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We continue the investigation of the spectral theory and exponential asymptotics of Markov processes, following Kontoyiannis and Meyn (2003). We introduce a new family of nonlinear Lyapunov drift criteria, characterizing distinct subclasses…

Probability · Mathematics 2007-05-23 Ioannis Kontoyiannis , S. P. Meyn

The theory of linear stochastic thermodynamics is developed for periodically driven systems in contact with a single reservoir. Appropriate thermodynamic forces and fluxes are identified, starting from the entropy production for a Markov…

Statistical Mechanics · Physics 2016-02-26 Karel Proesmans , Bart Cleuren , Christian Van den Broeck

The temperature dependence of the kinetic coefficients is obtained in the non-perturbative region with the help of Green-Kubo-type formulae in the model of massive gluon gas motivated by numerical results from simulations of lattice QCD.…

High Energy Physics - Phenomenology · Physics 2010-11-01 J. Cleymans , S. V. Ilyun , S. A. Smolyansky , G. M. Zinovjev

We consider a one-dimensional partial differential equation system modeling heat flow around a ring. The system includes a Klein-Gordon wave equation for a field satisfying spatial periodic boundary conditions, as well as Ornstein-Uhlenbeck…

Mathematical Physics · Physics 2015-06-04 Lawrence E. Thomas

We show a finite-time large deviation principle (LDP) for "Dyson type" diffusion processes, including Dyson Brownian motion on the circle, for a fixed number of particles as the coupling parameter $\beta=8/\kappa$ tends to $\infty$. We also…

Probability · Mathematics 2025-08-28 Osama Abuzaid , Vivian Olsiewski Healey , Eveliina Peltola

We introduce an algorithmic model of heat conduction, the thermodynamic graph. The thermodynamic graph is analogous to meshes in the finite difference method in the sense that the calculation of temperature is carried out at the vertices of…

Computational Engineering, Finance, and Science · Computer Science 2018-02-02 O. Kurganskyy , A. J. Maksimova

Using molecular dynamics simulations, we study supercritical fluids near the gas-liquid critical point under heat flow in two dimensions. We calculate the steady-state temperature and density profiles. The resultant thermal conductivity…

Statistical Mechanics · Physics 2009-11-10 Toshiyuki Hamanaka , Ryoichi Yamamoto , Akira Onuki

We investigate a one dimensional chain of $2N$ harmonic oscillators in which neighboring sites have their energies redistributed randomly. The sites $-N$ and $N$ are in contact with thermal reservoirs at different temperature $\tau_-$ and…

Statistical Mechanics · Physics 2009-11-11 Lorenzo Bertini , Davide Gabrielli , Joel L. Lebowitz

Semi-Markov processes play an important role in the effective description of partially accessible systems in stochastic thermodynamics. They occur, for instance, in coarse-graining procedures such as state lumping and when analyzing waiting…

Statistical Mechanics · Physics 2026-01-19 Alexander M. Maier , Jonas H. Fritz , Udo Seifert

A fundamental problem of non-equilibrium statistical mechanics is the derivation of macroscopic transport equations in the hydrodynamic limit. The rigorous study of such limits requires detailed information about rates of convergence to…

Mathematical Physics · Physics 2015-05-30 Alexander Grigo , Konstantin Khanin , Domokos Szasz

It is well-known that many diffusion equations can be recast as Wasserstein gradient flows. Moreover, in recent years, by modifying the Wasserstein distance appropriately, this technique has been transferred to further evolution equations…

Probability · Mathematics 2020-10-15 Kaveh Bashiri , Anton Bovier

In these lecture notes, the basic principles of stochastic thermodynamics are developed starting with a closed system in contact with a heat bath. A trajectory undergoes Markovian transitions between observable meso-states that correspond…

Statistical Mechanics · Physics 2018-06-13 Udo Seifert

In many experimental situations, a physical system undergoes stochastic evolution which may be described via random maps between two compact spaces. In the current work, we study the applicability of large deviations theory to time-averaged…

Statistical Mechanics · Physics 2015-05-13 Vladimir Y. Chernyak , Michael Chertkov , Sergey V. Malinin , Razvan Teodorescu

We give a new approach to the well-known convergence to the hydrodynamic limit for the symmetric simple exclusion process (SSEP). More precisely, we characterize any possible limit of its empirical density measures as solutions to the heat…

Probability · Mathematics 2015-11-11 Max Fathi , Marielle Simon

We study stochastic thermodynamics of a Brownian particle which is subjected to a temperature gradient and is confined by an external potential. We first formulate an over-damped Ito-Langevin theory in terms of local temperature, friction…

Statistical Mechanics · Physics 2024-02-22 Mingnan Ding , Jun Wu , Xiangjun Xing

The meaning of thermodynamic descriptions is found in large-deviations scaling of the fluctuations probabilities. The primary large-deviations rate function is the entropy, which is the basis for both fluctuation theorems and for…

Statistical Mechanics · Physics 2015-05-27 Eric Smith

We propose a general procedure for evaluating, directly from microphysics, the constitutive relations of heat-conducting fluids in regimes of large fluxes of heat. Our choice of hydrodynamic formalism is Carter's two-fluid theory, which…

Nuclear Theory · Physics 2024-02-09 Lorenzo Gavassino

In this paper we address again the problem of the connection between multitime Brownian sheet and heat type PDEs. The main results include: the volumetric character of the solutions of the forward (backward) diffusion-like PDEs; the forward…

Probability · Mathematics 2011-12-14 Constantin Udriste , Virgil Damian , Ionel Tevy

In this paper we establish a rigorous gradient flow structure for one-dimensional Kimura equations with respect to some Wasserstein-Shahshahani optimal transport geometry. This is achieved by first conditioning the underlying stochastic…

Analysis of PDEs · Mathematics 2022-10-03 Jean-Baptiste Casteras , Léonard Monsaingeon

Owing to the Chapman-Kolmogorov equation for Markovian dynamics,any equilibrium trajectory of a Brownian particle in a solvent fluid can be viewed as the superposition of an uncountable number of non-equilibrium states. This property…

Statistical Mechanics · Physics 2026-05-18 Jason Boynewicz , Michael C. Thumann , Giuseppe Procopio , Massimiliano Giona
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