Related papers: Multi-point distribution for Gaussian non-equilibr…
The thermodynamic uncertainty relation, which establishes a universal trade-off between nonequilibrium current fluctuations and dissipation, has been found for various Markovian systems. However, this relation has not been revealed for…
When a physical system is driven away from equilibrium, the statistical distribution of its dynamical trajectories informs many of its physical properties. Characterizing the nature of the distribution of dynamical observables, such as a…
We recently showed that the dynamics of coarse-grained observables in systems out of thermal equilibrium are governed by the non-stationary generalized Langevin equation [J. Chem. Phys. 147, 214110 (2017), J. Chem. Phys. 150, 174118…
We look at the equilibrium of a Brownian particle in an inhomogeneous space following the alternative approach proposed in ref.[1]. We consider a coordinate dependent damping that makes the stochastic dynamics the one with multiplicative…
Complex systems are often non-stationary, typical indicators are continuously changing statistical properties of time series. In particular, the correlations between different time series fluctuate. Models that describe the multivariate…
A simple expression for the non-equilibrium distribution function in ultra-fast transient processes is proposed. Postulating its dependence on temporal derivatives of the equilibrium integrals of motion, non-equilibrium analogues of the…
The density of states of self-gravitational system diverges when the particles are spread to infinity. Other problem based an inhomogeneous distribution of particles,which motivate the gravitational interaction. In this sense the…
We describe a simple method of umbrella trajectory sampling for Markov chains. The method allows the estimation of large-deviation rate functions, for path-extensive dynamic observables, for an arbitrary number of models within a certain…
A sudden change of the Hamiltonian parameter drives a quantum system out of equilibrium. For a finite-size system, expectations of observables start fluctuating in time without converging to a precise limit. A new equilibrium state emerges…
A Langevin equation is suggested to describe a system driven by correlated Gaussian white noise as well as with positive and negative damping demarcated by a critical velocity. The equation can be transformed into the Fokker-Planck equation…
Change point analysis has applications in a wide variety of fields. The general problem concerns the inference of a change in distribution for a set of time-ordered observations. Sequential detection is an online version in which new data…
X-ray photon correlation spectroscopy (XPCS) is a powerful tool for the investigation of dynamics covering a broad range of time and length scales. The two-time correlation function (TTC) is commonly used to track non-equilibrium dynamical…
A general nonequilibrium thermodynamic theory is developed for time-dependent Langevin dynamics, starting from the common definition of nonequilibrium Gibbs entropy. It is shown that the notations appearing in the First and the Second Law…
There are multiple ways in which a stochastic system can be out of statistical equilibrium. It might be subject to time-varying forcing; or be in a transient phase on its way towards equilibrium; it might even be in equilibrium without us…
We present a numerical method to compute non-equilibrium memory kernels based on experimental data or molecular dynamics simulations. The procedure uses a recasting of the non-stationary generalized Langevin equation, in which we expand the…
Diffusion of small particles is omnipresent in a plentiful number of processes occurring in Nature. As such, it is widely studied and exerted in almost all branches of sciences. It constitutes such a broad and often rather complex subject…
Close to equilibrium, the underlying symmetries of a system determine its possible universal behavior. Far from equilibrium, however, different universal phenomena associated with the existence of multiple non-thermal fixed points can be…
Experiments show that macroscopic systems in a stationary nonequilibrium state exhibit long range correlations of the local thermodynamic variables. In previous papers we proposed a Hamilton-Jacobi equation for the nonequilibrium free…
The rate of entropy production provides a useful quantitative measure of a non-equilibrium system and estimating it directly from time-series data from experiments is highly desirable. Several approaches have been considered for stationary…
Non-equilibrium systems lack an explicit characterisation of their steady state like the Boltzmann distribution for equilibrium systems. This has drastic consequences for the inference of parameters of a model when its dynamics lacks…