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Related papers: Energetics of single active diffusion trajectories

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Einstein's explanation of Brownian motion provided one of the cornerstones which underlie the modern approaches to stochastic processes. His approach is based on a random walk picture and is valid for Markovian processes lacking long-term…

Statistical Mechanics · Physics 2009-11-10 I. M. Sokolov , J. Klafter

Heat fluctuations are studied in a dissipative system with both mechanical and stochastic components for a simple model: a Brownian particle dragged through water by a moving potential. An extended stationary state fluctuation theorem is…

Statistical Mechanics · Physics 2007-05-23 R. van Zon , E. G. D. Cohen

In these lecture notes, we explore the mathematical preliminaries and foundational concepts that connect stochastic processes with partial differential equations. We begin by investigating Brownian motion, which serves as a model for random…

Probability · Mathematics 2025-09-15 Helder Rojas

Most classical work on the hydrodynamics of low-Reynolds-number swimming addresses deterministic locomotion in quiescent environments. Thermal fluctuations in fluids are known to lead to a Brownian loss of the swimming direction. As most…

Fluid Dynamics · Physics 2014-06-18 Mario Sandoval , Navaneeth K. M. , Ganesh Subramanian , Eric Lauga

We characterize the dynamic non-equilibrium steady state behavior of active particles using density fluctuations in the system. We analyze the effective local density around a particle in the steady state and numerically calculate its mean,…

Statistical Mechanics · Physics 2025-04-22 Jayam Joshi , Pawan Kumar Mishra , Shradha Mishra

We analyze the dynamics of a Brownian gas in contact with a heat bath in which large temperature fluctuations occur. There are two distinct time scales present, one describes the decay of the fluctuations in the temperature and the other…

Statistical Mechanics · Physics 2009-11-11 I. Santamaria-Holek , R. F. Rodriguez

Fractional Brownian motion, a Gaussian non-Markovian self-similar process with stationary long-correlated increments, has been identified to give rise to the anomalous diffusion behavior in a great variety of physical systems. The…

Motivated by the wide range of applicability of the fluctuation and dissipation phenomena in non-equilibrium systems, we provide a universal study scheme for the dissipation of the energy and the corresponding Brownian motion analysis of…

High Energy Physics - Theory · Physics 2018-09-26 Dimitrios Giataganas , Da-Shin Lee , Chen-Pin Yeh

Linear diffusions are used to model a large number of stochastic processes in physics, including small mechanical and electrical systems perturbed by thermal noise, as well as Brownian particles controlled by electrical and optical forces.…

Statistical Mechanics · Physics 2023-05-10 Johan du Buisson , Hugo Touchette

We derive a simple closed analytical expression for the total entropy production along a single stochastic trajectory of a Brownian particle diffusing on a periodic potential under an external constant force. By numerical simulations we…

Statistical Mechanics · Physics 2015-06-25 A. Gomez-Marin , I. Pagonabarraga

The mechanical properties within living cells play a critical role in the adaptive regulation of their biological functions upon environmental and internal stimuli. While these properties exhibit nonequilibrium dynamics due to the thermal…

Biological Physics · Physics 2024-08-14 Yuika Ueda , Shinji Deguchi

Collections of self-propelled particles that move persistently by continuously consuming free energy are a paradigmatic example of active matter. In these systems, unlike Brownian "hot colloids", the breakdown of detailed balance yields a…

Soft Condensed Matter · Physics 2018-09-12 Suraj Shankar , M. Cristina Marchetti

A considerable number of systems have recently been reported in which Brownian yet non-Gaussian dynamics was observed. These are processes characterised by a linear growth in time of the mean squared displacement, yet the probability…

Statistical Mechanics · Physics 2018-11-26 V. Sposini , A. V. Chechkin , F. Seno , G. Pagnini , R. Metzler

Diffusion is a central phenomenon in almost all fields of natural science revealing microscopic processes from the observation of macroscopic dynamics. Here, we consider the paradigmatic system of a single atom diffusing in a periodic…

Heat fluctuations over a time \tau in a non-equilibrium stationary state and in a transient state are studied for a simple system with deterministic and stochastic components: a Brownian particle dragged through a fluid by a harmonic…

Statistical Mechanics · Physics 2007-05-23 R. van Zon , E. G. D. Cohen

Diverse physical systems are characterized by their response to small perturbations. Near thermodynamic equilibrium, the fluctuation-dissipation theorem provides a powerful theoretical and experimental tool to determine the nature of…

Statistical Mechanics · Physics 2020-03-25 Jeremy A. Owen , Todd R. Gingrich , Jordan M. Horowitz

Active matter and driven systems exhibit statistical fluctuations in density and particle positions, providing an indirect indicator of dissipation across multiple length and time scales. Here, we quantitatively relate these measurable…

Statistical Mechanics · Physics 2024-12-19 Aishani Ghosal , Jason R. Green

The stochastic dynamics of an active particle undergoing a constant speed and additionally driven by an overall fluctuating torque is investigated. The random torque forces are expressed by a stochastic differential equation for the angular…

Statistical Mechanics · Physics 2011-12-22 Christian Weber , Paul K. Radtke , Lutz Schimansky-Geier , Peter Hänggi

From synthetic active devices such as self-propelling Janus colloids to micro-organisms like bacteria, micro-algae, living cells in tissues, active fluctuations are ubiquitous. Thermodynamics of small systems involving thermal as well as…

Statistical Mechanics · Physics 2020-01-29 Arnab Saha , Rahul Marathe

A paradigm for isothermal, mechanical rectification of stochastic fluctuations is introduced in this paper. The central idea is to transform energy injected by random perturbations into rigid-body rotational kinetic energy. The prototype…

Probability · Mathematics 2007-10-18 Nawaf Bou-Rabee , Houman Owhadi