Related papers: Asymptotics of work distributions in a stochastica…
The fluctuations of the work done by an external Gaussian random force on a harmonic oscillator that is also in contact with a thermal bath is studied. We have obtained the exact large deviation function as well as the complete asymptotic…
We investigate the asymptotic distributions of periodically driven anharmonic Langevin systems. Utilizing the underlying $SL_2$ symmetry of the Langevin dynamics, we develop a perturbative scheme in which the effect of periodic driving can…
We study the ergodicity of stochastic reaction-diffusion equation driven by subordinate Brownian motions. After establishing the strong Feller property and irreducibility of the system, we prove the tightness of the solution's law. These…
We study Brownian particle motion in a double-well potential driven by an ac force. This system exhibits the phenomenon of stochastic resonance. Distribution of work done on the system over a drive period in the time asymptotic regime have…
There are only a very few known relations in statistical dynamics that are valid for systems driven arbitrarily far-from-equilibrium. One of these is the fluctuation theorem, which places conditions on the entropy production probability…
In equilibrium, the fluctuation-dissipation theorem (FDT) expresses the response of an observable to a small perturbation by a correlation function of this variable with another one that is conjugate to the perturbation with respect to…
We develop an Onsager-Machlup-type theory for nonequilibrium semi-Markov processes. Our main result is an exact large time asymptotics for the joint probability of the occupation times and the currents in the system, establishing some…
Diffusive motion in an externally driven potential is considered. It is shown that the distribution of work required to drive the system from an initial equilibrium state to another is Gaussian for slow but finite driving. Our result is…
We study asymptotic behaviour of stochastic approximation procedures with three main characteristics: truncations with random moving bounds, a matrix valued random step-size sequence, and a dynamically changing random regression function.…
We consider stochastic rotational dynamics of a macrospin at a constant temperature, in presence of an external magnetic field. Starting from the appropriate Langevin equation which contains multiplicative noise, we calculate entropy…
The paper studies asymptotic properties of estimators of multidimensional stochastic differential equations driven by Brownian motions from high-frequency discrete data. Consistency and central limit properties of a class of estimators of…
Studying the implications and characterizations of the excited state quantum phase transitions (ESQPTs) would enable us to understand various phenomena observed in quantum many body systems.In this work, we delve into the affects and…
Research on asymptotic model selection in the context of stochastic differential equations (SDEs) is almost non-existent in the literature. In particular, when a collection of SDEs is considered, the problem of asymptotic model selection…
In thermodynamics, entropy production and work quantify irreversibility and the consumption of useful energy, respectively, when a system is driven out of equilibrium. For quantum systems, these quantities can be identified at the…
Macroscopic traffic flow is stochastic, but the physics-informed deep learning methods currently used in transportation literature embed deterministic PDEs and produce point-valued outputs; the stochasticity of the governing dynamics plays…
We develop an information-theoretic formulation of stochastic dynamics in which the fundamental stochastic variable is the total action connecting spacetime points, rather than individual paths. By maximizing Shannon entropy over a joint…
We extend Tooru-Cohen analysis for nonequilirium steady state(NSS) of a Brownian particle to nonequilibrium oscillatory state (NOS) of Brownian particle by considering time dependent external drive protocol. We consider an unbounded charged…
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…
This paper generalizes a part of the theory of $Z$-estimation which has been developed mainly in the context of modern empirical processes to the case of stochastic processes, typically, semimartingales. We present a general theorem to…
Maintained by environmental fluxes, biological systems are thermodynamic processes that operate far from equilibrium without detailed-balance dynamics. Yet, they often exhibit well defined nonequilibrium steady states (NESSs). More…