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In these lecture notes, the basic principles of stochastic thermodynamics are developed starting with a closed system in contact with a heat bath. A trajectory undergoes Markovian transitions between observable meso-states that correspond…

Statistical Mechanics · Physics 2018-06-13 Udo Seifert

The thermodynamic formalism allows one to access the chaotic properties of equilibrium and out-of-equilibrium systems, by deriving those from a dynamical partition function. The definition that has been given for this partition function…

Statistical Mechanics · Physics 2011-11-29 Vivien Lecomte , Cécile Appert-Rolland , Frédéric van Wijland

Various notions of fluctuations exist depending on the way one chooses to measure them. We discuss two extreme cases (continuous measurement versus long inter-measurement times) and we see their relation with entropy production and with…

Statistical Mechanics · Physics 2009-11-05 C. Maes , K. Netocny

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

Recently, a thermodynamic bound on correlation times was formulated in [A. Dechant, J. Garnier-Brun, S.-i. Sasa, Phys. Rev. Lett. 131, 167101 (2023)], showing how the decay of correlations in Langevin dynamics is bounded by short-time…

Statistical Mechanics · Physics 2025-05-15 Cai Dieball , Aljaž Godec

We use the quantum Brownian model to derive the uncertainty relation for a quantum open system. We examine how the fluctuations of a quantum system evolve after it is brought in contact with a heat bath at finite temperature. We study the…

General Relativity and Quantum Cosmology · Physics 2015-06-25 B. L. Hu , Yuhong Zhang

In nonequilibrium steady states of Markov jump processes, we derive exact Fluctuation-Response Relations (FRRs) that express the covariance between any pair of currents in terms of static responses in a notably simple form, thus…

Statistical Mechanics · Physics 2025-04-17 Timur Aslyamov , Krzysztof Ptaszyński , Massimiliano Esposito

Maximum entropy principle identifies forces conjugated to observables and the thermodynamic relations between them, independent upon their underlying mechanistic details. For data about state distributions or transition statistics, the…

Statistical Mechanics · Physics 2023-12-08 Ying-Jen Yang , Hong Qian

Physical kinetic roughening processes are well known to exhibit universal scaling of observables that fluctuate in space and time. Are there analogous dynamic scaling laws that are unique to the chemical reaction mechanisms available…

Statistical Mechanics · Physics 2022-11-17 Shrabani Mondal , Jonah S. Greenberg , Jason R. Green

We analyze the relative price change of assets starting from basic supply/demand considerations subject to arbitrary motivations. The resulting stochastic differential equation has coefficients that are functions of supply and demand. We…

Theoretical Economics · Economics 2020-08-26 Carey Caginalp , Gunduz Caginalp

Coarse-grained models are widely used to explain the effective behavior of partially observable physical systems with hidden degrees of freedom. Reduction procedures in state space typically disrupt Markovianity and a fluctuation relation…

Statistical Mechanics · Physics 2024-09-24 Alberto Garilli , Pedro E. Harunari , Matteo Polettini

Thermodynamic uncertainty relations reveal a fundamental trade-off between the precision of a trajectory observable and entropy production, where the uncertainty of the observable is quantified by its variance. In information theory,…

Statistical Mechanics · Physics 2025-11-25 Yoshihiko Hasegawa , Tomohiro Nishiyama

The thermodynamic uncertainty relation originally proven for systems driven into a non-equilibrium steady state (NESS) allows one to infer the total entropy production rate by observing any current in the system. This kind of inference…

Statistical Mechanics · Physics 2021-09-23 Timur Koyuk , Udo Seifert

We derive a fine-grained uncertainty relation for the measurement of two incompatible observables on a single quantum system of continuous variables, and show that continuous variable systems are more uncertain than discrete variable…

Quantum Physics · Physics 2015-10-19 Priyanka Chowdhury , Tanumoy Pramanik , Archan S. Majumdar

Stochastic and dynamical processes lie at the heart of all physical, chemical, and biological systems. However, kinetic and thermodynamic properties which characterize these processes have largely been treated separately as they can be…

Statistical Mechanics · Physics 2024-06-12 Andrew Boshi Li , Talid Sinno

We develop a unified fluctuation-response theory in the frequency domain for nonequilibrium steady states governed by overdamped Langevin dynamics and Markov jump processes. The relation expresses the power spectrum of general observables…

Statistical Mechanics · Physics 2026-05-07 Euijoon Kwon , Hyun-Myung Chun , Hyunggyu Park , Jae Sung Lee

Self-propelled particles with hydrodynamic interactions (microswimmers) have previously been shown to produce long-range ordering phenomena. Many theoretical explanations for these collective phenomena are connected to instabilities in the…

Soft Condensed Matter · Physics 2017-05-03 Yuzhou Qian , Peter R. Kramer , Patrick T. Underhill

For classic systems, the thermodynamic uncertainty relation (TUR) states that the fluctuations of a current have a lower bound in terms of the entropy production. Some TURs are rooted in information theory, particularly derived from…

Quantum Physics · Physics 2023-09-27 Domingos S. P. Salazar

The uncertainty relation is a fundamental limit in quantum mechanics and is of great importance to quantum information processing as it relates to quantum precision measurement. Due to interactions with the surrounding environment, a…

Quantum Physics · Physics 2022-10-26 Dong Wang , Ai-Jun Huang , Ross D. Hoehn , Fei Ming , Wen-Yang Sun , Jia-Dong Shi , Liu Ye , Sabre Kais

We describe some general results that constrain the dynamical fluctuations that can occur in non-equilibrium steady states, with a focus on molecular dynamics. That is, we consider Hamiltonian systems, coupled to external heat baths, and…

Statistical Mechanics · Physics 2017-11-22 Robert L. Jack , Marcus Kaiser , Johannes Zimmer