Related papers: Large Fluctuations and Singular Behavior of Nonequ…
We study the diffusion of a tracer particle driven out-of-equilibrium by an external force and traveling in a dense environment of arbitrary density. The system evolves on a discrete lattice and its stochastic dynamics is described by a…
Thermally activated escape of a Brownian particle over a potential barrier is well understood within Kramers theory. When subjected to an external magnetic field, the Lorentz force slows down the escape dynamics via a rescaling of the…
The evolution of physical systems are often modeled by simple Markovian processes. When settled into stationary states, the probability distributions of such systems are time independent, by definition. However, they do not necessarily fall…
The effects of noise on the dynamics of nonlinear systems is known to lead to many counter-intuitive behaviors. Using simple planar limit cycle oscillators, we show that the addition of moderate noise leads to qualitatively different…
In this paper, a non-autonomous stochastic logistic system is considered. An interesting result on the effect of stochastically perturbation for the dynamic behavior are obtained. That is, under certain conditions the stochastic system have…
We discuss the equilibrium of a single collective variable characterizing a finite set of coupled, noisy, bistable systems as the noise strength, the size and the coupling parameter are varied. We identify distinct regions in parameter…
The problem of the dynamical stability of anistropic systems is studied, by proposing a criterion in terms of the adiabatic local index $\gamma$. The result has general validity and can be applied to several physical situations.…
We consider exit problems for small white noise perturbations of a dynamical system generated by a vector field, and a domain containing a critical point with all positive eigenvalues of linearization. We prove that, in the vanishing noise…
In this paper, we consider discrete-time non-linear stochastic dynamical systems with additive process noise in which both the initial state and noise distributions are uncertain. Our goal is to quantify how the uncertainty in these…
Typical experimental measurement is set up as a study of the system's response to a stationary external excitation. This approach considers any random fluctuation of the signal as spurious contribution which is to be eliminated via…
Stochastic resetting and noise-enhanced stability are two phenomena which can affect the lifetime and relaxation of nonequilibrium states. They can be considered as measures of controlling the efficiency of the completion process when a…
The rate of noise-induced escape from a metastable state of a periodically modulated overdamped system is found for an arbitrary modulation amplitude $A$. The instantaneous escape rate displays peaks that vary with the modulation from…
We present a new method for the solution of the behavior of an ensemble of qubits in a random time-dependent external field. The forward evolution in time is governed by a transfer matrix. The elements of this matrix determine the various…
The steady state for a system of N particle under the influence of an external field and a Gaussian thermostat and colliding with random "virtual" scatterers can be obtained explicitly in the limit of small field. We show the sequence of…
We present an analytical framework to study the escape rate from a metastable state under the influence of two external multiplicative cross-correlated noise processes. Starting from a phenomenological stationary Langevin description with…
We exactly solve the nonequilibrium dynamics of a harmonically trapped self-propelled particle with anisotropic translational mobility in two dimensions, relevant to rodlike microswimmers and wheeled robots. The mean displacement and MSD…
We present a review of recent work on the statistical mechanics of non equilibrium processes based on the analysis of large deviations properties of microscopic systems. Stochastic lattice gases are non trivial models of such phenomena and…
We solve the nonequilibrium dynamics of qubits or quantum spin chains (s=1/2) modeled by an anisotropic XY Hamiltonian, when the initial condition is prepared as a spatially inhomogeneous state of the magnetization. Infinite systems are…
We study an extended system that without noise shows a monostable dynamics, but when submitted to an adequate multiplicative noise, an effective bistable dynamics arise. The stochastic resonance between the attractors of the…
These lecture notes give a short review of methods such as the matrix ansatz, the additivity principle or the macroscopic fluctuation theory, developed recently in the theory of non-equilibrium phenomena. They show how these methods allow…