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We propose a general formalism, within large deviation theory, giving access to the exact statistics of fluctuations of ballistically transported conserved quantities in homogeneous, stationary states. The formalism is expected to apply to…
We study the fluctuation properties of a one-dimensional many-body quantum system composed of interacting bosons, and investigate the regimes where quantum noise or, respectively, thermal excitations are dominant. For the latter we develop…
As penetration of wind power generation increases, system operators must account for its stochastic nature in a reliable and cost-efficient manner. These conflicting objectives can be traded-off by accounting for the variability and…
The Ornstein-Uhlenbeck process may be used to generate a noise signal with a finite correlation time. If a one-dimensional stochastic process is driven by such a noise source, it may be analysed by solving a Fokker-Planck equation in two…
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…
The past twenty years have seen a resurgence of interest in nonequilibrium thermodynamics, thanks to advances in the theory of stochastic processes and in their thermodynamic interpretation. Fluctuation theorems provide fundamental…
Collisional Brownian engines have attracted significant attention due to their simplicity, experimental accessibility, and amenability to exact analytical solutions. While previous research has predominantly focused on optimizing mean…
The intensification and increased frequency of weather extremes is emerging as one of the most important aspects of climate change. We use Monte Carlo simulation to understand and predict the consequences of variations in trends (i.e.,…
We consider stochastic energy balance and entropy production (EP) in a generalized Langevin dynamics of macrospins, allowing for both amplitude and direction fluctuations, under external magnetic field. EP is calculated using Fokker-Planck…
Stochastic reaction-diffusion equations are a popular modelling approach for studying interacting populations in a heterogeneous environment under the influence of environmental fluctuations. Although the theoretical basis of alternative…
We combine earlier investigations of linear systems with L\'{e}vy fluctuations [Physica {\bf 113A}, 203, (1982)] with recent discussions of L\'{e}vy flights in external force fields [Phys.Rev. {\bf E 59},2736, (1999)]. We give a complete…
The inheritance of characteristics induced by the environment has often been opposed to the theory of evolution by natural selection. Yet, while evolution by natural selection requires new heritable traits to be produced and transmitted, it…
Transitions between multiple stable states of nonlinear systems are ubiquitous in physics, chemistry, and beyond. Two types of behaviors are usually seen as mutually exclusive: unpredictable noise-induced transitions and predictable…
A system responding to a stochastic driving signal can be interpreted as computing, by means of its dynamics, an implicit model of the environmental variables. The system's state retains information about past environmental fluctuations,…
In this article we discuss several aspects of the stochastic dynamics of spin models. The paper has two independent parts. Firstly, we explore a few properties of the multi-point correlations and responses of generic systems evolving in…
Based on the explicit knowledge of a Hamiltonian of mean force, the classical statistical mechanics and equilibrium thermodynamics of open systems in contact with a thermal environment at arbitrary interaction strength can be formulated.…
Starting at the mesoscopic level with a general formulation of stochastic thermodynamics in terms of Markov jump processes, we identify the scaling conditions that ensure the emergence of a (typically nonlinear) deterministic dynamics and…
Heat fluctuations are studied in a dissipative system with both mechanical and stochastic components for a simple model: a Brownian particle dragged through water by a moving potential. An extended stationary state fluctuation theorem is…
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…
Stochastic methods are a crucial area in contemporary climate research and are increasingly being used in comprehensive weather and climate prediction models as well as reduced order climate models. Stochastic methods are used as…