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The thermodynamic uncertainty relation expresses a universal trade-off between precision and entropy production, which applies in its original formulation to current observables in steady-state systems. We generalize this relation to…

Statistical Mechanics · Physics 2018-12-06 Timur Koyuk , Udo Seifert , Patrick Pietzonka

In this article we discuss several aspects of the stochastic dynamics of spin models. The paper has two independent parts. Firstly, we explore a few properties of the multi-point correlations and responses of generic systems evolving in…

Statistical Mechanics · Physics 2009-11-10 Guilhem Semerjian , Leticia F. Cugliandolo , Andrea Montanari

This paper investigates generalized thermodynamic relationships in physical systems where relevant macroscopic variables are determined by the exponential Kolmogorov-Nagumo average. We show that while the thermodynamic entropy of such…

Statistical Mechanics · Physics 2025-01-23 Pablo A. Morales , Jan Korbel , Fernando E. Rosas

We study temperature fluctuations in mesoscopic $N$-body systems undergoing non-equilibrium processes from the perspective of stochastic thermodynamics. By introducing a stochastic differential equation, we describe the evolution of the…

Statistical Mechanics · Physics 2026-05-19 Zhaoyu Fei , Yu-Han Ma

This article sets up a new formalism to investigate stochastic thermodynamics of out-of-equilibrium quantum systems, where stochasticity primarily comes from quantum measurement. In the absence of any bath, we define a purely quantum…

Quantum Physics · Physics 2016-10-17 Cyril Elouard , David Herrera Marti , Maxime Clusel , Alexia Auffèves

The statistical mechanical basis of the fluctuation theory of mixtures is reviewed. An overview of the statistical mechanical relations between the microscopic properties of a system and its macroscopic properties is presented. The…

Statistical Mechanics · Physics 2018-11-20 G. Ali Mansoori , Enrico Matteoli

Fluctuation Theorems are central in stochastic thermodynamics, as they allow for quantifying the irreversibility of single trajectories. Although they have been experimentally checked in the classical regime, a practical demonstration in…

Quantum Physics · Physics 2017-10-27 C. Elouard , N. K. Bernardes , A. R. R. Carvalho , M. F. Santos , A. Auffèves

In this chapter we review stochastic modelling methods in climate science. First we provide a conceptual framework for stochastic modelling of deterministic dynamical systems based on the Mori-Zwanzig formalism. The Mori-Zwanzig equations…

Atmospheric and Oceanic Physics · Physics 2016-12-23 Georg A. Gottwald , Daan T. Crommelin , Christian L. E. Franzke

Multiscale thermodynamics is a theory of relations among levels of investigation of complex systems. It includes the classical equilibrium thermodynamics as a special case but it is applicable to both static and time evolving processes in…

Statistical Mechanics · Physics 2021-02-24 Miroslav Grmela

We prove the Jarzynski relation for general stochastic processes including non-Markovian systems with memory. The only requirement for our proof is the existence of a stationary state, therefore excluding non-ergodic systems. We then show…

Statistical Mechanics · Physics 2007-09-27 Thomas Speck , Udo Seifert

A positive rate of entropy production at steady state is a distinctive feature of truly non-equilibrium processes. Exact results, while being often limited to simple models, offer a unique opportunity to explore the thermodynamic features…

Statistical Mechanics · Physics 2022-06-29 Henry Alston , Luca Cocconi , Thibault Bertrand

A change in a stochastic system has three representations: Probabilistic, statistical, and informational: (i) is based on random variable $u(\omega)\to\tilde{u}(\omega)$; this induces (ii) the probability distributions $F_u(x)\to…

Statistical Mechanics · Physics 2019-02-27 Hong Qian , Yu-Chen Cheng , Lowell F. Thompson

Computer simulations generate trajectories at a single, well-defined thermodynamic state point. Statistical reweighting offers the means to reweight static and dynamical properties to different equilibrium state points by means of analytic…

Computational Physics · Physics 2019-12-25 Marius Bause , Timon Wittenstein , Kurt Kremer , Tristan Bereau

Information dynamics is an emerging description of information processing in complex systems which describes systems in terms of intrinsic computation, identifying computational primitives of information storage and transfer. In this paper…

Statistical Mechanics · Physics 2018-10-03 Richard E. Spinney , Joseph T. Lizier , Mikhail Prokopenko

The question of characterization of the degree of non-equilibrium activity in active matter systems is studied in the context of a stochastic microswimmer model driven by a chemical cycle. The resulting dynamical properties and entropy…

Statistical Mechanics · Physics 2024-05-27 Michalis Chatzittofi , Jaime Agudo-Canalejo , Ramin Golestanian

The measurement of thermal fluctuations provides information about the microscopic state of a thermodynamic system and can be used in order to extract work from a single heat bath in a suitable cyclic process. We present a minimal framework…

Statistical Mechanics · Physics 2015-06-03 Léo Granger , Holger Kantz

We extend the theory of stochastic thermodynamics in three directions: (i) instead of a continuously monitored system we consider measurements only at an arbitrary set of discrete times, (ii) we allow for imperfect measurements and…

Statistical Mechanics · Physics 2019-08-27 Philipp Strasberg , Andreas Winter

Within the abstract framework of dynamical system theory we describe a general approach to the Transient (or Evans-Searles) and Steady State (or Gallavotti-Cohen) Fluctuation Theorems of non-equilibrium statistical mechanics. Our main…

Mathematical Physics · Physics 2011-06-21 Vojkan Jakšić , Claude-Alain Pillet , Luc Rey-Bellet

In this paper we study the dynamics of stochastic microorganism flocculation models. Given the strong influence of environmental and seasonal fluctuations that are present in these models, we propose a stochastic model that includes…

Probability · Mathematics 2025-11-18 Alexandru Hening , Nguyen T. Hieu , Dang H. Nguyen , Nhu Nguyen

Quantifying energy flows at nanometer scales promises to guide future research in a variety of disciplines, from microscopic control and manipulation, to autonomously operating molecular machines. A general understanding of the…

Statistical Mechanics · Physics 2018-11-26 Steven J. Large , Raphaël Chetrite , David A. Sivak