Related papers: Most probable paths for active Ornstein-Uhlenbeck …
Consciousness is supported by complex patterns of brain activity which are indicative of irreversible non-equilibrium dynamics. While the framework of stochastic thermodynamics has facilitated the understanding of physical systems of this…
The fractional Ornstein-Uhleneck (fOU) process is described by the overdamped Langevin equation $\dot{x}(t)+\gamma x=\sqrt{2 D}\xi(t)$, where $\xi(t)$ is the fractional Gaussian noise with the Hurst exponent $0<H<1$. For $H\neq 1/2$ the fOU…
Stochastic thermodynamics and the associated fluctuation relations provide the means to extend the fundamental laws of thermodynamics to small scales and systems out of equilibrium. The fluctuating thermodynamic variables are usually…
Maximum entropy (maxEnt) inference of state probabilities using state-dependent constraints is popular in the study of complex systems. In stochastic dynamical systems, the effect of state space topology and path-dependent constraints on…
Fluctuations and noise may alter the behavior of dynamical systems considerably. For example, oscillations may be sustained by demographic fluctuations in biological systems where a stable fixed point is found in the absence of noise. We…
Fluctuations in parameters that are typically treated as fixed play a crucial role in the behavior of complex systems. However, to date, we lack a general non-equilibrium thermodynamic treatment of such a complex system. In this Letter, to…
We examine most-likely paths between initial and final states for diffusive quantum trajectories in continuously monitored pure-state qubits, obtained as extrema of a stochastic path integral. We demonstrate the possibility of "multipaths"…
The Boltzmann distribution connects the energetics of an equilibrium system with its statistical properties, and it is desirable to have a similar principle for non-equilibrium systems. Here, we derive a variational principle for the…
We consider relaxation of an isolated system to the equilibrium using detailed balance condition and Onsager's fluctuation approximation. There is a small deviation from the equilibrium in two parameters. For this system, explicit…
Boltzmann's principle is used to select the "most probable" realization (macrostate) of an isolated or closed thermodynamic system, containing a small number of particles ($N \llsp \infty$), for both classical and quantum statistics. The…
The meaning of thermodynamic descriptions is found in large-deviations scaling of the fluctuations probabilities. The primary large-deviations rate function is the entropy, which is the basis for both fluctuation theorems and for…
It is well known that path probabilities of Brownian motion correspond to the equilibrium configurational probabilities of flexible Gaussian polymers, while those of active Brownian motion correspond to in-extensible semiflexible polymers.…
We consider the hydrodynamic origin of anomalous current fluctuations in a family of stochastic charged cellular automata. Using ballistic macroscopic fluctuation theory, we study both typical and large fluctuations of the charge current…
Active systems evade the rules of equilibrium thermodynamics by constantly dissipating energy at the level of their microscopic components. This energy flux stems from the conversion of a fuel, present in the environment, into sustained…
Stochastic methods are ubiquitous to a variety of fields, ranging from Physics to Economy and Mathematics. In many cases, in the investigation of natural processes, stochasticity arises every time one considers the dynamics of a system in…
In this thesis, we develop analytical methods to study out-of-equilibrium stochastic processes driven by colored noise, i.e., noise with temporal correlations. These non-Markovian processes pose significant analytical challenges compared to…
In this paper, we investigate the parameter estimation for threshold Ornstein$\mathit{-}$Uhlenbeck processes. Least squares method is used to obtain continuous-type and discrete-type estimators for the drift parameters based on continuous…
We show how averages of exponential functions of path dependent quantities, such as those of Work Fluctuation Theorems, detect phase transitions in deterministic and stochastic systems. State space truncation -- the restriction of the…
We investigate the total stochastic entropy production of a two-level bosonic open quantum system under protocols of time dependent coupling to a harmonic environment. These processes are intended to represent the measurement of a system…
The question of characterization of the degree of non-equilibrium activity in active matter systems is studied in the context of a stochastic microswimmer model driven by a chemical cycle. The resulting dynamical properties and entropy…