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The crucial condition in the derivation of the Jarzynski equality (JE) from the fluctuation theorem is that the time integral of the phase space contraction factor can be exactly expressed as the entropy production resulting from the heat…

Statistical Mechanics · Physics 2015-06-25 Z. C. Tu , Zicong Zhou

We develop the kinetic theory of Hamiltonian systems with weak long-range interactions. Starting from the Klimontovich equation and using a quasilinear theory, we obtain a general kinetic equation that can be applied to spatially…

Statistical Mechanics · Physics 2009-11-13 Pierre-Henri Chavanis

The presence of multiplicative noise can alter measurements of forces acting on nanoscopic objects. Taking into account of multiplicative noise, we derive a series of non-equilibrium thermodynamical equalities as generalization of the…

Statistical Mechanics · Physics 2015-06-18 Ying Tang , Ruoshi Yuan , Ping Ao

The Heat theorem reveals the second law of equilibrium Thermodynamics (i.e.existence of Entropy) as a manifestation of a general property of Hamiltonian Mechanics and of the Ergodic Hypothesis, valid for 1 as well as $10^{23}$ degrees of…

Statistical Mechanics · Physics 2008-02-01 Giovanni Gallavotti

Equilibrium statistics of Hamiltonian systems is correctly described by the microcanonical ensemble, whereas canonical ones fail in the most interesting, mostly inhomogeneous, situations like phase separations or away from the thermodynamic…

Statistical Mechanics · Physics 2007-05-23 D. H. E. Gross

We study the quantum Jarzynski relation for driven quantum models embedded in various environments. We do so by generalizing a proof presented by Mukamel [Phys. Rev. Lett 90, 170604 (2003)] for closed quantum systems. In this way, we are…

Statistical Mechanics · Physics 2007-12-04 Jens Teifel , Günter Mahler

Self-similar solutions of the coherent diffusion equation are derived and measured. The set of real similarity solutions is generalized by the introduction of a nonuniform phase surface, based on the elegant Gaussian modes of optical…

Quantum Physics · Physics 2015-05-19 O. Firstenberg , P. London , D. Yankelev , R. Pugatch , M. Shuker , N. Davidson

We prove a generalization of the Li-Yau estimate for a board class of second order linear parabolic equations. As a consequence, we obtain a new Cheeger-Yau inequality and a new Harnack inequality for these equations. We also prove a…

Differential Geometry · Mathematics 2013-09-04 Paul W. Y. Lee

In this note, we present a version of Hoeffding's inequality in a continuous-time setting, where the data stream comes from a uniformly ergodic diffusion process. Similar to the well-studied case of Hoeffding's inequality for discrete-time…

Probability · Mathematics 2019-03-26 Michael C. H. Choi , Evelyn Li

We investigate the Cahn-Hilliard equation with nonlinear diffusion and non-degenerate mobility modeling phase separation phenomena in complex systems (e.g., crystals and polymers). Previous results in the literature on this model relied on…

Analysis of PDEs · Mathematics 2025-10-10 Monica Conti , Stefania Gatti , Andrea Giorgini , Giulio Schimperna

The hydrodynamic equation governing the homogeneous time evolution of the temperature in a model of confined granular gas is studied by means of the Enskog equation. The existence of a normal solution of the kinetic equation is assumed as a…

Statistical Mechanics · Physics 2015-06-18 J. Javier Brey , P. Maynar , M. I. García de Soria , V. Buzón

For distinguishable particles it is well known that Brownian motion and a Feynman-Kac functional can be used to calculate the path integral (for imaginary times) for a general class of scalar potentials. In order to treat identical…

Condensed Matter · Physics 2009-10-28 L. F. Lemmens , F. Brosens , J. T. Devreese

Characterization of composite materials, whose properties vary in space over microscopic scales, has become a problem of broad interdisciplinary interest. In particular, estimation of the inhomogeneous transport coefficients, e.g. the…

Statistical Mechanics · Physics 2022-07-20 Roman Belousov , Ali Hassanali , Édgar Roldán

We solve a physically significant extension of a classic problem in the theory of diffusion, namely the Ornstein-Uhlenbeck process [G. E. Ornstein and L. S. Uhlenbeck, Phys. Rev. 36, 823, (1930)]. Our generalised Ornstein-Uhlenbeck systems…

Statistical Mechanics · Physics 2009-11-11 V. Bezuglyy , B. Mehlig , M. Wilkinson , K. Nakamura , E. Arvedson

We show that Kompaneetz equation describing photon diffusion in an environment of an electron gas, when linearized around its equilibrium distribution, coincides with the relativistic diffusion discussed in recent publications. The model of…

Cosmology and Nongalactic Astrophysics · Physics 2014-11-20 Z. Haba

We present a generalized integral fluctuation theorem (GIFT) for general diffusion processes using the Feynman-Kac and Cameron-Martin-Girsanov formulas. Existing IFTs can be thought of to be its specific cases. We interpret the origin of…

Statistical Mechanics · Physics 2015-05-13 Fei Liu , Zhong-can Ou-Yang

Hamiltonian formulations of quasilinear theory are presented for the cases of uniform and nonuniform magnetized plasmas. First, the standard quasilinear theory of Kennel and Engelmann (1966) is reviewed and reinterpreted in terms of a…

Plasma Physics · Physics 2022-08-23 Alain J. Brizard , Anthony A. Chan

We introduce a global thermostat on Kac's 1D model for the velocities of particles in a space-homogeneous gas subjected to binary collisions, also interacting with a (local) Maxwellian thermostat. The global thermostat rescales the…

Mathematical Physics · Physics 2021-05-12 Roberto Cortez , Hagop Tossounian

This paper is the third in a series devoted to constructing stochastic motions for the two-dimensional $N$-body delta-Bose gas for all integers $N\geq 3$ and establishing the associated Feynman-Kac-type formulas. The main results here prove…

Probability · Mathematics 2025-05-07 Yu-Ting Chen

We derive a generalization of the Second Law of Thermodynamics that uses Bayesian updates to explicitly incorporate the effects of a measurement of a system at some point in its evolution. By allowing an experimenter's knowledge to be…

Statistical Mechanics · Physics 2017-04-04 Anthony Bartolotta , Sean M. Carroll , Stefan Leichenauer , Jason Pollack