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We present a Fokker-Planck description of supercooled colloidal systems exhibiting slow relaxation dynamics. By assuming the existence of a local quasi-equilibrium state during the relaxation of the system, we derive a non-Markovian…

Condensed Matter · Physics 2015-06-24 J. M. Rubi , I. Santamaria-Holek , A. Perez-Madrid

We consider Markov processes of cubic stochastic (in a fixed sense) matrices which are also called quadratic stochastic process (QSPs). A QSP is a particular case of a continuous-time dynamical system whose states are stochastic cubic…

Probability · Mathematics 2017-06-26 J. M. Casas , M. Ladra , U. A. Rozikov

We consider a particle trapped by a generic external potential and under the influence of a quantum-thermal Ohmic bath. Starting from the Langevin equation, we derive the corresponding Schwinger-Keldysh action. Then, within the…

Statistical Mechanics · Physics 2023-09-21 Koichiro Furutani , Luca Salasnich

Several approximations are made to study the microcanonical formalism that are valid in the thermodynamics limit. Usually it is assumed that: 1)Stirling approximation can be used to evaluate the number of microstates; 2) the surface entropy…

General Physics · Physics 2015-10-07 E. N. Miranda , Dalia S. Bertoldi

We consider a three-dimensional domain occupied by a homogeneous, incompressible, non-Newtonian, heat-conducting fluid with prescribed nonuniform temperature on the boundary and no-slip boundary conditions for the velocity. No external body…

Analysis of PDEs · Mathematics 2026-01-26 Anna Abbatiello , Miroslav Bulíček , Petr Kaplický

We investigate nonequilibrium steady-state dynamics in both continuous- and discrete-state stochastic processes. Our analysis focuses on planar diffusion dynamics and their coarse-grained approximations by discrete-state Markov chains.…

Statistical Mechanics · Physics 2026-05-12 Ramón Nartallo-Kaluarachchi , Renaud Lambiotte , Alain Goriely

Stochastic processes are proposed whose master equations coincide with classical wave, telegraph, and Klein-Gordon equations. Similar to predecessors based on the Goldstein-Kac telegraph process, the model describes the motion of particles…

Statistical Mechanics · Physics 2015-05-18 A. V. Plyukhin

This paper studies three ways to construct a nonhomogeneous jump Markov process: (i) via a compensator of the random measure of a multivariate point process, (ii) as a minimal solution of the backward Kolmogorov equation, and (iii) as a…

Probability · Mathematics 2013-04-09 Eugene A. Feinberg , Manasa Mandava , Albert N. Shiryaev

Stochastic thermodynamics investigates energetic and entropic bounds in small systems. Foundational results, e.g., the first and second laws, predominantly rely on the Markov (memoryless) assumption. Although physicists recognise that the…

Statistical Mechanics · Physics 2026-05-12 Kiyoshi Kanazawa , Andreas Dechant

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

Stationary solutions of a shell model of turbulence defined on a dyadic tree topology are studied. Each node's amplitude is expressed as the product of amplitude multipliers associated with its ancestors, providing a recursive…

Fluid Dynamics · Physics 2026-01-09 Flavio Tuteri , Sergio Chibbaro , Alexandros Alexakis

We consider a system of $N$ particles interacting through their empirical distribution on a finite state space in continuous time. In the formal limit as $N\to\infty$, the system takes the form of a nonlinear (McKean--Vlasov) Markov chain.…

Probability · Mathematics 2025-11-13 Asaf Cohen , Ethan Huffman

We study thermodynamic operations which bring a nonequilibrium steady state (NESS) to another NESS in physical systems under nonequilibrium conditions. We model the system by a suitable Markov jump process, and treat thermodynamic…

Statistical Mechanics · Physics 2018-08-02 Teruhisa S. Komatsu , Naoko Nakagawa , Shin-ichi Sasa , Hal Tasaki

It is common, when dealing with quantum processes involving a subsystem of a much larger composite closed system, to treat them as effectively memory-less (Markovian). While open systems theory tells us that non-Markovian processes should…

Quantum Physics · Physics 2019-05-02 Pedro Figueroa-Romero , Kavan Modi , Felix A. Pollock

We study nonlinear time-inhomogeneous Markov processes in the sense of McKean's seminal work [32]. These are given as families of laws $\mathbb{P}_{s,\zeta}$, $s\geq 0$, on path space, where $\zeta$ runs through a set of admissible initial…

Probability · Mathematics 2024-10-21 Marco Rehmeier , Michael Röckner

We consider a classical and possibly driven composite system $X \otimes Y$ weakly coupled to a Markovian thermal reservoir $R$ so that an unambiguous stochastic thermodynamics ensues for $X \otimes Y$. This setup can be equivalently seen as…

Statistical Mechanics · Physics 2017-06-07 Philipp Strasberg , Massimiliano Esposito

A unified (classical-quantum-statistical) formalism for a system with continuous spectrum is introduced. For this kind of systems ergodicity behavior and the existence of microcanonical and canonical (KMS) equilibrium is proved. It is…

Quantum Physics · Physics 2007-05-23 Mario Castagnino

We use the work done on and the heat removed from a system to maintain it in a nonequilibrium steady state for a thermodynamic-like description of such a system as well as of its fluctuations. Based on a generalized Onsager-Machlup theory…

Statistical Mechanics · Physics 2008-02-10 Tooru Taniguchi , E. G. D. Cohen

We treat the problem of the approach to thermal equilibrium by only resorting to quantum dynamics of an isolated macroscopic system. Inspired by the two important works in 2009 and in 1929, we have noted that a condition we call…

Quantum Physics · Physics 2015-03-13 Hal Tasaki

We propose a new formulation of stochastic thermodynamics for systems subjected to nonequilibrium constraints (i.e. broken detailed balance at steady state) and furthermore driven by external time-dependent forces. A splitting of the second…

Statistical Mechanics · Physics 2015-05-18 Massimiliano Esposito , Christian Van den Broeck