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We derive bounds on the precision of fluctuating currents, which are valid for the steady state of underdamped Langevin dynamics. These bounds provide a generalization of the overdamped thermodynamic uncertainty relation to the finite-mass…

统计力学 · 物理学 2022-02-23 Andreas Dechant

This paper is concerned with the stochastic thermodynamics of non-equilibrium Gaussian processes that can exhibit anomalous diffusion. In the systems considered, the noise correlation function is not necessarily related to friction. Thus,…

统计力学 · 物理学 2022-12-20 S. Mohsen J. Khadem , Rainer Klages , Sabine H. L. Klapp

We investigate the impact of intermittent energy injections on a Brownian particle, modeled as stochastic renewals of its kinetic energy to a fixed value. Between renewals, the particle follows standard underdamped Langevin dynamics. For…

统计力学 · 物理学 2025-06-11 Ion Santra , Kristian Stølevik Olsen

We consider a class of deterministic local collisional dynamics, showing how to approximate them by means of stochastic models and then studying the fluctuations of the current of energy. We show first that the variance of the…

数学物理 · 物理学 2015-05-19 Raphael Lefevere , Mauro Mariani , Lorenzo Zambotti

Markedly increased computational power and data acquisition have led to growing interest in data-driven inverse dynamics problems. These seek to answer a fundamental question: What can we learn from time series measurements of a complex…

统计力学 · 物理学 2025-04-29 Jinghao Lyu , Kyle J. Ray , James P. Crutchfield

We have performed an extensive analysis of a single particle stochastic heat engine constructed by manipulating a Brownian particle in a time dependent harmonic potential. The cycle consists of two isothermal steps at different temperatures…

统计力学 · 物理学 2014-12-01 Shubhashis Rana , P. S. Pal , Arnab Saha , A. M. Jayannavar

We investigate fractional Brownian motion with a microscopic random-matrix model and introduce a fractional Langevin equation. We use the latter to study both sub- and superdiffusion of a free particle coupled to a fractal heat bath. We…

统计力学 · 物理学 2009-11-07 E. Lutz

Brownian circuits perform computations using stochastic transitions driven by thermal fluctuations. While the energetic costs of such fluctuation-driven computation have been extensively studied within stochastic thermodynamics, much less…

统计力学 · 物理学 2026-02-19 Kota Okajima , Koji Hukushima

We perform an extensive analysis of passive as well as active micro-heat engines with different single-particle stochastic models. Using stochastic thermodynamics we calculate thermodynamic work, heat, entropy production and efficiency of…

统计力学 · 物理学 2022-08-17 Rita Majumdar , Arnab Saha , Rahul Marathe

Fractional Brownian motion is a Gaussian stochastic process with long-range correlations in time; it has been shown to be a useful model of anomalous diffusion. Here, we investigate the effects of mutual interactions in an ensemble of…

People are well aware that, inherently, certain small-scale nonchaotic particle movements are not governed by thermodynamics. Usually, such phenomena are studied by kinetic theory and their energy properties are considered "trivial". In…

统计力学 · 物理学 2025-08-05 Yu Qiao , Zhaoru Shang

We consider a generic system operating under non-equilibrium conditions. Explicitly, we consider an inertial classical Brownian particle dwelling a periodic structure with a spatially broken reflection symmetry. The particle is coupled to a…

统计力学 · 物理学 2020-07-15 P. Hänggi , J. Łuczka , J. Spiechowicz

Unlike equilibrium systems, active matter is not governed by the conventional laws of thermodynamics. Through a series of analytic calculations and Langevin dynamics simulations, we explore how systems cross over from equilibrium to active…

软凝聚态物质 · 物理学 2018-03-28 Ayhan Duzgun , Jonathan V. Selinger

According to classical Boltzmannian thermodynamics, the efficiency of a cyclic machine is strictly lower than one. Such a result is a straightforward consequence of the second principle of thermodynamics. Recent advances in the study of the…

统计力学 · 物理学 2011-03-29 Duccio Fanelli , Giovanni De Ninno , Alessio Turchi

Diffusion with stochastic transport is investigated here when the random driving process is a very general Gaussian process, including Fractional Brownian motion. The purpose is the comparison with a deterministic PDE, which in certain…

概率论 · 数学 2026-04-20 Franco Flandoli , Francesco Russo

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…

统计力学 · 物理学 2022-05-23 Mesfin Taye

Single particle tracking has become a standard tool to investigate diffusive properties, especially in small systems such as biological cells. Usually the resulting time series are analyzed in terms of time averages over individual…

统计力学 · 物理学 2015-06-04 Jae-Hyung Jeon , Ralf Metzler

Let $M_r$ be the maximum value of an one-dimensional Brownian motion on the (time) interval $[0, r]$. We derive an explicit formula for the distribution of the time required (after $r$) for the Brownian motion to exceed $M_r$.

概率论 · 数学 2016-02-18 Vassilis G. Papanicolaou

Fractional Brownian motion is a Gaussian stochastic process with stationary, long-time correlated increments and is frequently used to model anomalous diffusion processes. We study numerically fractional Brownian motion confined to a finite…

统计力学 · 物理学 2019-03-22 T. Guggenberger , G. Pagnini , T. Vojta , R. Metzler

Adaptive physical and biological systems continually process fluctuating information from their environments. When the environment is nonstationary, inference itself becomes a nonequilibrium process with thermodynamic cost. We analyse a…

统计力学 · 物理学 2026-03-23 Aditya Gupta