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The second law of thermodynamics, formulated as an ultimate bound on the maximum extractable work, has been rigorously derived in multiple scenarios. However, the unavoidable limitations that emerge due to the lack of control on small…

Quantum Physics · Physics 2016-04-27 H. Wilming , R. Gallego , J. Eisert

This work introduces and studies a new family of velocity jump Markov processes directly amenable to exact simulation with the following two properties: i) trajectories converge in law when a time-step parameter vanishes towards a given…

Numerical Analysis · Mathematics 2020-09-15 Pierre Monmarché , Mathias Rousset , Pierre-André Zitt

We analyze the temperature relaxation phenomena of systems in contact with a thermal reservoir that undergo a non-Markovian diffusion process. From a generalized Langevin equation, we show that the temperature is governed by a law of…

Statistical Mechanics · Physics 2015-06-23 Luciano C. Lapas , Rogelma M. S. Ferreira , Fernando A. Oliveira , J. Miguel Rubí

The infinitesimal transition probability operator for a continuous-time discrete-state Markov process, $\mathcal{Q}$, can be decomposed into a symmetric and a skew-symmetric parts. As recently shown for the case of diffusion processes,…

Mathematical Physics · Physics 2013-04-09 Hong Qian

We derive a universal thermodynamic bound constraining directional transport in both discrete and continuous nonequilibrium systems. For continuous-time Markov jump processes and overdamped diffusions governed by Fokker--Planck equations,…

Statistical Mechanics · Physics 2025-08-26 Mesfin Taye

Traditional thermodynamic trade-off relations usually apply to quantities that depend linearly on probability distributions. In contrast, many important information-theoretic measures, such as entropies, are nonlinear and therefore…

Statistical Mechanics · Physics 2026-02-17 Yoshihiko Hasegawa

In a macroscopic (quantum or classical) Hamiltonian system, we prove the second law of thermodynamics in the forms of the minimum work principle and the law of entropy increase, under the assumption that the initial state is described by a…

Statistical Mechanics · Physics 2007-05-23 Hal Tasaki

Recent studies have explored finite-time dissipation-minimizing protocols for stochastic thermodynamic systems driven arbitrarily far from equilibrium, when granted full external control to drive the system. However, in both simulation and…

Statistical Mechanics · Physics 2022-10-27 Adrianne Zhong , Michael R. DeWeese

We derive various exact results for Markovian systems that spontaneously relax to a non-equilibrium steady-state by using joint probability distributions symmetries of different entropy production decompositions. The analytical approach is…

Statistical Mechanics · Physics 2012-02-10 Reinaldo García-García , Vivien Lecomte , A. B. Kolton , D. Domínguez

Calorimetry for equilibrium systems aims to determine the available microscopic occupation and distribution of energy levels by measuring thermal response. Nonequilibrium versions are expected to add information on the dynamical…

Statistical Mechanics · Physics 2023-11-27 Pritha Dolai , Christian Maes

In this paper we define the notion of an open Markov process. An open Markov process is a generalization of an ordinary Markov process in which populations are allowed to flow in and out of the system at certain boundary states. We show…

Statistical Mechanics · Physics 2016-11-02 Blake S. Pollard

We design heat exchangers using level-set method based topology optimization. The heat exchange between two fluids in separate channels is maximized while constraining the pressure drop across each channel. The flow is modeled by an…

Numerical Analysis · Mathematics 2021-11-19 Miguel A. Salazar de Troya , Daniel A. Tortorelli , Julian Andrej , Victor A. Beck

This work presents a general unifying theoretical framework for quantum non-equilibrium systems. It is based on a re-statement of the dynamical problem as one of inferring the distribution of collision events that move a system toward…

Quantum Physics · Physics 2015-03-30 David M. Rogers

This paper develops a unified methodology for probabilistic analysis and optimal control design for jump diffusion processes defined by polynomials. For such systems, the evolution of the moments of the state can be described via a system…

Optimization and Control · Mathematics 2017-02-03 Andrew Lamperski , Khem Raj Ghusinga , Abhyudai Singh

In this work, we investigate the optimal control problem for continuous-time Markov decision processes with the random impact of the environment. We provide conditions to show the existence of optimal controls under finite-horizon criteria.…

Optimization and Control · Mathematics 2020-06-23 Jinghai Shao , Kun Zhao

This paper is concerned with a discounted stochastic optimal control problem for regime switching diffusion in an infinite horizon. First, as a preliminary with particular interests in its own right, the global well-posedness of infinite…

Optimization and Control · Mathematics 2026-02-06 Kai Ding , Xun Li , Siyu Lv , Xin Zhang

The role of thermal relaxation in nanoparticle melting is studied using a mathematical model based on the Maxwell--Cattaneo equation for heat conduction. The model is formulated in terms of a two-phase Stefan problem. We consider the cases…

Mesoscale and Nanoscale Physics · Physics 2018-11-14 Matthew G. Hennessy , Marc Calvo-Schwarzwälder , Timothy G. Myers

We apply single and double tree-like representations of Markov jump processes on $\mathbb{Z}_N$ for obtaining their nonequilibrium heat capacity and for taking the diffusion limit $N\uparrow \infty$. The main tool is a graphical…

Probability · Mathematics 2023-08-10 Faezeh Khodabandehlou , Irene Maes

The optimization of the conversion of thermal energy into work and the minimization of dissipation for nano- and mesoscopic systems is a complex challenge because of the important role fluctuations play on the dynamics of small systems. We…

Quantum Physics · Physics 2025-09-24 Alberto Rolandi

Fleming-Viot type particle systems represent a classical way to approximate the distribution of a Markov process with killing, given that it is still alive at a final deterministic time. In this context, each particle evolves independently…

Probability · Mathematics 2017-09-21 Bernard Delyon , Frédéric Cérou , Arnaud Guyader , Mathias Rousset
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