Related papers: Steady-state moments under resetting to a distribu…
We derive a simple closed analytical expression for the total entropy production along a single stochastic trajectory of a Brownian particle diffusing on a periodic potential under an external constant force. By numerical simulations we…
The theory of stochastic resetting asserts that restarting a stochastic process can expedite its completion. In this paper, we study the escape process of a Brownian particle in an open Hamiltonian system that suffers noise-enhanced…
We study the dynamics of quantum statistical ensembles at first-order phase transition points of finite macroscopic systems. First, we show that at the first-order phase transition point of systems with an order parameter that does not…
Many physical observables can be represented as a particle spending some random time within a given domain. For a broad class of transport-dominated processes, we detail how it is possible to express the moments of the number of particle…
We investigate the long time behaviour of the one-dimensional ballistic aggregation model that represents a sticky gas of N particles with random initial positions and velocities, moving deterministically, and forming aggregates when they…
We consider an arbitrary quantum system coupled non perturbatively to a large arbitrary and fully quantum environment. In [G. Ithier and F. Benaych-Georges, Phys. Rev. A 96, 012108 (2017)] the typicality of the dynamics of such an embedded…
Non-equilibrium states of a thermodynamic statistical system are investigated using the thermodynamic parameter of the system lifetime, first-passage time, the time before degeneration of the system under influence of fluctuations.…
The nonequilibrium phase transition in a system of diffusing, coagulating particles in the presence of a steady input and evaporation of particles is studied. The system undergoes a transition from a phase in which the average number of…
We present analytical expressions for the time-dependent and stationary probability distributions corresponding to a stochastically perturbed one-dimensional flow with critical points, in two physically relevant situations: delayed…
This paper is focuses on the computation of the positive moments of one-side correlated random Gram matrices. Closed-form expressions for the moments can be obtained easily, but numerical evaluation thereof is prone to numerical stability,…
The present paper reports our attempt to search for a new universal framework in nonequilibrium physics. We propose a thermodynamic formalism that is expected to apply to a large class of nonequilibrium steady states including a heat…
In this paper, we address the problem of uncertainty propagation through nonlinear stochastic dynamical systems. More precisely, given a discrete-time continuous-state probabilistic nonlinear dynamical system, we aim at finding the sequence…
We develop a diffusion approximation for systems subject to fast random resetting by small amplitudes. Equivalently, this describes systems with frequent but small catastrophes. We demonstrate the validity of the approximation by computing…
We propose a new mean-field game model with two states to study synchronization phenomena, and we provide a comprehensive characterization of stationary and dynamic equilibria along with their stability properties. The game undergoes a…
We study a stochastic multiplicative process with reset events. It is shown that the model develops a stationary power-law probability distribution for the relevant variable, whose exponent depends on the model parameters. Two qualitatively…
We consider a one-dimensional stationary stochastic process $x(\tau)$ of duration $T$. We study the probability density function (PDF) $P(t_{\rm m}|T)$ of the time $t_{\rm m}$ at which $x(\tau)$ reaches its global maximum. By using a path…
We consider a random walker on a ring, subjected to resetting at Poisson-distributed times to the initial position (the walker takes the shortest path along the ring to the initial position at resetting times). In the case of a Brownian…
Under natural assumptions, an unstable equilibrium of a difference equation can be stabilized by a bounded multiplicative noise, identically distributed at each step. This includes stabilization of an otherwise unstable positive equilibrium…
We present an exact solution for one-dimensional overdamped dynamics near a hard wall, allowing us to connect steady-state distributions under confinement with the extreme value statistics of unconfined stochastic processes. This mapping…
We study the counting of level crossings for inertial random processes exposed to stochastic resetting events. We develop the general approach of stochastic resetting for inertial processes with sudden changes in the state characterized by…