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We discuss the reversible-irreversible transition in low-Reynolds hydrodynamic systems driven by external cycling actuation. We introduce a set of models with no auto-organisation, and show that a sharp crossover is obtained between a…

Statistical Mechanics · Physics 2008-12-11 Gustavo During , Denis Bartolo , Jorge Kurchan

Oscillations in nonequilibrium noisy systems are important physical phenomena. These oscillations can happen in autonomous biochemical oscillators such as circadian clocks. They can also manifest as subharmonic oscillations in periodically…

Statistical Mechanics · Physics 2019-12-25 Daniele De Martino , Andre C Barato

Progress in miniaturized technology allows us to control physical systems at nanoscale with remarkable precision. Experimental advancements have sparked interest in control problems in stochastic thermodynamics, typically concerning a…

Statistical Mechanics · Physics 2025-03-26 Julia Sanders , Marco Baldovin , Paolo Muratore-Ginanneschi

We investigate stochastic averaging theory for locally Lipschitz discrete-time nonlinear systems with stochastic perturbation and its applications to convergence analysis of discrete-time stochastic extremum seeking algorithms. Firstly, by…

Optimization and Control · Mathematics 2015-02-18 Shu-Jun Liu , Miroslav Krstic

Using the recently developed covariant Ito-Langevin dynamics, we develop a non-equilibrium thermodynamic theory for small systems coupled to multiplicative noises. The theory is based on Ito-calculus, and is fully covariant under…

Statistical Mechanics · Physics 2022-08-16 Mingnan Ding , Xiangjun Xing

We introduce a continuous time-reversal operation which connects the time-forward and time-reversed trajectories in the steady state of an irreversible Markovian dynamics via a continuous family of stochastic dynamics. This continuous…

Statistical Mechanics · Physics 2022-01-10 Andreas Dechant , Shin-ichi Sasa

A hot Markovian system can cool down faster than a colder one: this is known as the Mpemba effect. Here, we show that a non-equilibrium driving via stochastic reset can induce this phenomenon, when absent. Moreover, we derive an optimal…

Statistical Mechanics · Physics 2021-10-08 Daniel Maria Busiello , Deepak Gupta , Amos Maritan

Validity of local equilibrium has been questioned for non-equilibrium systems which are characterized by delayed response. In particular, for systems with non-zero thermodynamic inertia, the assumption of local equilibrium leads to negative…

Statistical Mechanics · Physics 2015-07-29 K. S. Glavatskiy

Many physical systems characterized by nonlinear multiscale interactions can be effectively modeled by treating unresolved degrees of freedom as random fluctuations. However, even when the microscopic governing equations and qualitative…

Statistical Mechanics · Physics 2021-06-07 Jared L. Callaham , Jean-Christophe Loiseau , Georgios Rigas , Steven L. Brunton

The Swift-Hohenberg fluid convection system with both local and nonlocal nonlinearities under the influence of white noise is studied. The objective is to understand the difference in the dynamical behavior in both local and nonlocal cases.…

Dynamical Systems · Mathematics 2007-05-23 Wei Wang , Jianhua Sun , Jinqiao Duan

Stochastic thermodynamics (ST) for delayed Langevin systems are discussed. By using the general principles of ST, the first-law-like energy balance and trajectory-dependent entropy s(t) can be well-defined in a similar way as that in a…

Statistical Mechanics · Physics 2011-06-28 Huijun Jiang , Tiejun Xiao , Zhonghuai Hou

We present an application of the theory of stochastic processes to model and categorize non-equilibrium physical phenomena. The concepts of uniformly continuous probability measures and modular evolution lead to a systematic hierarchical…

Mathematical Physics · Physics 2009-08-18 Enrique Hernandez-Lemus , Jesus K. Estrada-Gil

Fluctuations of observables as functions of time, or "fluctuation patterns", are studied in a chaotic microscopically reversible system that has irreversibly reached a nonequilibrium stationary state. Supposing that during a certain, long…

chao-dyn · Physics 2008-10-08 G. Gallavotti

Studying the structure of systems in nonequilibrium steady states necessitates tools that quantify population shifts and associated deformations of equilibrium free energy landscapes under persistent currents. Within the framework of…

Statistical Mechanics · Physics 2024-08-14 Jorge L. Rosa-Raíces , David T. Limmer

We review the behaviour of the Gibbs' and conditional entropies in deterministic and stochastic systems and continue to a formulation appropriate for a stochastically perturbed system with delayed dynamics. The underlying question driving…

Mathematical Physics · Physics 2024-06-24 Michael C. Mackey , Marta Tyran-Kaminska

A stochastic process is at thermodynamic equilibrium if it obeys time-reversal symmetry; forward and reverse time are statistically indistinguishable at steady state. Non-equilibrium processes break time-reversal symmetry by maintaining…

Mathematical Physics · Physics 2024-11-13 Alexander Strang

We consider simple stochastic climate models, described by slowly time-dependent Langevin equations. We show that when the noise intensity is not too large, these systems can spend substantial amounts of time in metastable equilibrium,…

Atmospheric and Oceanic Physics · Physics 2007-05-23 Nils Berglund , Barbara Gentz

A physical system is called quasi-isolated if it subject to small random uncontrollable perturbations. Such a system is, in general, stochastically unstable. Moreover, its phase-space volume at asymptotically large time expands. This can be…

Condensed Matter · Physics 2009-11-10 V. I. Yukalov

Due to their versatility in investigating phenomena in microscopic scales, optical tweezers have been an excellent platform for studying stochastic thermodynamics. In this context, this work presents experimental measurements of the…

Soft Condensed Matter · Physics 2022-09-15 Thalyta Tavares Martins , Lucas Prado Kamizaki , Sérgio Ricardo Muniz

Time delay is ubiquitous in many experimental and real-world situations. It is often unclear whether time delay plays a significant role in observed phenomena, and if it does, how long the time lag really is. This would be invaluable…

Data Analysis, Statistics and Probability · Physics 2025-12-10 Robin A. Kopp , Sabine H. L. Klapp , Deepak Gupta