Related papers: Most probable paths for active Ornstein-Uhlenbeck …
A positive rate of entropy production at steady state is a distinctive feature of truly non-equilibrium processes. Exact results, while being often limited to simple models, offer a unique opportunity to explore the thermodynamic features…
We investigate the asymptotic behavior of the maximum likelihood estimators of the unknown parameters of positive recurrent Ornstein-Uhlenbeck processes driven by Ornstein-Uhlenbeck processes.
This work is devoted to deriving the Onsager-Machlup function for a class of stochastic dynamical systems under (non-Gaussian) Levy noise as well as (Gaussian) Brownian noise, and examining the corresponding most probable paths. This…
We propose a model for the motion of a single active particle in a heterogeneous environment where the heterogeneity may arise due to the crowding, conformational fluctuations and/or slow rearrangement of the surroundings. Describing the…
We present a comprehensive study about the relationship between the way Detailed Balance is broken in non-equilibrium systems and the resulting violations of the Fluctuation-Dissipation Theorem. Starting from stochastic dynamics with both…
A generalization of the Onsager-Machlup theory from equilibrium to nonequilibrium steady states and its connection with recent fluctuation theorems are discussed for a dragged particle restricted by a harmonic potential in a heat reservoir.…
Entropy production in stochastic mechanical systems is examined here with strict bounds on its rate. Stochastic mechanical systems include pure diffusions in Euclidean space or on Lie groups, as well as systems evolving on phase space for…
A path integral formalism for non-equilibrium systems is proposed based on a manifold of quasi-equilibrium densities. A generalized Boltzmann principle is used to weight manifold paths with the exponential of minus the information…
We revisit the Ornstein-Uhlenbeck (OU) process as the fundamental mathematical description of linear irreversible phenomena, with fluctuations, near an equilibrium. By identifying the underlying circulating dynamics in a stationary process…
The Ornstein-Uhlenbeck process can be seen as a paradigm of a finite-variance and statistically stationary rough random walk. Furthermore, it is defined as the unique solution of a Markovian stochastic dynamics and shares the same local…
Entropy production (EP) is a central measure in nonequilibrium thermodynamics, as it can quantify the irreversibility of a process as well as its energy dissipation in special cases. Using the time-reversal asymmetry in a system's path…
Many natural systems exhibit phase transition where external environmental conditions spark a shift to a new and sometimes quite different state. Therefore, detecting the behavior of a stochastic dynamic system such as the most probable…
We study the dynamics of an inertial active Ornstein-Uhnlenbeck particle self-propelling in a confined harmonic well. The transport behaviour of the particle is investigated by analyzing the particle trajectories, steady state correlations,…
In this paper, we investigate and compare two well-developed definitions of entropy relevant for describing the dynamics of isolated quantum systems: bipartite entanglement entropy and observational entropy. In a model system of interacting…
We use asymptotic methods from the theory of differential equations to obtain an analytical expression for the survival probability of an Ornstein-Uhlenbeck process with a potential defined over a broad domain. We form a uniformly…
The stochastic entropy generated during the evolution of a system interacting with an environment may be separated into three components, but only two of these have a non-negative mean. The third component of entropy production is…
Living systems are open nonequilibrium systems that continuously exchange energy, matter, and information with their environments, leading to stochastic dynamics with memory and active fluctuations. In this study, we develop a non-Markovian…
The study of thermodynamic properties of microscopic systems, such as a colloid in a fluid, has been of great interest to researchers since the discovery of the fluctuation theorem and associated laws of stochastic thermodynamics. However,…
We consider a Brownian particle which, in addition to being in contact with a thermal bath, is driven by fluctuating forces which stem from active processes in the system, such as self-propulsion or collisions with other active particles.…
Markovian diffusion processes yield a system of conservation laws which couple various conditional expectation values (local moments). Solutions of that closed system of deterministic partial differential equations stand for a regular…