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We develop the stochastic approach to thermodynamics based on the stochastic dynamics, which can be discrete (master equation) continuous (Fokker-Planck equation), and on two assumptions concerning entropy. The first is the definition of…

Statistical Mechanics · Physics 2015-06-11 Tânia Tomé , Mário J. de Oliveira

For the Ornstein-Uhlenbeck process, the asymptotic behavior of the maximum likelihood estimator of the drift parameter is totally different in the stable, unstable, and explosive cases. Notwithstanding of this trichotomy, we investigate…

Probability · Mathematics 2011-11-28 Bernard Bercu , Laure Coutin , Nicolas Savy

This paper investigates bifurcation phenomena and stability of most probable transition paths (MPTPs) in stochastic dynamical systems through a combined variational and spectral flow approach. Within the Onsager-Machlup framework, MPTPs are…

Dynamical Systems · Mathematics 2025-08-13 Jinqiao Duan , Zhihao Zhao

A stochastic action principle for stochastic dynamics is revisited. We present first numerical diffusion experiments showing that the diffusion path probability depend exponentially on average Lagrangian action. This result is then used to…

Statistical Mechanics · Physics 2020-11-25 Q. A. Wang , F. Tsobnang , S. Bangoup , F. Dzangue , A. Jeatsa , A. Le Méhauté

We consider a Brownian particle in a harmonic trap. The location of the trap is modulated according to an Ornstein-Uhlenbeck process. We investigate the fluctuation of the work done by the modulated trap on the Brownian particle in a given…

Statistical Mechanics · Physics 2013-02-26 Arnab Pal , Sanjib Sabhapandit

At long times, a fractional Brownian particle in a confining external potential reaches a non-equilibrium (non-Boltzmann) steady state. Here we consider scale-invariant power-law potentials $V(x)\sim |x|^m$, where $m>0$, and employ the…

Statistical Mechanics · Physics 2025-03-03 Baruch Meerson , Pavel V. Sasorov

We present certain mathematical aspects of an information method which was formulated in an attempt to investigate diffusion phenomena. We imagine a regular dynamical hamiltonian systems under the random perturbation of thermal (molecular)…

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

We study a system of active particles with soft repulsive interactions that lead to an active cluster-crystal phase in two dimensions. We use two different modelizations of the active force - Active Brownian particles (ABP) and…

After the justification of the maximum entropy approach for equilibrium thermodynamic system, and of a maximum path entropy algorithm for nonequilibrium thermodynamic systems by virtue of the principle of virtual work, we present in this…

Statistical Mechanics · Physics 2007-12-18 Qiuping A. Wang

We introduce and characterize different models for an active quantum particle where activity arises from engineered dissipation-- specifically, from a suitably coupled nonequilibrium environment. These include a model of a particle moving…

Quantum Physics · Physics 2026-03-20 Jeanne Gipouloux , Matteo Brunelli , Leticia Cugliandolo , Rosario Fazio , Marco Schirò

We investigate the non-equilibrium character of self-propelled particles through the study of the linear response of the active Ornstein-Uhlenbeck particle (AOUP) model. We express the linear response in terms of correlations computed in…

Statistical Mechanics · Physics 2020-12-14 Lorenzo Caprini , Andrea Puglisi , Alessandro Sarracino

The total entropy production of stochastic systems can be divided into three quantities. The first corresponds to the excess heat, whilst the second two comprise the house-keeping heat. We denote these two components the transient and…

Statistical Mechanics · Physics 2015-06-03 Richard E. Spinney , Ian J. Ford

We characterise the nonequilibrium stationary state of a generic multivariate Ornstein-Uhlenbeck process involving $N$ degrees of freedom. The irreversibility of the process is encoded in the antisymmetric part of the Onsager matrix. The…

Statistical Mechanics · Physics 2018-12-19 Claude Godrèche , Jean-Marc Luck

The Ornstein-Uhlenbeck process is interpreted as Brownian motion in a harmonic potential. This Gaussian Markov process has a bounded variance and admits a stationary probability distribution, in contrast to the standard Brownian motion. It…

Statistical Mechanics · Physics 2023-06-07 Pece Trajanovski , Petar Jolakoski , Kiril Zelenkovski , Alexander Iomin , Ljupco Kocarev , Trifce Sandev

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

Partially observed stochastic systems can appear (almost) time-reversal symmetric while in fact operating far from equilibrium. The present work extends the perturbative framework introduced in [Phys. Rev. Lett. 136, 198302 (2026)] to…

Statistical Mechanics · Physics 2026-05-29 Jacob Knight , Gunnar Pruessner

The Ornstein--Uhlenbeck Particle (OUP) model imagines a microscopic swimmer propelled by an active force which is correlated with itself on a finite time-scale. Here we investigate the influence of external potentials on an ideal suspension…

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

Non-equilibrium random fluctuations of non-thermal nature are a salient feature of active matter. In this work, we consider the collective excitations of active systems at high density, focusing on a one-dimensional chain of elastically…

Soft Condensed Matter · Physics 2024-01-17 Umberto Marini Bettolo Marconi , Hartmut Löwen , Lorenzo Caprini

We study the impact of Brownian noise on transitions between metastable equilibrium states in a stochastic ice sheet model. Two methods to accomplish different objectives are employed. The maximal likely trajectory by maximizing the…

Dynamical Systems · Mathematics 2020-02-12 Athanasios Tsiairis , Pingyuan Wei , Ying Chao , Jinqiao Duan

The entropy production rate of nonequilibrium systems is studied via the Fokker-Planck equation. This approach, based on the entropy production rate equation given by Schnakenberg from a master equation, requires information of the…

Statistical Mechanics · Physics 2015-08-10 Haitao Yu , Jiulin Du
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