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Classical thermodynamics aimed to quantify the efficiency of thermodynamic engines by bounding the maximal amount of mechanical energy produced compared to the amount of heat required. While this was accomplished early on, by Carnot and…

Optimization and Control · Mathematics 2020-01-22 Rui Fu , Amirhossein Taghvaei , Yongxin Chen , Tryphon T. Georgiou

The additive monotone (resp. boolean) unitary Brownian motion is a non-commutative stochastic process with monotone (resp. boolean) independent and stationary increments which are distributed according to the arcsine law (resp. Bernoulli…

Probability · Mathematics 2015-06-02 Tarek Hamdi

Quantum Brownian motion in a periodic cosine potential is studied and a simple estimate of the tunneling effect is obtained in the frames of a quasi-equilibrium semiclassical approach. It is shown that the latter is applicable for heavy…

Quantum Physics · Physics 2012-01-19 R. Tsekov

Time-averaged autocorrelation functions of a dichotomous random process switching between 1 and 0 and governed by wide power law sojourn time distribution are studied. Such a process, called a L\'evy walk, describes dynamical behaviors of…

Statistical Mechanics · Physics 2007-05-23 Gennady Margolin , Eli Barkai

The classical theory of Brownian dynamics follows from coarse-graining the underlying linearized fluctuating hydrodynamics of the solvent. We extend this procedure to globally non-isothermal conditions, requiring only a local thermal…

Statistical Mechanics · Physics 2016-04-06 G. Falasco , K. Kroy

The Brownian motion of a quantum particle in a harmonic confining potential and coupled to a harmonic quantum thermal bath is exactly solvable. It is shown that at low enough temperatures the stationary state is non-Gibbsian due to an…

Statistical Mechanics · Physics 2007-05-23 Th. M. Nieuwenhuizen , A. E. Allahverdyan

When monitoring the dynamics of stochastic systems, such as interacting particles agitated by thermal noise, disentangling deterministic forces from Brownian motion is challenging. Indeed, we show that there is an information-theoretic…

Soft Condensed Matter · Physics 2020-04-16 Anna Frishman , Pierre Ronceray

The transport properties of a spherical active Brownian particle in a periodic potential under heavy damping are considered. The self-propelled particle is subjected to the asymmetric potential, detailed balance is lost and the particles…

Soft Condensed Matter · Physics 2022-11-09 Arjun S R , Ronald Benjamin

Driven Langevin processes have appeared in a variety of fields due to the relevance of natural phenomena having both deterministic and stochastic effects. The stochastic currents and fluxes in these systems provide a convenient set of…

Chemical Physics · Physics 2017-01-04 Michael J. Catanzaro , Vladimir Y. Chernyak , John R. Klein

Microcanonical thermodynamics allows the application of statistical mechanics both to finite and even small systems and also to the largest, self-gravitating ones. However, one must reconsider the fundamental principles of statistical…

Statistical Mechanics · Physics 2009-11-11 D. H. E. Gross , J. F. Kenney

We consider a planar Brownian motion starting from $O$ at time $t=0$ and stopped at $t=1$ and a set $F= \{OI_i ; i=1,2,..., n\}$ of $n$ semi-infinite straight lines emanating from $O$. Denoting by $g$ the last time when $F$ is reached by…

Disordered Systems and Neural Networks · Physics 2009-11-10 Alain Comtet , Jean Desbois

In this short note we will provide a sufficient and necessary condition to have uniqueness of the location of the maximum of a stochastic process over an interval. The result will also express the mean value of the location in terms of the…

Probability · Mathematics 2013-05-03 Leandro P. R. Pimentel

In these lecture notes, the basic principles of stochastic thermodynamics are developed starting with a closed system in contact with a heat bath. A trajectory undergoes Markovian transitions between observable meso-states that correspond…

Statistical Mechanics · Physics 2018-06-13 Udo Seifert

We consider the performance of periodically driven stochastic heat engines in the linear response regime. Reaching the theoretical bounds for efficiency and efficiency at maximum power typically requires full control over the design and the…

Statistical Mechanics · Physics 2016-04-20 Michael Bauer , Kay Brandner , Udo Seifert

We study stochastic particle transport between two reservoirs along a channel, where the particles are pumped against a bias by a traveling wave potential. It is shown that phase transitions of period-averaged densities or currents occur…

Statistical Mechanics · Physics 2018-07-03 Marcel Dierl , Wolfgang Dieterich , Mario Einax , Philipp Maass

Particle currents flowing against an external driving are a fascinating phenomenon in both single-particle and interacting many-particle systems. Underlying physical mechanisms of such current reversals are not fully understood yet.…

Statistical Mechanics · Physics 2026-03-10 Moritz Wolf , Sören Schweers , Philipp Maass

This work focuses on the response to an external field of a Brownian particle submerged in an Ohmic quantum thermal bath. The field only affects the dynamics of the central particle without affecting the thermal reservoir. The thermodynamic…

Quantum Physics · Physics 2019-11-12 Pedro J. Colmenares

We study fluctuating tilt Brownian ratchets based on fractional subdiffusion in sticky viscoelastic media characterized by a power law memory kernel. Unlike the normal diffusion case the rectification effect vanishes in the adiabatically…

Statistical Mechanics · Physics 2012-06-04 Igor Goychuk , Vasyl Kharchenko

This article studies typical dynamics and fluctuations for a slow-fast dynamical system perturbed by a small fractional Brownian noise. Based on an ergodic theorem with explicit rates of convergence, which may be of independent interest, we…

Probability · Mathematics 2020-08-20 Solesne Bourguin , Siragan Gailus , Konstantinos Spiliopoulos

The physical significance of the stochastic processes associated to the generalized Gibbs ensembles is scrutinized here with special attention to the thermodynamic fluctuations of small systems. The contact with the environment produces an…

Statistical Mechanics · Physics 2024-09-04 Amilcare Porporato , Salvatore Calabrese , Lamberto Rondoni
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