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We propose a stochastic dynamics to be associated to a deterministic motion defined by a set of first order differential equation. The transitions that defined the stochastic dynamics are unidirectional and the rates are equal to the…

Statistical Mechanics · Physics 2024-11-13 Mário J. de Oliveira

For stochastic non-equilibrium dynamics like a Langevin equation for a colloidal particle or a master equation for discrete states, entropy production along a single trajectory is studied. It involves both genuine particle entropy and…

Statistical Mechanics · Physics 2012-05-21 Udo Seifert

We develop a space-time large-deviation point of view on Gibbs-non-Gibbs transitions in spin systems subject to a stochastic spin-flip dynamics. Using the general theory for large deviations of functionals of Markov processes outlined in…

Probability · Mathematics 2015-03-17 Aernout van Enter , Roberto Fernández , Frank den Hollander , Frank Redig

We investigate piecewise-linear stochastic models as with regards to the probability distribution of functionals of the stochastic processes, a question which occurs frequently in large deviation theory. The functionals that we are looking…

Statistical Mechanics · Physics 2015-06-22 Yaming Chen , Wolfram Just

In this article we establish a large deviation principle for the empirical measures of a simple spatially inhomogeneous random walk on $\overline{\mathbb{Z}}$, the two-point compactification of $\mathbb{Z}$. The classical Donsker--Varadhan…

Probability · Mathematics 2026-05-27 Jan-Luka Fatras

In thermodynamics, entropy production and work quantify irreversibility and the consumption of useful energy, respectively, when a system is driven out of equilibrium. For quantum systems, these quantities can be identified at the…

We consider a one-dimensional persisent random walk viewed as a deterministic process with a form of time reversal symmetry. Particle reservoirs placed at both ends of the system induce a density current which drives the system out of…

Chaotic Dynamics · Physics 2009-10-31 T. Gilbert , J. R. Dorfman

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

The total entropy production and its three constituent components are described both as fluctuating trajectory-dependent quantities and as averaged contributions in the context of the continuous Markovian dynamics, described by stochastic…

Statistical Mechanics · Physics 2015-06-04 Richard E. Spinney , Ian J. Ford

We propose a simple conjecture for the functional form of the asymptotic behavior of work distributions for driven overdamped Brownian motion of a particle in confining potentials. This conjecture is motivated by the fact that these…

Statistical Mechanics · Physics 2016-01-20 Viktor Holubec , Dominik Lips , Artem Ryabov , Petr Chvosta , Philipp Maass

For finite size Markov chains, the Donsker-Varadhan theory fully describes the large deviations of the time averaged empirical measure. We are interested in the extension of the Donsker-Varadhan theory for a large size non-equilibrium…

Probability · Mathematics 2024-05-06 Thierry Bodineau , Benoit Dagallier

We study large deviations principles for $ N $ random processes on the lattice $ \Z^d $ with finite time horizon $ [0,\beta] $ under a symmetrised measure where all initial and terminal points are uniformly given by a random permutation.…

Mathematical Physics · Physics 2007-05-23 Stefan Adams , Tony Dorlas

The total entropy production of a trajectory can be split into an adiabatic and a non-adiabatic contribution, deriving respectively from the breaking of detailed balance via nonequilibrium boundary conditions or by external driving. We show…

Statistical Mechanics · Physics 2015-05-14 Massimiliano Esposito , Christian Van den Broeck

The fluctuation theorem for entropy production is a remarkable symmetry of the distribution of produced entropy that holds universally in non-equilibrium steady states with Markovian dynamics. However, in systems with slow degrees of…

Statistical Mechanics · Physics 2018-02-21 Matthias Uhl , Patrick Pietzonka , Udo Seifert

We have considered the underdamped motion of a Brownian particle in the presence of a correlated external random force. The force is modeled by an Ornstein-Uhlenbeck process. We investigate the fluctuations of the work done by the external…

Statistical Mechanics · Physics 2014-11-19 Arnab Pal , Sanjib Sabhapandit

Large deviation theory provides a framework to understand macroscopic fluctuations and collective phenomena in many-body nonequilibrium systems in terms of microscopic dynamics. In these lecture notes we discuss the large deviation…

Statistical Mechanics · Physics 2025-01-17 Pablo I. Hurtado

We introduce a model of effective conformal quantum field theory in dimension $d=1+1$ coupled to stochastic noise, where Kardar-Parisi-Zhang (KPZ) class fluctuations can be observed. The analysis of the quantum dynamics of the scaling…

Statistical Mechanics · Physics 2021-02-11 Denis Bernard , Pierre Le Doussal

The probability distribution of the total entropy production in the non-equilibrium steady state follows a symmetry relation called the fluctuation theorem. When a certain part of the system is masked or hidden, it is difficult to infer the…

Statistical Mechanics · Physics 2020-04-29 Deepak Gupta , Sanjib Sabhapandit

We study non-equilibrium statistical mechanics of a Gaussian dynamical system and compute in closed form the large deviation functionals describing the fluctuations of the entropy production observable with respect to the reference state…

Mathematical Physics · Physics 2016-08-03 Vojkan Jaksic , Claude-Alain Pillet , Armen Shirikyan

Employing the stochastic wave function method, we study quantum features of stochastic entropy production in nonequilibrium processes of open systems. It is demonstarted that continuous measurements on the environment introduce an…

Quantum Physics · Physics 2013-10-16 B. Leggio , A. Napoli , A. Messina , H. -P. Breuer