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Related papers: Stochastic equations for thermodynamics

200 papers

The relationships between reversible Carnot cycles, the absence of perpetual motion machines and the existence of a non-decreasing, globally unique entropy function forms the starting point of many textbook presentations of the foundations…

Statistical Mechanics · Physics 2015-05-14 O. J. E. Maroney

We develop stochastic mixed finite element methods for spatially adaptive simulations of fluid-structure interactions when subject to thermal fluctuations. To account for thermal fluctuations, we introduce a discrete fluctuation-dissipation…

Mesoscale and Nanoscale Physics · Physics 2023-02-28 Pat Plunkett , Jon Hu , Chris Siefert , Paul J. Atzberger

We study the possibility of applying statistical mechanics to generally covariant quantum theories with a vanishing Hamiltonian. We show that (under certain appropiate conditions) this makes sense, in spite of the absence of a notion of…

General Relativity and Quantum Cosmology · Physics 2009-10-31 Merced Montesinos , Carlo Rovelli

Heat fluctuations are studied in a dissipative system with both mechanical and stochastic components for a simple model: a Brownian particle dragged through water by a moving potential. An extended stationary state fluctuation theorem is…

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

We present new stochastic differential equations, that are more general and simpler than the existing Ito-based stochastic differential equations. As an example, we apply our approach to the investment (portfolio) model.

Portfolio Management · Quantitative Finance 2012-11-27 Moawia Alghalith

We introduce thermal fluctuations in the lattice Boltzmann method for non-ideal fluids. A fluctuation-dissipation theorem is derived within the Langevin framework and applied to a specific lattice Boltzmann model that approximates the…

Soft Condensed Matter · Physics 2010-12-01 M. Gross , R. Adhikari , M. E. Cates , F. Varnik

Thermodynamics serves as a universal means for studying physical systems from an energy perspective. In recent years, with the establishment of the field of stochastic and quantum thermodynamics, the ideas of thermodynamics have been…

Statistical Mechanics · Physics 2023-02-07 Tan Van Vu , Keiji Saito

The new scheme of stochastic quantization is proposed. This quantization procedure is equivalent to the deformation of an algebra of observables in the manner of deformation quantization with an imaginary deformation parameter (the Planck…

High Energy Physics - Theory · Physics 2007-06-13 P. O. Kazinski

For a class of piecewise deterministic Markov processes we introduce a stochastic calculus which is a certain non-Gaussian counterpart to the classical Malliavin calculus. As an application we investigate the regularity of densities of…

Probability · Mathematics 2023-06-21 Jörg-Uwe Löbus

In Stochastic Thermodynamics, heat is a random variable with a probability distribution associated. Studies of the distribution of heat are mostly in the overdamped regime and in one dimension. Here we solve the heat distribution in the…

Statistical Mechanics · Physics 2023-02-28 Pedro V. Paraguassú , Rui Aquino , Welles A. M. Morgado

The stochastic differential equations for a model of dissipative particle dynamics, with both total energy and total momentum conservation at every time-step, are presented. The algorithm satisfies detailed balance as well as the…

Statistical Mechanics · Physics 2007-05-23 Allan D. Mackie , Josep Bonet Avalos

We revisit stochastic thermodynamics for a system with discrete energy states in contact with a heat and particle reservoir.

Statistical Mechanics · Physics 2015-06-19 Christian Van den Broeck , Massimiliano Esposito

The basic notions of statistical mechanics (microstates, multiplicities) are quite simple, but understanding how the second law arises from these ideas requires working with cumbersomely large numbers. To avoid getting bogged down in…

Physics Education · Physics 2015-02-27 Thomas A. Moore , Daniel V. Schroeder

This is the fourth paper, the last one, on solution to the problem of absence of detailed balance in nonequilibrium processes. It is an approach based on another known universal dynamics: The evolutionary dynamics first conceived by Darwin…

Other Condensed Matter · Physics 2008-06-03 P Ao

We present a general method to identify an arbitrary number of fluctuating quantities which satisfy a detailed fluctuation theorem for all times within the framework of time-inhomogeneous Markovian jump processes. In doing so we provide a…

Statistical Mechanics · Physics 2018-10-11 Riccardo Rao , Massimiliano Esposito

Within the Tsallis thermodynamics' framework, and using scaling properties of the entropy, we derive a generalization of the Gibbs-Duhem equation. The analysis suggests a transformation of variables that allows standard thermodynamics to be…

Statistical Mechanics · Physics 2009-11-07 Eduard Vives , Antoni Planes

Stochastic electrodynamics is the classical electrodynamic theory of interacting point charges which includes random classical radiation with a Lorentz-invariant spectrum whose scale is set by Planck's constant. Here we give a cursory…

Classical Physics · Physics 2019-03-05 Timothy H. Boyer

This paper derives stochastic partial differential equations (SPDEs) for fluid dynamics from a stochastic variational principle (SVP). The Legendre transform of the Lagrangian formulation of these SPDEs yields their Lie-Poisson Hamiltonian…

Mathematical Physics · Physics 2015-08-19 Darryl D. Holm

We derive the Helmholtz theorem for stochastic Hamiltonian systems. Precisely, we give a theorem characterizing Stratonovich stochastic differential equations, admitting a Hamiltonian formulation. Moreover, in the affirmative case, we give…

Probability · Mathematics 2015-07-23 Frédéric Pierret

Comparison of the thermodynamic entropy with Boltzmann's principle shows that under conditions of constant volume the total number of arrangements in simple thermodynamic systems with temperature-independent heat capacities is TC/k. A…

General Physics · Physics 2009-11-13 David Sands