The celebrated Ott-Antonsen ansatz for coupled oscillators provides a useful framework to work with deterministic systems in the thermodynamic limit, but remains just an approximation for stochastic models. In this paper, I construct a general mesoscopic description of finite-sized populations of stochastic coupled oscillators and apply it to study the stochastic Kuramoto model. From such a mesoscopic description it is possible to obtain the natural, multiplicative fluctuations of the oscillator ensemble. The analysis allows one to derive highly accurate, closed expressions for the stochastic Kuramoto model's order parameter for the first time. Moreover, it is possible to get novel insights into the system's fluctuations and the synchronization transition's critical exponents which were inaccessible before.
Nonequilibrium thermodynamics (NET) investigates processes in systems out of global equilibrium. On a mesoscopic level, it provides a statistical dynamic description of various complex phenomena such as chemical reactions, ion transport, diffusion, thermochemical, thermomechanical and mechanochemical fluxes. In the present review, we introduce a mesoscopic stochastic formulation of NET by analyzing entropy production in several simple examples. The fundamental role of nonequilibrium steady-state cycle kinetics is emphasized. The statistical mechanics of Onsager's reciprocal relations in this c…
We illustrate a reverse Von Neumann measurement scheme in which a geometric phase induced on a quantum harmonic oscillator is measured using a microscopic qubit as a probe. We show how such a phase, generated by a cyclic evolution in the phase space of the harmonic oscillator, can be kicked back on the qubit, which plays the role of a quantum interferometer. We also extend our study to finite-temperature dissipative Markovian dynamics and discuss potential implementations in micro and nano-mechanical devices coupled to an effective two-level system.
We investigate a scheme that makes a quantum non-demolition measurement of the excitation level of a mesoscopic mechanical oscillator by utilizing the anharmonic coupling between two elastic beam bending modes. The non-linear coupling between the two modes shifts the resonant frequency of the readout oscillator proportionate to the excitation of the system oscillator. This frequency shift may be detected as a phase shift of the readout oscillation when driven on resonance. We show that in an appropriate regime this measurement approaches a quantum non-demolition measurement of the phonon numbe…
We consider an ensemble of fully connected networks of N oscillators coupled harmonically with random springs and show, using Random Matrix Theory considerations, that both the average phonon heat current and its variance are scale-invariant and take universal values in the large N-limit. These anomalous mesoscopic uctuations is the hallmark of strong correlations between normal modes.
Stochastic thermodynamics of chemical reaction systems has recently gained much attention. In the present paper, we consider such an issue for a system with both oscillatory and excitable dynamics, using catalytic oxidation of carbon monoxide on the surface of platinum crystal as an example. Starting from the chemical Langevin equations, we are able to calculate the stochastic entropy production P along a random trajectory in the concentration state space. Particular attention is paid to the dependence of the time averaged entropy productionP on the system sizeN in a parameter region close to …
We construct a unifying theory of geometric effects in mesoscopic stochastic kinetics. We demonstrate that the adiabatic pump and the reversible ratchet effects, as well as similar new phenomena in other domains, such as in epidemiology, all follow from geometric phase contributions to the effective action in the stochastic path integral representation of the moment generating function. The theory provides the universal technique for identification, prediction and calculation of pump-like phenomena in an arbitrary mesoscopic stochastic framework.
The energetics of the stochastic process has shown the balance of energy on the mesoscopic level. The heat and the energy defined there are, however, generally different from their macroscopic counterpart. We show that this discrepancy can be removed by adding to these quantities the reversible heat associated with the mesoscopic free energy.
In this paper a spatial homogeneous vehicular traffic flow model based on a stochastic master equation of Boltzmann type in the acceleration variable is solved numerically for a special driver interaction model. The solution is done by a modified direct simulation Monte Carlo method (DSMC) well known in non equilibrium gas kinetic. The velocity and acceleration distribution functions in stochastic equilibrium, mean velocity, traffic density, ACN, velocity scattering and correlations between some of these variables and their car density dependences are discussed.
Motivated by studies on current magnification in quantum mesoscopic systems we consider sound and heat transmission in classical models of oscillator chains. A loop of coupled oscillators is connected to two leads through which one can either transmit monochromatic waves or white noise signal from heat baths. We look for the possibility of current magnification in this system due to some asymmetry introduced between the two arms in the loop. We find that current magnification is indeed obtained for particular frequency ranges. However the integrated current shows the effect only in the presenc…
Chemotaxis is the response of a particle to a gradient in the chemical composition of the environment. While it was originally observed for biological organisms, it is of great interest in the context of synthetic active particles such as nanomotors. Experimental demonstration of chemotaxis for chemically-powered colloidal nanomotor was reported in the literature in the context of chemo-attraction in a still fluid or in a microfluidic channel where the gradient is sustained by a specific inlet geometry. In this work, we use mesoscopic particle-based simulations of the colloid and solvent to de…
The Duffing oscillator is a paradigm of bistable oscillatory motion in physics, engineering, and biology. Time series of such oscillations are often observed experimentally in a nonlinear system excited by a spontaneously fluctuating force. One is then interested in estimating effective parameter values of the stochastic Duffing model from these observations--a task that has not yielded to simple means of analysis. To this end we derive theoretical formulas for the statistics of the Duffing oscillator's time series. Expanding on our analytical results, we introduce methods of statistical infer…
We distinguish a mechanical representation of the world in terms of point masses with positions and momenta and the chemical representation of the world in terms of populations of different individuals, each with intrinsic stochasticity, but population wise with statistical rate laws in their syntheses, degradations, spatial diffusion, individual state transitions, and interactions. Such a formal kinetic system in a small volume $V$, like a single cell, can be rigorously treated in terms of a Markov process describing its nonlinear kinetics as well as nonequilibrium thermodynamics at a mesosco…
One notion of phase for stochastic oscillators is based on the mean return-time (MRT): a set of points represents a certain phase if the mean time to return from any point in this set to this set after one rotation is equal to the mean rotation period of the oscillator (irrespective of the starting point). For this so far only algorithmically defined phase, we derive here analytical expressions for the important class of isotropic stochastic oscillators. This allows us to evaluate cases from the literature explicitly and to study the behavior of the MRT phase in the limits of strong noise. We …
We apply the stochastic thermodynamics formalism to describe the dynamics of systems of complex Langevin and Fokker-Planck equations. We provide in particular a simple and general recipe to calculate thermodynamical currents, dissipated and propagating heat for networks of nonlinear oscillators. By using the Hodge decomposition of thermodynamical forces and fluxes, we derive a formula for entropy production that generalises the notion of non-potential forces and makes trans- parent the breaking of detailed balance and of time reversal symmetry for states arbitrarily far from equilibrium. Our f…
The paper presents analytical and numerical results on energetics of non-harmonic, undamped, single-well, stochastic oscillators driven by additive Gaussian white noises. Absence of damping and the action of noise are responsible for lack of stationary states in such systems. We explore properties of average kinetic, potential and total energies along with the generalized equipartition relations. It is demonstrated that in the friction-less dynamics nonequilibrium stationary states can be produced by stochastic resetting. For an appropriate resetting protocol average energies become bounded. I…
Combs are a simple caricature of various types of natural branched structures, which belong to the category of loopless graphs and consist of a backbone and branches. We study continuous time random walks on combs and present a generic method to obtain their transport properties. The random walk along the branches may be biased, and we account for the effect of the branches by renormalizing the waiting time probability distribution function for the motion along the backbone. We analyze the overall diffusion properties along the backbone and find normal diffusion, anomalous diffusion, and stoch…
For noisy self-sustained oscillators, both reliability, stability of a response to a noisy driving, and coherence understood in the sense of constancy of oscillation frequency belong to the main characteristics. Though the both characteristics and techniques for controlling them received great attention of researchers, owing to their importance for neurons, lasers, clocks, electric generators, etc., these characteristics were previously considered separately. In this paper, strong quantitative relation between coherence and reliability is revealed for a limit cycle oscillator subject to a weak…
We introduce axiomatically a complete thermodynamic formalism for a single macromolecule, either with or without detailed balance, in an isothermal ambient fluid based on its stochastic dynamics. With detailed balance, the novel theory yields mesoscopic, nonequilibrium generalizations for entropy and free energy of the macromolecule. Mesoscopic energy and entropy fluctuate. Expectation of entropy production equals zero if and only if the macromolecule is at thermal equilibrium, in which we show entropy still fluctuates but free energy is a constant. The entropy fluctuation a la L.D. Landau, pr…
In contrast to normal diffusion, there is no canonical model for reactions between chemical species which move by anomalous subdiffusion. Indeed, the type of mesoscopic equation describing reaction-subdiffusion depends on subtle assumptions about the microscopic behavior of individual molecules. Furthermore, the correspondence between mesoscopic and microscopic models is not well understood. In this paper, we study the subdiffusion-limited model, which is defined by mesoscopic equations with fractional derivatives applied to both the movement and the reaction terms. Assuming that the reaction …
We analyze a steady-state thermoelectric engine, whose working substance consists of two capacitively coupled quantum dots. One dot is tunnel-coupled to a hot reservoir serving as a heat source, the other one to two electrically biased reservoirs at a colder temperature, such that work is extracted under the form of a steady-state current against the bias. In single realizations of the dynamics of this steady-state engine autonomous, 4-stroke cycles can be identified. The cycles are purely stochastic, in contrast to mechanical autonomous engines which exhibit self-oscillations. In particular, …
Biochemical reactions with oscillatory behavior play an essential role in synthetic biology at the microscopic scale. Although a robust stability theory for deterministic chemical oscillators in the macroscopic limit exists, the dynamical stability of stochastic oscillators is an object of ongoing research. The Chemical Master Equation along with kinetic Monte Carlo simulations constitute the most accurate approach to modeling microscopic systems. However, because of the challenges of solving the fully probabilistic model, most studies in stability analysis have focused on the description of e…
We study the spectral effect of the fluctuations of the vibration frequency. Such fluctuations play a major role in nanomechanical and other mesoscopic vibrational systems. We find that, for periodically driven systems, the interplay of the driving and frequency fluctuations results in specific spectral features. We present measurements on a carbon nanotube resonator and show that our theory allows not only the characterization of the frequency fluctuations but also the quantification of the decay rate without ring-down measurements. The results bear on identifying the decoherence of mesoscopi…
We give the explicit structure of the functional governing the dynamical density and current fluctuations for a mesoscopic system in a nonequilibrium steady state. Its canonical form determines a generalised Onsager-Machlup theory. We assume that the system is described as a Markov jump process satisfying a local detailed balance condition such as typical for stochastic lattice gases and for chemical networks. We identify the entropy current and the traffic between the mesoscopic states as extra terms in the fluctuation functional with respect to the equilibrium dynamics. The density and curre…
We investigate a generalized Kuramoto phase-oscillator model with Hebb-like couplings that evolve according to a stochastic differential equation on various topologies. Numerical simulations show that even with identical oscillators, there is a regime in the nearest-neighbor coupling topologies and a complex network topology where oscillators move between an in phase and anti-phase state. Phase diagrams show the transition probabilities as a function of the noise strength and rate of evolution of network coupling. A minimal theoretical model allows us to understand these transitions.
The atom fluctuations statistics of an ideal, mesoscopic, Bose-Einstein condensate is investigated from several different perspectives. By generalizing the grand canonical analysis (applied to the canonical ensemble problem), we obtain a self-consistent equation for the mean condensate particle number that coincides with the microscopic result calculated from the laser master equation approach. For the case of a harmonic trap, we obtain an analytic expression for the condensate particle number that is very accurate at all temperatures, when compared with numerical canonical ensemble results. A…
A master equation approach to the numerical solution of option pricing models is developed. The basic idea of the approach is to consider the Black--Scholes equation as the macroscopic equation of an underlying mesoscopic stochastic option price variable. The dynamics of the latter is constructed and formulated in terms of a master equation. The numerical efficiency of the approach is demonstrated by means of stochastic simulation of the mesoscopic process for both European and American options.
In present paper we suggest a new universal approach to study complex systems by microscopic, mesoscopic and macroscopic methods. We discuss new possibilities of extracting information on nonstationarity, unsteadiness and non-Markovity of discrete stochastic processes in complex systems. We consider statistical properties of the fast, intermediate and slow components of the investigated processes in complex systems within the framework of microscopic, mesoscopic and macroscopic approaches separately. Among them theoretical analysis is carried out by means of local noisy time-dependent paramete…
We examine microscopic mechanisms for coupling stochastic oscillators so that they display similar and correlated temporal variations. Unlike oscillatory motion in deterministic dynamical systems, complete synchronization of stochastic oscillators does not occur, but appropriately defined oscillator phase variables coincide. This is illustrated in model chemical systems and genetic networks that produce oscillations in the dynamical variables, and we show that suitable coupling of different networks can result in their phase synchronization.
We present the simplest discrete model to date that leads to synchronization of stochastic phase-coupled oscillators. In the mean field limit, the model exhibits a Hopf bifurcation and global oscillatory behavior as coupling crosses a critical value. When coupling between units is strictly local, the model undergoes a continuous phase transition which we characterize numerically using finite-size scaling analysis. In particular, the onset of global synchrony is marked by signatures of the XY universality class, including the appropriate classical exponents $β$ and $ν$, a lower critical dimensi…
I formulate a quantum stochastic thermodynamics for the quantum trajectories of a continuously-monitored forced harmonic oscillator coupled to a thermal reservoir. Consistent trajectory-dependent definitions are introduced for work, heat, and entropy, through engineering the thermal reservoir from a sequence of two-level systems. Within this formalism the connection between irreversibility and entropy production is analyzed and confirmed by proving a detailed fluctuation theorem for quantum trajectories. Finally, possible experimental verifications are discussed.
We study a system of two-mode stochastic oscillators coupled through their collective output. As a function of a relevant parameter four qualitatively distinct regimes of collective behavior are observed. In an extended region of the parameter space the periodicity of the collective output is enhanced by the considered coupling. This system can be used as a new model to describe synchronization-like phenomena in systems of units with two or more oscillation modes. The model can also explain how periodic dynamics can be generated by coupling largely stochastic units. Similar systems could be re…
The system of nonlinear Langevin equations was obtained by using Hamiltonian's operator of two coupling quantum oscillators which are interacting with heat bath. By using the analytical solution of these equations, the analytical expressions for transport coefficients was found. Generalized Langevin equations and fluctuation-dissipation relations are derived for the case of a nonlinear non-Markovian noise. The explicit expressions for the time-dependent friction and diffusion coefficients are presented for the case of linear couplings in the coordinate between the collective two coupled harmon…
The performance of a ring of linearly coupled, monostable nonlinear oscillators is optimized towards its goal of acting as energy harvester---through piezoelectric transduction---of mesoscopic fluctuations, which are modeled as Ornstein--Uhlenbeck noises. For a single oscillator, the maximum output voltage and overall efficiency are attained for a soft piecewise-linear potential (providing a weak attractive constant force) but they are still fairly large for a harmonic potential. When several harmonic springs are linearly and bidirectionally coupled to form a ring, it is found that counter-pha…
We investigate stationary states of the linear damped stochastic oscillator driven by Lévy noises. In the long time limit kinetic and potential energies of the oscillator do not fulfill the equipartition theorem and their distributions follow the power-law asymptotics. At the same time, partition of the mechanical energy is controlled by the damping coefficient. We show that in the limit of vanishing damping a stochastic analogue of the equipartition theorem can be proposed, namely the statistical properties of potential and kinetic energies attain distributions characterized by the same width…
Biological assemblies such as chromosomes, membranes, and the cytoskeleton are driven out of equilibrium at the nanoscale by enzymatic activity and molecular motors. Similar non-equilibrium dynamics can be realized in synthetic systems, such as chemically fueled colloidal particles. Characterizing the stochastic non-equilibrium dynamics of such active soft assemblies still remains a challenge. Recently, new non-invasive approaches have been proposed to determine non-equilibrium behavior, which are based on detecting broken detailed balance in the stochastic trajectories of several coordinates …
We demonstrate a method which allows the stochastic modelling of quantum systems for which the generalised Fokker-Planck equation in the phase space contains derivatives of higher than second order. This generalises quantum stochastics far beyond the quantum-optical paradigm of three and four-wave mixing problems to which these techniques have so far only been applicable. To verify our method, we model a full Wigner representation for the optical parametric oscillator, a system where the correct results are well known and can be obtained by other methods.
