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We find Feynman-Kac type representation theorems for generalized diffusions. To do this we need to establish existence, uniqueness and regularity results for equations with measure-valued coefficients.

Analysis of PDEs · Mathematics 2012-10-25 Erik Ekström , Svante Janson , Johan Tysk

We illustrate the Jarzynski equality on the exactly solvable model of a one-dimensional ideal gas in uniform expansion or compression. The analytical results for the probability density $P(W)$ of the work $W$ performed by the gas are…

Statistical Mechanics · Physics 2009-11-11 I. Bena , C. Van den Broeck , R. Kawai

Thermodynamics is the phenomenological theory of heat and work. Here we analyze to what extent quantum thermodynamic relations are immune to the underlying mathematical formulation of quantum mechanics. As a main result, we show that the…

Quantum Physics · Physics 2016-04-21 Bartłomiej Gardas , Sebastian Deffner , Avadh Saxena

The Jarzynski equality equates the mean of the exponential of the negative of the work (per fixed temperature) done by a changing Hamiltonian on a system, initially in thermal equilibrium at that temperature, to the ratio of the final to…

High Energy Physics - Theory · Physics 2012-07-17 Don N. Page

In this article, we prove a Feynman-Kac type result for a broad class of second order ordinary differential equations. The classical Feynman-Kac theorem says that the solution to a broad class of second order parabolic equations is the mean…

Classical Analysis and ODEs · Mathematics 2021-06-22 Zachary Selk , Harsha Honnappa

Detailed fluctuation theorem, a microscopic version of the steady state fluctuation theorem, has been proposed by Jarzynski and demonstrated in the case of Hamiltonian systems weakly coupled with reservoirs. We show that an identical…

Statistical Mechanics · Physics 2010-07-20 K. Gururaj , G. Raghavan , M. C. Valsakumar

This paper establishes a Feynman-Kac formula to represent the solution to general time inhomogeneous stochastic parabolic partial differential equations driven by multiplicative fractional Gaussian noises in bounded domain where L_t is a…

Probability · Mathematics 2025-08-12 Yaozhong Hu , Qun Shi

We investigate the connection between recent results in quantum thermodynamics and fluctuation relations by adopting a fully quantum mechanical description of thermodynamics. By including a work system whose energy is allowed to fluctuate,…

Quantum Physics · Physics 2017-03-27 Álvaro M. Alhambra , Lluis Masanes , Jonathan Oppenheim , Christopher Perry

The Markovian diffusion theory in the phase space is generalized within the framework of the general theory of relativity. The introduction of moving orthonormal frame vectors both for the position as well the velocity space enables to…

General Relativity and Quantum Cosmology · Physics 2014-11-20 Joachim Herrmann

The Jarzynski equality, which relates equilibrium free-energy difference to an average of non-equilibrium work, plays a central role in modern non-equilibrium statistical thermodynamics. In this paper, we study a weaker consequence of this…

Statistical Mechanics · Physics 2026-01-06 Dani R. Castellanos , Petr Jizba

In this paper, we study Jarzynski's equality and fluctuation theorems for diffusion processes. While some of the results considered in the current work are known in the (mainly physics) literature, we review and generalize these…

Mathematical Physics · Physics 2019-04-09 Carsten Hartmann , Christof Schuette , Wei Zhang

Thermodynamic systems involving reversible and non-reversible heat transfer are used to derive integral inequalities expected from the Second of Law of Thermodynamics. Then, the inequalities are proved and generalized to higher dimensions…

Classical Analysis and ODEs · Mathematics 2019-01-01 Anuj S. Apte

We investigate nonequilibrium chemical reaction systems from the view point of steady state thermodynamics proposed by Oono and Paniconi [Prog. Theor. Phys. Suppl. 130, 29 (1998)]. The concentrations of some compounds are operated by an…

Statistical Mechanics · Physics 2007-05-23 Tatsuo Shibata

In this paper, we establish a version of the Feynman-Kac formula for multidimensional stochastic heat equation driven by a general semimartingale. This Feynman-Kac formula is then applied to study some nonlinear stochastic heat equations…

Probability · Mathematics 2012-07-26 Yaozhong Hu , David Nualart , Jian Song

In the global framework of finding an axiomatic derivation of nonequilibrium Statistical Mechanics from fundamental principles, such as the maximum path entropy -- also known as Maximum Caliber principle -- , this work proposes an…

Statistical Mechanics · Physics 2017-06-28 Diego González , Sergio Davis

We present the idea of intertwining of two diffusions by Feynman-Kac operators. We present some variations and implications of the method and give examples of its applications. Among others, it turns out to be a very useful tool for finding…

Probability · Mathematics 2014-10-21 Maciej Wiśniewolski , Jacek Jakubowski

In the presence of feedback control by "Maxwell's demon," the second law of thermodynamics and the nonequilibrium equalities such as the Jarzynski equality need to be generalized. In this paper, we derive the generalized Jarzynski…

Statistical Mechanics · Physics 2015-05-28 Takahiro Sagawa

In a recent work, Jarzynski and Wojcik (2004 Phys. Rev. Lett. 92, 230602) have shown by using the properties of Hamiltonian dynamics and a statistical mechanical consideration that, through contact, heat exchange between two systems…

Statistical Mechanics · Physics 2008-05-29 Yuki Sughiyama , Sumiyoshi Abe

We derive a general information-theoretic equality for a system undergoing two projective measurements separated by a general temporal evolution. The equality implies the non-negativity of the mutual information between the measurement…

Quantum Physics · Physics 2015-06-04 Vlatko Vedral

We derive quantum analogues of Jarzynski's relations, and discuss two applications, namely, a derivation of the law of entropy increase for general compound systems, and a preliminary analysis of heat transfer between two quantum systems at…

Statistical Mechanics · Physics 2007-05-23 Hal Tasaki
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