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We consider a stochastic model described by two stochastic differential equations of motion; one is for the stochastic evolution forward in time and the other for backward in time. We further introduce averaged quantities for the two…

Statistical Mechanics · Physics 2009-07-21 T. Koide , M. Mine , M. Okumura , Y. Yamanaka

We derive a stochastic wave equation for an inflaton in an environment of an infinite number of fields. We study solutions of the linearized stochastic evolution equation in an expanding universe. The Fokker-Planck equation for the inflaton…

High Energy Physics - Theory · Physics 2018-07-25 Z. Haba

In economics, construction of perfect models in a way that would be comparable to the standards customary in physical sciences is generally not feasible. In particular, the observed value for an economic equilibrium may deviate…

Probability · Mathematics 2026-01-05 Esa Nummelin , Elja Arjas

The standard formulation of thermostatistics, being based on the Boltzmann-Gibbs distribution and logarithmic Shannon entropy, describes idealized uncorrelated systems with extensive energies and short-range interactions. In this letter, we…

Statistical Mechanics · Physics 2020-07-01 S. N. Saadatmand , Tim Gould , E. G. Cavalcanti , J. A. Vaccaro

When dealing with certain kind of complex phenomena the theoretician may face some difficulties -- typically a failure to have access to information for properly characterize the system -- for applying the full power of the standard…

Statistical Mechanics · Physics 2007-05-23 Roberto Luzzi , Áurea R. Vasconcellos , J. Galvão Ramos

An alternative equilibrium stochastic dynamics for a Brownian particle in inhomogeneous space is derived. Such a dynamics can model the motion of a complex molecule in its conformation space when in equilibrium with a uniform heat bath. The…

Statistical Mechanics · Physics 2016-12-20 A. Bhattacharyay

The development of stochastic thermodynamics during the last decades prompted the discovery of novel nonequilibrium relations refining our understanding of the second law in small fluctuating systems and its connection with information…

Physics and Society · Physics 2025-11-19 Luis Irisarri , Lucas Trigal , Raúl Toral , Gonzalo Manzano

Physical scenarios that require a relativistic treatment are ubiquitous in nature, ranging from cosmological objects to charge carriers in Dirac materials. Interestingly all of these situations have in common that the systems typically…

Statistical Mechanics · Physics 2020-08-11 P. S. Pal , Sebastian Deffner

We investigate thermodynamics of general nonequilibrium processes stopped at stochastic times. We propose a systematic strategy for constructing fluctuation-theorem-like martingales for each thermodynamic functional, yielding a family of…

Statistical Mechanics · Physics 2023-06-02 Haoran Yang , Hao Ge

A novel geometric formalism for statistical estimation is applied here to the canonical distribution of classical statistical mechanics. In this scheme thermodynamic states, or equivalently, statistical mechanical states, can be…

Quantum Physics · Physics 2009-10-30 Dorje C. Brody , Lane P. Hughston

The classical theory of Brownian dynamics follows from coarse-graining the underlying linearized fluctuating hydrodynamics of the solvent. We extend this procedure to globally non-isothermal conditions, requiring only a local thermal…

Statistical Mechanics · Physics 2016-04-06 G. Falasco , K. Kroy

We introduce a solvable stochastic model inspired by granular gases for driven dissipative systems. We characterize far from equilibrium steady states of such systems through the non-Boltzmann energy distribution and compare different…

Statistical Mechanics · Physics 2007-05-23 Yair Srebro , Dov Levine

The consistency across scales of a recently developed mathematical thermodynamic structure, between a continuous stochastic nonlinear dynamical system (diffusion process with Langevin or Fokker-Planck equations) and its emergent discrete,…

Statistical Mechanics · Physics 2015-10-28 Moises Santillan , Hong Qian

In an attempt to derive thermodynamics from classical mechanics, an approximate expression for the equilibrium temperature of a finite system has been derived [M. Bianucci, R. Mannella, B. J. West, and P. Grigolini, Phys. Rev. E 51, 3002…

Statistical Mechanics · Physics 2015-06-24 Artur B. Adib

In these lecture notes, we explore the mathematical preliminaries and foundational concepts that connect stochastic processes with partial differential equations. We begin by investigating Brownian motion, which serves as a model for random…

Probability · Mathematics 2025-09-15 Helder Rojas

Gibbsian statistical mechanics is extended into the domain of non-negligible {though non-specified} correlations in phase space while respecting the fundamental laws of thermodynamics. The appropriate Gibbsian probability distribution is…

Statistical Mechanics · Physics 2014-06-26 R. A. Treumann , W. Baumjohann

An unified thermodynamical framework based in the use of a generalized Massieu-Planck thermodynamic potential is proposed and a new formulation of Boltzmann-Gibbs Statistical Mechanics is established. Under this philosophy a generalization…

Mathematical Physics · Physics 2007-05-23 V. Garcia-Morales , J. Pellicer

A picture for thermodynamics of the glassy state is introduced. It assumes that one extra parameter, the effective temperature, is needed to describe the glassy state. This explains the classical paradoxes concerning the Ehrenfest relations…

Disordered Systems and Neural Networks · Physics 2009-10-31 Th. M. Nieuwenhuizen

Heat fluctuations over a time \tau in a non-equilibrium stationary state and in a transient state are studied for a simple system with deterministic and stochastic components: a Brownian particle dragged through a fluid by a harmonic…

Statistical Mechanics · Physics 2007-05-23 R. van Zon , E. G. D. Cohen

Alternative definitions are given of basic concepts of generalized thermostatistics. In particular, generalizations of Shannon's entropy, of the Boltzmann-Gibbs distribution, and of relative entropy are considered. Particular choices made…

Statistical Mechanics · Physics 2007-05-23 Jan Naudts
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