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Using the Feynman-Kac formula, a work fluctuation theorem for a Brownian particle in a nonconfining potential, e.g., a potential well with finite depth, is derived. The theorem yields aninequality that puts a lower bound on the average work…

Statistical Mechanics · Physics 2021-02-12 Christoph Streißnig , Holger Kantz

The time-dependent work probability distribution function $P(W)$ is investigated analytically for a diffusing particle trapped by an anisotropic harmonic potential and driven by a nonconservative drift force in two dimensions. We find that…

Statistical Mechanics · Physics 2015-06-12 Jae Dong Noh , Chulan Kwon , Hyunggyu Park

The trajectories of diffusion processes are continuous but non-differentiable, and each occurs with vanishing probability. This introduces a gap between theory, where path probabilities are used in many contexts, and experiment, where only…

Statistical Mechanics · Physics 2020-07-01 Julian Kappler , Ronojoy Adhikari

The probability distribution function for thermodynamics and econophysics is obtained by solving an equilibrium equation. This approach is different from the common one of optimizing the entropy of the system or obtaining the state of…

General Physics · Physics 2007-05-23 Diego Saa

Collisional Brownian engines have attracted significant attention due to their simplicity, experimental accessibility, and amenability to exact analytical solutions. While previous research has predominantly focused on optimizing mean…

Statistical Mechanics · Physics 2025-11-11 Gustavo A. L. Forão , Fernando S. Filho , Pedro V. Paraguassú

We study the two-dimensional overdamped motion of an active particle whose orientational dynamics is subject to fractional Brownian noise, whereas its position is affected by self-propulsion and Brownian fluctuations. From a Langevin-like…

Statistical Mechanics · Physics 2020-07-21 Juan Ruben Gomez-Solano , Francisco J. Sevilla

We construct a planar diffusion process whose infinitesimal generator depends only on the order of the components of the process. Speaking informally and a bit imprecisely for the moment, imagine you run two Brownian-like particles on the…

Probability · Mathematics 2012-06-19 E. Robert Fernholz , Tomoyuki Ichiba , Ioannis Karatzas , Vilmos Prokaj

Experiment, theory, and simulation are employed to understand the dispersion of colloidal particles in a periodic array of oscillating harmonic traps generated by optical tweezers. In the presence of trap oscillation, a non-monotonic and…

Soft Condensed Matter · Physics 2023-01-18 Joseph M. Barakat , Sho C. Takatori

Starting from the stochastic thermodynamics description of two coupled underdamped Brownian particles, we showcase and compare three different coarse-graining schemes leading to an effective thermodynamic description for the first of the…

Statistical Mechanics · Physics 2020-02-20 Tim Herpich , Kamran Shayanfard , Massimiliano Esposito

We calculate the probability distribution function (PDF) of an overdamped Brownian particle moving in a periodic potential energy landscape $U(x)$. The PDF is found by solving the corresponding Smoluchowski diffusion equation. We derive the…

Statistical Mechanics · Physics 2018-11-21 Matan Sivan , Oded Farago

By decoupling forward and backward stochastic trajectories, we construct a family of martingales and work theorems for both overdamped and underdamped Langevin dynamics. Our results are made possible by an alternative derivation of work…

Statistical Mechanics · Physics 2025-04-17 Xiangting Li , Tom Chou

We straight-forwardly derive the Onsager-Machlup Lagrangian from the Fokker-Planck equation and show that friction and dissipation are a natural property of the equation of motion. We develop a method to calculate the local variance…

Statistical Mechanics · Physics 2020-12-15 Alexander Jurisch

We consider the overdamped motion of Brownian particles, interacting via particle exclusion, in an external potential that varies with time and space. We show that periodic potentials that maintain specific position-dependent phase…

Statistical Mechanics · Physics 2011-05-09 Debasish Chaudhuri , Abhishek Dhar

We study the two-dimensional motion of an active Brownian particle of speed $v_0$, with intermittent directional reversals in the presence of a harmonic trap of strength $\mu$. The presence of the trap ensures that the position of the…

Statistical Mechanics · Physics 2022-09-14 Ion Santra , Urna Basu , Sanjib Sabhapandit

Liouville's theorem, based on the Hamiltonian flow (micro-canonical ensemble) for a many particle system, indicates that the (stationary) equilibrium probability distribution is a function of the Hamiltonian. A canonical ensemble…

Statistical Mechanics · Physics 2012-11-21 A. Bhattacharyay

We study the stochastic thermodynamics of an overdamped harmonic chain, which can be viewed equivalently as a 1D Rouse chain or as an approximate model of single file diffusion. We discuss mainly two levels of description of this system:…

Statistical Mechanics · Physics 2015-06-23 David Lacoste , Michael A. Lomholt

We revisit the model of a Brownian particle in a heat bath submitted to an actively controlled force proportional to the velocity that leads to thermal noise reduction (cold damping). We investigate the influence of the continuous feedback…

Statistical Mechanics · Physics 2015-06-04 T. Munakata , M. L. Rosinberg

We consider a Brownian particle which, in addition to being in contact with a thermal bath, is driven by fluctuating forces which stem from active processes in the system, such as self-propulsion or collisions with other active particles.…

Statistical Mechanics · Physics 2019-04-24 Lennart Dabelow , Stefano Bo , Ralf Eichhorn

Diffusion and rectification of Brownian particles powered by a rotating wheel are numerically investigated in a two-dimensional channel. The nonequilibrium driving comes from the rotating wheel, which can break thermodynamical equilibrium…

Statistical Mechanics · Physics 2017-07-24 Bao-quan Ai

I study a model for a massive one-dimensional particle in a singular periodic potential that is receiving kicks from a gas. The model is described by a Lindblad equation in which the Hamiltonian is a Schr\"odinger operator with a periodic…

Mathematical Physics · Physics 2015-05-19 Jeremy Thane Clark