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Characterizing current fluctuations in a steady state is of fundamental interest and has attracted considerable attention in the recent past. However, the bulk of the studies are limited to systems that either do not exhibit a phase…

统计力学 · 物理学 2024-12-05 Tanmoy Chakraborty , Punyabrata Pradhan , Kavita Jain

In this work, we study the dynamics of a single active Brownian particle, as well as the collective behavior of interacting active Brownian particles, in a fluctuating heterogeneous environment. We employ a variant of the diffusing…

软凝聚态物质 · 物理学 2022-01-05 S. M. J. Khadem , N. H. Siboni , S. H. L. Klapp

We study Brownian particle motion in a double-well potential driven by an ac force. This system exhibits the phenomenon of stochastic resonance. Distribution of work done on the system over a drive period in the time asymptotic regime have…

统计力学 · 物理学 2009-11-13 Shantu Saikia , Ratnadeep Roy , A. M. Jayannavar

We investigate first and second order fluctuations of additive functionals of a fractional Brownian motion (fBm) of the form \begin{align}\label{eq:abstractmain} Z_n=\left\{\int_{0}^{t}f(n^{H}(B_{s}-\lambda))ds\ ; t\geq 0 \right\}…

概率论 · 数学 2021-08-02 Arturo Jaramillo , Ivan Nourdin , David Nualart , Giovanni Peccati

Fractional Brownian motion is a Gaussian process x(t) with zero mean and two-time correlations <x(t)x(s)> ~ t^{2H} + s^{2H} - |t-s|^{2H}, where H, with 0<H<1 is called the Hurst exponent. For H = 1/2, x(t) is a Brownian motion, while for H…

统计力学 · 物理学 2013-05-29 Kay Jörg Wiese , Satya N. Majumdar , Alberto Rosso

We compute that the growth of the origin occupation-time variance up to time t in dimension d=2 with respect to asymmetric simple exclusion in equilibrium with density 1/2 is in a certain sense at least t(log(log t)) for general rates, and…

概率论 · 数学 2007-05-23 Sunder Sethuraman

For two canonical examples of driven mesoscopic systems - a harmonically-trapped Brownian particle and a quantum dot - we numerically determine the finite-time protocols that optimize the compromise between the standard deviation and the…

统计力学 · 物理学 2018-05-09 Alexandre P. Solon , Jordan M. Horowitz

The influence of fluctuations and periodical driving on temporal characteristics of short overdamped Josephson junction is analyzed. We obtain the standard deviation of the switching time in the presence of a dichotomous driving force for…

统计力学 · 物理学 2009-11-10 Andrey L. Pankratov , Bernardo Spagnolo

This work deals with the overdamped motion of a particle in a fluctuating one-dimensional periodic potential. If the potential has no inversion symmetry and its fluctuations are asymmetric and correlated in time, a net flow can be generated…

凝聚态物理 · 物理学 2016-10-26 Enrique Abad , Andreas Mielke

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…

统计力学 · 物理学 2015-06-19 A. E. Allahverdyan

There exist some boundary-driven open systems with diffusive dynamics whose particle current fluctuations exhibit universal features that belong to the Edwards-Wilkinson universality class. We achieve this result by establishing a mapping,…

统计力学 · 物理学 2011-11-29 Alberto Imparato , Vivien Lecomte , Frédéric Van Wijland

We consider a stationary fluid queue with fractional Brownian motion input. Conditional on the workload at time zero being greater than a large value $b$, we provide the limiting distribution for the amount of time that the workload process…

概率论 · 数学 2009-12-11 Hernan Awad , Peter Glynn

A conditioned stochastic process can display a very different behavior from the unconditioned process. In particular, a conditioned process can exhibit non-Gaussian fluctuations even if the unconditioned process is Gaussian. In this work,…

统计力学 · 物理学 2021-03-18 Tristan Gautié , Naftali R. Smith

We explore fluctuation relations in a periodically driven micromechanical torsional oscillator. In the linear regime where the modulation is weak, we verify that the ratio of the work variance to the mean work is constant, consistent with…

统计力学 · 物理学 2019-09-04 P. Zhou , X. Dong , C. Stambaugh , H. B. Chan

In this paper we study the moment generating function and the moments of occupation time functionals of one-dimensional diffusions. Assuming, specifically, that the process lives on $\mathbb{R}$ and starts at~0, we apply Kac's moment…

概率论 · 数学 2023-07-06 Paavo Salminen , David Stenlund

A Brownian Motor is a nanoscale or molecular device that combines the effects of thermal noise, spatial or temporal asymmetry, and directionless input energy to drive directed motion. Because of the input energy, Brownian motors function…

统计力学 · 物理学 2009-11-13 R. Dean Astumian

We propose the consistent statistical approach to consider a wide class of classical open systems whose states are specified by a set of positive integers(occupation numbers).Such systems are often encountered in physics, chemistry,…

量子物理 · 物理学 2011-07-05 E. D. Vol

Fractional Brownian motion is a non-Markovian Gaussian process indexed by the Hurst exponent $H\in [0,1]$, generalising standard Brownian motion to account for anomalous diffusion. Functionals of this process are important for practical…

统计力学 · 物理学 2021-11-24 Tridib Sadhu , Kay Jörg Wiese

We examine the asymmetric simple exclusion process with open boundaries, a paradigm of driven diffusive systems, having a nonequilibrium steady state transition. We provide a full derivation and expanded discussion and digression on results…

统计力学 · 物理学 2009-11-11 Martin Depken , Robin Stinchcombe

We consider the effects of long-range temporal correlations in many-particle systems, focusing particularly on fluctuations about the typical behaviour. For a specific class of memory dependence we discuss the modification of the large…

统计力学 · 物理学 2015-12-24 Rosemary J. Harris