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Computing the stochastic entropy production associated with the evolution of a stochastic dynamical system is a well-established problem. In a small number of cases such as the Ornstein-Uhlenbeck process, of which we give a complete…

Statistical Mechanics · Physics 2020-08-26 Richard J Martin , Ian J Ford

We show that the quantum Fokker-Planck equation, obtained by a canonical quantization of its classical version, can be transformed into an equation of the Lindblad form. This result allows us to conclude that the quantum Fokker-Planck…

Statistical Mechanics · Physics 2023-05-11 Mário J. de Oliveira

Non-equilibrium stochastic dynamics of several active Brownian systems are modeled in terms of non-linear velocity dependent force. In general, this force may consist of both even and odd functions of velocity. We derive the expression for…

Statistical Mechanics · Physics 2016-09-14 Debasish Chaudhuri

We derive non-linear stochastic Fokker-Planck equation from stochastic systems particles with individual and environmental noise via relative entropy method, with pathwise quantitative bounds. Moreover, we prove the existence of a unique…

Probability · Mathematics 2026-04-23 Christian Olivera , Alexandre B. de Souza

We analyze the entropy production in run-and-tumble models. After presenting the general formalism in the framework of the Fokker-Planck equations in one space dimension, we derive some known exact results in simple physical situations…

Statistical Mechanics · Physics 2024-05-27 Matteo Paoluzzi , Andrea Puglisi , Luca Angelani

A run-and-tumble particle in a one dimensional box (infinite potential well) is studied. The steady state is analytically solved and analyzed, revealing the emergent length scale of the boundary layer where particles accumulate near the…

Statistical Mechanics · Physics 2020-10-07 Nitzan Razin

Systems out of equilibrium exhibit a net production of entropy. We study the dynamics of a stochastic system represented by a Master Equation that can be modeled by a Fokker-Planck equation in a coarse-grained, mesoscopic description. We…

Statistical Mechanics · Physics 2019-07-05 Daniel M. Busiello , Jorge Hidalgo , Amos Maritan

We investigate the existence of steady states and exponential decay for hypocoercive Fokker--Planck equations on the whole space with drift terms that are linear in the position variable. For this class of equations, we first establish that…

Analysis of PDEs · Mathematics 2014-10-27 Anton Arnold , Jan Erb

Entropy production quantifies the breaking of time-reversal symmetry in non-equilibrium systems. Here, we develop a direct method to obtain closed, tractable expressions for entropy production in a broad class of dynamical density…

Statistical Mechanics · Physics 2026-02-03 Antonin Brossollet , Giulio Biroli

Let $(S,d)$ be a compact metric space and let $m$ be a Borel probability measure on $(S,d)$. We shall prove that, if $(S,d,m)$ is a $RCD(K,\infty)$ space, then the stochastic value function satisfies the viscous Hamilton-Jacobi equation,…

Analysis of PDEs · Mathematics 2016-12-20 Ugo Bessi

In this paper we introduce a synthetic notion of Riemannian Ricci bounds from below for metric measure spaces (X,d,m) which is stable under measured Gromov-Hausdorff convergence and rules out Finsler geometries. It can be given in terms of…

Differential Geometry · Mathematics 2015-01-14 Luigi Ambrosio , Nicola Gigli , Giuseppe Savaré

Using the stochastic thermodynamics, we determine the entropy production and the dynamic heat capacity of systems subject to a sinusoidally time dependent temperature, in which case the systems are permanently out of thermodynamic…

Statistical Mechanics · Physics 2019-06-26 Carlos E. Fiore , Mário J. de Oliveira

We investigate whether the discrepancy between observed galactic rotation curves and those predicted from baryonic matter can be interpreted as the manifestation of an emergent entropic force. Starting from a minimal statistical framework,…

Astrophysics of Galaxies · Physics 2026-04-28 V. S. Morales-Salgado , H. Martínez-Huerta , P. I. Ramírez-Baca

Understanding stochastic thermodynamics of active Brownian particles (ABPs) system has been an important topic in very recent years. In this article we study a general model of active Brownian particle systems by introducing a…

Statistical Mechanics · Physics 2022-05-11 Zhiyu Cao , Jie Su , Huijun Jiang , Zhonghuai Hou

We reformulate the result for the entropy production given in Phys. Rev. Lett. 98, 080602 (2007) in terms of the relative entropy of microscopic trajectories. By a combination with the Crook's theorem, we identify the path variables that…

Statistical Mechanics · Physics 2009-11-13 A. Gomez-Marin , J. M. R. Parrondo , C. Van den Broeck

The solution to nonlinear Fokker-Planck equation is constructed in terms of the minimal Markov semigroup generated by the equation. The semigroup is obtained by a purely functional analytical method via Hille-Yosida theorem. The existence…

Mathematical Physics · Physics 2007-05-23 Hong Qian , Min Qian , Xiang Tang

This paper is concerned with a modified entropy method to establish the large-time convergence towards the (unique) steady state, for kinetic Fokker-Planck equations with non-quadratic confinement potentials in whole space. We extend…

Analysis of PDEs · Mathematics 2024-01-23 Anton Arnold , Gayrat Toshpulatov

We consider a generic class of stochastic particle-based models whose state at an instant in time is described by a set of continuous degrees of freedom (e.g. positions), and the length of this set changes stochastically in time due to…

Statistical Mechanics · Physics 2025-09-03 Samuel Cameron , Elsen Tjhung

The entropy production rate of nonequilibrium systems is studied via the Fokker-Planck equation. This approach, based on the entropy production rate equation given by Schnakenberg from a master equation, requires information of the…

Statistical Mechanics · Physics 2015-08-10 Haitao Yu , Jiulin Du

We extend a recently introduced free-energy formalism for homogeneous Fokker-Planck equations to a wide, and physically appealing, class of inhomogeneous nonlinear Fokker-Planck equations. In our approach, the free-energy functional is…

Statistical Mechanics · Physics 2017-01-04 Gabriele Sicuro , Peter Rapčan , Constantino Tsallis
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