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In this chapter we review stochastic modelling methods in climate science. First we provide a conceptual framework for stochastic modelling of deterministic dynamical systems based on the Mori-Zwanzig formalism. The Mori-Zwanzig equations…

Atmospheric and Oceanic Physics · Physics 2016-12-23 Georg A. Gottwald , Daan T. Crommelin , Christian L. E. Franzke

Stochastic thermodynamics is a developing theory for systems out of thermal equilibrium. It allows to formulate a wealth of nontrivial relations among thermodynamic quantities such as heat dissipation, excess work, and entropy production in…

Statistical Mechanics · Physics 2026-02-24 Benjamin Sorkin , Gil Ariel , Tomer Markovich

We study Langevin dynamics describing nonequilibirum steady states. Employing the phenomenological framework of steady state thermodynamics constructed by Oono and Paniconi [Prog. Theor. Phys. Suppl. {\bf130}, 29 (1998)], we find that the…

Statistical Mechanics · Physics 2007-05-23 Takahiro Hatano , Shin-ichi Sasa

The thermodynamic uncertainty relation is a prominent result in stochastic thermodynamics that provides a bound on the fluctuations of any thermodynamic flux, also known as current, in terms of the average rate of entropy production. Such…

Statistical Mechanics · Physics 2021-12-22 Taylor Wampler , Andre C Barato

Stochastic thermodynamics allows us to define heat and work for microscopic systems far from thermodynamic equilibrium, based on observations of their stochastic dynamics. However, a complete account of the energetics necessitates that all…

Statistical Mechanics · Physics 2021-08-31 Jannik Ehrich

Starting from the most general formulation of stochastic thermodynamics---i.e. a thermodynamically consistent nonautonomous stochastic dynamics describing systems in contact with several reservoirs---, we define a procedure to identify the…

Statistical Mechanics · Physics 2018-02-07 Riccardo Rao , Massimiliano Esposito

A few decades after Hill's work on nano-thermodynamics, the development of a thermodynamic framework, to account consistently for the fluctuations of small systems due to their interactions with the surrounding environment, is still…

Statistical Mechanics · Physics 2019-09-23 Salvatore Calabrese , Lamberto Rondoni , Amilcare Porporato

We reformulate stochastic thermodynamics in terms of noise realizations for Langevin systems in contact with multiple reservoirs and investigated the structure of the second laws of thermodynamics. We derive a hierarchy of fluctuation…

Statistical Mechanics · Physics 2020-01-08 Jae Sung Lee , Hyunggyu Park

We propose a new formulation of the fluctuating lattice Boltzmann equation that is consistent with both equilibrium statististical mechanics and fluctuating hydrodynamics. The formalism is based on a generalized lattice-gas model, with each…

Soft Condensed Matter · Physics 2009-11-13 Burkhard Duenweg , Ulf D. Schiller , Anthony J. C. Ladd

A classical particle system coupled with a thermostat driven by an external constant force reaches its steady state when the ensemble-averaged drift velocity does not vary with time. The statistical mechanics of such a system is derived…

Statistical Mechanics · Physics 2020-12-02 Jie Yao , Yanting Wang

Ability of dynamical systems to relax to equilibrium has been investigated since the invention of statistical mechanics, which establishes the connection between dynamics of many-body Hamiltonian systems and phenomenological thermodynamics.…

Statistical Mechanics · Physics 2019-07-01 K. S. Glavatskiy , V. L. Kulinskii

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…

Statistical Mechanics · Physics 2025-04-29 Jinghao Lyu , Kyle J. Ray , James P. Crutchfield

The piston system (particles in a box) is the simplest and paradigmatic model in traditional thermodynamics. However, the recently established framework of stochastic thermodynamics (ST) fails to apply to this model system due to the…

Statistical Mechanics · Physics 2016-10-28 Zongping Gong , Yueheng Lan , H. T. Quan

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…

Statistical Mechanics · Physics 2025-08-05 Yu Qiao , Zhaoru Shang

We show how the macroscopic state variables pressure, entropy and temperature of equilibrium thermodynamics can be consistently derived from the (quantum) chaotic spectral structure of one or two particles in two-dimensional domains. This…

Statistical thermodynamics has a universal appeal that extends beyond molecular systems, and yet, as its tools are being transplanted to fields outside physics, the fundamental question, \textit{what is thermodynamics?}, has remained…

Statistical Mechanics · Physics 2019-09-17 Themis Matsoukas

A set of core features is set forth as the essence of a thermodynamic description, which derive from large-deviation properties in systems with hierarchies of timescales, but which are \emph{not} dependent upon conservation laws or…

Statistical Mechanics · Physics 2020-10-28 Eric Smith

In Stochastic Thermodynamics, heat is a random variable with a probability distribution associated. Studies of the distribution of heat are mostly in the overdamped regime and in one dimension. Here we solve the heat distribution in the…

Statistical Mechanics · Physics 2023-02-28 Pedro V. Paraguassú , Rui Aquino , Welles A. M. Morgado

The thermodynamics of small quantum many-body systems strongly coupled to a heat bath at low temperatures with non-Markovian behavior are new challenges for quantum thermodynamics, as traditional thermodynamics is built on large systems…

Quantum Physics · Physics 2019-04-23 Jen-Tsung Hsiang , B. L. Hu

We consider the thermodynamic approach to the description of economic systems and processes. The first and second laws of thermodynamics as applied to economic systems are derived and analyzed. It is shown that there is a deep analogy…

General Finance · Quantitative Finance 2021-02-03 Sergey Rashkovskiy