Related papers: Work probability distribution of weakly driven pro…
We study many interacting Brownian particles under a tilted periodic potential. We numerically measure the linear response coefficient of the density field by applying a slowly varying potential transversal to the tilted direction. In…
We discuss applications of a recently developed method for model reduction based on linear response theory of weakly coupled dynamical systems. We apply the weak coupling method to simple stochastic differential equations with slow and fast…
We study dynamical fluctuations in overdamped diffusion processes driven by time periodic forces. This is done by studying fluctuation functionals (rate functions from large deviation theory), of fluctuations around the non-equilibrium…
We consider a model of a particle trapped in a harmonic optical trap but with the addition of a non-conservative radiation induced force. This model is known to correctly describe experimentally observed trapped particle statistics for a…
We consider an active Brownian particle in a $d$-dimensional harmonic trap, in the presence of translational diffusion. While the Fokker-Planck equation can not in general be solved to obtain a closed form solution of the joint distribution…
This article addresses the weak convergence of numerical methods for Brownian dynamics. Typical analyses of numerical methods for stochastic differential equations focus on properties such as the weak order which estimates the asymptotic…
We report a theoretical study of an overdamped Brownian particle dynamics in the presence of both a spatially modulated one-dimensional periodic potential and a periodic alternating force (AF). As the periodic potential has a low symmetry…
We consider a discrete-time random walk on the nodes of an unbounded hexagonal lattice. We determine the probability generating functions, the transition probabilities and the relevant moments. The convergence of the stochastic process to a…
The dissipation function for a system is defined as the natural logarithm of the ratio between probabilities of a trajectory and its time-reversed trajectory, and its probability distribution follows a well-known relation called the…
A generic model of stochastic autocatalytic dynamics with many degrees of freedom $w_i$ $i=1,...,N$ is studied using computer simulations. The time evolution of the $w_i$'s combines a random multiplicative dynamics $w_i(t+1) = \lambda…
We investigate the probability distribution of the quantum fluctuations of thermodynamic functions of finite, ballistic, phase-coherent Fermi gases. Depending on the chaotic or integrable nature of the underlying classical dynamics, on the…
We propose a new framework for imposing monotonicity constraints in a Bayesian nonparametric setting based on numerical solutions of stochastic differential equations. We derive a nonparametric model of monotonic functions that allows for…
Within the Rayleigh-Helmholtz model of active Brownian particles activity is due to a non-linear velocity dependent force. In the presence of an external trapping potential or a constant force, the steady state of the system breaks detailed…
We study the stationary probability distribution of a system driven by shot noise. We find that, both in the overdamped and underdamped regime, the coordinate distribution displays power-law singularities in its central part. For…
This paper introduces a novel methodology for the identification of switching dynamics for switched autoregressive linear models. Switching behavior is assumed to follow a Markov model. The system's outputs are contaminated by possibly…
We consider overdamped Brownian particles with two degrees of freedom (DoF) that are confined in a time-varying quadratic potential and are in simultaneous contact with heat baths of different temperatures along the respective DoF. The…
We develop a numerical algorithm for computing the effective drift and diffusivity of the steady-state behavior of an overdamped particle driven by a periodic potential whose amplitude is modulated in time by multiplicative noise and forced…
We study the small deviation probabilities of a family of very smooth self-similar Gaussian processes. The canonical process from the family has the same scaling property as standard Brownian motion and plays an important role in the study…
We consider a Brownian particle in harmonic confinement of stiffness $k$, in one dimension in the underdamped regime. The whole setup is immersed in a heat bath at temperature $T$. The center of harmonic trap is dragged under any arbitrary…
Recent experiments have implemented resetting by means of an external trap, whereby a system relaxes to the minimum of the trap and is reset in a finite time. In this work, we set up and analyse the thermodynamics of such a protocol. We…