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Related papers: Work Fluctuations in the Active Ornstein- Uhlenbec…

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Recent years have seen a rapid increase of interest in dense active materials, which, in the disordered state, share striking similarities with conventional passive glass-forming matter. For such passive glassy materials, it is well…

Soft Condensed Matter · Physics 2022-12-13 Vincent E. Debets , Liesbeth M. C. Janssen

We study run and tumble particles on the one-dimensional lattice $\mathbb{Z}$. We explicitly compute the Fourier-Laplace transform of the position of the particle and as a consequence obtain explicit expressions for the diffusion constant…

Probability · Mathematics 2019-10-09 Bart van Gisbergen , Frank Redig

In this work we develop and apply a path integral formulation for the microscopic degrees of freedom obeying stochastic differential equations to an active Brownian particle (ABP) trapped in a harmonic potential. The formalism allows to…

Soft Condensed Matter · Physics 2025-10-01 Carsten Littek , Mike Brandt , Falko Ziebert

For a four-stroke asymmetrically driven quantum Otto engine with working medium modeled by a single qubit, we study the bounds on non-equilibrium fluctuations of work and heat. We find strict relations between the fluctuations of work and…

Statistical Mechanics · Physics 2023-08-02 Sandipan Mohanta , Madhumita Saha , B. Prasanna Venkatesh , Bijay Kumar Agarwalla

We study dynamical fluctuations in overdamped diffusion processes driven by time periodic forces. This is done by studying fluctuation functionals (rate functions from large deviation theory), of fluctuations around the non-equilibrium…

Statistical Mechanics · Physics 2010-03-18 Navinder Singh , Bram Wynants

We study the non-equilibrium thermodynamics of a single particle with two available energy levels, in contact with a classical (Maxwell-Boltzmann) or quantum (Bose-Einstein) heat bath. The particle can undergo transitions between the levels…

Statistical Mechanics · Physics 2015-05-30 Niraj Kumar , Christian Van den Broeck , Massimiliano Esposito , Katja Lindenberg

We consider the pricing of energy spread options for spot prices following an exponential Ornstein-Uhlenbeck process driven by a sum of independent multivariate variance gamma processes, which gives rise to mean-reverting, infinite activity…

Mathematical Finance · Quantitative Finance 2026-02-25 Tim Leung , Kevin W. Lu

We study the total particle current fluctuations in a one-dimensional stochastic system of classical particles consisting of branching and death processes which is a variant of asymmetric zero-temperature Glauber dynamics. The full spectrum…

Statistical Mechanics · Physics 2014-03-07 S. R. Masharian , P. Torkaman , F. H. Jafarpour

We introduce the elliptical Ornstein-Uhlenbeck (OU) process, which is a generalisation of the well-known univariate OU process to bivariate time series. This process maps out elliptical stochastic oscillations over time in the complex…

Methodology · Statistics 2021-12-08 Adam M. Sykulski , Sofia C. Olhede , Hanna M. Sykulska-Lawrence

In addition to providing general constraints on probability distributions, fluctuation theorems allow to infer essential information on the role played by temperature in heat exchange phenomena. In this numerical study, we measure the…

Statistical Mechanics · Physics 2024-12-11 Massimiliano Semeraro , Antonio Suma , Giuseppe Negro

In the framework of the Lindblad theory for open quantum systems, we derive closed analytical expressions of the Heisenberg and Schr\"odinger generalized uncertainty functions for a particle moving in a harmonic oscillator potential. The…

Quantum Physics · Physics 2009-11-13 A. Isar , W. Scheid

Using a simple model, we study the fluctuating dynamics of inextensible, semiflexible polar filaments interacting with active and directed force generating centres such as molecular motors. Taking into account the fact that the activity…

Soft Condensed Matter · Physics 2009-11-07 Tanniemola B. Liverpool

Stochastic versions of a classical model for natural ventilation are proposed and investigated to demonstrate the effect of random fluctuations on stability and predictability. In a stochastic context, the well-known deterministic result…

Fluid Dynamics · Physics 2023-08-17 Veronica Andrian , John Craske

In this paper we study activity fluctuations in an asymmetric death-branching process in one-dimension. The model, which is a variant of the asymmetric Glauber model, has already been studied in [12]. It is known that in the low-activity…

Statistical Mechanics · Physics 2019-06-21 Pegah Torkaman , Farhad H. Jafarpour

Randomly-distributed offset charges affect the nonlinear current-voltage property via the fluctuation of the threshold voltage of Coulomb blockade arrays. We analytically derive the distribution of the threshold voltage for a model of…

Statistical Mechanics · Physics 2012-02-16 Takayuki Narumi , Masaru Suzuki , Yoshiki Hidaka , Tetsuya Asai , Shoichi Kai

We develop a method to calculate the contribution of the saddle-point fluctuations to the partition function of systems soluble by the Bethe Ansatz. Using this method we give the O(1) corrections to the free energy of the 1D repulsive delta…

Statistical Mechanics · Physics 2009-11-10 F. Woynarovich

We discuss an extension of the fluctuation theorem to stochastic models that, in the limit of zero external drive, are not able to equilibrate with their environment, extending results presented by Sellitto (cond-mat/9809186). We show that…

Disordered Systems and Neural Networks · Physics 2009-11-11 F. Zamponi , F. Bonetto , L. F. Cugliandolo , J. Kurchan

We study the dynamics of a self-propelled particle advected by a steady laminar flow. The persistent motion of the self-propelled particle is described by an active Ornstein-Uhlenbeck process. We focus on the diffusivity properties of the…

Statistical Mechanics · Physics 2020-03-17 Lorenzo Caprini , Fabio Cecconi , Andrea Puglisi , Alessandro Sarracino

Microscopic thermal machines that are of the dimensions of around few hundred nanometers have been the subject of intense study over the last two decades. Recently, it has been shown that the efficiency of such thermal engines can be…

Statistical Mechanics · Physics 2021-12-03 Aradhana Kumari , Sourabh Lahiri

Partially observed stochastic systems can appear (almost) time-reversal symmetric while in fact operating far from equilibrium. The present work extends the perturbative framework introduced in [Phys. Rev. Lett. 136, 198302 (2026)] to…

Statistical Mechanics · Physics 2026-05-29 Jacob Knight , Gunnar Pruessner