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We introduce a variational theory for processes adapted to the multi-dimensional Brownian motion filtration. The theory provides a differential structure which describes the infinitesimal evolution of Wiener functionals at very small…

Probability · Mathematics 2017-07-13 Alberto Ohashi , Dorival Leão , Alexandre B. Simas

We study fluctuations of entropy production for a charged Brownian particle confined in a harmonic trap and driven out of equilibrium by crossed electric and magnetic fields. The magnetic field is constant and perpendicular to the plane of…

Statistical Mechanics · Physics 2025-12-19 L. C. González-Morales , I. Pérez Castillo , J. I. Jiménez-Aquino

Linear systems with many degrees of freedom containing multiplicative and additive noise are considered. The steady state probability distribution for equations of this kind is examined. With multiplicative white noise it is shown that…

chao-dyn · Physics 2009-10-22 J. M. Deutsch

We show that in periodically driven systems, along with the delta-peak at the driving frequency, the spectral density of fluctuations displays extra features. These can be peaks or dips with height quadratic in the driving amplitude, for…

Statistical Mechanics · Physics 2015-06-23 Yaxing Zhang , Yukihiro Tadokoro , M. I. Dykman

Controllers for autonomous systems that operate in safety-critical settings must account for stochastic disturbances. Such disturbances are often modelled as process noise, and common assumptions are that the underlying distributions are…

Systems and Control · Electrical Eng. & Systems 2022-12-08 Thom S. Badings , Alessandro Abate , Nils Jansen , David Parker , Hasan A. Poonawala , Marielle Stoelinga

We investigate the fluctuations around the average density profile in the weakly asymmetric exclusion process with open boundaries in the steady state. We show that these fluctuations are given, in the macroscopic limit, by a centered…

Other Condensed Matter · Physics 2009-11-11 B. Derrida , C. Enaud , C. Landim , S. Olla

We investigate how to minimize the work dissipated during nonequilibrium processes. To this end, we employ methods from linear response theory to describe slowly varying processes, i.e., processes operating within the linear regime around…

Statistical Mechanics · Physics 2014-07-03 Marcus V. S. Bonança , Sebastian Deffner

We study the asymptotic behaviour of a properly normalized time changed Wiener processes. The time change reflects the fact that we consider the Laplace operator (which generates a Wiener process) multiplied by a possibly degenerate…

Probability · Mathematics 2020-05-11 Yuri Kondratiev , Yuliya Mishura , René L. Schilling

Transport phenomena are ubiquitous in nature and known to be important for various scientific domains. Examples can be found in physics, electrochemistry, heterogeneous catalysis, physiology, etc. To obtain new information about diffusive…

Probability · Mathematics 2007-05-23 Denis S. Grebenkov

We show that the rare events present in dissipated work that enters Jarzynski equality, when mapped appropriately to the phenomenon of large deviations found in a biased coin toss, are enough to yield a quantitative work probability…

Statistical Mechanics · Physics 2015-05-18 Arnab Saha , Sagar Chakraborty , Jayanta K. Bhattacharjee

For a model nonlinear dynamical system, we show how one may obtain its bifurcation behavior by introducing noise into the dynamics and then studying the resulting Langevin dynamics in the weak-noise limit. A suitable quantity to capture the…

Adaptation and Self-Organizing Systems · Physics 2019-02-06 Debraj Das , Sayan Roy , Shamik Gupta

The arrival time probability distribution is defined by analogy with the classical mechanics. The difficulty of requirement to have the values of non-commuting operators is circumvented using the concept of weak measurements. The proposed…

Quantum Physics · Physics 2009-11-10 J. Ruseckas , B. Kaulakys

An important result in classical stochastic thermodynamics is the work fluctuation--dissipation relation (FDR), which states that the dissipated work done along a slow process is proportional to the resulting work fluctuations. Here we show…

Quantum Physics · Physics 2019-12-11 Harry J. D. Miller , Matteo Scandi , Janet Anders , Martí Perarnau-Llobet

In this paper, we prove a mimicking theorem for stochastic processes with an additive Gaussian noise along with some entropy and transport type estimates. As an application of these results, we prove sharp quantitative propagation of chaos…

Probability · Mathematics 2024-05-15 Kevin Hu , Kavita Ramanan , William Salkeld

Progress in miniaturized technology allows us to control physical systems at nanoscale with remarkable precision. Experimental advancements have sparked interest in control problems in stochastic thermodynamics, typically concerning a…

Statistical Mechanics · Physics 2025-03-26 Julia Sanders , Marco Baldovin , Paolo Muratore-Ginanneschi

Recently many results namely the Fluctuation theorems (FT), have been discovered for systems arbitrarily away from equilibrium. Many of these relations have been experimentally tested. The system under consideration is usually driven out of…

Statistical Mechanics · Physics 2019-10-02 Rahul Marathe , Sourabh Lahiri

We analyze the equations governing the evolution of distributions of the work and the heat exchanged with the environment by a manipulated stochastic system, by means of a compact and general derivation. We obtain explicit solutions for…

Statistical Mechanics · Physics 2007-11-13 A. Imparato , L. Peliti , G. Pesce , G. Rusciano , A. Sasso

We study the effects of an intermittent harmonic potential of strength $\mu = \mu_0 \nu$ -- that switches on and off stochastically at a constant rate $\gamma$, on an overdamped Brownian particle with damping coefficient $\nu$. This can be…

Statistical Mechanics · Physics 2021-07-28 Ion Santra , Santanu Das , Sujit Kumar Nath

We study the limit fluctuations of the rescaled occupation time process of a branching particle system in $\mathbb{R}^d$, where the particles are subject to symmetric $\alpha$-stable migration ($0<\alpha\leq2$), critical binary branching,…

The probability distribution of the total entropy production in the non-equilibrium steady state follows a symmetry relation called the fluctuation theorem. When a certain part of the system is masked or hidden, it is difficult to infer the…

Statistical Mechanics · Physics 2020-04-29 Deepak Gupta , Sanjib Sabhapandit
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