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Overdamped Brownian motion of a self-propelled particle is studied by solving the Langevin equation analytically. On top of translational and rotational diffusion, in the context of the presented model, the "active" particle is driven along…

Soft Condensed Matter · Physics 2013-05-15 Borge ten Hagen , Sven van Teeffelen , Hartmut Löwen

A Brownian particle moving in a staircase-like potential with feedback control offers a way to implement Maxwell's demon. An experimental demonstration of such a system using sinusoidal periodic potential carried out by Toyabe et al. has…

Statistical Mechanics · Physics 2023-12-29 Kiran V , Toby Joseph

We compute the distribution of the work done in driving a single Ising spin with a time-dependent magnetic field. Using Glauber dynamics we perform Monte-Carlo simulations to find the work distributions at different driving rates. We find…

Statistical Mechanics · Physics 2007-05-23 Rahul Marathe , Abhishek Dhar

In this work, I derive the time-dependent probability density function of classical observables using the Hamiltonian mechanics approach, extending the notion of fluctuation theorems for any observables. In particular, the time-dependent…

Statistical Mechanics · Physics 2023-10-13 Pierre Nazé

Fluctuation theorems are key to understanding both fundamental and applied aspects of non-equilibrium thermodynamics of small systems. We study the non-Markovian entropy production fluctuation theorem for the diffusion process of charged…

Statistical Mechanics · Physics 2026-05-06 K. S. Rodríguez-Vigil , M. A. Bastarrachea-Magnani , J. I. Jiménez-Aquino

A numerical experiment of ideal stochastic motion of a particle subject to conservative forces and Gaussian noise reveals that the path probability depends exponentially on action. This distribution implies a fundamental principle…

Statistical Mechanics · Physics 2020-10-16 Qiuping A. Wang , Aziz El Kaabouchi

Recently many results namely the Fluctuation theorems (FT), have been discovered for systems arbitrarily away from equilibrium. Many of these relations have been experimentally tested. The system under consideration is usually driven out of…

Statistical Mechanics · Physics 2019-10-02 Rahul Marathe , Sourabh Lahiri

We derive the differential equation describing the time evolution of the work probability distribution function of a stochastic system which is driven out of equilibrium by the manipulation of a parameter. We consider both systems described…

Statistical Mechanics · Physics 2007-05-23 A. Imparato , L. Peliti

This paper is devoted to studying the Onsager-Machlup functional for stochastic differential equations with time-varying noise of the {\alpha}-H\"older, 0<{\alpha}<1/4, dXt =f(t,Xt)dt+g(t)dWt. Our study focuses on scenarios where the…

Probability · Mathematics 2024-12-24 Xinze Zhang , Yong Li

We investigate the work fluctuations in an overdamped non-equilibrium process that is stopped at a stochastic time. The latter is characterized by a first passage event that marks the completion of the non-equilibrium process. In…

Statistical Mechanics · Physics 2024-03-20 Iago N Mamede , Prashant Singh , Arnab Pal , Carlos E. Fiore , Karel Proesmans

We derive backward and forward fractional Schr\"odinger type of equations for the distribution of functionals of the path of a particle undergoing anomalous diffusion. Fractional substantial derivatives introduced by Friedrich and…

Statistical Mechanics · Physics 2010-03-17 Lior Turgeman , Shai Carmi , Eli Barkai

In this work we develop and apply a path integral formulation for the microscopic degrees of freedom obeying stochastic differential equations to an active Brownian particle (ABP) trapped in a harmonic potential. The formalism allows to…

Soft Condensed Matter · Physics 2025-10-01 Carsten Littek , Mike Brandt , Falko Ziebert

We study a model of Brownian particles which are pumped with energy by means of a non-linear friction function, for which different types are discussed. A suitable expression for a non-linear, velocity-dependent friction function is derived…

Statistical Mechanics · Physics 2016-08-31 Udo Erdmann , Werner Ebeling , Lutz Schimansky-Geier , Frank Schweitzer

We consider a classical Brownian oscillator of mass $m$ driven from an arbitrary initial state by varying the stiffness $k(t)$ of the harmonic potential according to the protocol $k(t)=k_0+a\,\delta(t)$, involving the Dirac delta function.…

Statistical Mechanics · Physics 2024-02-20 Alex V. Plyukhin

Recent result of the numerical simulation of stochastic motion of conservative mechanical or weakly damped Brownian motion subject to conservative forces reveals that, in the case of Gaussian random forces, the path probability depends…

Statistical Mechanics · Physics 2011-11-08 Qiuping A. Wang

The thermodynamics of mesoscopic systems driven by time-varying temperatures is crucial for understanding biological systems, designing nanoscale engines, and performing micro-particle cooling. In this work, we analyze an underdamped…

Statistical Mechanics · Physics 2025-09-03 Felipe P. Abreu , Welles A. M. Morgado

Stochastic motion of particles in a highly unstable potential generates a number of diverging trajectories leading to undefined statistical moments of the particle position. This makes experiments challenging and breaks down a standard…

Rotating equilibrated systems are widespread, but relatively little attention has been devoted to studying them from the first principles of statistical mechanics. We fill this gap by studying a Brownian particle coupled with a thermal bath…

Statistical Mechanics · Physics 2025-11-19 Ashot Matevosyan , Armen E. Allahverdyan

We study the large fluctuations of the work injected by the random force into a Brownian particle under the action of a confining harmonic potential. In particular, we compute analytically the rate function for generic uncorrelated initial…

Statistical Mechanics · Physics 2024-12-11 Giovanni Battista Carollo , Massimiliano Semeraro , Giuseppe Gonnella , Marco Zamparo

This paper is concerned with the stochastic thermodynamics of non-equilibrium Gaussian processes that can exhibit anomalous diffusion. In the systems considered, the noise correlation function is not necessarily related to friction. Thus,…

Statistical Mechanics · Physics 2022-12-20 S. Mohsen J. Khadem , Rainer Klages , Sabine H. L. Klapp
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