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We consider fluctuations of the dissipated energy in nonlinear driven diffusive systems subject to bulk dissipation and boundary driving. With this aim, we extend the recently-introduced macroscopic fluctuation theory to nonlinear driven…

Statistical Mechanics · Physics 2013-10-29 P. I. Hurtado , A. Lasanta , A. Prados

We use importance sampling in a redefined way to highlight and investigate rare events in the form of trajectories trapped inside a target coherent set. We take a transfer operator approach to finding these sets on a reconstructed…

Chaotic Dynamics · Physics 2020-10-16 Meagan Carney , Holger Kantz

We study the behavior of a tracer particle driven by a one-dimensional fluctuating potential, defined initially as a Brownian motion, and evolving in time according to the heat equation. We obtain two main results. First, in the short time…

Probability · Mathematics 2020-12-16 François Huveneers , François Simenhaus

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

Continuous time random walks and Langevin equations are two classes of stochastic models for describing the dynamics of particles in the natural world. While some of the processes can be conveniently characterized by both of them, more…

Statistical Mechanics · Physics 2019-01-28 Xudong Wang , Yao Chen , Weihua Deng

We present a novel methodology based on filtered data and moving averages for estimating effective dynamics from observations of multiscale systems. We show in a semi-parametric framework of the Langevin type that our approach is…

Numerical Analysis · Mathematics 2022-01-25 Giacomo Garegnani , Andrea Zanoni

Driven diffusive systems may undergo phase transitions to sustain atypical values of the current. This leads in some cases to symmetry-broken space-time trajectories which enhance the probability of such fluctuations. Here we shed light on…

Statistical Mechanics · Physics 2018-12-19 Carlos Pérez-Espigares , Federico Carollo , Juan P. Garrahan , Pablo I. Hurtado

Stochastic reduced-order models are widely used to represent the effective dynamics of complex systems, but estimating their drift and diffusion coefficients from data remains challenging. Standard approaches often rely on short-time…

Machine Learning · Statistics 2026-04-28 Ludovico T. Giorgini

We analyze the dynamics of particles in two dimensions with constant speed and a stochastic switching angle dynamics defined by a correlated dichotomous Markov process (telegraph noise) plus Gaussian white noise. We study various cases of…

Statistical Mechanics · Physics 2012-05-16 Christian Weber , Igor M. Sokolov , Lutz Schimansky-Geier

Numerical evidence of directed transport driven by symmetric Levy noise in time-independent ratchet potentials in the absence of an external tilting force is presented. The results are based on the numerical solution of the fractional…

Statistical Mechanics · Physics 2009-11-13 D. del-Castillo-Negrete , V. Yu. Gonchar , A. V. Chechkin

We consider the thermally activated escape of an overdamped Brownian particle over a potential barrier in the presence of periodic driving. A time-dependent path-integral formalism is developed which allows us to derive asymptotically exact…

Statistical Mechanics · Physics 2009-10-31 Jörg Lehmann , Peter Reimann , Peter Hänggi

We discuss the dynamics of a Brownian particle under the influence of a spatially periodic noise strength in one dimension using analytical theory and computer simulations. In the absence of a deterministic force, the Langevin equation can…

Statistical Mechanics · Physics 2022-01-28 Davide Breoni , Ralf Blossey , Hartmut Löwen

We analyse biased ensembles of trajectories for diffusive systems. In trajectories biased either by the total activity or the total current, we use fluctuating hydrodynamics to show that these systems exhibit phase transtions into…

Statistical Mechanics · Physics 2015-03-05 Robert L. Jack , Ian R. Thompson , Peter Sollich

We characterize the dynamic non-equilibrium steady state behavior of active particles using density fluctuations in the system. We analyze the effective local density around a particle in the steady state and numerically calculate its mean,…

Statistical Mechanics · Physics 2025-04-22 Jayam Joshi , Pawan Kumar Mishra , Shradha Mishra

The optimal protocols for the irreversible work achieve their maximum usefulness if their work fluctuations are the smallest ones. In this work, for classical and isothermal processes subjected to finite-time and weak drivings, I show that…

Statistical Mechanics · Physics 2023-11-14 Pierre Nazé

We investigate how a weak constant force becomes detectable through fluctuations in anomalous transport in strongly heterogeneous media. Rather than focusing on the mean drift, we show that the key signature of the force appears in the…

Statistical Mechanics · Physics 2026-03-17 Masahiro Shirataki , Takuma Akimoto

We introduce a Langevin equation characterized by a time dependent drift. By assuming a temporal power-law dependence of the drift we show that a great variety of behavior is observed in the dynamics of the variance of the process. In…

Statistical Mechanics · Physics 2009-10-31 Fabrizio Lillo , Rosario N. Mantegna

This paper addresses the problem of generating dynamically admissible trajectories for control tasks using diffusion models, particularly in scenarios where the environment is complex and system dynamics are crucial for practical…

Robotics · Computer Science 2025-10-15 Darshan Gadginmath , Fabio Pasqualetti

The dynamics and the steady states of a point-like tracer particle immersed in a confined critical fluid are studied. The fluid is modeled field-theoretically in terms of an order parameter (concentration or density field) obeying…

Statistical Mechanics · Physics 2023-01-03 Markus Gross

A sharp change in apparent mobility at a characteristic temperature that depends on the observation time has been reported in experiments and simulations of hydrated proteins. Such behavior is often discussed in the context of the protein…

Statistical Mechanics · Physics 2026-05-01 Masahiro Shirataki , Takuma Akimoto