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Fluctuations in small biological systems can be crucial for their function. Large-deviation theory characterizes such rare events from the perspective of stochastic processes. In most cases it is very difficult to directly determine the…

Statistical Mechanics · Physics 2013-12-03 Artur Wachtel

In the general process of eliminating dynamic variables in Markovian models, there exists a difference in the irreversible entropy production between the original and reduced dynamics. We call this difference the hidden entropy production,…

Statistical Mechanics · Physics 2022-06-28 Kyogo Kawaguchi , Yohei Nakayama

We study fluctuation theorems for open quantum systems with a non-Markovian heat bath using the approach of quantum master equations and examine the physical quantities that appear in those fluctuation theorems. The approach of Markovian…

Statistical Mechanics · Physics 2015-05-28 Tatsuro Kawamoto , Naomichi Hatano

A phenomenological theory of the fluctuations of velocity occurring in a fully developed homogeneous and isotropic turbulent flow is presented. The focus is made on the fluctuations of the spatial (Eulerian) and temporal (Lagrangian)…

We establish a unified fluctuation-response relation for Langevin dynamics. By exploiting the common mathematical structures underlying fluctuations and responses of empirical density and current, we derive a unified identity that…

Statistical Mechanics · Physics 2026-01-26 Hyun-Myung Chun , Euijoon Kwon , Hyunggyu Park , Jae Sung Lee

We study the Fluctuation Theorem (FT) for entropy production in chaotic discrete-time dynamical systems on compact metric spaces, and extend it to empirical measures, all continuous potentials, and all weak Gibbs states. In particular, we…

Mathematical Physics · Physics 2026-02-13 Noé Cuneo , Vojkan Jakšić , Claude-Alain Pillet , Armen Shirikyan

The applicability of stochastic differential equations to thermodynamics is considered and a new form, different from the classical Ito and Stratonovich forms, is introduced. It is shown that the new presentation is more appropriate for the…

Statistical Mechanics · Physics 2015-06-05 R. Tsekov

Stochastic thermodynamics is an important development in the direction of finding general thermodynamic principles for non-equilibrium systems. We believe stochastic thermodynamics has the potential to benefit from the measure-theoretic…

Statistical Mechanics · Physics 2023-07-06 Annwesha Dutta , Saikat Sarkar

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

A fundamental principle of chaotic quantum dynamics is that local subsystems eventually approach a thermal equilibrium state. Large subsystems thermalize slower: their approach to equilibrium is limited by the hydrodynamic build-up of…

In this paper, we study periodic linear systems on periodic time scales which include not only discrete and continuous dynamical systems but also systems with a mixture of discrete and continuous parts (e.g. hybrid dynamical systems). We…

Dynamical Systems · Mathematics 2009-01-27 Jeffrey J. DaCunha , John M. Davis

Switching dynamical systems provide a powerful, interpretable modeling framework for inference in time-series data in, e.g., the natural sciences or engineering applications. Since many areas, such as biology or discrete-event systems, are…

Machine Learning · Computer Science 2021-09-30 Lukas Köhs , Bastian Alt , Heinz Koeppl

A generalized fluctuation-response relation is found for thermal systems driven out of equilibrium. Its derivation is independent of many details of the dynamics, which is only required to be first-order. The result gives a correction to…

Statistical Mechanics · Physics 2009-07-12 Marco Baiesi , Christian Maes , Bram Wynants

For continuous-time Markov jump processes on irreducible networks with time-independent rate constants, we employ a transition-based formalism to express the long-time precision of a single integrated current over an observable channel in…

Statistical Mechanics · Physics 2026-05-25 Alberto Garilli , Diego Frezzato

A thermodynamic-like formalism is developed for superstatistical systems based on conditional entropies. This theory takes into account large-scale variations of intensive variables of systems in nonequilibrium stationary states. Ordinary…

Statistical Mechanics · Physics 2009-11-13 Sumiyoshi Abe , Christian Beck , E. G. D. Cohen

Starting from the microscopic description of a normal fluid in terms of any kind of local interacting many-particle theory we present a well defined step by step procedure to derive the hydrodynamic equations for the macroscopic phenomena.…

Statistical Mechanics · Physics 2022-02-10 Rudolf Haussmann

The general fluctuation theory is reviewed with special attention to the role played by different ensembles, and is extended to incorporate stationary metastable states obtained in the long time limit. The fluctuation in a quantity depends…

Statistical Mechanics · Physics 2007-05-23 P. D. Gujrati

We consider heat fluctuations and fluctuation theorems for systems driven by multiple reservoirs. We establish a fundamental symmetry obeyed by the joint probability distribution for the heat transfers and system coordinates. The symmetry…

Statistical Mechanics · Physics 2014-10-03 Hans C. Fogedby , Alberto Imparato

Based on the covariant underdamped and overdamped Langevin equations with Stratonovich coupling to multiplicative noises and the associated Fokker-Planck equations on Riemannian manifold, we present the first law of stochastic…

Statistical Mechanics · Physics 2024-04-02 Yifan Cai , Tao Wang , Liu Zhao

A positive rate of entropy production at steady state is a distinctive feature of truly non-equilibrium processes. Exact results, while being often limited to simple models, offer a unique opportunity to explore the thermodynamic features…

Statistical Mechanics · Physics 2022-06-29 Henry Alston , Luca Cocconi , Thibault Bertrand
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