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We study the active work fluctuations of an active Ornstein-Uhlenbeck particle in the presence of a confining harmonic potential. We tackle the problem analytically both for stationary and generic uncorrelated initial states. Our results…

Statistical Mechanics · Physics 2023-02-27 Massimiliano Semeraro , Giuseppe Gonnella , Antonio Suma , Marco Zamparo

This work presents a unified dissipaton-equation-of-motion (DEOM) theory and its evaluations on the Helmholtz free energy change due to the isotherm mixing of two isolated subsystems. One is a local impurity and another is a nonlocal…

Statistical Mechanics · Physics 2021-11-19 Hong Gong , Yao Wang , Hou-Dao Zhang , Qin Qiao , Rui-Xue Xu , Xiao Zheng , YiJing Yan

We study the motion of an overdamped colloidal particle in a time-dependent non-harmonic potential. We demonstrate the first law-like balance between applied work, exchanged heat, and internal energy on the level of a single trajectory. The…

Statistical Mechanics · Physics 2007-05-23 V. Blickle , T. Speck , L. Helden , U. Seifert , C. Bechinger

In this thesis, we consider an $N$-dimensional Ornstein-Uhlenbeck (OU) process satisfying the linear stochastic differential equation $d\mathbf x(t) = - \mathbf B\mathbf x(t) dt + \boldsymbol \Sigma d \mathbf w(t).$ Here, $\mathbf B$ is a…

Statistics Theory · Mathematics 2024-09-19 Vivek Kaushik

An attempt toward the operational formulation of quantum thermodynamics is made by employing the recently proposed operations forming positive operator-valued measures for generating thermodynamic processes. The quantity of heat as well as…

Statistical Mechanics · Physics 2015-06-04 Sumiyoshi Abe , Yuki Aoyaghi

Assuming that a threshold Ornstein-Uhlenbeck process is observed at discrete time instants, we propose generalized moment estimators to estimate the parameters. Our theoretical basis is the celebrated ergodic theorem. To use this theorem we…

Statistics Theory · Mathematics 2020-11-24 Yaozhong Hu , Yuejuan Xi

The approach to a substantiation of thermodynamics is offered. A conservative system of interacting elements, which is not in equilibrium, is used as a model. This system is then split into small subsystems that are accepted as being in…

Statistical Mechanics · Physics 2007-05-23 V. M. Somsikov

It is long known that the Fokker-Planck equation with prescribed constant coefficients of diffusion and linear friction describes the ensemble average of the stochastic evolutions in velocity space of a Brownian test particle immersed in a…

Mathematical Physics · Physics 2009-11-11 Michael Kiessling , Carlo Lancellotti

Materials that are constantly driven out of thermodynamic equilibrium, such as active and living systems, typically violate the Einstein relation. This may arise from active contributions to particle fluctuations which are unrelated to the…

Statistical Mechanics · Physics 2025-01-07 Benjamin Sorkin , Haim Diamant , Gil Ariel , Tomer Markovich

A single mechanism, endemic to the standard model of physics, is proposed to explain wavefunction collapse, classical motion, dissipation, equilibration, and the transition from pure quantum mechanics through open system decoherence to the…

General Physics · Physics 2024-09-23 J. H. Brownell

We review the phenomenon of equilibrium fluctuations in the number of condensed atoms in a trap containing N atoms total. We start with a history of the Bose-Einstein distribution, the Einstein-Uhlenbeck debate concerning the rounding of…

We consider damped stochastic systems in a controlled (time-varying) quadratic potential and study their transition between specified Gibbs-equilibria states in finite time. By the second law of thermodynamics, the minimum amount of work…

Statistical Mechanics · Physics 2018-03-23 Yongxin Chen , Tryphon Georgiou , Allen Tannenbaum

Nonequilibrium stationary states of thermodynamic systems dissipate a positive amount of energy per unit of time. If we consider transformations of such states that are realized by letting the driving depend on time, the amount of energy…

Statistical Mechanics · Physics 2015-09-25 L. Bertini , D. Gabrielli , G. Jona-Lasinio , C. Landim

It is considered Ornstein-Uhlenbeck process $ x_t = x_0 e^{-\theta t} + \mu (1-e^{-\theta t}) + \sigma \int_0^t e^{-\theta (t-s)} dW_s$, where $x_0 \in R$, $\theta>0$, $ \mu \in R$ and $\sigma > 0$ are parameters. By use values $(z_k)_{k…

Statistics Theory · Mathematics 2016-08-30 Levan Labadze , Gogi Pantsulaia

We consider a branching particle system consisting of particles moving according to the Ornstein-Uhlenbeck process in $\Rd$ and undergoing a binary, supercritical branching with a constant rate $\lambda>0$. This system is known to fulfil a…

Probability · Mathematics 2011-11-23 Radosław Adamczak , Piotr Miłoś

In this paper, a generalized Brownian motion model has been applied to describe the relative particle dispersion problem in more realistic turbulent flows. The fluctuating pressure forces acting on a fluid particle are taken to be a colored…

Fluid Dynamics · Physics 2015-08-07 Bhimsen Shivamoggi

Understanding the statistical behavior of the heat in stochastic systems gives us insight about the thermodynamics of such systems. Using the recently proposed Relativistic Stochastic Thermodynamics, we investigate the statistics of the…

Statistical Mechanics · Physics 2021-10-11 Pedro V. Paraguassú , Welles A. M. Morgado

In thermal equilibrium the dynamics of phase transitions is largely controlled by fluctuation-dissipation relations: On the one hand, friction suppresses fluctuations, while on the other hand the thermal noise is proportional to friction…

Statistical Mechanics · Physics 2024-09-17 Carl Philipp Zelle , Romain Daviet , Achim Rosch , Sebastian Diehl

We introduce a new technique to bound the fluctuations exhibited by a physical system, based on the Euclidean geometry of the space of observables. Through a simple unifying argument, we derive a sweeping generalization of so-called…

Statistical Mechanics · Physics 2020-06-24 Gianmaria Falasco , Massimiliano Esposito , Jean-Charles Delvenne

We study experimentally the thermal fluctuations of energy input and dissipation in a harmonic oscillator driven out of equilibrium, and search for Fluctuation Relations. We study transient evolution from the equilibrium state, together…

Statistical Mechanics · Physics 2007-11-28 Sylvain Joubaud , Nicolas Garnier , Sergio Ciliberto