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The Hamiltonian evolution of an isolated classical system is reversible, yet the second law of thermodynamics states that its entropy can only increase. This has confounded attempts to identify a `Microscopic Dynamical Entropy' (MDE), by…

Statistical Mechanics · Physics 2025-03-17 Mingnan Ding , Michael E. Cates

The geometric Brownian motion (GBM) is widely employed for modeling stochastic processes, yet its solutions are characterized by the log-normal distribution. This comprises predictive capabilities of GBM mainly in terms of forecasting…

Data Analysis, Statistics and Probability · Physics 2024-03-19 Rishabh Gupta , Ewa A. Drzazga-Szczȩśniak , Sabre Kais , Dominik Szczȩśniak

Let a general quantum many-body system at a low temperature adiabatically cross through the vicinity of the system's quantum critical point. We show that the system's temperature is significantly suppressed due to both the entropy…

Statistical Mechanics · Physics 2009-08-27 Shi-Jian Gu

Several physical models have recently been proposed to obtain unidirectional motion of an overdamped Brownian particle in a periodic potential system. The asymmetric ratchetlike form of the periodic potential and the presence of correlated…

Condensed Matter · Physics 2015-06-25 Mangal C. Mahato , T. P. Pareek , A. M. Jayannavar

Biased diffusive transport of Brownian particles through irregularly shaped, narrow confining quasi-one-dimensional structures is investigated. The complexity of the higher dimensional diffusive dynamics is reduced by means of the so-called…

Statistical Mechanics · Physics 2009-09-22 P. Sekhar Burada , Gerhard Schmid , Peter Hänggi

Atmospheric systems incorporating thermal dynamics must be stable with respect to both energy and entropy. While energy conservation can be enforced via the preservation of the skew-symmetric structure of the Hamiltonian form of the…

Numerical Analysis · Mathematics 2023-10-31 Kieran Ricardo , David Lee , Kenneth Duru

We derive from first principles the mechanical pressure $P$, defined as the force per unit area on a bounding wall, in a system of spherical, overdamped, active Brownian particles at density $\rho$. Our exact result relates $P$, in closed…

Soft Condensed Matter · Physics 2015-07-10 A. P. Solon , J. Stenhammar , R. Wittkowski , M. Kardar , Y. Kafri , M. E. Cates , J. Tailleur

We discuss the coherent oscillations between two coupled quantum states of a Bose-Einstein condensate in two-dimensional space at zero temperature. In the system we consider, weak interparticle repulsive interactions occur between the…

Mesoscale and Nanoscale Physics · Physics 2015-09-03 N. S. Voronova , Yu. E. Lozovik

We study numerically the motion of a one dimensional array of Brownian particles in a washboard potential, driven by an external stochastic force and interacting via short range repulsive forces. In particular, we investigate the role of…

Statistical Mechanics · Physics 2009-11-11 Giulio Costantini , Fabio Cecconi , Umberto Marini-Bettolo-Marconi

Based on Brownian Dynamics (BD) simulations, we study the dynamical self-assembly of active Brownian particles with dipole-dipole interactions, stemming from a permanent point dipole at the particle center. The propulsion direction of each…

Soft Condensed Matter · Physics 2021-06-09 Guo-Jun Liao , Carol K. Hall , Sabine H. L. Klapp

We study a model of $ N $ mutually repellent Brownian motions under confinement to stay in some bounded region of space. Our model is defined in terms of a transformed path measure under a trap Hamiltonian, which prevents the motions from…

Probability · Mathematics 2007-05-23 Stefan Adams , Jean-Bernard Bru , Wolfgang Koenig

Let $\mathcal{M}(X)$ be the space of Borel probability measures on a compact metric space $X$ endowed with the weak$^\ast$-topology. In this paper, we prove that if the topological entropy of a nonautonomous dynamical system…

Dynamical Systems · Mathematics 2019-11-20 Kairan Liu , Yixiao Qiao , Leiye Xu

We prove the approach to equilibrium of quenched isolated quantum systems for which the change in the Hamiltonian brought about by the quench satisfies a certain closed commutator algebra with all the extensive integrals of motion of the…

Statistical Mechanics · Physics 2016-12-01 E. Solano-Carrillo

Diffusive transport of particles or, more generally, small objects is a ubiquitous feature of physical and chemical reaction systems. In configurations containing confining walls or constrictions transport is controlled both by the…

Statistical Mechanics · Physics 2009-01-22 P. Sekhar Burada , Peter Hanggi , Fabio Marchesoni , Gerhard Schmid , Peter Talkner

Brownian motion of an array of harmonically coupled particles subject to a periodic substrate potential and driven by an external bias is investigated. In the linear response limit (small bias), the coupling between particles may enhance…

Statistical Mechanics · Physics 2009-10-31 Zhigang Zheng , Bambi Hu , Gang Hu

The nonequilibrium thermodynamics feature of a Brownian motor is investigated by obtaining exact time-dependent solutions. This in turn enables us to investigate not only the long time property (steady-state) but also the short time the…

Statistical Mechanics · Physics 2022-05-23 Mesfin Taye

We analyze the dynamics of a Brownian gas in contact with a heat bath in which large temperature fluctuations occur. There are two distinct time scales present, one describes the decay of the fluctuations in the temperature and the other…

Statistical Mechanics · Physics 2009-11-11 I. Santamaria-Holek , R. F. Rodriguez

The fluctuation-dissipation theorem is a central theorem in nonequilibrium statistical mechanics by which the evolution of velocity fluctuations of the Brownian particle under a fluctuating environment is intimately related to its…

Statistical Mechanics · Physics 2015-05-14 Jen-Tsung Hsiang , Tai-Hung Wu , Da-Shin Lee

We calculate the net change in generalized entropy occurring when one carries out the gedanken experiment in which a box initially containing energy $E$, entropy $S$ and charge $Q$ is lowered adiabatically toward a Reissner-Nordstr\"{o}m…

General Relativity and Quantum Cosmology · Physics 2009-10-31 Takeshi Shimomura , Shinji Mukohyama

In active Brownian motion, an internal propulsion mechanism interacts with translational and rotational thermal noise and other internal fluctuations to produce directed motion. We derive the distribution of its extreme fluctuations and…

Statistical Mechanics · Physics 2016-05-04 Patrick Pietzonka , Kevin Kleinbeck , Udo Seifert
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