相关论文: Bounding dissipation in stochastic models
We introduce an algorithm based on semidefinite programming that yields increasing (resp. decreasing) sequences of lower (resp. upper) bounds on polynomial stationary averages of diffusions with polynomial drift vector and diffusion…
The most frequently used in physical application diffusive (based on the Fokker-Planck equation) model leans upon the assumption of small jumps of a macroscopic variable for each given realization of the stochastic process. This imposes…
We develop a framework for the stochastic thermodynamics of a probe coupled to a fluctuating medium with spatio-temporal correlations, described by a scalar field. For a Brownian particle dragged by a harmonic trap through a fluctuating…
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…
Stochastic motion of particles in a highly unstable potential generates a number of diverging trajectories leading to undefined statistical moments of the particle position. This makes experiments challenging and breaks down a standard…
We present an exact solution for one-dimensional overdamped dynamics near a hard wall, allowing us to connect steady-state distributions under confinement with the extreme value statistics of unconfined stochastic processes. This mapping…
We consider the amount of energy dissipated during individual avalanches at the depinning transition of disordered and athermal elastic systems. Analytical progress is possible in the case of the Alessandro-Beatrice-Bertotti-Montorsi (ABBM)…
The paper studies asymptotic properties of estimators of multidimensional stochastic differential equations driven by Brownian motions from high-frequency discrete data. Consistency and central limit properties of a class of estimators of…
The von Neumann entropy of various quantum dissipative models is calculated in order to discuss the entanglement properties of these systems. First, integrable quantum dissipative models are discussed, i.e., the quantum Brownian motion and…
We analyze the thermodynamic structure of jump diffusions combining Brownian and Poisson noise, a class of stochastic dynamics relevant to nonequilibrium statistical physics. For such nonlocal dynamics, the free energy admits a full…
Many studies on biological and soft matter systems report the joint presence of a linear mean-squared displacement and a non-Gaussian probability density exhibiting, for instance, exponential or stretched-Gaussian tails. This phenomenon is…
Systems out of equilibrium exhibit a net production of entropy. We study the dynamics of a stochastic system represented by a Master Equation that can be modeled by a Fokker-Planck equation in a coarse-grained, mesoscopic description. We…
We consider stochastic dynamics of a particle on a plane in presence of two noises and a confining parabolic potential - an analog of the experimentally-relevant Brownian Gyrator (BG) model. In contrast to the standard BG model, we suppose…
Advances in nanotechnology have allowed scientists to study biological processes on an unprecedented nanoscale molecule-by-molecule basis, opening the door to addressing many important biological problems. A phenomenon observed in recent…
We present recent results on coarse-graining techniques for thermodynamic quantities (canonical averages) and dynamical quantities (averages of path functionals over solutions of overdamped Langevin equations). The question is how to obtain…
A growing number of biological, soft, and active matter systems are observed to exhibit normal diffusive dynamics with a linear growth of the mean squared displacement, yet with a non-Gaussian distribution of increments. Based on the…
We present a new rigorous method for estimating statistical quantities in fluid dynamics such as the (average) energy dissipation rate directly from the equations of motion. The method is tested on shear flow, channel flow,…
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…
We develop the stochastic approach to thermodynamics based on the stochastic dynamics, which can be discrete (master equation) continuous (Fokker-Planck equation), and on two assumptions concerning entropy. The first is the definition of…
Motivated by subdiffusive motion of bio-molecules observed in living cells we study the stochastic properties of a non-Brownian particle whose motion is governed by either fractional Brownian motion or the fractional Langevin equation and…