Related papers: Heat release by controlled continuous-time Markov …
We study the convergence to equilibrium of an underdamped Langevin equation that is controlled by a linear feedback force. Specifically, we are interested in sampling the possibly multimodal invariant probability distribution of a Langevin…
We propose a unified framework that extends the inference methods for classical hidden Markov models to continuous settings, where both the hidden states and observations occur in continuous time. Two different settings are analyzed: hidden…
Systems with interacting degrees of freedom play a prominent role in stochastic thermodynamics. Our aim is to use the concept of detached path probabilities and detached entropy production for bipartite Markov processes and elaborate on a…
We propose a reformulation of the problem of optimally controlled transitions in stochastic thermodynamics. We impose that any terminal cost specified by a thermodynamic functional should depend only on state variables and not on control…
In this paper, we present a new model for heat transfer in compressible fluid flows. The model is derived from Hamilton's principle of stationary action in Eulerian coordinates, in a setting where the entropy conservation is recovered as an…
In this paper we study the transition densities for a large class of non-symmetric Markov processes whose jumping kernels decay exponentially or subexponentially. We obtain their upper bounds which also decay at the same rate as their…
Irreversible processes accomplished in a fixed time involve nonlinearly coupled flows of matter, energy, and information. Here, using entropy production as an example, we show how thermodynamic uncertainty relations and speed limits on…
A new model for the thermal spike produced by the nuclear energy loss, as source of transient processes, is derived analytically, for power law dependences of the diffusivity on temperature, as solution of the heat equation. The…
We derive general expressions for the free energy, entropy production and entropy extraction rates for a Brownian particle that walks in a viscous medium where the dynamics of its motion is governed by the Langevin equation. It is shown…
We define the projected entropy S(T) at a given temperature T in the context of an Ising model transition matrix calculation as the entropy associated with the distribution of Markov chain realizations in energy-magnetization, E-H, space.…
This paper studies the time optimal control problem for systems of heat equations coupled by a pair of constant matrices. The control constraint is of the ball-type, while the target is the origin of the state space. We obtain an upper…
Response lags are generic to almost any physical system and often play a crucial role in the feedback loops present in artificial nanodevices and biological molecular machines. In this paper, we perform a comprehensive study of small…
A jumping process, defined in terms of jump size distribution and waiting time distribution, is presented. The jumping rate depends on the process value. The process, which is Markovian and stationary, relaxes to an equilibrium and is…
As a fundamental thermodynamic principle, speed limits reveal the lower bound of entropy production (EP) required for a system to transition from a given initial state to a final state. While various speed limits have been developed for…
In this short paper, we consider discrete-time Markov chains on lattices as approximations to continuous-time diffusion processes. The approximations can be interpreted as finite difference schemes for the generator of the process. We…
We establish uniqueness for a class of first-order Hamilton-Jacobi equations with Hamiltonians that arise from the large deviations of the empirical measure and empirical flux pair of weakly interacting Markov jump processes. As a corollary…
We prove the second law of thermodynamics and the nonequilibirum fluctuation theorem for pure quantum states.The entire system obeys reversible unitary dynamics, where the initial state of the heat bath is not the canonical distribution but…
Ordinary differential equations obtained as limits of Markov processes appear in many settings. They may arise by scaling large systems, or by averaging rapidly fluctuating systems, or in systems involving multiple time-scales, by a…
We study the lower bound of the entropy production in a one-dimensional underdamped Langevin system constrained by a time-dependent parabolic potential. We focus on minimizing the entropy production during transitions from a given initial…
This paper develops a new class of conditional Markov jump processes with regime switching and paths dependence. The key novel feature of the developed process lies on its ability to switch the transition rate as it moves from one state to…