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We develop the stochastic approach to thermodynamics based on the stochastic dynamics, which can be discrete (master equation) continuous (Fokker-Planck equation), and on two assumptions concerning entropy. The first is the definition of…

Statistical Mechanics · Physics 2015-06-11 Tânia Tomé , Mário J. de Oliveira

Starting at the mesoscopic level with a general formulation of stochastic thermodynamics in terms of Markov jump processes, we identify the scaling conditions that ensure the emergence of a (typically nonlinear) deterministic dynamics and…

Statistical Mechanics · Physics 2025-05-26 Gianmaria Falasco , Massimiliano Esposito

The stochastic thermodynamics provides a framework for the description of systems that are out of thermodynamic equilibrium. It is based on the assumption that the elementary constituents are acted by random forces that generate a…

Statistical Mechanics · Physics 2020-06-26 Mário J. de Oliveira

Time-irreversible stochastic processes are frequently used in natural sciences to explain non-equilibrium phenomena and to design efficient stochastic algorithms. Our main goal in this thesis is to analyse their dynamics by means of large…

Probability · Mathematics 2021-09-21 Mikola C. Schlottke

Statistical thermodynamics is valuable as a conceptual structure that shapes our thinking about equilibrium thermodynamic states. A cloud of unresolved questions surrounding the foundations of the theory could lead an impartial observer to…

Statistical Mechanics · Physics 2025-10-31 O. B. Ericok , J. K. Mason

Concepts of everyday use like energy, heat, and temperature have acquired a precise meaning after the development of thermodynamics. Thermodynamics provides the basis for understanding how heat and work are related and with the general…

Statistical Mechanics · Physics 2007-05-23 D. Reguera , J. M. Rubi , J. M. G. Vilar

A set of core features is set forth as the essence of a thermodynamic description, which derive from large-deviation properties in systems with hierarchies of timescales, but which are \emph{not} dependent upon conservation laws or…

Statistical Mechanics · Physics 2020-10-28 Eric Smith

In the theory of extended irreversible thermodynamics (EIT), the flux-dependent entropy function plays a key role and has a fundamental distinction from the usual flux-independent entropy function adopted by classical irreversible…

Probability · Mathematics 2021-01-01 Liu Hong , Hong Qian

Entropy, its production, and its change in a dynamical system can be understood from either a fully stochastic dynamic description or from a deterministic dynamics exhibiting chaotic behavior. By taking the former approach based on the…

Mathematical Physics · Physics 2025-08-26 Hong Qian , Zhongwei Shen

We show that macroscopic irreversible thermodynamics for viscous fluids can be derived from exact information-theoretic thermodynamic identities valid at the microscale. Entropy production, in particular, is a measure of the loss of…

Statistical Mechanics · Physics 2025-02-17 Danilo Forastiere , Francesco Avanzini , Massimiliano Esposito

We consider stochastic energy balance and entropy production (EP) in a generalized Langevin dynamics of macrospins, allowing for both amplitude and direction fluctuations, under external magnetic field. EP is calculated using Fokker-Planck…

Statistical Mechanics · Physics 2015-10-09 Swarnali Bandopadhyay , Debasish Chaudhuri , A. M. Jayannavar

We discuss the Donsker-Varadhan theory of large deviations in the framework of Hamiltonian systems thermostated by a Gaussian stochastic coupling. We derive a general formula for the Donsker-Varadhan large deviation functional for dynamics…

Mathematical Physics · Physics 2009-11-13 T. Bodineau , R. Lefevere

In stochastic thermodynamics, the entropy production of a thermodynamic system is defined by the irreversibility measured by the logarithm of the ratio of the path probabilities in the forward and reverse processes. We derive the relation…

Statistical Mechanics · Physics 2018-03-14 Hyun-Myung Chun , Jae Dong Noh

A fundamental challenge is to understand nonequilibrium statistical mechanics starting from microscopic chaos in the equations of motion of a many-particle system. In this review we summarize recent theoretical advances along these lines.…

Chaotic Dynamics · Physics 2010-01-04 R. Klages

We propose a stochastic dynamics to be associated to a deterministic motion defined by a set of first order differential equation. The transitions that defined the stochastic dynamics are unidirectional and the rates are equal to the…

Statistical Mechanics · Physics 2024-11-13 Mário J. de Oliveira

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

For boundary-driven non-equilibrium Markov models of non-interacting particles in one dimension, either in continuous space with the Fokker-Planck dynamics involving an arbitrary force $F(x)$ and an arbitrary diffusion coefficient $D(x)$,…

Statistical Mechanics · Physics 2023-07-06 Cecile Monthus

The developing field of stochastic thermodynamics extends concepts of macroscopic thermodynamics such as entropy production and work to the microscopic level of individual trajectories taken by a system through phase space. The scheme…

Statistical Mechanics · Physics 2022-06-30 Cillian Cockrell , Ian J Ford

Large deviation functions are an essential tool in the statistics of rare events. Often they can be obtained by contraction from a so-called level 2 large deviation {\em functional} characterizing the empirical density of the underlying…

Statistical Mechanics · Physics 2016-08-24 Johannes Hoppenau , Daniel Nickelsen , Andreas Engel

The consistency across scales of a recently developed mathematical thermodynamic structure, between a continuous stochastic nonlinear dynamical system (diffusion process with Langevin or Fokker-Planck equations) and its emergent discrete,…

Statistical Mechanics · Physics 2015-10-28 Moises Santillan , Hong Qian
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