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We investigate the large population dynamics of a family of stochastic particle systems with three-state cyclic individual behaviour and parameter-dependent transition rates. On short time scales, the dynamics turns out to be approximated…

Probability · Mathematics 2022-05-10 Julien Barré , Bastien Fernandez , Grégoire Panel

We identify the conditions under which a stochastic driving inducing energy changes on a system coupled to a thermal bath can be treated as a work source. When these conditions are met, the work statistics satisfies the Crooks fluctuation…

Statistical Mechanics · Physics 2015-06-18 Gatien Verley , Christian Van den Broeck , Massimiliano Esposito

We study the trajectories followed by a particle subjected to weak noise when escaping from the domain of attraction of a stable fixed point. If detailed balance is absent, a _focus_ may occur along the most probable exit path, leading to a…

chao-dyn · Physics 2008-02-03 Robert S. Maier , Daniel L. Stein

The thermodynamic properties of quantum heat engines are stochastic owing to the presence of thermal and quantum fluctuations. We here experimentally investigate the efficiency and nonequilibrium entropy production statistics of a spin-1/2…

Quantum Physics · Physics 2021-04-29 Tobias Denzler , Jonas F. G. Santos , Eric Lutz , Roberto Serra

We re-examine the procedure of adiabatic elimination of fast relaxing variables near a bifurcation point when some of the parameters of the system are stochastically modulated. Approximate stationary solutions of the Fokker-Planck equation…

patt-sol · Physics 2009-10-30 Francois Drolet , Jorge Vinals

Understanding noisy information engines is a fundamental problem of non-equilibrium physics, particularly in biomolecular systems agitated by thermal and active fluctuations in the cell. By the generalized second law of thermodynamics, the…

Statistical Mechanics · Physics 2020-09-01 Govind Paneru , Sandipan Dutta , Takahiro Sagawa , Tsvi Tlusty , Hyuk Kyu Pak

Stochastic Stokes' drift and hypersensitive transport driven by dichotomous noise are theoretically investigated. Explicit mathematical expressions for the asymptotic probability density and drift velocity are derived including the…

Statistical Mechanics · Physics 2007-05-23 I. Bena , R. Kawai , C. Van den Broeck , Katja Lindenberg

We consider a generalized one-dimensional chain in a periodic potential (the Frenkel-Kontorova model), with dissipative, pulsating (or ratchet) dynamics as a model of transport when the average force on the system is zero. We find lower…

Dynamical Systems · Mathematics 2019-05-29 Braslav Rabar , Siniša Slijepčević

In a quantum system with a smoothly and slowly varying Hamiltonian, which approaches a constant operator at times $t\to \pm \infty$, the transition probabilities between adiabatic states are exponentially small. They are characterized by an…

Quantum Physics · Physics 2009-10-31 Michael Wilkinson , Michael A. Morgan

An overview is given of recent advances in nonequilibrium statistical mechanics about the statistics of random paths and current fluctuations. Although statistics is carried out in space for equilibrium statistical mechanics, statistics is…

Statistical Mechanics · Physics 2016-04-12 Pierre Gaspard

Non-equilibrium fluctuations of various stochastic variables, such as work and entropy production, have been widely discussed recently in the context of large deviations, cumulants and fluctuation relations. Typically, one looks at the…

Statistical Mechanics · Physics 2016-08-03 Keiji Saito , Abhishek Dhar

Single-molecule experiments have found near-perfect thermodynamic efficiency in the rotary motor F1-ATP synthase. To help elucidate the principles underlying nonequilibrium energetic efficiency in such stochastic machines, we investigate…

Statistical Mechanics · Physics 2019-09-05 Joseph N. E. Lucero , Aliakbar Mehdizadeh , David A. Sivak

The stochastic motion in a nonhomogeneous medium with traps is studied and diffusion properties of that system are discussed. The particle is subjected to a stochastic stimulation obeying a general L\'evy stable statistics and experiences…

Statistical Mechanics · Physics 2015-06-11 Tomasz Srokowski

The methodology based on the random walk processes is adapted and applied to a comprehensive analysis of the statistical properties of the probability fluxes. To this aim we define a simple model of the Markovian stochastic dynamics on a…

Statistical Mechanics · Physics 2015-12-15 Przemyslaw Chelminiak , Michal Kurzynski

Diffusion with stochastic resetting, instantaneous returns of a diffusing particle to a reference point, creates a stationary probability distribution. The paradigm is extended here to a doubly stochastic protocol in which the resetting…

Statistical Mechanics · Physics 2025-10-01 Maxence Arutkin , Shlomi Reuveni

This article introduces a model for freeway traffic dynamics under stochastic capacity-reducing incidents, and provides insights for freeway incident management by analyzing long-time (stability) properties of the proposed model. Incidents…

Optimization and Control · Mathematics 2017-11-01 Li Jin , Saurabh Amin

A stochastic model for a superposition of uncorrelated pulses with a random distribution of amplitudes, sizes, and velocities is analyzed. The pulses are assumed to move radially with fixed shape and amplitudes decreasing exponentially in…

Plasma Physics · Physics 2024-01-11 J. M. Losada , O. Paikina , O. E. Garcia

Based on the notion of quantum trajectory, we present a stochastic theoretical framework for Floquet quantum heat engines. As an application, the large deviation functions of two types of stochastic efficiencies for a two-level Floquet…

Statistical Mechanics · Physics 2020-07-14 Fei Liu , Shanhe Su

This paper analyzes the limiting behavior of stochastic linear-quadratic optimal control problems in finite time horizon $[0,T]$ as $T\rightarrow\infty$. The so-called turnpike properties are established for such problems, under…

Optimization and Control · Mathematics 2022-02-28 Jingrui Sun , Hanxiao Wang , Jiongmin Yong

The stochastic dynamics of an active particle undergoing a constant speed and additionally driven by an overall fluctuating torque is investigated. The random torque forces are expressed by a stochastic differential equation for the angular…

Statistical Mechanics · Physics 2011-12-22 Christian Weber , Paul K. Radtke , Lutz Schimansky-Geier , Peter Hänggi