Related papers: Work probability distribution in systems driven ou…
We study three classes of continuous time Markov processes (inclusion process, exclusion process, independent walkers) and a family of interacting diffusions (Brownian energy process). For each model we define a boundary driven process…
The Jarzynski equality is generalized to situations in which nonequilibrium systems are subject to a feedback control. The new terms that arise as a consequence of the feedback describe the mutual information content obtained by measurement…
Dynamics of a system that performs a large fluctuation to a given state is essentially deterministic: the distribution of fluctuational paths peaks sharply at a certain optimal path along which the system is most likely to move. For the…
According to the second law of thermodynamics, for every transformation performed on a system which is in contact with an environment of fixed temperature, the extracted work is bounded by the decrease of the free energy of the system.…
The unique fluctuation-dissipation theorem for equilibrium stands in contrast with the wide variety of nonequilibrium linear response formulae. Their most traditional approach is "analytic", which, in the absence of detailed balance,…
The free-energy difference $\Delta F$ between two high-dimensional systems is notoriously difficult to compute, but very important for many applications, such as drug discovery. We demonstrate that an unconventional definition of work…
The Jarzynski equality allows the calculation of free-energy differences using values of work measured from nonequilibrium trajectories. The number of trajectories required to accurately estimate free-energy differences in this way grows…
We examine the question of whether the formal expressions of equilibrium statistical mechanics can be applied to time independent non-dissipative systems that are not in true thermodynamic equilibrium and are nonergodic. By assuming the…
This is a brief review of recently derived relations describing the behaviour of systems far from equilibrium. They include the Fluctuation Theorem, Jarzynski's and Crooks' equalities, and an extended form of the Second Principle for…
A novel model of intermittency is presented in which the dynamics of the rates of energy transfer between successive steps in the energy cascade is described by a hierarchy of stochastic differential equations. The probability distribution…
In this paper we consider a diffusion process obtained as a small random perturbation of a dynamical system attracted to a stable equilibrium point. The drift and the diffusive perturbation are assumed to evolve slowly in time. We describe…
When a system is in equilibrium, external perturbations yield a time series of non-equilibrium distributions, and recent experimental techniques give access to the non-equilibrium data that may contain critical information. Jinwoo and…
This paper considers linear-quadratic control of a non-linear dynamical system subject to arbitrary cost. I show that for this class of stochastic control problems the non-linear Hamilton-Jacobi-Bellman equation can be transformed into a…
Recently there has been growing interest in extending the thermodynamic method from static configurations to dynamical trajectories. In this approach, ensembles of trajectories are treated in an analogous manner to ensembles of…
The time evolution of correlation functions in statistical systems is described by an exact functional differential equation for the corresponding generating functionals. This allows for a systematic discussion of non-equilibrium physics…
By using path integrals, the stochastic process associated to the time evolution of the quantum probability density is formally rewritten in terms of a stochastic differential equation, given by Newton's equation of motion with an…
Thermodynamics teaches that if a system initially off-equilibrium is coupled to work sources, the maximum work that it may yield is governed by its energy and entropy. For finite systems this bound is usually not reachable. The maximum…
Dynamics near and far away from thermal equilibrium is studied within the framework of Langevin equations. A stochasticity-dissipation relation is proposed to emphasize the equal importance of the stochastic and deterministic forces in…
Following on from our recent work, we investigate a stochastic approach to non-equilibrium quantum spin systems. We show how the method can be applied to a variety of physical observables and for different initial conditions. We provide…
In this paper, we study Jarzynski's equality and fluctuation theorems for diffusion processes. While some of the results considered in the current work are known in the (mainly physics) literature, we review and generalize these…