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Active Ornstein-Uhlenbeck particles (AOUPs) are overdamped particles in an interaction potential subject to external Ornstein-Uhlenbeck noises. They can be transformed into a system of underdamped particles under additional velocity…

Soft Condensed Matter · Physics 2019-08-14 L. L. Bonilla

The emergence of the exit events from a bounded domain containing a stable fixed point induced by non-Gaussian L\'evy fluctuations plays a pivotal role in practical physical systems. In the limit of weak noise, we develop a Hamiltonian…

Statistics Theory · Mathematics 2020-07-15 Yang Li , Jinqiao Duan , Xianbin Liu , Yanxia Zhang

A path information is defined in connection with different possible paths of irregular dynamic systems moving in its phase space between two points. On the basis of the assumption that the paths are physically differentiated by their…

Statistical Mechanics · Physics 2007-05-23 Qiuping A. Wang

Stochastic systems are used to model a variety of phenomena in which noise plays an essential role. In these models, one potential goal is to determine if noise can induce transitions between states, and if so, to calculate the most…

Dynamical Systems · Mathematics 2024-07-26 Katherine Slyman , Mackenzie Simper , John A. Gemmer , Bjorn Sandstede

We develop an Onsager-Machlup-type theory for nonequilibrium semi-Markov processes. Our main result is an exact large time asymptotics for the joint probability of the occupation times and the currents in the system, establishing some…

Statistical Mechanics · Physics 2015-05-13 Christian Maes , Karel Netočný , Bram Wynants

An overview is given of recent advances in nonequilibrium statistical mechanics about the statistics of random paths and current fluctuations. Although statistics is carried out in space for equilibrium statistical mechanics, statistics is…

Statistical Mechanics · Physics 2016-04-12 Pierre Gaspard

How is it that entropy derivatives almost in their own are characterizing the state of a system close to equilibrium, and what happens further away from it? We explain within the framework of Markov jump processes why fluctuation theory can…

Statistical Mechanics · Physics 2009-08-24 Christian Maes , Karel Netočný , Bram Wynants

Turbulence transition often arises from a subcritical transition between bistable states characterized by invariant sets of deterministic dynamical systems, and such transitions can be triggered by system noise as rare events. In this…

Fluid Dynamics · Physics 2026-01-08 Yoshiki Hiruta , Kento Yasuda , Kenta Ishimoto

The trajectories of diffusion processes are continuous but non-differentiable, and each occurs with vanishing probability. This introduces a gap between theory, where path probabilities are used in many contexts, and experiment, where only…

Statistical Mechanics · Physics 2020-07-01 Julian Kappler , Ronojoy Adhikari

Particle number fluctuations $N(t)$, measured in virtual observation boxes of an image or a simulation, offer a way to quantify particle dynamics when particle tracking is impractical, such as in high-density systems. While traditionally…

Soft Condensed Matter · Physics 2026-04-07 Tristan Cerdin , Talia Calazans , Carine Douarche , Sophie Marbach

We identify generic protocols achieving optimal power extraction from a single active particle subject to continuous feedback control under the assumption that its spatial trajectory, but not its instantaneous self-propulsion force, is…

Statistical Mechanics · Physics 2023-11-08 Luca Cocconi , Jacob Knight , Connor Roberts

Based on a Fokker-Planck description of external Ornstein-Uhlenbeck noise and cross-correlated noise processes driving a dynamical system we examine the interplay of the properties of noise processes and the dissipative characteristic of…

Statistical Mechanics · Physics 2009-11-07 Bidhan Chandra Bag , Suman Kumar Banik , Deb Shankar Ray

We study the first-passage dynamics of a non-Markovian stochastic process with time-averaged feedback, which we model as a one-dimensional Ornstein--Uhlenbeck process wherein the particle drift is modified by the empirical mean of its…

Statistical Mechanics · Physics 2025-09-16 Francesco Coghi , Romain Duvezin , John S. Wettlaufer

Microscopic swimming particles, which dissipate energy to execute persistent directed motion, are a classic example of a non-equilibrium system. We investigate the non-interacting Ornstein--Uhlenbeck Particle (OUP), which is propelled…

Soft Condensed Matter · Physics 2018-04-09 Cato Sandford , Alexander Y. Grosberg , Jean-François Joanny

The Onsager principle provides a variational route to the phenomenological equations of dissipative dynamics through the minimization of the Rayleighian. We develop a covariant formulation of the Onsager principle for active systems,…

We give the explicit structure of the functional governing the dynamical density and current fluctuations for a mesoscopic system in a nonequilibrium steady state. Its canonical form determines a generalised Onsager-Machlup theory. We…

Statistical Mechanics · Physics 2015-05-07 Christian Maes , Karel Netočný

Understanding stochastic thermodynamics of active Brownian particles (ABPs) system has been an important topic in very recent years. In this article we study a general model of active Brownian particle systems by introducing a…

Statistical Mechanics · Physics 2022-05-11 Zhiyu Cao , Jie Su , Huijun Jiang , Zhonghuai Hou

Analyzing when noisy trajectories, in the two dimensional plane, of a stochastic dynamical system exit the basin of attraction of a fixed point is specifically challenging when a periodic orbit forms the boundary of the basin of attraction.…

Dynamical Systems · Mathematics 2023-08-16 Emmanuel Fleurantin , Katherine Slyman , Blake Barker , Christopher K. R. T. Jones

Employing the stochastic wave function method, we study quantum features of stochastic entropy production in nonequilibrium processes of open systems. It is demonstarted that continuous measurements on the environment introduce an…

Quantum Physics · Physics 2013-10-16 B. Leggio , A. Napoli , A. Messina , H. -P. Breuer

Work fluctuation and total entropy production play crucial roles in small thermodynamic systems subject to large thermal fluctuations. We investigate a trade-off relation between them in a nonequilibrium situation in which a system starts…

Statistical Mechanics · Physics 2016-12-15 Ken Funo , Tomohiro Shitara , Masahito Ueda