English
Related papers

Related papers: Asymptotics of work distributions in a stochastica…

200 papers

A diffusive system coupled to unequal boundary reservoirs reaches a non-equilibrium steady state. While the full-counting-statistics of current fluctuations in these states are well understood for generic systems, results for steady-state…

Statistical Mechanics · Physics 2026-01-29 Soumyabrata Saha , Tridib Sadhu

We formulate a dynamical fluctuation theory for stationary non equilibrium states (SNS) which is tested explicitly in stochastic models of interacting particles. In our theory a crucial role is played by the time reversed dynamics. Within…

Statistical Mechanics · Physics 2015-12-18 L. Bertini , A. De Sole , D. Gabrielli , G. Jona-Lasinio , C. Landim

We investigate different turnpike phenomena of generalized discrete-time stochastic linear-quadratic optimal control problems. Our analysis is based on a novel strict dissipativity notion for such problems, in which a stationary stochastic…

Optimization and Control · Mathematics 2025-05-29 Jonas Schießl , Ruchuan Ou , Timm Faulwasser , Michael Heinrich Baumann , Lars Grüne

Rate processes with dynamical disorder are investigated within a simple framework provided by unidirectional electron transfer (ET) with fluctuating transfer rate. The rate fluctuations are assumed to be described by a non-Markovian…

Statistical Mechanics · Physics 2007-05-23 Igor Goychuk

The Boltzmann distribution for an equilibrium system constrains the statistics of the system by the energetics. Despite the non-equilibrium generalization of the Boltzmann distribution being studied extensively, a unified framework valid…

Statistical Mechanics · Physics 2025-11-05 Atul Tanaji Mohite , Heiko Rieger

Based on trajectory dependent path probability formalism in state space, we derive generalized entropy production fluctuation relations for a quantum system in the presence of measurement and feedback. We have obtained these results for…

Statistical Mechanics · Physics 2015-06-04 Shubhashis Rana , Sourabh Lahiri , A. M. Jayannavar

We study the nonequilibrium steady state realized in a general stochastic system attached to multiple heat baths and/or driven by an external force. Starting from the detailed fluctuation theorem we derive concise and suggestive expressions…

Statistical Mechanics · Physics 2009-11-13 Teruhisa S. Komatsu , Naoko Nakagawa

We consider overdamped diffusion processes driven out of thermal equilibrium and we analyze their dynamical steady fluctuations. We discuss the thermodynamic interpretation of the joint fluctuations of occupation times and currents; they…

Statistical Mechanics · Physics 2009-11-13 Christian Maes , Karel Netocny , Bram Wynants

Returning a system to a desired state under a force field involves a thermodynamic cost, i.e., {\it work}. This cost fluctuates for a small-scale system from one experimental realization to another. We introduce a general framework to…

Statistical Mechanics · Physics 2022-12-07 Deepak Gupta , Carlos A. Plata

We propose an experimental setup to measure the work performed in a normal-metal/insulator/superconducting (NIS) junction, subjected to a voltage change and in contact with a thermal bath. We compute the performed work and argue that the…

Statistical Mechanics · Physics 2016-02-02 Jaime E. Santos , Pedro Ribeiro , Stefan Kirchner

The large-time asymptotics of the density matrix solving a drift-diffusion-Poisson model for the spin-polarized electron transport in semiconductors is proved. The equations are analyzed in a bounded domain with initial and Dirichlet…

Analysis of PDEs · Mathematics 2019-08-28 Philipp Holzinger , Ansgar Jüngel

We consider a general N-degree-of-freedom dissipative system which admits of chaotic behaviour. Based on a Fokker-Planck description associated with the dynamics we establish that the drift and the diffusion coefficients can be related…

Chaotic Dynamics · Physics 2009-10-31 Bidhan Chandra Bag , Deb Shankar Ray

Model Predictive Control (MPC) is well understood in the deterministic setting, yet rigorous stability and performance guarantees for stochastic MPC remain limited to the consideration of terminal constraints and penalties. In contrast,…

Optimization and Control · Mathematics 2025-10-24 Jonas Schießl , Hannah Selder , Ruchuan Ou , Michael Heinrich Baumann , Timm Faulwasser , Lars Grüne

We extend stochastic thermodynamics by relaxing the two assumptions that the Markovian dynamics must be linear and that the equilibrium distribution must be a Boltzmann distribution. We show that if we require the second law to hold when…

Statistical Mechanics · Physics 2021-05-26 Jan Korbel , David H. Wolpert

Firstly the fluctuation theorems (FT) for expended work in a driven nonequilibrium system, isolated or thermostatted, together with the ensuing Jarzynski work-energy (W-E) relationships, will be discussed and reobtained. Secondly, the…

Statistical Mechanics · Physics 2016-10-31 Carolyne M. Van Vliet

Stochastic thermodynamics provides an important framework to explore small physical systems where thermal fluctuations are inevitable. In the studies of stochastic thermodynamics, some thermodynamic quantities, such as the trajectory work,…

Statistical Mechanics · Physics 2018-11-12 Rui Pan , Thai M. Hoang , Zhaoyu Fei , Tian Qiu , Jonghoon Ahn , Tongcang Li , H. T. Quan

In this paper, we present a general derivation of a modified fluctuation-dissipation theorem (MFDT) valid near an arbitrary non-stationary state for a system obeying markovian dynamics. We show that the method to derive modified…

Statistical Mechanics · Physics 2011-12-23 Gatien Verley , Raphaël Chétrite , David Lacoste

We analytically describe the decay to equilibrium of generic observables of a non-integrable system after a perturbation in the form of a random matrix. We further obtain an analytic form for the time-averaged fluctuations of an observable…

Quantum Physics · Physics 2019-06-05 Charlie Nation , Diego Porras

We have shown recently that a Markov process conditioned on rare events involving time-integrated random variables can be described in the long-time limit by an effective Markov process, called the driven process, which is given…

Statistical Mechanics · Physics 2015-12-17 Raphael Chetrite , Hugo Touchette

Large deviation functions are an essential tool in the statistics of rare events. Often they can be obtained by contraction from a so-called level 2 large deviation {\em functional} characterizing the empirical density of the underlying…

Statistical Mechanics · Physics 2016-08-24 Johannes Hoppenau , Daniel Nickelsen , Andreas Engel