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We demonstrate the conventional Jarzynski relation (JR) is violated for a non-Markovian process with colored noise. As an example an exactly soluble model is considered with a simple protocol for the external work performed on the system…

Statistical Mechanics · Physics 2008-07-24 Michael Schulz , Steffen Trimper

Stochastic evolution of various dynamic systems and reaction networks is commonly described in terms of noise assisted escape of an overdamped particle from a potential well, as devised by the paradigmatic Langevin equation in which…

Statistical Mechanics · Physics 2020-03-16 Karol Capała , Bartłomiej Dybiec , Ewa Gudowska-Nowak

We present a microscopic theory of cross-correlated noise processes, starting from a Hamiltonian system-reservoir description. In the proposed model, the system is nonlinearly coupled to a reservoir composed of harmonic oscillators, which…

Statistical Mechanics · Physics 2010-06-25 Anindita Shit , Sudip Chattopadhyay , Suman Kumar Banik , Jyotipratim Ray Chaudhuri

We consider macroscopic systems in weak contact with boundary reservoirs and under the action of external fields. We present an explicit formula for the Hamiltonian of such systems, from which we deduce the equation of motions, the action…

Probability · Mathematics 2022-11-14 Angèle Bouley , Claudio Landim

Non-Gaussian impulsive noise (IN) with memory exists in many practical applications. When it is mixed with white Gaussian noise (WGN), the resultant mixed noise will be bursty. The performance of communication systems will degrade…

Signal Processing · Electrical Eng. & Systems 2024-02-12 Tianfu Qi , Jun Wang

Signal processing in non-Gaussian noise environment is addressed in this paper. For many real-life situations, the additive noise process present in the system is found to be dominantly non-Gaussian. The problem of detection and estimation…

Statistics Theory · Mathematics 2014-01-23 Jugalkishore K. Banoth , Pradip Sircar

Properties of systems driven by white non-Gaussian noises can be very different from these systems driven by the white Gaussian noise. We investigate stationary probability densities for systems driven by $\alpha$-stable L\'evy type noises,…

Statistical Mechanics · Physics 2009-11-13 B. Dybiec , E. Gudowska-Nowak , I. M. Sokolov

We consider general hamiltonian systems with quadratic interaction potential and $N<\infty$ degrees of freedom, only $m$ of which have contact with external world, that is subjected to damping and random stationary external forces. We show…

Mathematical Physics · Physics 2016-11-03 A. A. Lykov , V. A. Malyshev

We begin by enumerating the many processes in gravitation and cosmology where quantum noise and fluctuations play an active role such as particle creation, galaxy formation and entropy generation. Using the influence functional we first…

Astrophysics · Physics 2007-05-23 Bei-lok Hu , Andrew Matacz

Almost all modern communication systems rely on electromagnetic fields as a means of information transmission, and finding the capacities of these systems is a problem of significant practical importance. The Additive White Gaussian Noise…

Quantum Physics · Physics 2013-02-05 Robert Koenig , Graeme Smith

Generative diffusion models have emerged as powerful tools for sampling high-dimensional distributions, yet they typically rely on white gaussian noise and noise schedules to destroy and reconstruct information. Here, we demonstrate that…

Extrinsic noise-induced transitions to bimodal dynamics have been largely investigated in a variety of chemical, physical, and biological systems. In the standard approach in physical and chemical systems, the key properties that make these…

Biological Physics · Physics 2020-11-10 Gerardo Aquino , Andrea Rocco

The excess work required to drive a stochastic system out of thermodynamic equilibrium through a time-dependent external perturbation is directly related to the amount of entropy produced during the driving process, allowing excess work and…

Statistical Mechanics · Physics 2021-03-15 Steven J Large , Jannik Ehrich , David A Sivak

A paradigm for isothermal, mechanical rectification of stochastic fluctuations is introduced in this paper. The central idea is to transform energy injected by random perturbations into rigid-body rotational kinetic energy. The prototype…

Probability · Mathematics 2007-10-18 Nawaf Bou-Rabee , Houman Owhadi

We study the driven Brownian motion of hard rods in a one-dimensional cosine potential with an amplitude large compared to the thermal energy. In a closed system, we find surprising features of the steady-state current in dependence of the…

Statistical Mechanics · Physics 2018-10-24 Dominik Lips , Artem Ryabov , Philipp Maass

We study the properties of heat conduction induced by non-Gaussian noises from athermal environments. We find that new terms should be added to the conventional Fourier law and the fluctuation theorem for the heat current, where its average…

Statistical Mechanics · Physics 2013-05-28 Kiyoshi Kanazawa , Takahiro Sagawa , Hisao Hayakawa

We consider a slow passage through a point of loss of stability. If the passage is sufficiently slow, the dynamics are controlled by additive random disturbances, even if they are extremely small. We derive expressions for the `exit value'…

adap-org · Physics 2008-02-03 G. D. Lythe

We present a method to numerically add thermal noise to the equations of motion for a circuit of Josephson junctions. A new noise term, which we call "linearly interpolated Gaussian noise," replaces the usual white noise process. It…

Superconductivity · Physics 2016-10-19 Kenneth Segall , Dan Schult , Ushnish Ray , Toshiro Ohsumi

When an electric current passes across a potential barrier, the partition process of electrons at the barrier gives rise to the shot noise, reflecting the discrete nature of the electric charge. Here we report the observation of excess shot…

A sudden change in the macroscopic parameters of a system will cause it to depart from equilibrium. In this paper we study how a lack of change can also inform of such a departure, and allow for work extraction. Potential events that are…

Statistical Mechanics · Physics 2022-02-03 Sushrut Ghonge , Dervis Can Vural
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