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We derive the expression for the entropy production for stochastic dynamics defined on a continuous space of states containing unidirectional transitions. The expression is derived by taking the continuous limit of a stochastic dynamics on…

Statistical Mechanics · Physics 2024-09-05 Mário J. de Oliveira

We consider the Euler equations for compressible fluids in a nozzle whose cross-section is variable and may contain discontinuities. We view these equations as a hyperbolic system in nonconservative form and investigate weak solutions in…

Numerical Analysis · Mathematics 2008-12-24 Dietmar Kroener , Philippe G. LeFloch , Mai-Duc Thanh

We formulate a stochastic description of entropy production in scattering theory for coherent transport. We distinguish between the information entropy change due to partial knowledge of the leads' state and the thermodynamic entropy change…

Mesoscale and Nanoscale Physics · Physics 2026-04-29 Ludovico Tesser , Henning Kirchberg , Matteo Acciai , Janine Splettstoesser

The dissipation--coherence bound is a conjectured tradeoff between entropy production and the quality of stochastic oscillations. We show that this tradeoff follows from the higher-order thermodynamic uncertainty relation together with a…

Statistical Mechanics · Physics 2026-03-31 Artemy Kolchinsky

Using statistical thermodynamics, we derive a general expression of the stationary probability distribution for thermodynamic systems driven out of equilibrium by several thermodynamic forces. The local equilibrium is defined by imposing…

Statistical Mechanics · Physics 2015-06-12 Giorgio Sonnino , György Steinbrecher , Alessandro Cardinali , Alberto Sonnino , Mustapha Tlidi

The problem considered here is motivated by a work by B. Nachtergaele and H.T. Yau where the Euler equations of fluid dynamics are derived from manybody quantum mechanics, see [10]. A crucial concept in their work is that of local quantum…

Analysis of PDEs · Mathematics 2021-09-29 Romain Duboscq , Olivier Pinaud

In this paper, we consider discrete-time non-linear stochastic dynamical systems with additive process noise in which both the initial state and noise distributions are uncertain. Our goal is to quantify how the uncertainty in these…

Systems and Control · Electrical Eng. & Systems 2025-05-19 Steven Adams , Eduardo Figueiredo , Luca Laurenti

The dissipation phenomena of relative entropy from an It\^o--Langevin dynamical system is a classic topic from stochastic analysis. Relying on the time-reversal of diffusions, a novel trajectorial approach investigates the pathwise behavior…

Probability · Mathematics 2025-10-03 Jiaming Chen

The main purpose of the paper is an essentially probabilistic analysis of relativistic quantum mechanics. It is based on the assumption that whenever probability distributions arise, there exists a stochastic process that is either…

Quantum Physics · Physics 2009-10-28 P. Garbaczewski , J. R. Klauder , R. Olkiewicz

We extend our recently introduced stochastic nonlocal traffic flow model to more general random perturbations, including Markovian noise derived from a discretized Jacobi-type stochastic differential equation. Invoking a deterministic…

Numerical Analysis · Mathematics 2026-03-26 Timo Böhme , Simone Göttlich , Andreas Neuenkirch

We introduce a new characteristics of chaoticity of classical and quantum dynamical systems by defining the notion of the dissipation time which enables us to test how the system responds to the noise and in particular to measure the speed…

Chaotic Dynamics · Physics 2007-05-23 Lech Wolowski

Heisenberg's uncertainty principle has recently led to general measurement uncertainty relations for quantum systems: incompatible observables can be measured jointly or in sequence only with some unavoidable approximation, which can be…

Quantum Physics · Physics 2017-06-27 Alberto Barchielli , Matteo Gregoratti , Alessandro Toigo

The simulation of complex stochastic network dynamics arising, for instance, from models of coupled biomolecular processes remains computationally challenging. Often, the necessity to scan a models' dynamics over a large parameter space…

Quantitative Methods · Quantitative Biology 2013-03-14 Tiago Ramalho , Marco Selig , Ulrich Gerland , Torsten A. Enßlin

Transitions between nonequilibrium steady states obey a generalized Clausius inequality, which becomes an equality in the quasistatic limit. For slow but finite transitions, we show that the behavior of the system is described by a response…

Statistical Mechanics · Physics 2016-06-20 Dibyendu Mandal , Christopher Jarzynski

We investigate the microscopic features of bosonic quantum transport in a non-equilibrium steady state, which breaks time reversal invariance spontaneously. The analysis is based on the probability distributions, generated by the…

Statistical Mechanics · Physics 2022-04-19 Mihail Mintchev , Luca Santoni , Paul Sorba

The principal aim of the present work is to explore limit theorems for small random perturbations of dynamical systems with periodic impulse effects, in the limit of vanishing noise intensity. We start with a system whose time evolution is…

Probability · Mathematics 2026-03-25 Ashif Khan , Chetan D. Pahlajani

The reduced density matrix that characterises the state of an open quantum system is a projection from the full density matrix of the quantum system and its environment, and there are many full density matrices consistent with a given…

Quantum Physics · Physics 2024-11-28 Claudia L. Clarke , Ian J. Ford

This article concerns the large deviations regime and the consequent solution of the Kramers problem for a two-time scale stochastic system driven by a common jump noise signal perturbed in small intensity $\varepsilon>0$ and with…

Probability · Mathematics 2022-07-15 Pedro Catuogno , André de Oliveira Gomes

The Stokes-Einstein (SE) relation between the self-diffusion and shear viscosity coefficients operates in sufficiently dense liquids not too far from the liquid-solid phase transition. By considering four simple model systems with very…

Soft Condensed Matter · Physics 2021-10-27 Sergey Khrapak , Alexey Khrapak

We introduce system norms which assess transient behavior of stable Linear Time-Invariant (LTI) systems. This allows us to address undesired responses to initial conditions, finite resource consumption signals, or persistent perturbations.…

Optimization and Control · Mathematics 2025-09-23 Pierre Apkarian , Dominikus Noll
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