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This is a guide to the mathematical theory of Brownian motion and related stochastic processes, with indications of how this theory is related to other branches of mathematics, most notably the classical theory of partial differential…

Probability · Mathematics 2018-02-28 Jim Pitman , Marc Yor

We introduce the idea of weakly coherent collisional models, where the elements of an environment interacting with a system of interest are prepared in states that are approximately thermal, but have an amount of coherence proportional to a…

We derive quantum Boltzmann equations for preheating by means of the density matrix formalism, which account for both the non-adiabatic particle production and the leading collisional processes between the produced particles. In so doing,…

High Energy Physics - Theory · Physics 2018-10-01 William T. Emond , Peter Millington , Paul M. Saffin

We study in more detail the properties of the generalized Beth Uhlenbeck formula obtained in a preceding article. This formula leads to a simple integral expression of the grand potential of the system, where the interaction potential…

atom-ph · Physics 2016-08-15 P. Grüter , F. Laloë , A. E. Meyerovich , W. Mullin

In the framework of $F(\mathcal{R},\tilde{\mathcal{R}})$ Einstein-Cartan gravity with an action depending both of the Ricci scalar and the so-called Holst-invariant curvature we consider models that include cubic terms of the latter in the…

General Relativity and Quantum Cosmology · Physics 2025-12-03 Theodoros Katsoulas , Kyriakos Tamvakis

We consider thermal machines powered by locally equilibrium reservoirs that share classical or quantum correlations. The reservoirs are modelled by the so-called collisional model or repeated interactions model. In our framework, two…

Quantum Physics · Physics 2020-08-28 Gabriele De Chiara , Mauro Antezza

By making full use of heat kernel estimates, we establish the integral tests on the zero-one laws of upper and lower bounds for the sample path ranges of symmetric Markov processes. In particular, these results concerning on upper rate…

Probability · Mathematics 2015-09-01 Yuichi Shiozawa , Jian Wang

Starting from the Helmholtz free energy we calculate analytically first- and second-order derivatives, as internal energy and specific heats, for the ideal system and the exchange and correlation interactions covering a broad range of…

Astrophysics · Physics 2007-05-23 W. Stolzmann , T. Bloecker

We illustrate recent results concerning the validity of the work fluctuation theorem in open quantum systems [M. Campisi, P. Talkner, and P. H\"{a}nggi, Phys. Rev. Lett. {\bf 102}, 210401 (2009)], by applying them to a solvable model of an…

Statistical Mechanics · Physics 2009-09-14 Michele Campisi , Peter Talkner , Peter Hänggi

Quantum thermodynamics addresses the emergence of thermodynamical laws from quantum mechanics. The link is based on the intimate connection of quantum thermodynamics with the theory of open quantum systems. Quantum mechanics inserts…

Quantum Physics · Physics 2015-06-24 Ronnie Kosloff

A review of computations of free energy for Gibbs states on stationary but not static gravitational and gauge backgrounds is given. On these backgrounds wave equations for free fields are reduced to eigen-value problems which depend…

High Energy Physics - Theory · Physics 2011-07-19 D. V. Fursaev

We derive a class of thermodynamically consistent variants of Maxwell/Oldroyd-B type models for viscoelastic fluids. In particular, we study the models that allow one to consider temperature dependent material coefficients. This naturally…

Fluid Dynamics · Physics 2017-07-12 Jaroslav Hron , Vojtěch Miloš , Vít Průša , Ondřej Souček , Karel Tůma

We discuss an approach to determine averages of the work, dissipated heat and variation of internal energy of an open quantum system driven by an external classical field. These quantities are measured by coupling the quantum system to a…

Quantum Physics · Physics 2022-03-23 Paolo Solinas , Mirko Amico , Nino N. Zanghì

We construct an integrable Hubbard model with impurity site containing spin and charge degrees of freedom. The Bethe ansatz equations for the Hamiltonian are derived and two alternative sets of equations for the thermodynamical properties.…

Statistical Mechanics · Physics 2019-07-26 Yahya Öz , Andreas Klümper

We discuss a formulation of exactly Poincar\'e invariant quantum mechanics where the input is model Euclidean Green functions or their generating functional. We discuss the structure of the models, the construction of the Hilbert space, the…

Mathematical Physics · Physics 2015-06-12 Philip Kopp , Wayne Polyzou

This paper deals with Poisson processes on an arbitrary measurable space. Using a direct approach, we derive formulae for moments and cumulants of a vector of multiple Wiener-It\^o integrals with respect to the compensated Poisson process.…

Probability · Mathematics 2014-07-08 Guenter Last , Mathew D. Penrose , Matthias Schulte , Christoph Thaele

The notion of temperature in many body elementary particle processes is in a common use for decades. Thermal models have become simple and universal effective tools to describe particle production -- not only in high energy heavy ion…

High Energy Physics - Phenomenology · Physics 2014-12-30 Ludwik Turko

The procedure of nonperturbative quantization \`a la Heisenberg is considered. A few applications, features, perspectives, problems, and so on are considered. The comparison with turbulence modeling is performed.

General Physics · Physics 2015-05-12 Vladimir Dzhunushaliev

Spot option prices, forwards and options on forwards relevant for the commodity markets are computed when the underlying process S is modelled as an exponential of a process {\xi} with memory as e.g. a L\'evy semi-stationary process.…

Pricing of Securities · Quantitative Finance 2017-11-02 Fred Espen Benth , Asma Khedher , Michèle Vanmaele

Reciprocal processes are acausal generalizations of Markov processes introduced by Bernstein in 1932. In the literature, a significant amount of attention has been focused on developing dynamical models for reciprocal processes. In this…

Machine Learning · Statistics 2016-05-16 Francesca Paola Carli