamics is a well developed tool to study systems in equilibrium but no such general framework is available for non-equilibrium processes. Only hope for a quantitative description is to fall back upon the equilibrium language as…

Statistical Mechanics · Physics 2015-05-14 Poulomi Sadhukhan , Somendra M. Bhattacharjee
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