We analyze the equations governing the evolution of distributions of the work and the heat exchanged with the environment by a manipulated stochastic system, by means of a compact and general derivation. We obtain explicit solutions for these equations for the case of a dragged Brownian particle in a harmonic potential. We successfully compare the resulting predictions with the outcomes of experiments, consisting of dragging a micron-sized colloidal particle through water with a laser trap.
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Imparato et al. (2007) studied this question.
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