Related papers: Most probable paths for active Ornstein-Uhlenbeck …
We derive the fluctuation dynamics of a probe in weak coupling with a "living" medium, modeled as particles undergoing an active Ornstein-Uhlenbeck dynamics. Nondissipative corrections to the fluctuation-dissipation relation are written out…
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…
The survival probability for a periodic non-autonomous Ornstein-Uhlenbeck process is calculated analytically using two different methods. The first uses an asymptotic approach. We treat the associated Kolmogorov Backward Equation with an…
The Ornstein-Uhlenbeck process may be used to generate a noise signal with a finite correlation time. If a one-dimensional stochastic process is driven by such a noise source, it may be analysed by solving a Fokker-Planck equation in two…
We introduce a model of interacting Random Walk, whose hopping amplitude depends on the number of walkers/particles on the link. The mesoscopic counterpart of such a microscopic dynamics is a diffusing system whose diffusivity depends on…
Anisotropy in temperature, chemical potential, or ion concentration, provides the fuel that feeds dynamical processes that sustain life. At the same time, anisotropy is a root cause of incurred losses manifested as entropy production. In…
We consider the asymptotic behavior of the fluctuations for the empirical measures of interacting particle systems with singular kernels. We prove that the sequence of fluctuation processes converges in distribution to a generalized…
We analyse a one-dimensional model of hard particles, within ensembles of trajectories that are conditioned (or biased) to atypical values of the time-averaged dynamical activity. We analyse two phenomena that are associated with these…
We have considered the underdamped motion of a Brownian particle in the presence of a correlated external random force. The force is modeled by an Ornstein-Uhlenbeck process. We investigate the fluctuations of the work done by the external…
We present an algorithm for finding the probabilities of rare events in nonequilibrium processes. The algorithm consists of evolving the system with a modified dynamics for which the required event occurs more frequently. By keeping track…
We provide a general macrostatistical formulation of nonequilibrium steady states of reservoir driven quantum systems. This formulation is centred on the large scale properties of the locally conserved hydrodynamical observables, and our…
We demonstrate that the Gibbs-Shannon entropy is applicable to non-equilibrium systems of any size and boundary conditions. The change in microscopic entropy can be attributed to the stochastic nature of dynamic processes and to the…
We compute statistical properties of the stochastic entropy production associated with the nonstationary transport of heat through a system coupled to a time dependent nonisothermal heat bath. We study the 1-d stochastic evolution of a…
Deterministic diffusive systems such as the periodic Lorentz gas, multi-baker map, as well as spatially periodic systems of interacting particles, have non-equilibrium stationary states with fractal properties when put in contact with…
The minimum entropy production principle provides an approximative variational characterization of close-to-equilibrium stationary states, both for macroscopic systems and for stochastic models. Analyzing the fluctuations of the empirical…
The entropy production is one of the most essential features for systems operating out of equilibrium. The formulation for discrete-state systems goes back to the celebrated Schnakenberg's work and hitherto can be carried out when for each…
Entropy is one of the key thermodynamic variables reflecting changes in the state of matter. Unlike other thermodynamic variables, it is well-defined also for nonequilibrium steady states through its relation to information. Applying this…
Physics, chemistry, biology or finance are just some examples out of the many fields where complex Ornstein-Uhlenbeck (OU) processes have various applications in statistical modelling. They play role e.g. in the description of the motion of…
We consider the one-dimensional stirring process on the segment $\{-N,\ldots,N\}$, coupled to boundary dynamics that inject particles from the right reservoir and remove particles from the left reservoir, each acting on a window of size…
Jamming transition in traffic flow (between free and jammed traffic) for homogeneous car following model has been investigated taking into account fluctuations of characteristic acceleration/braking time. These fluctuations are defined by…