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The study of thermodynamic properties of microscopic systems, such as a colloid in a fluid, has been of great interest to researchers since the discovery of the fluctuation theorem and associated laws of stochastic thermodynamics. However,…

Soft Condensed Matter · Physics 2023-11-28 Debasish Saha , Rati Sharma

We systematically characterize the dynamical evolution of time-parity (PT )-symmetric two-level systems with spin-dependent dissipations. If the control parameters of the gap are linearly tuned with time, the dynamical evolution can be…

Quantum Physics · Physics 2026-01-21 Jian-Song Pan , Fan Wu

The optimal control of passive systems in equilibrium typically favours quasistatic (infinite-time) protocols. We show that a breakdown of quasistatic optimality occurs when the controller itself is dissipative. Concretely, we study a…

Statistical Mechanics · Physics 2026-05-08 Luca Cocconi , Henry Alston , Thibault Bertrand

We study the behaviour of a Brownian particle in the overdamped regime in the presence of a harmonic potential, assuming its diffusion coefficient to randomly jump between two distinct values. In particular, we characterize the probability…

In this paper, we consider discrete-time non-linear stochastic dynamical systems with additive process noise in which both the initial state and noise distributions are uncertain. Our goal is to quantify how the uncertainty in these…

Systems and Control · Electrical Eng. & Systems 2025-05-19 Steven Adams , Eduardo Figueiredo , Luca Laurenti

We discuss the structure and asymptotic long-time properties of coupled equations for the moments of a Brownian particle's momentum derived microscopically beyond the lowest approximation in the weak coupling parameter. Generalized…

Statistical Mechanics · Physics 2015-05-30 A. V. Plyukhin

We study the statistical properties of overdamped particles driven by two cross-correlated multiplicative Gaussian white noises in a time-dependent environment. Using the Langevin and Fokker-Planck approaches, we derive the exact…

Statistical Mechanics · Physics 2016-08-16 S. I. Denisov , A. N. Vitrenko , W. Horsthemke , P. Hänggi

Understanding how local perturbations induce the transient dynamics of a network of coupled units is essential to control and operate such systems. Often a perturbation initiated in one unit spreads to other units whose dynamical state they…

Physics and Society · Physics 2021-06-02 Malte Schröder , Xiaozhu Zhang , Justine Wolter , Marc Timme

The expressions for entropy production, free energy, and entropy extraction rates are derived for a Brownian particle that walks in an underdamped medium. Our analysis indicates that as long as the system is driven out of equilibrium, it…

Statistical Mechanics · Physics 2021-02-18 Mesfin Asfaw Taye

We calculate the probability distribution function (PDF) of an overdamped Brownian particle moving in a periodic potential energy landscape $U(x)$. The PDF is found by solving the corresponding Smoluchowski diffusion equation. We derive the…

Statistical Mechanics · Physics 2018-11-21 Matan Sivan , Oded Farago

Diffusion in the quenched trap model is investigated with an approach we call weak subordination breaking. We map the problem onto Brownian motion and show that the operational time is ${\cal S}_\alpha = \sum_{x=-\infty} ^\infty…

Statistical Mechanics · Physics 2015-05-20 S. Burov , E. Barkai

Under certain mild conditions, some limit theorems for functionals of two independent Gaussian processes are obtained. The results apply to general Gaussian processes including fractional Brownian motion, sub-fractional Brownian motion and…

Probability · Mathematics 2018-01-30 Jian Song , Fangjun Xu , Qian Yu

We consider a chain of weakly harmonic coupled oscillators perturbed by a conservative noise. We show that by tuning accordingly the coupling constant energy can diffuse like a Brownian motion or superdiffuse like a maximally 3/2-stable…

Probability · Mathematics 2016-11-10 Cedric Bernardin , Patricia Goncalves , Milton Jara

Entropy production in stochastic mechanical systems is examined here with strict bounds on its rate. Stochastic mechanical systems include pure diffusions in Euclidean space or on Lie groups, as well as systems evolving on phase space for…

Mathematical Physics · Physics 2022-01-12 Gregory S. Chirikjian

Statistical properties of Brownian motion that arise by analyzing, separately, trajectories over which the system energy increases (upside) or decreases (downside) with respect to a threshold energy level, are derived. This selective…

Statistical Mechanics · Physics 2019-08-02 Galen T. Craven , Abraham Nitzan

In this work, we numerically verify the Jarzynski equality and Crook fluctuation theorem for a Brownian particle diffusing in a heterogeneous thermal bath and hence having a non-Gaussian position distribution. We use the…

Statistical Mechanics · Physics 2026-03-05 A. Saravanan , I. Iyyappan

We calculate the probability distribution of work for an exactly solvable model of a system interacting with its environment. The system of interest is a harmonic oscillator with a time dependent control parameter, the environment is…

Statistical Mechanics · Physics 2015-06-17 Yigit Subasi , Christopher Jarzynski

We analytically describe the decay to equilibrium of generic observables of a non-integrable system after a perturbation in the form of a random matrix. We further obtain an analytic form for the time-averaged fluctuations of an observable…

Quantum Physics · Physics 2019-06-05 Charlie Nation , Diego Porras

The diffusion of an overdamped Brownian particle in a tilted periodic potential is known to exhibit a pronounced enhancement over the free thermal diffusion within a small interval of tilt-values. Here we show that weak disorder in the form…

Statistical Mechanics · Physics 2009-11-13 Peter Reimann , Ralf Eichhorn

We present an explicit and simple approximation for the superadiabatic excess (over ideal gas) free power functional, admitting the study of the nonequilibrium dynamics of overdamped Brownian many-body systems. The functional depends on the…

Soft Condensed Matter · Physics 2018-02-26 Daniel de las Heras , Matthias Schmidt