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New continuous and stochastic extensions of the minority game, devised as a fundamental model for a market of competitive agents, are introduced and studied in the context of statistical physics. The new formulation reproduces the key…

Statistical Mechanics · Physics 2009-10-31 Andrea Cavagna , Juan P. Garrahan , Irene Giardina , David Sherrington

At very small scales, thermodynamic energy exchanges like work and heat become comparable to thermal energy of the system, which leads to unusual phenomena like the transient violations of Second Law. We explore the generic characters of…

Statistical Mechanics · Physics 2019-06-25 Sourabh Lahiri , Arun M Jayannavar

In systems with detailed balance, the stationary distribution and the equilibrium distribution are identical, creating a clear connection between energetic and entropic quantities. Many driven systems violate detailed balance and still pose…

Statistical Mechanics · Physics 2025-01-22 Markus Hofer , Jan Korbel , Rudolf Hanel , Stefan Thurner

We review the theory of martingales as applied to stochastic thermodynamics and stochastic processes in physics more generally.

Statistical Mechanics · Physics 2024-08-20 Édgar Roldán , Izaak Neri , Raphael Chetrite , Shamik Gupta , Simone Pigolotti , Frank Jülicher , Ken Sekimoto

We develop a simple model to study classical fields on the background of a fluctuating spacetime volume. It is applied to formulate the stochastic Einstein equations with a perfect-fluid source. We investigate the particular case of a…

General Relativity and Quantum Cosmology · Physics 2017-09-06 Vladimir Dzhunushaliev , Hernando Quevedo

The exact dynamics of a system coupled to an environment can be described by an integro-differential stochastic equation of its reduced density. The influence of the environment is incorporated through a mean-field which is both stochastic…

Quantum Physics · Physics 2009-11-13 Denis Lacroix

Traditional thermodynamics governs the behaviour of large systems that evolve between states of thermal equilibrium. For these large systems, the mean values of thermodynamic quantities (such as work, heat and entropy) provide a good…

Statistical Mechanics · Physics 2019-05-01 Andrew J. P. Garner

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

The large-deviation method can be used to study the measurement trajectories of open quantum systems. For optical arrangements this formalism allows to describe the long time properties of the (non-equilibrium) photon counting statistics in…

Quantum Physics · Physics 2010-12-06 Adrian A. Budini

We study a model of rolling particles subject to stochastic fluctuations, which may be relevant in systems of nano- or micro-scale particles where rolling is an approximation for strong static friction. We consider the simplest possible…

Mathematical Physics · Physics 2016-10-04 Miranda Holmes-Cerfon

Stochastic diffusion equations are crucial for modeling a range of physical phenomena influenced by uncertainties. We introduce the generalized finite difference method for solving these equations. Then, we examine its consistency,…

Numerical Analysis · Mathematics 2024-11-22 Faezeh Nassajian Mojarrad

The piston system (particles in a box) is the simplest and paradigmatic model in traditional thermodynamics. However, the recently established framework of stochastic thermodynamics (ST) fails to apply to this model system due to the…

Statistical Mechanics · Physics 2016-10-28 Zongping Gong , Yueheng Lan , H. T. Quan

Statistical formulations of thermodynamic entropy, such as those by Boltzmann and Gibbs, were originally developed for classical systems and are well understood in that context. However, the foundational aspects of quantum statistical…

Quantum Physics · Physics 2025-10-08 Smitarani Mishra , Shaon Sahoo

The stochastic theory of relativistic quantum mechanics presented here is modelled on the one that has been proposed previously and that was claimed to be a promising substitute to the orthodox theory in the non-relativistic domain. So it…

Quantum Physics · Physics 2020-06-09 Maurice Godart

Stochastic thermodynamics is formulated under the assumption of perfect knowledge of all thermodynamic parameters. However, in any real-world experiment, there is non-zero uncertainty about the precise value of temperatures, chemical…

Statistical Mechanics · Physics 2024-01-11 Jan Korbel , David H. Wolpert

We derive the stochastic master equations which describe the evolution of open quantum systems in contact with a heat bath and undergoing indirect measurements. These equations are obtained as a limit of a quantum repeated measurement model…

Mathematical Physics · Physics 2010-04-21 S Attal , C Pellegrini

This article investigates spatiotemporally discrete or continuous stochastic descriptions, where we focus on differences in heat naturally defined between the particle level and the density field. Both the descriptions are found to…

Statistical Mechanics · Physics 2025-03-27 Takuya Saito , Yutaka Sumino

Exact generalized stochastic representation of deterministic interaction between two dynamical (quantum or classical) systems is derived which helps when considering one of them to replace another by equivalent commutative ($c$-number…

Statistical Mechanics · Physics 2007-05-23 Yuriy E. Kuzovlev

In this paper, we establish the well-posedness of stochastic heat equations on moving domains, which amounts to a study of infinite dimensional interacting systems. The main difficulty is to deal with the problems caused by the time-varying…

Probability · Mathematics 2023-01-25 Tianyi Pan , Wei Wang , Jianliang Zhai , Tusheng Zhang

A stochastic approach for charge transport in diodes is developed in consistency with the laws of electricity, thermodynamics, and microreversibility. In this approach, the electron and hole densities are ruled by diffusion-reaction…

Statistical Mechanics · Physics 2018-06-06 Jiayin Gu , Pierre Gaspard
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