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We derive the fluctuation theorem for a stochastic and periodically driven system coupled to two reservoirs with the aid of a master equation. We write down the cumulant generating functions for both the current and entropy production in…

Statistical Mechanics · Physics 2020-11-26 Kazutaka Takahashi , Yuki Hino , Keisuke Fujii , Hisao Hayakawa

Consider a particle diffusing in a confined volume which is divided into two equal regions. In one region the diffusion coefficient is twice the value of the diffusion coefficient in the other region. Will the particle spend equal…

Dynamical Systems · Mathematics 2015-06-04 P. F. Tupper , Xin Yang

In neuroscience, the time elapsed since the last discharge has been used to predict the probability of the next discharge. Such predictions can be improved taking into account the last two discharge times, and possibly more. Such multi-time…

Analysis of PDEs · Mathematics 2023-04-05 Xu'An Dou , Benoît Perthame , Chenjiayue Qi , Delphine Salort , Zhennan Zhou

In this work we study partial differential equations defined in a domain that moves in time according to the flow of a given ordinary differential equation, starting out of a given initial domain. We first derive a formulation for a…

Analysis of PDEs · Mathematics 2014-03-05 Manuel Fernando Cortez , Aníbal Rodríguez-Bernal

Microreversibility rules the fluctuations of the currents flowing across open systems in nonequilibrium (or equilibrium) steady states. As a consequence, the statistical cumulants of the currents and their response coefficients at arbitrary…

Statistical Mechanics · Physics 2018-08-15 Maximilien Barbier , Pierre Gaspard

We present a comprehensive study of the phase transitions in the single-field reaction-diffusion stochastic systems with field-dependent mobility of a power-low form and the internal fluctuations. Using variational principles and mean-field…

Statistical Mechanics · Physics 2015-05-13 V. O. Kharchenko

We develop a diffusion approximation for systems subject to fast random resetting by small amplitudes. Equivalently, this describes systems with frequent but small catastrophes. We demonstrate the validity of the approximation by computing…

Statistical Mechanics · Physics 2026-02-26 Tobias Galla

While entropy changes are the usual subject of fluctuation theorems, we seek fluctuation relations involving time-symmetric quantities, namely observables that do not change sign if the trajectories are observed backward in time. We find…

Statistical Mechanics · Physics 2015-11-04 Marco Baiesi , Gianmaria Falasco

We study the role of noise on the nature of the transition to collective motion in dry active matter. Starting from field theories that predict a continuous transition at the deterministic level, we show that fluctuations induce a…

Soft Condensed Matter · Physics 2021-04-12 David Martin , Hugues Chaté , Cesare Nardini , Alexandre Solon , Julien Tailleur , Frédéric van Wijland

We propose a generalized diffusion equation for a flat Euclidean space subjected to a continuous infinitesimal scale transform. For the special cases of an algebraic or exponential expansion/contraction, governed by time-dependent scale…

Statistical Mechanics · Physics 2018-04-17 Manuel Schrauth , Maximilian Schneider

Multistability is an inseparable feature of many physical, chemical and biological systems which are driven far from equilibrium. In these nonequilibrium systems, stochastic dynamics often induces switching between distinct states on…

Adaptation and Self-Organizing Systems · Physics 2017-11-01 Guram Gogia , Justin Burton

We discuss the identification of a time-dependent potential in a time-fractional diffusion model from a boundary measurement taken at a single point. Theoretically, we establish a conditional Lipschitz stability for this inverse problem.…

Numerical Analysis · Mathematics 2024-07-23 Siyu Cen , Kwancheol Shin , Zhi Zhou

In this paper, we study the diffusion approximation for slow-fast stochastic differential equations with state-dependent switching, where the slow component $X^{\varepsilon}$ is the solution of a stochastic differential equation with…

Probability · Mathematics 2025-03-12 Xiaobin Sun , Jue Wang , Yingchao Xie

It has been established under very general conditions that the ergodic properties of Markov processes are inherited by their conditional distributions given partial information. While the existing theory provides a rather complete picture…

Probability · Mathematics 2015-02-04 Patrick Rebeschini , Ramon van Handel

Diffusion with stochastic resetting is a paradigm of resetting processes. Standard renewal or master equation approach are typically used to study steady state and other transport properties such as average, mean squared displacement etc.…

Statistical Mechanics · Physics 2022-03-02 Viktor Stojkoski , Trifce Sandev , Ljupco Kocarev , Arnab Pal

We discuss recent work on the static and dynamical properties of the asymmetric exclusion process, generalized to include the effect of disorder. We study in turn: random disorder in the properties of particles; disorder in the spatial…

Statistical Mechanics · Physics 2009-11-11 Mustansir Barma

Sufficient conditions for a symmetric jump-diffusion process to be conservative and recurrent are given in terms of the volume of the state space and the jump kernel of the process. A number of examples are presented to illustrate the…

Probability · Mathematics 2012-05-01 Jun Masamune , Toshihiro Uemura , Jian Wang

Stochastic processes of interacting particles with varying length are relevant e.g. for several biological applications. We try to explore what kind of new physical effects one can expect in such systems. As an example, we extend the…

Statistical Mechanics · Physics 2015-04-28 Christoph Schultens , Andreas Schadschneider , Chikashi Arita

In this paper, we provide relations among the following properties: (a) the tail triviality of a probability measure $\mu$ on the configuration space ${\boldsymbol\Upsilon}$; (b) the finiteness of the $L^2$-transportation-type distance…

Probability · Mathematics 2023-06-16 Kohei Suzuki

Abstract. The present work considers a change in the momentum under the transfer of a solution through the interface. It is shown that pressure related to the partial volumes of components arises in a solution under diffusion. As a result,…

Statistical Mechanics · Physics 2021-02-16 Alex Guskov