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The longstanding question of how stochastic behaviour arises from deterministic Hamiltonian dynamics is of great importance, and any truly holistic theory must be capable of describing this transition. In this review, we introduce the…

Statistical Mechanics · Physics 2020-12-02 Gerard McCaul , Denys I. Bondar

Random walk subject to random drive has been extensively employed as a model for physical and biological processes. While equilibrium statistical physics has yielded significant insights into the distributions of dynamical fixed points of…

Statistical Mechanics · Physics 2023-11-22 Zijun Li , Jiming Yang , Huiyu Li

We have studied the Jarzynski equality (JE) in van der Pol and Rayleigh oscillators which are typical deterministic non-Hamiltonian models, but not expected to rigorously satisfy the JE because they are not microscopically reversible. Our…

Statistical Mechanics · Physics 2015-05-28 Hideo Hasegawa

Stochastic hybrid systems involve a coupling between a discrete Markov chain and a continuous stochastic process. If the latter evolves deterministically between jumps in the discrete state, then the system reduces to a piecewise…

Statistical Mechanics · Physics 2021-05-26 Paul C. Bressloff

A probabilistic framework is proposed for the optimization of efficient switched control strategies for physical systems dominated by stochastic excitation. In this framework, the equation for the state trajectory is replaced with an…

Systems and Control · Computer Science 2017-01-10 Gianluca Meneghello , Paolo Luchini , Thomas Bewley

Returning a system to a desired state under a force field involves a thermodynamic cost, i.e., {\it work}. This cost fluctuates for a small-scale system from one experimental realization to another. We introduce a general framework to…

Statistical Mechanics · Physics 2022-12-07 Deepak Gupta , Carlos A. Plata

We consider classical, interacting particles coupled to a thermal reservoir and subject to a local, time-varying potential while undergoing hops on a lattice. We impose detailed balance on the hopping rates and map the dynamics to the Fock…

Statistical Mechanics · Physics 2024-05-08 Andrew J. Baish , Benjamin P. Vollmayr-Lee

Close to equilibrium, the exchange of particles and heat between macroscopic systems at different temperatures and different chemical potentials is known to be governed by a matrix of transport coefficients which is positive and symmetric.…

Statistical Mechanics · Physics 2017-10-11 Euijin Jeon , Peter Talkner , Juyeon Yi , Yong Woon Kim

The concept of work is basic for statistical thermodynamics. To gain a fuller understanding of work and its (quantum) features, it needs to be represented as an average of a fluctuating quantity. Here I focus on the work done between two…

Statistical Mechanics · Physics 2015-06-19 A. E. Allahverdyan

We show how quasiprobability distribution functions defined over $N^{2}$-dimensional discrete phase spaces can be used to treat physical systems described by a finite space of states which exhibit spin tunneling effects. This particular…

Quantum Physics · Physics 2009-11-13 Marcelo A. Marchiolli , Evandro C. Silva , Diogenes Galetti

The Jarzynski equality (JE), which relates works of non-equilibrium trajectories to the free energy difference of the initial and final states of the non-equilibrium process, provides an efficient way to calculate free energies of systems…

Soft Condensed Matter · Physics 2016-04-20 Biao Wan , Cheng Yang , Yanting Wang , Xin Zhou

Many complex systems are characterized by intriguing spatio-temporal structures. Their mathematical description relies on the analysis of appropriate correlation functions. Functional integral techniques provide a unifying formalism that…

Statistical Mechanics · Physics 2009-11-12 Uwe C. Tauber

Pattern-forming nonequilibrium systems are ubiquitous in nature, from driven quantum matter and biological life forms to atmospheric and interstellar gases. Identifying universal aspects of their far-from-equilibrium dynamics and statistics…

Statistical Mechanics · Physics 2026-03-03 Vili Heinonen , Abel J. Abraham , Jonasz Słomka , Keaton J. Burns , Pedro J. Sáenz , Jörn Dunkel

We show that the system entropy change for the transitions between non-equilibrium steady states arbitrarily far from equilibrium for any constituting process is given by the relative entropy of the distributions of these steady states.…

Statistical Mechanics · Physics 2012-05-29 G. Baris Bagci , Ugur Tirnakli , Juergen Kurths

The work fluctuations of an oscillator in contact with a heat reservoir and driven out of equilibrium by an external force are studied experimentally. The oscillator dynamics is modeled by a Langevin equation. We find both experimentally…

Statistical Mechanics · Physics 2009-11-11 Frederic Douarche , Sergio Ciliberto , Artem Petrosyan

The present paper studies a large class of temperature dependent probability distributions and shows that entropy and energy can be defined in such a way that these probability distributions are the equilibrium states of a generalized…

Statistical Mechanics · Physics 2015-06-24 Jan Naudts

We identify the conditions under which a stochastic driving inducing energy changes on a system coupled to a thermal bath can be treated as a work source. When these conditions are met, the work statistics satisfies the Crooks fluctuation…

Statistical Mechanics · Physics 2015-06-18 Gatien Verley , Christian Van den Broeck , Massimiliano Esposito

The probability distributions, as well as the mean values of stochastic currents and fluxes, associated with a driven Langevin process, provide a good and topologically protected measure of how far a stochastic system is driven out of…

Chemical Physics · Physics 2017-01-04 Michael J. Catanzaro , Vladimir Y. Chernyak , John R. Klein

We develop a path integral framework for determining most probable paths in a class of systems of stochastic differential equations with piecewise-smooth drift and additive noise. This approach extends the Freidlin-Wentzell theory of large…

Dynamical Systems · Mathematics 2022-11-08 Kaitlin Hill , Jessica Zanetell , John A Gemmer

Stochastic quantization in physics has been considered to provide a path integral representation of a probability distribution for Ito processes. It has been indicated that the stochastic quantization can involve a potential term, if the…

Systems and Control · Computer Science 2020-05-05 Masakazu Sano
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