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Related papers: Learning force fields from stochastic trajectories

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We describe a method to extract force and diffusion parameters from single trajectories of Brownian particles based on the principle of maximum likelihood. The analysis is well-suited for out-of-equilibrium trajectories, even when a limited…

Soft Condensed Matter · Physics 2016-08-30 Raphael Sarfati , Jerzy Blawzdziewicz , Eric R. Dufresne

Our investigation is specially motivated by the stochastic version of a common model of potential spread in a dendritic tree. We do not assume the noise in the junction points to be Markovian. In fact, we allow for long-range dependence in…

Probability · Mathematics 2018-12-21 Stefano Bonaccorsi , Delio Mugnolo

Stochastic chains represent a wide and key variety of phenomena in many branches of science within the context of Information Theory and Thermodynamics. They are typically approached by a sequence of independent events or by a memoryless…

Statistical Mechanics · Physics 2017-03-06 J. Ricardo Arias-Gonzalez

Observing stochastic trajectories with rare transitions between states, practically undetectable on time scales accessible to experiments, makes it impossible to directly quantify the entropy production and thus infer whether and how far…

Statistical Mechanics · Physics 2025-12-15 Marco Baiesi , Tomohiro Nishiyama , Gianmaria Falasco

For optimizing a non-convex function in finite dimension, a method is to add Brownian noise to a gradient descent, allowing for transitions between basins of attractions of different minimizers. To adapt this for optimization over a space…

Probability · Mathematics 2025-05-13 Pierre Germain , Pierre Monmarché

The study of microsystems and the development of nanotechnologies require new techniques to measure piconewton and femtonewton forces at microscopic and nanoscopic scales. Amongst the challenges, there is the need to deal with the…

Statistical Mechanics · Physics 2011-04-22 Thomas Brettschneider , Giovanni Volpe , Laurent Helden , Jan Wehr , Clemens Bechinger

The Fisher information (FI) metric is a Riemannian metric that allows a geometric treatment of stochastic thermodynamics, introducing the possibility of computing thermodynamic lengths and deviations from equilibrium. At the trajectory…

We presented a methodology to approximate the entropy production for Brownian motion in a tilted periodic potential. The approximation stems from the well known thermodynamic uncertainty relation. By applying a virial-like expansion, we…

Statistical Mechanics · Physics 2022-10-26 N. J. Lopez-Alamilla , R. U. L. Cachi

In an earlier paper, a randomized load balancing model was studied in a heavy traffic asymptotic regime where the load balancing stream is thin compared to the total arrival stream. It was shown that the limit is given by a system of…

Probability · Mathematics 2024-09-24 Rami Atar , Tomoyuki Ichiba

We combine power functional theory and machine learning to study non-equilibrium overdamped many-body systems of colloidal particles at the level of one-body fields. We first sample in steady state the one-body fields relevant for the…

Soft Condensed Matter · Physics 2024-10-16 Toni Zimmerman , Florian Sammüller , Sophie Hermann , Matthias Schmidt , Daniel de las Heras

In this work, we examine the impact of time-varying temperature and force on the thermodynamic features of active Brownian motor that moves with velocity against the force as well as passive Brownian motor. By deriving analytical…

Statistical Mechanics · Physics 2025-09-10 Mesfin Taye

Brownian motion in confinement and at interfaces is a canonical situation, encountered from fundamental biophysics to nanoscale engineering. Using the Lorenz-Mie framework, we optically record the thermally-induced tridimensional…

Soft Condensed Matter · Physics 2021-07-14 Maxime Lavaud , Thomas Salez , Yann Louyer , Yacine Amarouchene

A model of Brownian particles with the ability to take up energy from the environment, to store it in an internal depot, and to convert internal energy into kinetic energy of motion, is discussed. The general dynamics outlined in Sect. 2 is…

Statistical Mechanics · Physics 2009-10-31 Benno Tilch , Frank Schweitzer , Werner Ebeling

We investigate the incremental stability properties of It\^o stochastic dynamical systems. Specifically, we derive a stochastic version of nonlinear contraction theory that provides a bound on the mean square distance between any two…

Optimization and Control · Mathematics 2011-11-09 Q. -C. Pham , N. Tabareau , J. -J. Slotine

We study the large-time behaviour of Brownian particles moving through a viscous medium in a confined potential, and which are further subjected to position-dependent driving forces that are periodic in time. We focus on the case where…

Statistical Mechanics · Physics 2009-11-10 Sreedhar B. Dutta , Mustansir Barma

Understanding stochastic thermodynamics of active Brownian particles (ABPs) system has been an important topic in very recent years. In this article we study a general model of active Brownian particle systems by introducing a…

Statistical Mechanics · Physics 2022-05-11 Zhiyu Cao , Jie Su , Huijun Jiang , Zhonghuai Hou

We study the stationary and nonstationary measurement of a classical force driving a mechanical oscillator coupled to an electromagnetic cavity under two-tone driving. For this purpose, we develop a theoretical framework based on the…

Quantum Physics · Physics 2020-11-26 D. N. Bernal-García , H. Vinck-Posada , M. J. Woolley

This paper is concerned with the stochastic thermodynamics of non-equilibrium Gaussian processes that can exhibit anomalous diffusion. In the systems considered, the noise correlation function is not necessarily related to friction. Thus,…

Statistical Mechanics · Physics 2022-12-20 S. Mohsen J. Khadem , Rainer Klages , Sabine H. L. Klapp

Stochastic thermodynamics allows us to define heat and work for microscopic systems far from thermodynamic equilibrium, based on observations of their stochastic dynamics. However, a complete account of the energetics necessitates that all…

Statistical Mechanics · Physics 2021-08-31 Jannik Ehrich

Some physical processes, including the intensity fluctuations of a chaotic laser, the detection of single photons, and the Brownian motion of a microscopic particle in a fluid are unpredictable, at least on long timescales. This…

Chaotic Dynamics · Physics 2015-08-10 Aaron M. Hagerstrom , Thomas E. Murphy , Rajarshi Roy