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Related papers: Stochastic Efficiency: Five Case Studies

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We investigate the efficiency of an isothermal Brownian work-to-work converter engine, composed of a Brownian particle coupled to a heat bath at a constant temperature. The system is maintained out of equilibrium by using two external…

Statistical Mechanics · Physics 2021-03-25 Deepak Gupta , Sanjib Sabhapandit

The stochastic efficiency of effusion as a thermal engine is investigated within the framework of stochastic thermodynamics. Explicit results are obtained for the probability distribution of the efficiency both at finite times and in the…

Statistical Mechanics · Physics 2015-02-10 Karel Proesmans , Bart Cleuren , Christian Van Den Broeck

During the past sixty years, a lot of effort has been made regarding the productive efficiency. Such endeavours provided an extensive bibliography on this subject, culminating in two main methods, named the Stochastic Frontier Analysis…

Optimization and Control · Mathematics 2019-08-14 Anibal Galindro , Micael Santos , Delfim F. M. Torres , Ana Marta-Costa

The recently established connection between stochastic thermodynamics and fluctuating hydrodynamics is applied to a study of efficiencies in the coupled transport of heat and matter on a small scale. A stochastic model for a mesoscopic cell…

Statistical Mechanics · Physics 2019-04-01 Jean-François Derivaux , Yannick De Decker

The stochastic efficiency [G. Verley et al., Nat. Commun. 5, 4721 (2014)] was introduced to evaluate the performance of energy-conversion machines in micro-scale. However, such an efficiency generally diverges when no heat is absorbed while…

Statistical Mechanics · Physics 2022-03-02 Zhayu Fei , Jin-Fu Chen , Yu-Han Ma

We calculate analytically the stochastic thermodynamic properties of an isothermal Brownian engine driven by a duo of time-periodic forces, including its Onsager coefficients, the stochastic work of each force, and the corresponding…

Statistical Mechanics · Physics 2016-10-19 Karel Proesmans , Yannik Dreher , Momčilo Gavrilov , John Bechhoefer , Christian Van den Broeck

Stochastic processes offer a fundamentally different paradigm of dynamics than deterministic processes, the most prominent example of the latter being Newton's laws of motion. Here, we discuss in a pedagogical manner a simple and…

Statistical Mechanics · Physics 2022-04-15 Shamik Gupta , Arun M. Jayannavar

Thermodynamics of nanoscale devices is an active area of research. Despite their noisy surrounding they often produce mechanical work (e.g. micro-heat engines), display rectified Brownian motion (e.g. molecular motors). This invokes…

Statistical Mechanics · Physics 2018-12-05 Arnab Saha , Rahul Marathe , P. S. Pal , A. M. Jayannavar

When monitoring the dynamics of stochastic systems, such as interacting particles agitated by thermal noise, disentangling deterministic forces from Brownian motion is challenging. Indeed, we show that there is an information-theoretic…

Soft Condensed Matter · Physics 2020-04-16 Anna Frishman , Pierre Ronceray

We consider the problem of minimizing a convex function that is evolving according to unknown and possibly stochastic dynamics, which may depend jointly on time and on the decision variable itself. Such problems abound in the machine…

Optimization and Control · Mathematics 2023-05-30 Joshua Cutler , Dmitriy Drusvyatskiy , Zaid Harchaoui

This book covers a wide range of problems involving the applications of stochastic processes, stochastic calculus, large deviation theory, group representation theory and quantum statistics to diverse fields in dynamical systems,…

Mathematical Physics · Physics 2021-08-13 Harish Parthasarathy

We consider an isothermal machine composed of two Brownian particles (say particle A and B) connected by a harmonic spring. A constant load is attached to particle A, and the particle B is trapped in a harmonic confinement whose minimum is…

Statistical Mechanics · Physics 2018-08-01 Deepak Gupta

Stochastic thermodynamics lays down a broad framework to revisit the venerable concepts of heat, work and entropy production for individual stochastic trajectories of mesoscopic systems. Remarkably, this approach, relying on stochastic…

Statistical Mechanics · Physics 2023-01-31 David Guéry-Odelin , Christopher Jarzynski , Carlos A. Plata , Antonio Prados , Emmanuel Trizac

A system responding to a stochastic driving signal can be interpreted as computing, by means of its dynamics, an implicit model of the environmental variables. The system's state retains information about past environmental fluctuations,…

Statistical Mechanics · Physics 2012-10-09 Susanne Still , David A. Sivak , Anthony J. Bell , Gavin E. Crooks

Adaptive physical and biological systems continually process fluctuating information from their environments. When the environment is nonstationary, inference itself becomes a nonequilibrium process with thermodynamic cost. We analyse a…

Statistical Mechanics · Physics 2026-03-23 Aditya Gupta

This article addresses the weak convergence of numerical methods for Brownian dynamics. Typical analyses of numerical methods for stochastic differential equations focus on properties such as the weak order which estimates the asymptotic…

Numerical Analysis · Mathematics 2015-06-18 B. Leimkuhler , C. Matthews , M. V. Tretyakov

We consider a stochastic flow driven by a finite dimensional Brownian motion. We show that almost every realization of such a flow exhibits strong statistical properties such as the exponential convergence of an initial measure to the…

Probability · Mathematics 2007-05-23 Dmitry Dolgopyat , Vadim Kaloshin , Leonid Koralov

Time-irreversible stochastic processes are frequently used in natural sciences to explain non-equilibrium phenomena and to design efficient stochastic algorithms. Our main goal in this thesis is to analyse their dynamics by means of large…

Probability · Mathematics 2021-09-21 Mikola C. Schlottke

Energy-efficient real-time task scheduling has been actively explored in the past decade. Different from the past work, this paper considers schedulability conditions for stochastic real-time tasks. A schedulability condition is first…

Operating Systems · Computer Science 2008-04-07 Vandy Berten , Chi-Ju Chang , Tei-Wei Kuo

The rate of strong convergence is investigated for an approximation scheme for a class of stochastic differential equations driven by a time-changed Brownian motion, where the random time changes $(E_t)_{t\ge 0}$ considered include the…

Probability · Mathematics 2020-03-02 Sixian Jin , Kei Kobayashi
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