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Stochastic thermodynamics provides the framework to analyze thermodynamic laws and quantities along individual trajectories of small but fully observable systems. If the observable level fails to capture all relevant degrees of freedom,…
We discuss the structure and asymptotic long-time properties of coupled equations for the moments of a Brownian particle's momentum derived microscopically beyond the lowest approximation in the weak coupling parameter. Generalized…
In this paper we study the stochastic control problem of partially observed (multi-dimensional) stochastic system driven by both Brownian motions and fractional Brownian motions. In the absence of the powerful tool of Girsanov…
Multistability is an inseparable feature of many physical, chemical and biological systems which are driven far from equilibrium. In these nonequilibrium systems, stochastic dynamics often induces switching between distinct states on…
The stochastic dynamics of small elastic objects in fluid are central to many important and emerging technologies. It is now possible to measure and use the higher modes of motion of elastic structures when driven by Brownian motion alone.…
We reveal the mechanism of subdiffusion which emerges in a straightforward, one dimensional classical nonequilibrium dynamics of a Brownian ratchet driven by both a time-periodic force and Gaussian white noise. In a tailored parameter set…
In this paper we revisit the problem of Brownian motion in a tilted periodic potential. We use homogenization theory to derive general formulas for the effective velocity and the effective diffusion tensor that are valid for arbitrary…
Transport of a Brownian particle moving in a periodic potential is investigated in the presence of symmetric unbiased external force. The viscous medium is alternately in contact with the two heat reservoirs. We present the analytical…
It is shown that a paradigm of classical statistical mechanics --- the thermalization of a Brownian particle --- has a low-dimensional, deterministic analogue: when a heavy, slow system is coupled to fast deterministic chaos, the resultant…
In neuroscience, optics and condensed matter there is ample physical evidence for multistable dynamical systems, that is, systems with a large number of attractors. The known mathematical mechanisms that lead to multiple attractors are…
Motivated to understand the asymptotic behavior of periodically driven thermodynamic systems, we study the prototypical example of Brownian particle, overdamped and underdamped, in harmonic potentials subjected to periodic driving. The…
Martensites subjected to quasistatic deformation are known to exhibit power law distributed acoustic emission in a broad range of scales, however, the origin of the observed scaling behavior and the mechanism of self-organization towards…
We demonstrate a Brownian motor, based on cold atoms in optical lattices, where isotropic random fluctuations are rectified in order to induce controlled atomic motion in arbitrary directions. In contrast to earlier demonstrations of…
We investigate the stochastic dynamics of one sedimenting active Brownian particle in three dimensions under the influence of gravity and passive fluctuations in the translational and rotational motion. We present an analytical solution of…
One of the most remarkable observations in dense active matter systems is the appearance of long-range velocity correlations without any explicit aligning interaction (of e.g.\ Vicsek type). Here we show that this kind of long range…
The temporal instability of stably stratified flow was investigated by analyzing the Taylor-Goldstein equation theoretically. According to this analysis, the stable stratification $N^2\geq0$ has a destabilization mechanism, and the flow…
To address the dynamics of a Brownian particle on a periodic symmetric substrate under high-frequency periodic forcing with a vanishing time average, we construct an effective Langevin dynamics by invoking Kapitza-Landau time window. Our…
We study a model for a massive test particle in a microscopic periodic potential and interacting with a reservoir of light particles. In the regime considered, the fluctuations in the test particle's momentum resulting from collisions…
Using a time-averaging technique we obtain exactly the probability distribution for position and velocity of a Brownian particle under the influence of two heat baths at different temperatures. These baths are expressed by a white noise…
Time-lapse microscopy imaging provides direct access to the dynamics of soft and living systems. At mesoscopic scales, such microscopy experiments reveal intrinsic fluctuations, which may have both thermal and non-equilibrium origins. These…