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Computing the stochastic entropy production associated with the evolution of a stochastic dynamical system is a well-established problem. In a small number of cases such as the Ornstein-Uhlenbeck process, of which we give a complete…

Statistical Mechanics · Physics 2020-08-26 Richard J Martin , Ian J Ford

We study the fluctuation properties of a one-dimensional many-body quantum system composed of interacting bosons, and investigate the regimes where quantum noise or, respectively, thermal excitations are dominant. For the latter we develop…

Quantum Gases · Physics 2010-07-16 H. -P. Stimming , N. J. Mauser , J. Schmiedmayer , I. E. Mazets

We study local features, and provide a topological insight into the global structure of the probability density distribution and of the pattern of the optimal paths for large rare fluctuations away from a stable state. In contrast to…

Condensed Matter · Physics 2009-10-22 Mark I. Dykman , Mark M. Millonas , Vadim N. Smelyanskiy

This paper proposes a simple mathematical model of non-stationary and non-linear stochastic dynamics, which approximates a (globally) non-stationary and non-linear stochastic process by its locally (or \emph{"piecewise"}) stationary…

A stochastic process is at thermodynamic equilibrium if it obeys time-reversal symmetry; forward and reverse time are statistically indistinguishable at steady state. Non-equilibrium processes break time-reversal symmetry by maintaining…

Mathematical Physics · Physics 2024-11-13 Alexander Strang

Designing a protocol to efficiently drive a stochastic system is an active field of research. Here we extend such control theory to an active Ornstein-Uhlenbeck particle (AOUP) in a bistable potential, driven by a harmonic trap. We find…

Statistical Mechanics · Physics 2023-08-15 Deepak Gupta , Sabine H. L. Klapp , David A. Sivak

A rigorous derivation of nonequilibrium entropy production via the path-integral formalism is presented. Entropy production is defined as the entropy change piled in a heat reservoir as a result of a nonequilibrium thermodynamic process. It…

Statistical Mechanics · Physics 2015-10-28 Chulan Kwon

In the last ten years, a number of ``Conventional Fluctuation Theorems'' have been derived for systems with deterministic or stochastic dynamics, in a transient or in a non-equilibrium stationary state. These theorems gave explicit…

Statistical Mechanics · Physics 2007-05-23 R. van Zon , E. G. D. Cohen

Realistic models of biological processes typically involve interacting components on multiple scales, driven by changing environment and inherent stochasticity. Such models are often analytically and numerically intractable. We revisit a…

Populations and Evolution · Quantitative Biology 2022-01-19 K. Bodova , E. Szep , N. H. Barton

We investigate the most probable phase portrait (MPPP) of a stochastic single-species model with the Allee effect using the non-local Fokker-Planck equation. This stochastic model is driven by non-Gaussian as well as Gaussian noise, and it…

Dynamical Systems · Mathematics 2023-02-03 Almaz Tesfay , Shenglan Yuan , Daniel Tesfay , James Brannan

We develop a variational neural-network framework to determine the most probable path (MPP) of a 3D active Brownian particle (ABP) by directly minimizing the Onsager-Machlup integral (OMI). To obtain the OMI, we use the Onsager-Machlup…

We revisit the elementary problem of moving a particle in a harmonic trap in finite time with minimal work cost, and extend it to the case of an active particle. By comparing the Gaussian case of an Active Ornstein-Uhlenbeck particle and…

Statistical Mechanics · Physics 2025-07-16 Janik Schüttler , Rosalba Garcia-Millan , Michael E. Cates , Sarah A. M. Loos

We explore the dynamics of active elements performing persistent random motion with fluctuating active speed and in the presence of translational noise in a $d$-dimensional harmonic trap, modeling active speed generation through an…

Statistical Mechanics · Physics 2025-02-18 Manish Patel , Amir Shee , Debasish Chaudhuri

Distribution-dependent stochastic dynamical systems arise widely in engineering and science. We consider a class of such systems which model the limit behaviors of interacting particles moving in a vector field with random fluctuations. We…

Numerical Analysis · Mathematics 2023-09-15 Wei Wei , Jianyu Hu

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

Based on the Fokker-Planck and the entropy balance equations we have studied the relaxation of a dissipative dynamical system driven by external Ornstein-Uhlenbeck noise processes in absence and presence of nonequilibrium constraint in…

Statistical Mechanics · Physics 2009-11-07 Bidhan Chandra Bag

The stochastic dynamics of an active particle undergoing a constant speed and additionally driven by an overall fluctuating torque is investigated. The random torque forces are expressed by a stochastic differential equation for the angular…

Statistical Mechanics · Physics 2011-12-22 Christian Weber , Paul K. Radtke , Lutz Schimansky-Geier , Peter Hänggi

We provide a comprehensive analysis of the positional dynamics and average thermodynamics of an overdamped Brownian particle subject to both, harmonic confinement and annealed disorder due to a temporarily fluctuating trap stiffness. We…

Statistical Mechanics · Physics 2025-09-17 Deepak Gupta , Sabine H. L. Klapp

We study the dynamical properties of an active particle subject to a swimming speed explicitly depending on the particle position. The oscillating spatial profile of the swim velocity considered in this paper takes inspiration from…

Soft Condensed Matter · Physics 2022-03-15 Lorenzo Caprini , Umberto Marini Bettolo Marconi , René Wittmann , Hartmut Löwen

Optimal paths for the classical Onsager-Machlup function determining most probable paths between points on a manifold are only explicitly identified for specific processes, for example the Riemannian Brownian motion. This leaves out large…

Probability · Mathematics 2026-03-19 Erlend Grong , Stefan Sommer