Related papers: Coarse-graining via the fluctuation-dissipation th…
Stochastic processes play a key role for modeling a huge variety of transport problems out of equilibrium, with manifold applications throughout the natural and social sciences. To formulate models of stochastic dynamics the conventional…
Biochemical signaling cascades transmit intracellular information while dissipating energy under nonequilibrium conditions. We model a cascade as a code string and apply information-entropy ideas to quantify an optimal transmission rate. A…
Most systems, when pushed out of equilibrium, respond by building up currents of locally-conserved observables. Understanding how microscopic dynamics determines the averages and fluctuations of these currents is one of the main open…
We consider a system of multiscale stochastic differential equations whose slow component is drivenby a fractional Brownian motion with Hurst parameter H greater than 1/2. Under ergodic assumptions ensuring the applicability of the…
In the general process of eliminating dynamic variables in Markovian models, there exists a difference in the irreversible entropy production between the original and reduced dynamics. We call this difference the hidden entropy production,…
We consider a general class of nonlinear diffusive models with bulk dissipation and boundary driving, and derive its hydrodynamic description in the large size limit. Both the average macroscopic behavior and the fluctuating properties of…
The paper deals with a certain class of random evolutions. We develop a construction that yields an invariant measure for a continuous-time Markov process with random transitions. The approach is based on a particular way of constructing…
Necessary and sufficient conditions are presented for the existence of (second order) stationary solutions of the generalized Langevin equation under appropriate assumptions on the associated memory kernel. When this stochastic equation is…
We derive an extended fluctuation theorem for a geometric pumping in a spin-boson system under a periodic control of environmental temperatures by using a Markovian quantum master equation. We perform the Monte-Carlo simulation and obtain…
For non-equilibrium systems described by finite Markov processes, we consider the number of times that a system traverses a cyclic sequence of states (a cycle). The joint distribution of the number of forward and backward instances of any…
Coarse-graining techniques play a central role in reducing the complexity of stochastic models, and are typically characterised by a mapping which projects the full state of the system onto a smaller set of variables which captures the…
Linear diffusions are used to model a large number of stochastic processes in physics, including small mechanical and electrical systems perturbed by thermal noise, as well as Brownian particles controlled by electrical and optical forces.…
In this paper, we introduce a mathematical apparatus that is relevant for understanding a dynamical system with small random perturbations and coupled with the so-called transmutation process -- where the latter jumps from one mode to…
In this Article we review some recent progresses in the field of non-equilibrium linear response theory. We show how a generalization of the fluctuation-dissipation theorem can be derived for Markov processes, and discuss the…
We introduce and study a new class of fronts in finite particle number reaction-diffusion systems, corresponding to propagating up a reaction rate gradient. We show that these systems have no traditional mean-field limit, as the nature of…
On the basis of perturbed Kolmogorov backward equations and path integral representation, we unify the derivations of the linear response theory and transient fluctuation theorems for continuous diffusion processes from a backward point of…
A finite-time fluctuation theorem is proved for the diffusion-influenced surface reaction A<->B in a domain with any geometry where the species A and B undergo diffusive transport between the reservoir and the catalytic surface. A…
We present a new approach to far-from-equilibrium statistical mechanics, based on the concept of generalized entropy, which is a microscopically-defined generalization of Onsager-Machlup functional. In the case when a set of slow…
We complete the kinetic theory of inhomogeneous systems with long-range interactions initiated in previous works. We use a simpler and more physical formalism. We consider a system of particles submitted to a small external stochastic…
We consider a class of stochastic dynamical systems, called piecewise deterministic Markov processes, with states $(x, \s)\in \O\times \G$, $\O$ being a region in $\bbR^d$ or the $d$--dimensional torus, $\G$ being a finite set. The…