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In these lecture notes, we explore the mathematical preliminaries and foundational concepts that connect stochastic processes with partial differential equations. We begin by investigating Brownian motion, which serves as a model for random…

概率论 · 数学 2025-09-15 Helder Rojas

Stochastic mechanics is based on the hypothesis that all matter is subject to universal modified Brownian motion. In this report, we calculated probability density distributions using concepts of stochastic mechanics independent of…

量子物理 · 物理学 2025-04-14 Nathaniel A. Lynd

Statistical properties of Brownian motion that arise by analyzing, separately, trajectories over which the system energy increases (upside) or decreases (downside) with respect to a threshold energy level, are derived. This selective…

统计力学 · 物理学 2019-08-02 Galen T. Craven , Abraham Nitzan

Stochastically switching force terms appear frequently in models of biological systems under the action of active agents such as proteins. The interaction of switching force and Brownian motion can create an "effective thermal equilibrium"…

统计力学 · 物理学 2024-01-17 Benjamin L. Walker , Katherine Newhall

Adiabatic Quantum Computing relies on the quantum adiabatic theorem, which states that a quantum system evolves along its ground state with time if the governing Hamiltonian varies infinitely slowly. However, practical limitations force…

The efficiency of any heat engine, defined as the ratio of average work output to heat input, is bounded by Carnot's celebrated result. However, this measure is insufficient to characterize the properties of miniaturized heat engines…

Measurement and feedback allows an external agent to extract work from a system in contact with a single thermal bath. The maximum amount of work that can be extracted in a single measurement and the corresponding feedback loop is given by…

统计力学 · 物理学 2024-01-19 L. Dinis , J. M. R. Parrondo

It is shown that a paradigm of classical statistical mechanics --- the thermalization of a Brownian particle --- has a low-dimensional, deterministic analogue: when a heavy, slow system is coupled to fast deterministic chaos, the resultant…

chao-dyn · 物理学 2016-08-31 Christopher Jarzynski

We present a Brownian dynamics simulation of the bacterial Stirling engine studied by Krishnamurthy et al., Nat. Phys. 12, 1134 (2016). In their experimental setup, an overdamped colloid in an optical trap with time-modulated stiffness…

软凝聚态物质 · 物理学 2025-02-04 Roland Wiese , Klaus Kroy , Viktor Holubec

The efficiency of microscopic heat engines in a thermally heterogenous environment is considered. We show that, as a consequence of the recently discovered entropic anomaly, quasi-static engines, whose efficiency is maximal in a fluid at…

统计力学 · 物理学 2015-06-12 Stefano Bo , Antonio Celani

We develop a consistent stochastic thermodynamics for environments composed of thermodynamic reservoirs in an external conservative force field, that is environments described by the Generalized or Gibbs canonical ensemble. We demonstrate…

统计力学 · 物理学 2016-09-14 Jordan M. Horowitz , Massimiliano Esposito

Recently, a thermal Brownian motor was introduced [Van den Broeck, Kawai and Meurs, Phys. Rev. Lett. (2004)], for which an exact microscopic analysis is possible. The purpose of this paper is to review some further properties of this…

统计力学 · 物理学 2007-05-23 P. Meurs , C. Van den Broeck

The thermodynamic properties of quantum heat engines are stochastic owing to the presence of thermal and quantum fluctuations. We here experimentally investigate the efficiency and nonequilibrium entropy production statistics of a spin-1/2…

量子物理 · 物理学 2021-04-29 Tobias Denzler , Jonas F. G. Santos , Eric Lutz , Roberto Serra

Classical thermodynamics aimed to quantify the efficiency of thermodynamic engines by bounding the maximal amount of mechanical energy produced compared to the amount of heat required. While this was accomplished early on, by Carnot and…

最优化与控制 · 数学 2020-01-22 Rui Fu , Amirhossein Taghvaei , Yongxin Chen , Tryphon T. Georgiou

We generalize stochastic thermodynamics to include information reservoirs. Such information reservoirs, which can be modeled as a sequence of bits, modify the second law. For example, work extraction from a system in contact with a single…

统计力学 · 物理学 2014-11-17 Andre C. Barato , Udo Seifert

We study the thermodynamics of two-stroke heat engines where two bosonic modes $a$ and $b$ are coupled by the general nonlinear interaction $V_{\theta} = \exp {(\theta a^{\dagger n}b^m -\theta^* a^n b^{\dagger m})}$. By adopting the…

量子物理 · 物理学 2025-05-21 Giovanni Chesi , Chiara Macchiavello , Massimiliano Federico Sacchi

We study a stochastic control system involving both a standard and a fractional Brownian motion with Hurst parameter less than 1/2. We apply an anticipative Girsanov transformation to transform the system into another one, driven only by…

最优化与控制 · 数学 2016-05-06 Rainer Buckdahn , Shuai Jing

Thermodynamic speed limits are a set of classical uncertainty relations that, so far, place global bounds on the stochastic dissipation of energy as heat and the production of entropy. Here, instead of constraints on these thermodynamic…

统计力学 · 物理学 2023-02-13 Erez Aghion , Jason R. Green

We study the stationary state of a chain of harmonic oscillators driven by two active reservoirs at the two ends. These reservoirs exert correlated stochastic forces on the boundary oscillators which eventually leads to a nonequilibrium…

统计力学 · 物理学 2023-01-19 Ritwick Sarkar , Ion Santra , Urna Basu

The efficiency of a Brownian particle moving in periodic potential in the presence of asymmetric unbiased fluctuations is investigated. We found that there is a regime where the efficiency can be a peaked function of temperature, which…

生物物理 · 物理学 2007-05-23 Bao-Quan Ai , Xian-Ju Wang , Guo-Tao Liu , De-Hua Wen , Hui-Zhang Xie , Wei Chen , Liang-Gang Liu