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In this paper, we extend the fluctuation theorems used for quantum channels to multitime processes. The fluctuation theorems for quantum channels are less restrictive. We show that the given entropy production can be equal to the result of…

Quantum Physics · Physics 2022-06-30 Zhiqiang Huang

Fluctuation theorems based on time-reversal have provided remarkable insight into the non-equilibrium statistics of thermodynamic quantities like heat, work, and entropy production. These types of laws impose constraints on the…

Statistical Mechanics · Physics 2022-11-30 Max Innerbichler , Andrei Militaru , Martin Frimmer , Lukas Novotny , Christoph Dellago

This paper presents a generalized flux-corrected transport (FCT) algorithm, which is shown to be total variation diminishing under some conditions. The new algorithm has improved properties from the standpoint of use and analysis. Results…

Computational Physics · Physics 2024-11-20 William J Rider , Dennis R Liles

We analyse large deviations of time-averaged quantities in stochastic processes with long-range memory, where the dynamics at time t depends itself on the value q_t of the time-averaged quantity. First we consider the elephant random walk…

Statistical Mechanics · Physics 2020-08-05 Robert L. Jack , Rosemary J. Harris

We consider a stochastic model described by two stochastic differential equations of motion; one is for the stochastic evolution forward in time and the other for backward in time. We further introduce averaged quantities for the two…

Statistical Mechanics · Physics 2009-07-21 T. Koide , M. Mine , M. Okumura , Y. Yamanaka

We present a new approach to fluctuation identities for reflected L\'{e}vy processes with one-sided jumps. This approach is based on a number of easy to understand observations and does not involve excursion theory or It\^{o} calculus. It…

Probability · Mathematics 2010-04-23 Jevgenijs Ivanovs

We derive the fluctuation theorem for a stochastic and periodically driven system coupled to two reservoirs with the aid of a master equation. We write down the cumulant generating functions for both the current and entropy production in…

Statistical Mechanics · Physics 2020-11-26 Kazutaka Takahashi , Yuki Hino , Keisuke Fujii , Hisao Hayakawa

A variational formula for the asymptotic variance of general Markov processes is obtained. As application, we get a upper bound of the mean exit time of reversible Markov processes, and some comparison theorems between the reversible and…

Probability · Mathematics 2021-06-02 Lu-Jing Huang , Yong-Hua Mao , Tao Wang

Let $Z = (Z_t)_{t\in[0,\infty)}$ be an ergodic Markov process and, for every $n\in\mathbb{N}$, let $Z^n = (Z_{n^2 t})_{t\in[0,\infty)}$ drive a process $X^n$. Classical results show under suitable conditions that the sequence of…

Probability · Mathematics 2018-03-06 Martin Hutzenthaler , Peter Pfaffelhuber , Clemens Printz

We derive a functional equation for the mean first-passage time (MFPT) of a generic self-similar Markovian continuous process to a target in a one-dimensional domain and obtain its exact solution. We show that the obtained expression of the…

Statistical Mechanics · Physics 2015-05-27 Vincent Tejedor , Olivier Bénichou , Ralf Metzler , Raphael Voituriez

We consider a strong Markov process with killing and prove an approximation method for the distribution of the process conditioned not to be killed when it is observed. The method is based on a Fleming-Viot type particle system with…

Probability · Mathematics 2013-04-04 Denis Villemonais

In this paper we introduce a new generalisation of the relative Fisher Information for Markov jump processes on a finite or countable state space, and prove an inequality which connects this object with the relative entropy and a large…

Functional Analysis · Mathematics 2018-12-12 Bastian Hilder , Mark A. Peletier , Upanshu Sharma , Oliver Tse

Including the effect of thermal fluctuations in traditional computational fluid dynamics requires developing numerical techniques for solving the stochastic partial differential equations of fluctuating hydrodynamics. These Langevin…

Computational Physics · Physics 2015-06-12 S. Delong , B. E. Griffith , E. Vanden-Eijnden , A. Donev

The main interest of the present work is the generalization of the Boltzmann-Gibbs distributions and the fluctuation theory based on the consideration of the reparametrization invariance of the microcanonical ensemble. This approach allows…

Statistical Mechanics · Physics 2007-05-23 L. Velazquez

In this paper, we develop and analyze an integral fixed-time sliding mode control method for a scenario in which the system model is only partially known, utilizing Gaussian processes. We present two theorems on fixed-time convergence. The…

Systems and Control · Electrical Eng. & Systems 2025-05-30 Chaimae El Mortajinea , Moussa Labbadib , Adnane Saoudc , Mostafa Bouzia

In this study, we rederive the fluctuation theorems in presence of feedback, by assuming the known Jarzynski equality and detailed fluctuation theorems. We first reproduce the already known work theorems for a classical system, and then…

Statistical Mechanics · Physics 2015-05-30 Sourabh Lahiri , Shubhashis Rana , A. M. Jayannavar

The work fluctuation theorem (FT) is a symmetry connecting the moment generating functions (MGFs) of the work extracted in a given process and in its time-reversed counterpart. We show that, equivalently, the FT for work in isolated quantum…

Quantum Physics · Physics 2023-11-29 Vasco Cavina , Sadeq S. Kadijani , Massimiliano Esposito , Thomas Schmidt

To describe the slow dynamics of a system out of equilibrium, but close to a dynamical arrest, we generalize the ideas of previous work to the case where time-translational invariance is broken. We introduce a model of the dynamics that is…

Disordered Systems and Neural Networks · Physics 2016-08-31 P. De Gregorio , F. Sciortino , P. Tartaglia , E. Zaccarelli , K. A. Dawson

We derive exact dynamical fluctuation-response relations (FRRs) for time-integrated observables of any nonautonomous Markov jump process. The finite-time covariance splits into an initial variability and an integral of response kernels…

Statistical Mechanics · Physics 2026-05-15 Timur Aslyamov , Massimiliano Esposito

We consider a classical model of non-equilibrium statistical mechanics accounting for non-Markovian effects, which is referred to as the Generalized Langevin Equation in the literature. We derive reduced Markovian descriptions obtained…

Statistical Mechanics · Physics 2024-05-28 Matteo Colangeli , Manh Hong Duong , Adrian Muntean
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