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We solve two stochastic control problems in which a player tries to minimize or maximize the exit time from an interval of a Brownian particle, by controlling its drift. The player can change from one drift to another but is subject to a…

Probability · Mathematics 2014-08-19 Robert C. Dalang , Laura Vinckenbosch

In this article, we review the current state of the art in using levitated nanoparticles to answer questions related to thermodynamics and non-equilibrium physics. We begin in Section 2 with a summary of the relevant deterministic and…

Statistical Mechanics · Physics 2018-05-09 Jan Gieseler , James Millen

We study the problem of optimal inside control of a stochastic Volterra equation driven by a Brownian motion and a Poisson random measure. We prove a sufficient and a necessary maximum principle for the optimal control when the trader has…

Optimization and Control · Mathematics 2017-03-28 Olfa Draouil

Self-propelled particles in anisotropic environments can exhibit a motility that depends on their orientation. This dependence is relevant for a plethora of living organisms but difficult to study in controlled environments. Here, we…

Soft Condensed Matter · Physics 2023-10-27 Alexander R. Sprenger , Christian Scholz , Anton Ldov , Raphael Wittkowski , Hartmut Löwen

In this thesis, we develop analytical methods to study out-of-equilibrium stochastic processes driven by colored noise, i.e., noise with temporal correlations. These non-Markovian processes pose significant analytical challenges compared to…

Statistical Mechanics · Physics 2025-08-07 Mathis Guéneau

We study the driven Brownian motion of hard rods in a one-dimensional cosine potential with an amplitude large compared to the thermal energy. In a closed system, we find surprising features of the steady-state current in dependence of the…

Statistical Mechanics · Physics 2018-10-24 Dominik Lips , Artem Ryabov , Philipp Maass

In systems possessing spatial or dynamical symmetry breaking, Brownian motion combined with symmetric external input signals, deterministic or random, alike, can assist directed motion of particles at the submicron scales. In such cases,…

Statistical Mechanics · Physics 2009-06-05 Peter Hanggi , Fabio Marchesoni

We model a binary mixture of passive and active Brownian particles in two dimensions using the effective interaction between passive particles in the active bath. The activity of active particles and the size ratio of two types of particles…

Soft Condensed Matter · Physics 2022-06-15 Jay Prakash Singh , Sudipta Pattanayak , Shradha Mishra , Jaydeb Chakrabarti

For systems in an externally controllable time-dependent potential, the optimal protocol minimizes the mean work spent in a finite-time transition between two given equilibrium states. For overdamped dynamics which ignores inertia effects,…

Statistical Mechanics · Physics 2008-07-23 Alex Gomez-Marin , Tim Schmiedl , Udo Seifert

We consider a stochastic system whose uncontrolled state dynamics are modelled by a general one-dimensional It\^{o} diffusion. The control effort that can be applied to this system takes the form that is associated with the so-called…

Probability · Mathematics 2007-11-15 Andrew J. F. Jack , Timothy C. Johnson , Mihail Zervos

We study dynamical properties of confined, self-propelled Brownian particles in an inhomogeneous activity profile. Using Brownian dynamics simulations, we calculate the probability to reach a fixed target and the mean first passage time to…

Soft Condensed Matter · Physics 2019-08-30 Hidde Vuijk , Abhinav Sharma , Debasish Mondal , Jens-Uwe Sommer , Holger Merlitz

We discuss the two-dimensional motion of a Brownian particle that is confined to a harmonic trap and driven by a shear flow. The surrounding medium induces memory effects modelled by a linear, typically nonreciprocal coupling of the…

Statistical Mechanics · Physics 2024-04-26 Lea Fernandez , Siegfried Hess , Sabine H. L. Klapp

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…

Statistical Mechanics · Physics 2018-11-26 Steven J. Large , Raphaël Chetrite , David A. Sivak

In this paper we consider an interacting particle system modeled as a system of $N$ stochastic differential equations driven by Brownian motions with a drift term including a confining potential acting on each particle, and an interaction…

Probability · Mathematics 2007-05-23 Matteo Ortisi

We discuss activated escape from a metastable state of a system driven by a time-periodic force. We show that the escape probabilities can be changed very strongly even by a comparatively weak force. In a broad parameter range, the…

Statistical Mechanics · Physics 2009-11-07 M. I. Dykman , B. Golding , L. I. McCann , V. N. Smelyanskiy , D. G. Luchinsky , R. Mannella , P. V. E. McClintock

We obtain a maximum principle for stochastic control problem of general controlled stochastic differential systems driven by fractional Brownian motions (of Hurst parameter $H>1/2$). This maximum principle specifies a system of equations…

Optimization and Control · Mathematics 2012-03-15 Yuecai Han , Yaozhong Hu , Jian Song

The clogging behavior of a symmetric binary mixture of particles that are driven in opposite directions through constrictions is explored by Brownian dynamics simulations and theory. A dynamical state with a spontaneously broken symmetry…

Soft Condensed Matter · Physics 2016-12-28 Tobias Glanz , Raphael Wittkowski , Hartmut Löwen

We study a continuum model of overdamped self-propelled particles with an aligning interaction in two dimensions. By combining analytical and numerical work, we map out the phase diagram for generic parameters. We find that the system…

Biological Physics · Physics 2011-12-30 Arvind Gopinath , Michael F. Hagan , M. Cristina Marchetti , Aparna Baskaran

We study the non-equilibrium steady states and first passage properties of a Brownian particle with position $X$ subject to an external confining potential of the form $V(X)=\mu|X|$, and that is switched on and off stochastically. Applying…

Statistical Mechanics · Physics 2020-11-11 Gabriel Mercado-Vásquez , Denis Boyer , Satya N. Majumdar , Grégory Schehr

In this work, we study a system of passive Brownian (non-self-propelled) particles in two dimensions, interacting only through a social-like force (velocity alignment in this case) that resembles Kuramoto's coupling among phase oscillators.…

Statistical Mechanics · Physics 2015-04-13 Francisco J. Sevilla , Victor Dossetti , Alexandro Heiblum-Robles
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