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Two identities in statistical mechanics involving entropy differences (or ratios of density of states) at constant energy are derived. The first provides a nontrivial extension of the Jarzynski equality to the microcanonical ensemble [C.…

Statistical Mechanics · Physics 2009-11-10 Artur B. Adib

It is a well established result that, in classical dynamical systems with sufficient time-scale separation, the fast chaotic degrees of freedom are well modeled by (Gaussian) white noise. In this paper, we present the stochastic dynamical…

Statistical Mechanics · Physics 2009-12-06 Jun Chul Park

The estimate of free energy changes based on Bennett's acceptance ratio method is examined in several limiting cases and compared with other estimates based on the Jarzynski equality and on the Crooks relation. While the absolute amount of…

Statistical Mechanics · Physics 2015-06-12 Seongjin Kim , Yong Woon Kim , Peter Talkner , Juyeon Yi

Stochastic averaging allows for the reduction of the dimension and complexity of stochastic dynamical systems with multiple time scales, replacing fast variables with statistically equivalent stochastic processes in order to analyze…

Probability · Mathematics 2015-02-25 William F. Thompson , Rachel A. Kuske , Adam H. Monahan

Studies about the constructive aspects of noise and fluctuations in different non-linear systems have shown that the addition of external noise to systems with an intrinsic noise may result in a less noisy response. Recently, the…

Materials Science · Physics 2009-11-13 D. Persano Adorno , N. Pizzolato , B. Spagnolo

Quantum entanglement and coherence often allow for protocols that outperform classical ones in estimating a system's parameter. When using infinite-dimensional probes (such as a bosonic mode), one could in principle obtain infinite…

The Jarzynski equality (JE), which relates works of non-equilibrium trajectories to the free energy difference of the initial and final states of the non-equilibrium process, provides an efficient way to calculate free energies of systems…

Soft Condensed Matter · Physics 2016-04-20 Biao Wan , Cheng Yang , Yanting Wang , Xin Zhou

We describe a proposal for increasing the effective clock speed of a thermodynamic computer, by altering the interaction scale of the units within the computer and introducing to the computer an additional source of noise. The resulting…

Statistical Mechanics · Physics 2025-10-07 Stephen Whitelam

This paper deals with the analysis of stochastic systems which can be described by a Langevin equation. By the method presented in this paper drift and diffusion terms of the corresponding Fokker-Planck equation can be extracted from the…

Condensed Matter · Physics 2009-10-31 S. Siegert , R. Friedrich , J. Peinke

A general approach to consider spatially extended stochastic systems with correlations between additive and multiplicative noises subject to nonlinear damping is developed. Within modified cumulant expansion method, we derive an effective…

Statistical Mechanics · Physics 2009-11-10 A. I. Olemskoi , D. O. Kharchenko , I. A. Knyaz'

We derive general equations for the nonlinear relaxation time of Brownian diffusion in randomly switching potential with a sink. For piece-wise linear dichotomously fluctuating potential with metastable state, we obtain the exact average…

Statistical Mechanics · Physics 2009-11-10 Alexander A. Dubkov , Nikolay V. Agudov , Bernardo Spagnolo

We study how stronger noise can enhance the entanglement in inhomogeneously monitored quantum systems. We consider a free fermions model composed of two coupled chains - a system chain and an ancilla chain, each subject to its own different…

Quantum Physics · Physics 2025-02-17 Cristiano Muzzi , Mikheil Tsitsishvili , Giuliano Chiriacò

A dynamics between Newton and Langevin formalisms is elucidated within the framework of the generalized Langevin equation. For thermal noise yielding a vanishing zero-frequency friction the corresponding non-Markovian Brownian dynamics…

Statistical Mechanics · Physics 2007-07-23 Jing-Dong Bao , Yi-Zhong Zhuo , Fernando A. Oliveira , Peter Hanggi

Motivated by stochastic models of climate phenomena, the steady-state of a linear stochastic model with additive Gaussian white noise is studied. Fluctuation theorems for nonequilibrium steady-states provide a constraint on the character of…

Statistical Mechanics · Physics 2008-01-04 Jeffrey B. Weiss

The influence of dissipation on the fluctuation statistics of the total energy is investigated through both a phenomenological and a stochastic model for dissipative energy-transfer through a cascade of states. In equilibrium the states…

Statistical Mechanics · Physics 2013-06-27 Eric Bertin , Peter C. W. Holdsworth

Based on a system-reservoir model, where the system is nonlinearly coupled to a heat bath and the heat bath is modulated by an external stationary Gaussian noise, we derive the generalized Langevin equation with space dependent friction and…

Statistical Mechanics · Physics 2007-05-23 Jyotipratim Ray Chaudhuri , Debashis Barik , Suman Kumar Banik

Active matter generates order or patterns through nonequilibrium dynamics. An open research challenge is to determine how efficiently a nonequilibrium self-organising system can convert consumed energy into macroscopic order. We study an…

Adaptation and Self-Organizing Systems · Physics 2026-05-07 Qianyang Chen , Mikhail Prokopenko

When engineering microscopic machines, increasing efficiency can often come at a price of reduced reliability due to the impact of stochastic fluctuations. Here we develop a general method for performing multi-objective optimisation of…

Quantum Physics · Physics 2021-01-04 Harry J. D. Miller , Mohammad Mehboudi

Stochastic thermodynamics extends the notions and relations of classical thermodynamics to small systems that experience strong fluctuations. The definitions of work and heat and the microscopically reversible condition are two key concepts…

Statistical Mechanics · Physics 2019-07-23 Geng Li , Z. C. Tu

This paper introduces a geometric method for proving ergodicity of degenerate noise driven stochastic processes. The driving noise is assumed to be an arbitrary Levy process with non-degenerate diffusion component (but that may be applied…

Probability · Mathematics 2008-04-10 Nawaf Bou-Rabee , Houman Owhadi
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