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For diffusive stochastic dynamics, the probability to observe any individual trajectory is vanishingly small, making it unclear how to experimentally validate theoretical results for ratios of path probabilities. We provide the missing link between theory and experiment, by establishing a protocol to extract ratios of path probabilities from measured time series. For experiments on a single colloidal particle in a microchannel, we extract both ratios of path probabilities, and the most probable path for a barrier crossing, and find excellent agreement with independently calculated predictions based on the Onsager-Machlup stochastic action. Our experimental results at room temperature are found to be inconsistent with the low-noise Freidlin-Wentzell stochastic action, and we discuss under which circumstances the latter is expected to describe the most probable path. Furthermore, while the experimentally accessible ratio of path probabilities is uniquely determined, the formal path-integral action is known to depend on the time-discretization scheme used for deriving it; we reconcile these two seemingly contradictory facts by careful analysis of the time-slicing derivation of the path integral. Our experimental protocol enables us to probe probability distributions on path space, and allows us to relate theoretical single-trajectory results to measurement.
We construct a path-integral representation of the generating functional for the dissipative dynamics of a classical magnetic moment as described by the stochastic generalization of the Landau-Lifshitz-Gilbert equation proposed by Brown, with the pos
We introduce a numerical method to integrate the stochastic Landau-Lifshitz-Gilbert equation in spherical coordinates for generic discretization schemes. This method conserves the magnetization modulus and ensures the approach to equilibrium under th
Systems with interacting degrees of freedom play a prominent role in stochastic thermodynamics. Our aim is to use the concept of detached path probabilities and detached entropy production for bipartite Markov processes and elaborate on a series of s
Stochastic dynamics is generated by a matrix of transition probabilities. Certain eigenvectors of this matrix provide observables, and when these are plotted in the appropriate multi-dimensional space the phases (in the sense of phase transitions) of
We consider Euclidean path integrals with higher derivative actions, including those that depend quadratically on acceleration, velocity and position. Such path integrals arise naturally in the study of stiff polymers, membranes with bending rigidity