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A system of interacting particles described by stochastic differential equations is considered. As oppopsed to the usual model, where the noise perturbations acting on different particles are independent, here the particles are subject to…

Analysis of PDEs · Mathematics 2016-06-23 Michele Coghi , Franco Flandoli

Consider a collection of particles whose state evolution is described through a system of interacting diffusions in which each particle is driven by an independent individual source of noise and also by a small amount of noise that is…

Probability · Mathematics 2021-01-01 Amarjit Budhiraja , Michael Conroy

We study the behaviour of a Brownian particle in the overdamped regime in the presence of a harmonic potential, assuming its diffusion coefficient to randomly jump between two distinct values. In particular, we characterize the probability…

We consider a Brownian particle in a harmonic trap. The location of the trap is modulated according to an Ornstein-Uhlenbeck process. We investigate the fluctuation of the work done by the modulated trap on the Brownian particle in a given…

Statistical Mechanics · Physics 2013-02-26 Arnab Pal , Sanjib Sabhapandit

We derive the stationary probability distribution for a non-equilibrium system composed by an arbitrary number of degrees of freedom that are subject to Gaussian colored noise and a conservative potential. This is based on a…

Statistical Mechanics · Physics 2015-06-01 Claudio Maggi , Umberto Marini Bettolo Marconi , Nicoletta Gnan , Roberto Di Leonardo

We study a system of $N$ noninteracting particles on a line in the presence of a harmonic trap $U(x)=\mu \bigl[x-z(t)\bigr]^2/2$, where the trap center $z(t)$ undergoes a bounded stochastic modulation. We show that this stochastic…

Statistical Mechanics · Physics 2024-10-21 Sanjib Sabhapandit , Satya N. Majumdar

We consider the asymptotic behaviour of the fluctuation process for large stochastic systems of interacting particles driven by both idiosyncratic and common noise with an interaction kernel \(k \in L^2(\R^d) \cap L^\infty(\R^d)\). Our…

Probability · Mathematics 2026-05-28 Paul Nikolaev

We perform an analytic study on the stochastic thermodynamics of a small classical particle trapped in a time dependent single-well potential in the highly underdamped limit. It is shown that the nonequilibrium probability density function…

Statistical Mechanics · Physics 2019-06-26 Domingos S. P. Salazar , Sérgio A. Lira

We investigate out-of-equilibrium entanglement dynamics in a generalization of the so-called $QSSEP$ model, which is a free-fermion chain with stochastic in space and time hopping amplitudes. In our setup, the noisy amplitudes are…

Statistical Mechanics · Physics 2026-05-11 Vincenzo Alba

We study the stationary fluctuations of independent run-and-tumble particles. We prove that the joint densities of particles with given internal state converges to an infinite dimensional Ornstein-Uhlenbeck process. We also consider an…

Probability · Mathematics 2024-03-13 Frank Redig , Hidde van Wiechen

Suppose that a point-like steady source at $x=0$ injects particles into a half-infinite line. The particles diffuse and die. At long times a non-equilibrium steady state sets in, and we assume that it involves many particles. If the…

Statistical Mechanics · Physics 2015-12-07 Baruch Meerson

We study equilibrium fluctuations for a class of totally asymmetric zero-range type interacting particle systems. As a main result, we show that density fluctuation of our process converges to the stationary energy solution of the…

Probability · Mathematics 2022-01-07 Kohei Hayashi

Macroscopic fluctuation theory has shown that a wide class of non-equilibrium stochastic dynamical systems obey a large deviation principle, but except for a few one-dimensional examples these large deviation principles are in general not…

Statistical Mechanics · Physics 2014-10-02 Gino Del Ferraro , Erik Aurell

Nonequilibrium many-body transient dynamics play an important role in the adaptation of active matter systems environment changes. However, the generic universal behavior of such dynamics is usually elusive and left as open questions. Here,…

Statistical Mechanics · Physics 2024-03-15 Pei-fang Wu , Wei-chen Guo , Bao-quan Ai , Liang He

Confined active particles constitute simple, yet realistic, examples of systems that converge into a non-equilibrium steady state. We investigate a run-and-tumble particle in one spatial dimension, trapped by an external potential, with a…

Statistical Mechanics · Physics 2024-04-09 Oded Farago , Naftali R. Smith

The stochastic dynamics of an active particle undergoing a constant speed and additionally driven by an overall fluctuating torque is investigated. The random torque forces are expressed by a stochastic differential equation for the angular…

Statistical Mechanics · Physics 2011-12-22 Christian Weber , Paul K. Radtke , Lutz Schimansky-Geier , Peter Hänggi

Traditionally, it is understood that fluctuations in the equilibrium distribution are not evident in thermodynamic systems of large $N$ (the number of particles in the system) \cite{Huang1}. In this paper we examine the validity of this…

Mathematical Physics · Physics 2007-10-03 Kieran Kelly , Przemysław Repetowicz , Seosamh macRéamoinn

We experimentally study the fluctuations of the work done by an external Gaussian random force on two different stochastic systems coupled to a thermal bath: a colloidal particle in an optical trap and an atomic force microscopy cantilever.…

Statistical Mechanics · Physics 2010-04-20 Juan Ruben Gomez-Solano , Ludovic Bellon , Artyom Petrosyan , Sergio Ciliberto

We consider the steady-state behavior of pairs of active particles having different persistence times and diffusivities. To this purpose we employ the active Ornstein-Uhlenbeck model, where the particles are driven by colored noises with…

Soft Condensed Matter · Physics 2018-01-17 René Wittmann , Joseph M. Brader , Abhinav Sharma , Umberto Marini Bettolo Marconi

The over-damped motion of a Brownian particle in an asymmetric, bistable, fluctuating potential shows noise induced stability: For intermediate fluctuation rates the mean occupancy of minima with an energy above the absolute minimum is…

Statistical Mechanics · Physics 2009-10-31 Andreas Mielke