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Fastest arrival events, where the first among many diffusing particles reaches a target, are central in triggering signal initiation in molecular stochastic systems. Classical approaches to simulate such events rely on full trajectory…

Probability · Mathematics 2026-05-26 Emmanuel Akame Mfoumou , David Holcman

We calculate the probability distribution function (PDF) of an overdamped Brownian particle moving in a periodic potential energy landscape $U(x)$. The PDF is found by solving the corresponding Smoluchowski diffusion equation. We derive the…

Statistical Mechanics · Physics 2018-11-21 Matan Sivan , Oded Farago

We develop efficient numerical methods for performing many-body Brownian dynamics simulations of a recently-observed fingering instability in an active suspension of colloidal rollers sedimented above a wall [M. Driscoll, B. Delmotte, M.…

Soft Condensed Matter · Physics 2017-04-26 Florencio Balboa Usabiaga , Blaise Delmotte , Aleksandar Donev

We study the escape of Brownian motion from the domain of attraction $\Omega$ of a stable focus with a strong drift. The boundary $\partial \Omega$ of $\Omega$ is an unstable limit cycle of the drift and the focus is very close to the limit…

Analysis of PDEs · Mathematics 2014-11-25 K. Dao Duc , Z. Schuss , D. Holcman

The overdamped Brownian dynamics of a harmonic oscillator is a paradigmatic system in non-equilibrium statistical mechanics, which reliably models relevant stochastic systems such as colloidal particles submitted to optical confinement. In…

Statistical Mechanics · Physics 2022-09-08 Antonio Patrón , Antonio Prados , Carlos A. Plata

Diffusive transport of particles or, more generally, small objects is a ubiquitous feature of physical and chemical reaction systems. In configurations containing confining walls or constrictions transport is controlled both by the…

Statistical Mechanics · Physics 2009-01-22 P. Sekhar Burada , Peter Hanggi , Fabio Marchesoni , Gerhard Schmid , Peter Talkner

Thermodynamics establishes that information acquired through measurement can be converted into work, as exemplified by Maxwell's demon and Szilard engines. Most experimental realizations of information engines, however, implicitly assume…

Soft Condensed Matter · Physics 2026-03-09 Lokesh Muruga , Felix Ginot , Sarah A. M. Loos , Clemens Bechinger

The problems of escape from metastable state in randomly flipping potential and of diffusion in fast fluctuating periodic potentials are considered. For the overdamped Brownian particle moving in a piecewise linear dichotomously fluctuating…

Statistical Mechanics · Physics 2009-11-10 Bernardo Spagnolo , Alexander A. Dubkov , Nikolay V. Agudov

In this study, we advance the understanding of non-equilibrium systems by deriving thermodynamic relations for a heat engine operating under an exponentially decreasing temperature profile. Such thermal configurations closely mimic…

Statistical Mechanics · Physics 2025-04-01 Mesfin Taye

Heat engines transform thermal energy into useful work, operating in a cyclic manner. For centuries, they have played a key role in industrial and technological development. Historically, only gases and liquids have been used as working…

Statistical Mechanics · Physics 2025-03-25 Irene Prieto-Rodríguez , Antonio Prados , Carlos A. Plata

Simulations with an adaptive time-dependent bias, such as metadynamics, enable an efficient exploration of the conformational space of a system. However, the dynamic information of the system is altered by the bias. With infrequent…

We consider a directed random walk making either 0 or $+1$ moves and a Brownian bridge, independent of the walk, conditioned to arrive at point $b$ on time $T$. The Hamiltonian is defined as the sum of the square of increments of the bridge…

Condensed Matter · Physics 2016-08-31 Servet Martinez , Dimitri Petritis

Starting from the stochastic thermodynamics description of two coupled underdamped Brownian particles, we showcase and compare three different coarse-graining schemes leading to an effective thermodynamic description for the first of the…

Statistical Mechanics · Physics 2020-02-20 Tim Herpich , Kamran Shayanfard , Massimiliano Esposito

Complex systems can convert energy imparted by nonequilibrium forces to regulate how quickly they transition between long lived states. While such behavior is ubiquitous in natural and synthetic systems, currently there is no general…

Statistical Mechanics · Physics 2021-04-28 Benjamin Kuznets-Speck , David T. Limmer

Using Brownian Dynamics computer simulations we show that the relaxation of a supercooled Brownian system is qualitatively the same as that of a Newtonian system. In particular, near the so-called mode-coupling transition temperature,…

Soft Condensed Matter · Physics 2009-11-10 Grzegorz Szamel , Elijah Flenner

We study the escape of a chain of coupled units over the barrier of a metastable potential. It is demonstrated that a very weak external driving field with suitably chosen frequency suffices to accomplish speedy escape. The latter requires…

Pattern Formation and Solitons · Physics 2015-06-18 D. Hennig , C. Mulhern , A. D. Burbanks , L. Schimansky-Geier

We derive the quantum thermodynamics of quantum Brownian motion from the exact solution of its reduced density matrix. We start from the total equilibrium thermal state between the Brownian particle and its reservoir, and solve analytically…

Quantum Physics · Physics 2024-07-09 Chuan-Zhe Yao , Wei-Min Zhang

We study the overdamped dynamics of a Brownian particle in the double-well potential under the influence of an external periodic (AC) force with zero mean. We obtain a dependence of the jump rate on the frequency of the external force. The…

Chaotic Dynamics · Physics 2009-11-10 Y. Zolotaryuk , V. N. Ermakov , P. L. Christiansen

In this article we show a robustness theorem for controlled stochastic differential equations driven by approximations of Brownian motion. Often, Brownian motion is used as an idealized model of a diffusion where approximations such as…

Optimization and Control · Mathematics 2023-12-07 Somnath Pradhan , Zachary Selk , Serdar Yüksel

We introduce an alternative route for obtaining reliable cyclic engines, based on interacting Brownian particles under time-periodic drivings. General expressions for the thermodynamic fluxes, such as power and heat, are obtained using the…

Statistical Mechanics · Physics 2022-02-16 Iago N. Mamede , Pedro E. Harunari , Bruno A. N. Akasaki , Karel Proesmans , Carlos E. Fiore