Related papers: Asymptotics of work distributions in a stochastica…
Entropic Dynamics (ED) is a framework that allows the formulation of dynamical theories as an application of entropic methods of inference. In the generic application of ED to derive the Schroedinger equation for N particles the dynamics is…
We consider an overdamped particle with a general physical mechanism that creates noisy active movement (e.g., a run-and-tumble particle or active Brownian particle etc.), that is confined by an external potential. Focusing on the limit in…
Periodic driving is used to steer physical systems to unique stationary states or nonequilibrium steady states (NESS), producing enhanced properties inaccessible to non-driven systems. For open quantum systems, characterizing the NESS is…
We examine a class of stochastic differential inclusions involving multiscale effects designed to solve a class of generalized variational inequalities. This class of problems contains constrained convex non-smooth optimization problems,…
Nowadays many tools, e.g. fluctuation relations, are available to characterize the statistical properties of non-equilibrium systems. However, most of these tools rely on the assumption that the driving noise is normally distributed. Here…
We complete the kinetic theory of inhomogeneous systems with long-range interactions initiated in previous works. We use a simpler and more physical formalism. We consider a system of particles submitted to a small external stochastic…
In contrast to the classical concept of a Carnot engine that alternates contact between heat baths of different temperatures, naturally occurring processes usually harvest energy from anisotropy, being exposed simultaneously to chemical and…
The theoretical understanding of active matter, which is driven out of equilibrium by directed motion, is still fragmental and model oriented. Stochastic thermodynamics, on the other hand, is a comprehensive theoretical framework for driven…
We explore fluctuation relations in a periodically driven micromechanical torsional oscillator. In the linear regime where the modulation is weak, we verify that the ratio of the work variance to the mean work is constant, consistent with…
Stochastic thermodynamics as reviewed here systematically provides a framework for extending the notions of classical thermodynamics like work, heat and entropy production to the level of individual trajectories of well-defined…
We derive a simple closed analytical expression for the total entropy production along a single stochastic trajectory of a Brownian particle diffusing on a periodic potential under an external constant force. By numerical simulations we…
Stochastic Gradient Descent (SGD) is commonly modeled as a Langevin process, assuming that minibatch noise acts as Brownian motion. However, this approximation relies on a continuous-time limit and a sqrt(eta) noise scaling that does not…
A successful method to describe the asymptotic behavior of various deterministic and stochastic processes such as asymptotically autonomous differential equations or stochastic approximation processes is to relate it to an appropriately…
This chapter reviews an information theoretic approach to deriving quantum fluctuation theorems. When a thermal system is driven from equilibrium, random quantities of work are required or produced: the Crooks equality is a classical…
Using the theory of large deviations, macroscopic fluctuation theory provides a framework to understand the behaviour of non-equilibrium dynamics and steady states in diffusive systems. We extend this framework to a minimal model of…
The paper presents a systematic theory for asymptotic inference of autocovariances of stationary processes. We consider nonparametric tests for serial correlations based on the maximum (or ${\cal L}^\infty$) and the quadratic (or ${\cal…
A driven stochastic system in a constant temperature heat bath relaxes into a steady state which is characterized by the steady state probability distribution. We investigate the relationship between the driving force and the steady state…
Entropy and the fluctuation-dissipation theorem are at the heart of statistical mechanics near equilibrium. Driving a system beyond the linear response regime leads to (i) the breakdown of the fluctuation-dissipation theorem and (ii) a…
Periodically driven thermodynamic systems support stable non-equilibrium oscillating states with properties drastically different from equilibrium. They exhibit even more exotic features for low viscous drives, which is a regime that is…
Stochastic thermodynamics (ST) for delayed Langevin systems are discussed. By using the general principles of ST, the first-law-like energy balance and trajectory-dependent entropy s(t) can be well-defined in a similar way as that in a…