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In recent advances in finite-time thermodynamics, optimization of entropy production required for finite-time information processing is an important issue. In this work, we consider finite-time feedback processes in classical discrete…

Statistical Mechanics · Physics 2025-03-18 Rihito Nagase , Takahiro Sagawa

In this paper, we consider risk-sensitive discounted control problem for continuous-time jump Markov processes taking values in general state space. The transition rates of underlying continuous-time jump Markov processes and the cost rates…

Optimization and Control · Mathematics 2021-04-27 Chandan Pal , Subrata Golui

We discuss via general arguments and examples when and why the steady nonequilibrium heat capacity vanishes with temperature. The framework is the one of Markov jump processes on finite connected graphs where the condition of local detailed…

Statistical Mechanics · Physics 2023-06-22 Faezeh Khodabandehlou , Christian Maes , Karel Netočný

The purpose of this paper is to consider the exit-time problem for a finite-range Markov jump process, i.e, the distance the particle can jump is bounded independent of its location. Such jump diffusions are expedient models for anomalous…

Probability · Mathematics 2015-01-29 Nathanial Burch , Marta D'Elia , R. B. Lehoucq

Path-wise observables--functionals of stochastic trajectories--are at the heart of time-average statistical mechanics and are central to thermodynamic inequalities such as uncertainty relations, speed limits, and correlation-bounds. They…

Statistical Mechanics · Physics 2026-04-21 Lars Torbjørn Stutzer , Cai Dieball , Aljaž Godec

In this paper, we study the asymptotic of exit problem for controlled Markov diffusion processes with random jumps and vanishing diffusion terms, where the random jumps are introduced in order to modify the evolution of the controlled…

Dynamical Systems · Mathematics 2018-02-08 Getachew K. Befekadu

We are interested in the connection between a metastable continuous state space Markov process (satisfying e.g. the Langevin or overdamped Langevin equation) and a jump Markov process in a discrete state space. More precisely, we use the…

Probability · Mathematics 2017-02-08 Giacomo Di Gesù , Tony Lelièvre , Dorian Le Peutrec , Boris Nectoux

We consider optimization of the average entropy production in inhomogeneous temperature environments within the framework of stochastic thermodynamics. For systems modeled by Langevin equations (e.g. a colloidal particle in a heat bath) it…

Statistical Mechanics · Physics 2013-03-14 Stefano Bo , Erik Aurell , Ralf Eichhorn , Antonio Celani

Entropy production characterizes the thermodynamic irreversibility and reflects the amount of heat dissipated into the environment and free energy lost in nonequilibrium systems. According to the thermodynamic uncertainty relation, we…

Statistical Mechanics · Physics 2020-05-01 Tan Van Vu , Van Tuan Vo , Yoshihiko Hasegawa

We analyze the heat exchange distribution of quantum open systems undergoing a thermal relaxation that maximizes the entropy production. We show that the process implies a type of generalized law of cooling in terms of a time dependent…

Statistical Mechanics · Physics 2019-05-06 D. S. P. Salazar , A. M. S. Macêdo , G. L. Vasconcelos

We consider the exit event from a metastable state for the overdamped Langevin dynamics $dX_t = -\nabla f(X_t) dt + \sqrt{h} dB_t$. Using tools from semiclassical analysis, we prove that, starting from the quasi stationary distribution…

Analysis of PDEs · Mathematics 2019-01-17 Giacomo Di Gesù , Tony Lelièvre , Dorian Le Peutrec , Boris Nectoux

In this paper, we consider the problem of minimizing the exit rate with which a diffusion process pertaining to a chain of distributed control systems, with random perturbations, exits from a given bounded open domain. In particular, we…

Dynamical Systems · Mathematics 2014-09-12 Getachew K. Befekadu , Panos J. Antsaklis

The second law of thermodynamics states that entropy production cannot be negative. Recent developments concerning uncertainty relations in stochastic thermodynamics, such as thermodynamic uncertainty relations and speed limits, have…

Statistical Mechanics · Physics 2023-10-09 Tomohiro Nishiyama , Yoshihiko Hasegawa

A heat exchanger can be modeled as a closed domain containing an incompressible fluid. The moving fluid has a temperature distribution obeying the advection-diffusion equation, with zero temperature boundary conditions at the walls.…

Fluid Dynamics · Physics 2018-02-23 Florence Marcotte , Charles R. Doering , Jean-Luc Thiffeault , William R. Young

We study the temperature control problem for Langevin diffusions in the context of non-convex optimization. The classical optimal control of such a problem is of the bang-bang type, which is overly sensitive to errors. A remedy is to allow…

Optimization and Control · Mathematics 2021-12-20 Xuefeng Gao , Zuo Quan Xu , Xun Yu Zhou

We present an analytic solution of a differential-difference equation that appears when one solves an optimal stopping time problem with state process following a jump-diffusion process. This equation occurs in the context of real options…

Classical Analysis and ODEs · Mathematics 2019-01-29 Cláudia Nunes , Rita Pimentel , Ana Prior

We investigate the problem of minimizing the entropy production for a physical process that can be described in terms of a Markov jump dynamics. We show that, without any further constraints, a given time-evolution may be realized at…

Statistical Mechanics · Physics 2022-02-16 Andreas Dechant

Markov jump processes are widely used to model natural and engineered processes. In the context of biological or chemical applications one typically refers to the chemical master equation (CME), which models the evolution of the probability…

Optimization and Control · Mathematics 2017-07-05 Wei Zhang , Carsten Hartmann , Max von Kleist

The consistency across scales of a recently developed mathematical thermodynamic structure, between a continuous stochastic nonlinear dynamical system (diffusion process with Langevin or Fokker-Planck equations) and its emergent discrete,…

Statistical Mechanics · Physics 2015-10-28 Moises Santillan , Hong Qian

The standard dynamical approach to quantum thermodynamics is based on Markovian master equations describing the thermalization of a system weakly coupled to a large environment, and on tools such as entropy production relations. Here we…

Quantum Physics · Physics 2022-08-08 Matteo Lostaglio , Kamil Korzekwa
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