Related papers: Arcsine Laws in Stochastic Thermodynamics
Einstein's explanation of Brownian motion provided one of the cornerstones which underlie the modern approaches to stochastic processes. His approach is based on a random walk picture and is valid for Markovian processes lacking long-term…
We investigate stochastic thermodynamics of a two-particles Langevin system. Each particle is in contact with a heat bath at different temperatures $T_1$ and $T_2~(<T_1)$, respectively. Particles are trapped by a harmonic potential and…
After establishing stochastic thermodynamics for underdamped Langevin systems in contact with multiple reservoirs, we derive its overdamped limit using timescale separation techniques. The overdamped theory is different from the naive…
Real thermal motion of gas molecules, free electrons, etc., at long time intervals (much greater than mean free-flight time) possesses, contrary to its popular mathematical models, essentially non-Gaussian statistics. A simple proof of this…
The pursuit of achieving the maximum power in microscopic thermal engines has gained increasing attention in recent studies of stochastic thermodynamics. We employ the optimal control theory to study the performance of Brownian heat engines…
We consider three global characteristic times for a one-dimensional Brownian motion $x(\tau)$ in the interval $\tau\in [0,t]$: the occupation time $t_{\rm o}$ denoting the cumulative time where $x(\tau)>0$, the time $t_{\rm m}$ at which the…
At very small scales, thermodynamic energy exchanges like work and heat become comparable to thermal energy of the system, which leads to unusual phenomena like the transient violations of Second Law. We explore the generic characters of…
We consider the overdamped motion of Brownian particles, interacting via particle exclusion, in an external potential that varies with time and space. We show that periodic potentials that maintain specific position-dependent phase…
A recently proposed quantum mechanical criterion `concavity of energy' for the second law of thermodynamics is studied also for classical particle systems confined in a bounded region by a potential with a time-dependent coupling constant.…
Stochastic averaging for a class of stochastic differential equations (SDEs) with fractional Brownian motion, of the Hurst parameter H in the interval (1/2, 1), is investigated. An averaged SDE for the original SDE is proposed, and their…
Periodic driving is used to operate machines that go from standard macroscopic engines to small non-equilibrium micro-sized systems. Two classes of such systems are small heat engines driven by periodic temperature variations and molecular…
In this paper we prove, for small Hurst parameters, the higher order differentiability of a stochastic flow associated with a stochastic differential equation driven by an additive multi-dimensional fractional Brownian noise, where the…
We study a generalization of the Brownian bridge as a stochastic process that models the position and velocity of inertial particles between the two end-points of a time interval. The particles experience random acceleration and are assumed…
Transport of Brownian particles interacting with each other via the Morse potential is investigated in the presence of an ac driving force applied locally at one end of the chain. By using numerical simulations, we find that the system can…
The cumulant generating function of time-averaged current is studied from an operational viewpoint. Specifically, for interacting Brownian particles under non-equilibrium conditions, we show that the first derivative of the cumulant…
We derive general expressions for the free energy, entropy production and entropy extraction rates for a Brownian particle that walks in a viscous medium where the dynamics of its motion is governed by the Langevin equation. It is shown…
As a main example for the superstatistics approach, we study a Brownian particle moving in a d-dimensional inhomogeneous environment with macroscopic temperature fluctuations. We discuss the average occupation time of the particle in…
In many experimental situations, a physical system undergoes stochastic evolution which may be described via random maps between two compact spaces. In the current work, we study the applicability of large deviations theory to time-averaged…
Unlike macroscopic engines, the molecular machinery of living cells is strongly affected by fluctuations. Stochastic Thermodynamics uses Markovian jump processes to model the random transitions between the chemical and configurational…
In the real world, one almost never knows the parameters of a thermodynamic process to infinite precision. Reflecting this, here we investigate how to extend stochastic thermodynamics to systems with uncertain parameters, including…