Related papers: Equilibrium Stochastic Delay Processes
In many applications, the common assumption that a driving noise process affecting a system is independent or Markovian may not be realistic, but the noise process may be assumed to be stationary. To study such problems, this paper…
We study the noise delayed decay of unstable nonequilibrium states in nonlinear dynamical systems within the framework of the overdamped Brownian motion model. We give the exact expressions for the decay times of unstable states for…
In the last ten years, a number of ``Conventional Fluctuation Theorems'' have been derived for systems with deterministic or stochastic dynamics, in a transient or in a non-equilibrium stationary state. These theorems gave explicit…
The exact stochastic decomposition of non-Markovian dissipative quantum dynamics is combined with the time-dependent semiclassical initial value formalism. It is shown that even in the challenging regime of moderate friction and low…
A systematic Bayesian framework is developed for physics constrained parameter inference ofstochastic differential equations (SDE) from partial observations. The physical constraints arederived for stochastic climate models but are…
Fluctuation theorems are fundamental extensions of the second law of thermodynamics for small nonequilibrium systems. While work and heat are equally important forms of energy exchange, fluctuation relations have not been experimentally…
When the entities undergoing a chemical reaction are not available simultaneously, the classical rate equation of a reaction or, alternatively for the evolution of a population, should be extended by including non-Markovian memory effects.…
Studying the structure of systems in nonequilibrium steady states necessitates tools that quantify population shifts and associated deformations of equilibrium free energy landscapes under persistent currents. Within the framework of…
We consider linear hyperbolic balance law that describe gas flow. Stochastic influences are introduced by series of orthogonal functions. A deterministic stabilization concept, which makes deviations at steady states decay exponentially…
We study stochastic thermodynamics of over-damped Brownian motion in a flowing fluid. Unlike some previous works, we treat the effects of the flow field as a non-conservational driving force acting on the Brownian particle. This allows us…
The unique fluctuation-dissipation theorem for equilibrium stands in contrast with the wide variety of nonequilibrium linear response formulae. Their most traditional approach is "analytic", which, in the absence of detailed balance,…
The study of stochastic systems has received considerable interest over the years. Their dynamics can describe many equilibrium and nonequilibrium fluctuating systems. At the same time, nonequilibrium constraints interact with the time…
Quantifying energy flows at nanometer scales promises to guide future research in a variety of disciplines, from microscopic control and manipulation, to autonomously operating molecular machines. A general understanding of the…
Stochastic differential equations have proved to be a valuable governing framework for many real-world systems which exhibit ``noise'' or randomness in their evolution. One quality of interest in such systems is the shape of their…
We consider a linear Boltzmann equation that arises in a model for quantum friction. It describes a particle that is slowed down by the emission of bosons. We study the stochastic process generated by this Boltzmann equation and we show…
Stochastic thermodynamics is the field of study relating fluctuations in stochastic systems to thermodynamic quantities. The total entropy production (EP), is central to the thermodynamic classification of systems. Non-equilibrium systems…
The classical theory of Brownian dynamics follows from coarse-graining the underlying linearized fluctuating hydrodynamics of the solvent. We extend this procedure to globally non-isothermal conditions, requiring only a local thermal…
Small systems in a thermodynamic medium --- like colloids in a suspension or the molecular machinery in living cells --- are strongly affected by the thermal fluctuations of their environment. Physicists model such systems by means of…
We formulate theoretical modeling approaches and develop practical computational simulation methods for investigating the non-equilibrium statistical mechanics of fluid interfaces with passive and active immersed particles. Our approaches…
Optimization of cyclic stochastic heat engines, a topic spanning decades of research, commonly assumes fixed control or response parameters at discrete points in the cycle-a limitation that often leads to experimentally impractical…