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We address stability of a class of Markovian discrete-time stochastic hybrid systems. This class of systems is characterized by the state-space of the system being partitioned into a safe or target set and its exterior, and the dynamics of…

最优化与控制 · 数学 2011-03-09 Debasish Chatterjee , Soumik Pal

Measurements of any property of a microscopic system are bound to show significant deviations from the average, due to thermal fluctuations. For time-integrated currents such as heat, work or entropy production in a steady state, it is in…

We study a class of systems of stochastic differential equations describing diffusive phenomena. The Smoluchowski-Kramers approximation is used to describe their dynamics in the small mass limit. Our systems have arbitrary state-dependent…

数学物理 · 物理学 2016-04-29 Scott Hottovy , Austin McDaniel , Giovanni Volpe , Jan Wehr

We consider a particle, confined to a moving harmonic potential, under the influence of friction and external asymmetric Poissonian shot noise (PSN). We study the fluctuations of the work done to maintain this system in a nonequilibrium…

统计力学 · 物理学 2009-04-01 A. Baule , E. G. D. Cohen

Small nonequelibrium systems driven by an external periodic protocol can be described by Markov processes with time-periodic transition rates. In general, current fluctuations in such small systems are large and may play a crucial role. We…

统计力学 · 物理学 2018-06-21 Andre C Barato , Raphael Chetrite

In two recent publications [Commun. PDE, vol.22, p.307--335 (1997), Commun. Math. Phys., vol.203, p.1--19 (1999)], A. Komech, M. Kunze and H. Spohn studied the joint dynamics of a classical point particle and a wave type generalization of…

数学物理 · 物理学 2014-04-10 Yves Elskens , Michael K. -H. Kiessling , Valeria Ricci

This paper considers systems subject to nonholonomic constraints which are not uniform on the whole configuration manifold. When the constraints change, the system undergoes a transition in order to comply with the new imposed conditions.…

微分几何 · 数学 2007-05-23 Jorge Cortes , Alexandre M. Vinogradov

We present approximate analytical method of analysis of stationary states of nonlinear quantum systems with the noise. As an example we consider quantum nonlinear oscillator excited by fluctuating force and found parameter regions with more…

光学 · 物理学 2015-01-06 Igor Protsenko , Evgenii Protsenko , Alexander Uskov

Returning a system to a desired state under a force field involves a thermodynamic cost, i.e., {\it work}. This cost fluctuates for a small-scale system from one experimental realization to another. We introduce a general framework to…

统计力学 · 物理学 2022-12-07 Deepak Gupta , Carlos A. Plata

Fluctuation theorems (FTs) quantify the thermodynamic reversibility of a system, and for deterministic systems they are defined in terms of the dissipation function. However, in a nonequilibrium steady state of deterministic dynamics, the…

统计力学 · 物理学 2026-03-24 Stephen Sanderson , Charlotte F. Petersen , Debra J. Searles

The aim of this paper is to study the fluctuations of a general class of supercritical branching Markov processes with non-local branching mechanisms. We show the existence of three regimes according to the size of the spectral gap…

概率论 · 数学 2025-02-27 Christopher B. C. Dean , Emma Horton

We study the effects of thermal fluctuations on elastic rings. Analytical expressions are derived for correlation functions of Euler angles, mean square distance between points on the ring contour, radius of gyration, and probability…

软凝聚态物质 · 物理学 2009-10-31 Sergey Panyukov , Yitzhak Rabin

We consider a system of $N$ identical independent Markov processes, each taking values 0 or 1. The system describes a stochastic dynamics of an ensemble of two-level atoms. The atoms are exposed to a photon flux. Under the photon flux…

概率论 · 数学 2019-05-01 E. Pechersky , S. Pirogov , G. M. Schütz , A. Vladimirov , A. Yambartsev

Inertial effects in fluctuations of the work to sustain a system in a nonequilibrium steady state are discussed for a dragged massive Brownian particle model using a path integral approach. We calculate the work distribution function in the…

统计力学 · 物理学 2007-12-12 Tooru Taniguchi , E. G. D. Cohen

Fluctuation theorems, which have been developed over the past 15 years, have resulted in fundamental breakthroughs in our understanding of how irreversibility emerges from reversible dynamics, and have provided new statistical mechanical…

统计力学 · 物理学 2015-05-13 E. M. Sevick , R. Prabhakar , Stephen R. Williams , Debra J. Searles

The analysis of the statistical and dynamical fluctuations in nucleus-nucleus collisions on an event-by-event basis strongly relies on a comparison with specially constructed artificial events where statistical fluctuations and kinematical…

核实验 · 物理学 2007-05-23 Grazyna Odyniec

We consider the Fluctuation Dissipation Theorem (FDT) of statistical physics from a mathematical perspective. We formalize the concept of "linear response function" in the general framework of Markov processes. We show that for processes…

概率论 · 数学 2010-02-17 Amir Dembo , Jean-Dominique Deuschel

Impulsive systems are a very flexible class of systems that can be used to represent switched and sampled-data systems. We propose to extend here the previously obtained results on deterministic impulsive systems to the stochastic setting.…

最优化与控制 · 数学 2016-08-02 Corentin Briat

Electron transport through amorphous monatomic metallic structures generated earlier by molecular dynamics simulations is studied numerically. The interference of electronic trajectories backscattered by the structural disorder probes the…

无序系统与神经网络 · 物理学 2009-10-31 V. I. Kozub , C. Oligschleger

We explore the effects of spatial locality on the dynamics of random quantum systems subject to a Markovian noise. To this end, we study a model in which the system Hamiltonian and its couplings to the noise are random matrices whose…

量子物理 · 物理学 2024-01-26 Dror Orgad , Vadim Oganesyan , Sarang Gopalakrishnan
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