English
Related papers

Related papers: Equilibrium Stochastic Delay Processes

200 papers

We study stochastic delay differential equations (SDDE) where the coefficients depend on the moving averages of the state process. As a first contribution, we provide sufficient conditions under which a linear path functional of the…

Probability · Mathematics 2013-10-17 Salvatore Federico , Peter Tankov

Feedback control mechanisms are ubiquitous in science and technology, and play an essential role in regulating physical, biological and engineering systems. The standard second law of thermodynamics does not hold in the presence of…

Quantum Physics · Physics 2020-04-20 Maxime Debiossac , David Grass , Jose Joaquin Alonso , Eric Lutz , Nikolai Kiesel

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.…

Statistical Mechanics · Physics 2023-05-10 Johan du Buisson , Hugo Touchette

We consider damped stochastic systems in a controlled (time-varying) quadratic potential and study their transition between specified Gibbs-equilibria states in finite time. By the second law of thermodynamics, the minimum amount of work…

Statistical Mechanics · Physics 2018-03-23 Yongxin Chen , Tryphon Georgiou , Allen Tannenbaum

A generic non-integrable (unitary) out-of-equilibrium quantum process, when interrogated across many times, is shown to yield the same statistics as an (non-unitary) equilibrated process. In particular, using the tools of quantum stochastic…

Quantum Physics · Physics 2023-07-18 Neil Dowling , Pedro Figueroa-Romero , Felix A. Pollock , Philipp Strasberg , Kavan Modi

In the context of stochastic thermodynamics, a minimal model for non equilibrium steady states has been recently proposed: the Brownian Gyrator (BG). It describes the stochastic overdamped motion of a particle in a two dimensional harmonic…

Statistical Mechanics · Physics 2020-10-07 Andrea Baldassarri , Andrea Puglisi , Luca Sesta

A formalism for quantum many-body systems is proposed through a semiclassical treatment in phase space, allowing us to establish a stochastic thermodynamics incorporating quantum statistics. Specifically, we utilize a stochastic…

Statistical Mechanics · Physics 2024-12-23 Zhaoyu Fei

In this paper, we discuss the relationships between capacity of control in entropy theory and intrinsic properties in control theory for a class of finite dimensional stochastic dynamical systems described by a linear stochastic…

Optimization and Control · Mathematics 2019-01-31 Salah H. Abid , Uday J. Quaez

This book covers a wide range of problems involving the applications of stochastic processes, stochastic calculus, large deviation theory, group representation theory and quantum statistics to diverse fields in dynamical systems,…

Mathematical Physics · Physics 2021-08-13 Harish Parthasarathy

We present a review of recent work on the statistical mechanics of non equilibrium processes based on the analysis of large deviations properties of microscopic systems. Stochastic lattice gases are non trivial models of such phenomena and…

Probability · Mathematics 2015-12-18 L. Bertini , A. De Sole , D. Gabrielli , G. Jona-Lasinio , C. Landim

Examples of self propulsion in strongly fluctuating environment is abound in nature, e.g., molecular motors and pumps operating in living cells. Starting from Langevin equation of motion, we develop a fluctuating thermodynamic description…

Statistical Mechanics · Physics 2015-02-20 Chandrima Ganguly , Debasish Chaudhuri

Stochastic thermodynamics is formulated under the assumption of perfect knowledge of all thermodynamic parameters. However, in any real-world experiment, there is non-zero uncertainty about the precise value of temperatures, chemical…

Statistical Mechanics · Physics 2024-01-11 Jan Korbel , David H. Wolpert

Time lags are ubiquitous in biophysiological processes and more generally in real-world complex networks. It has been recently proposed to use information-theoretic tools such as transfer entropy to detect and estimate a possible delay in…

Statistical Mechanics · Physics 2018-10-03 M. L. Rosinberg , G. Tarjus , T. Munakata

This report provides a description of unbunched beam stochastic cooling in the framework of control theory. The main interest in the investigation is concentrated on the beam stability in an active cooling system. A stochastic cooling…

acc-phys · Physics 2008-02-03 O. Meincke

We examine the question of whether the formal expressions of equilibrium statistical mechanics can be applied to time independent non-dissipative systems that are not in true thermodynamic equilibrium and are nonergodic. By assuming the…

Statistical Mechanics · Physics 2007-11-09 Stephen R. Williams , Denis J. Evans

We present a detailed study of a simple quantum stochastic process, the quantum phase space Brownian motion, which we obtain as the Markovian limit of a simple model of open quantum system. We show that this physical description of the…

Mathematical Physics · Physics 2015-05-27 Michel Bauer , Denis Bernard

Limitations of the delayed feedback control and of its extended versions have been fully treated in the literature. The oscillating delayed feedback control appears as a promising scheme to overcome this problem. In this work, two methods…

Dynamical Systems · Mathematics 2018-05-25 Verónica E. Pastor , Graciela González

In this paper we study stochastic control problems with delayed information, that is, the control at time $t$ can depend only on the information observed before time $t-H$ for some delay parameter $H$. Such delay occurs frequently in…

Probability · Mathematics 2018-08-23 Yuri F. Saporito , Jianfeng Zhang

Using the framework of stochastic thermodynamics we study heat production related to the stochastic motion of a particle driven by repulsive, nonlinear, time-delayed feedback. Recently it has been shown that this type of feedback can lead…

Soft Condensed Matter · Physics 2025-03-07 Robin A. Kopp , Sabine H. L. Klapp

We show that a cumulative action of noise and delayed feedback on an excitable theta-neuron leads to rather coherent stochastic bursting. An idealized point process, valid if the characteristic time scales in the problem are well-separated,…

Statistical Mechanics · Physics 2018-11-07 Chunming Zheng , Arkady Pikovsky