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In this paper we develop a perturbation method to predict the rate of occurrence of rare events for singularly perturbed stochastic systems using a probability density function approach. In contrast to a stochastic normal form approach, we…

Dynamical Systems · Mathematics 2015-06-16 Christoffer R. Heckman , Ira B. Schwartz

Employing large deviation theory, we explore current fluctuations of underdamped Brownian motion for the paradigmatic example of a single particle in a one dimensional periodic potential. Two different approaches to the large deviation…

Statistical Mechanics · Physics 2018-03-12 Lukas P. Fischer , Patrick Pietzonka , Udo Seifert

Large dynamical fluctuations - atypical realizations of the dynamics sustained over long periods of time - can play a fundamental role in determining the properties of collective behavior of both classical and quantum non-equilibrium…

Statistical Mechanics · Physics 2018-07-18 Federico Carollo , Juan P. Garrahan , Igor Lesanovsky , Carlos Pérez-Espigares

We consider a tracer particle on a lattice in the presence of immobile obstacles. Starting from equilibrium, a force pulling on the particle is switched on, driving the system to a new stationary state. We solve for the complete transient…

Soft Condensed Matter · Physics 2017-01-04 Sebastian Leitmann , Thomas Franosch

For a Markovian dynamics on discrete states, the logarithmic ratio of waiting-time distributions between two successive, instantaneous transitions in forward and backward direction is a measure of time-irreversibility. It thus serves as an…

Statistical Mechanics · Physics 2024-06-13 Ellen Meyberg , Julius Degünther , Udo Seifert

In a viscoelastic environment, the diffusion of a particle becomes non-Markovian due to the memory effect. An open question is to quantitatively explain how self-propulsion particles with directional memory diffuse in such a medium. Based…

Soft Condensed Matter · Physics 2023-07-26 HyeongTark Han , Sungmin Joo , Takahiro Sakaue , Jae-Hyung Jeon

A Langevin equation whose deterministic part undergoes a saddle-node bifurcation is investigated theoretically. It is found that statistical properties of relaxation trajectories in this system exhibit divergent behaviors near a saddle-node…

Statistical Mechanics · Physics 2015-05-18 Mami Iwata , Shin-ichi Sasa

The East model is the simplest one-dimensional kinetically-constrained model of $N$ spins with a trivial equilibrium that displays anomalously large spatio-temporal fluctuations, with characteristic "space-time bubbles" in trajectory space,…

Statistical Mechanics · Physics 2022-02-17 Cecile Monthus

We study the transport properties of nonautonomous chaotic dynamical systems over a finite time duration. We are particularly interested in those regions that remain coherent and relatively non-dispersive over finite periods of time,…

Dynamical Systems · Mathematics 2015-05-19 Gary Froyland , Naratip Santitissadeekorn , Adam Monahan

The complex Langevin method is a promising approach to the complex-action problem based on a fictitious time evolution of complexified dynamical variables under the influence of a Gaussian noise. Although it is known to have a restricted…

High Energy Physics - Lattice · Physics 2017-01-04 Keitaro Nagata , Jun Nishimura , Shinji Shimasaki

We investigate the influence of a self-propelling, out-of-equilibrium active particle on generalized elastic systems, including flexible and semiflexible polymers, fluid membranes, and fluctuating interfaces, while accounting for…

Soft Condensed Matter · Physics 2024-01-25 Alessandro Taloni

We analyse how simple local constraints in two dimensions lead a defect to exhibit robust, non-transient, and tunable, subdiffusion. We uncover a rich dynamical phenomenology realised in ice- and dimer-type models. On the microscopic scale…

Mesoscale and Nanoscale Physics · Physics 2025-04-02 Nilotpal Chakraborty , Markus Heyl , Roderich Moessner

We present a path integral formalism to compute potentials for nonequilibrium steady states, reached by a multiplicative stochastic dynamics. We develop a weak-noise expansion, which allows the explicit evaluation of the potential in…

Statistical Mechanics · Physics 2016-02-17 Daniel G. Barci , Zochil González Arenas , Miguel Vera Moreno

We present an experimental realization of a biased optical periodic potential in the low friction limit. The noise-induced bistability between locked (torsional) and running (spinning) states in the rotational motion of a nanodumbbell is…

In this paper, we study the dynamics of a linear control system with given state feedback control law in the presence of fast periodic sampling at temporal frequency $1/\delta$ ($0 < \delta \ll 1$), together with small white noise…

Probability · Mathematics 2021-10-15 Shivam Dhama , Chetan D. Pahlajani

We consider the fluctuations of a time-integrated particle current around an atypical value in a generic stochastic Markov process involving classical particles with two-site interaction and hardcore repulsion on a finite one-dimensional…

Statistical Mechanics · Physics 2016-01-20 Pegah Torkaman , Farhad H. Jafarpour

The probability distributions, as well as the mean values of stochastic currents and fluxes, associated with a driven Langevin process, provide a good and topologically protected measure of how far a stochastic system is driven out of…

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

In this Letter, we clarify the physical origin of effective transport in periodic and tilted periodic systems. When Brownian dynamics is examined on the scale of a single period, the particle displacement admits a natural separation into a…

Statistical Mechanics · Physics 2026-01-27 Sang Yang , Zhixin Peng

The one-dimensional overdamped Brownian motion in a symmetric periodic potential modulated by external time-reversible noise is analyzed. The calculation of the effective diffusion coefficient is reduced to the mean first passage time…

Statistical Mechanics · Physics 2009-11-11 Bernardo Spagnolo , Alexander Dubkov

We study transport of an inertial Brownian particle moving in a symmetric and periodic one-dimensional potential, and subjected to both a symmetric, unbiased external harmonic force as well as biased dichotomic noise $\eta(t)$ also known as…

Statistical Mechanics · Physics 2016-06-22 J. Spiechowicz , J. Luczka , L. Machura