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Boltzmann-Sanov and Cramer-Chernoff's theorems provide large deviation probabilities, entropy, and rate functions for the spatial distribution of systems and the total internal energy of an ensemble respectively. By the method of Lagrange's…

Statistical Mechanics · Physics 2021-09-17 D. P. Shinde

Stochastic thermodynamics provides the framework to analyze thermodynamic laws and quantities along individual trajectories of small but fully observable systems. If the observable level fails to capture all relevant degrees of freedom,…

Statistical Mechanics · Physics 2024-07-01 Julius Degünther , Jann van der Meer , Udo Seifert

Stochastic thermodynamics extends the notions and relations of classical thermodynamics to small systems that experience strong fluctuations. The definitions of work and heat and the microscopically reversible condition are two key concepts…

Statistical Mechanics · Physics 2019-07-23 Geng Li , Z. C. Tu

This paper consider the mesoscopic limit of a stochastic energy exchange model that is numerically derived from deterministic dynamics. The law of large numbers and the central limit theorems are proved. We show that the limit of the…

Mathematical Physics · Physics 2020-01-27 Yao Li

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

We consider stochastic thermodynamics as a theory of statistical inference for experimentally observed fluctuating time-series. To that end, we introduce a general framework for quantifying the knowledge about the dynamical state of the…

Statistical Mechanics · Physics 2015-05-19 Bernhard Altaner , Jürgen Vollmer

We extend the work of Kurchan on the Gallavotti-Cohen fluctuation theorem, which yields a symmetry property of the large deviation function, to general Markov processes. These include jump processes describing the evolution of stochastic…

Statistical Mechanics · Physics 2015-06-25 Joel. L. Lebowitz , Herbert Spohn

Stochastic thermodynamics as reviewed here systematically provides a framework for extending the notions of classical thermodynamics like work, heat and entropy production to the level of individual trajectories of well-defined…

Statistical Mechanics · Physics 2015-06-05 Udo Seifert

The large deviation function for entropy production is calculated for a particle driven along a periodic potential by solving a time-independent eigenvalue problem. In an intermediate force regime, the large deviation function shows…

Statistical Mechanics · Physics 2009-01-15 Jakob Mehl , Thomas Speck , Udo Seifert

We study a system of N particles with logarithmic, Coulomb or Riesz pairwise interactions, confined by an external potential. We examine a microscopic quantity, the tagged empirical field, for which we prove a large deviation principle at…

Probability · Mathematics 2017-05-11 Thomas Leblé , Sylvia Serfaty

We present the stochastic thermodynamics analysis of an open quantum system weakly coupled to multiple reservoirs and driven by a rapidly oscillating external field. The analysis is built on a modified stochastic master equation in the…

Statistical Mechanics · Physics 2015-05-12 Gregory Bulnes Cuetara , Andreas Engel , Massimiliano Esposito

For overdamped Langevin systems subjected to weak thermal noise and nonconservative forces, we establish a connection between Freidlin-Wentzell large deviations theory and stochastic thermodynamics. First, we derive a series expansion of…

Statistical Mechanics · Physics 2024-09-13 Davide Santolin , Nahuel Freitas , Massimiliano Esposito , Gianmaria Falasco

In macroscopic systems, velocity-dependent phenomenological forces $F(v)$ are used to model friction, feedback devices or self-propulsion. Such forces usually include a dissipative component which conceals the fast energy exchanges with a…

Statistical Mechanics · Physics 2015-09-11 Luca Cerino , Andrea Puglisi

This work extends the results of the recently developed theory of a rather complete thermodynamic formalism for discrete-state, continuous-time Markov processes with and without detailed balance. We aim at investigating the question that…

Statistical Mechanics · Physics 2011-05-30 Moises Santillan , Hong Qian

A key feature of non-equilibrium thermodynamics is the Markovian, deterministic relaxation of coarse observables such as, for example, the temperature difference between two macroscopic objects which evolves independently of almost all…

Quantum Physics · Physics 2014-04-08 Hendrik Niemeyer , Kristel Michielsen , Hans de Raedt , Jochen Gemmer

We derive the main equations of irreversible thermodynamic including the expression for the Glansdorff-Prigogine extremal principle from stochastic thermodynamics. To this end, we analyze a system that is subject to gradients of temperature…

Statistical Mechanics · Physics 2025-01-28 Tânia Tomé , Mário J. de Oliveira

We introduce a stochastic particle system that corresponds to the Fokker-Planck equation with decay in the many-particles limit, and study its large deviations. We show that the large-deviation rate functional corresponds to an…

Analysis of PDEs · Mathematics 2013-03-08 Mark Peletier , Michiel Renger , Marco Veneroni

In genuine nonequilibrium systems that undergo continuous driving, the thermodynamic forces are nonconservative, meaning they cannot be described by any free energy potential. Nonetheless, we show that the dynamics of such systems are…

Statistical Mechanics · Physics 2026-04-10 Artemy Kolchinsky , Andreas Dechant , Kohei Yoshimura , Sosuke Ito

The large-deviation method allows to characterize an ergodic counting process in terms of a thermodynamic frame where a free energy function determines the asymptotic non-stationary statistical properties of its fluctuations. Here, we study…

Statistical Mechanics · Physics 2011-12-13 Adrian A. Budini

The total entropy production of stochastic systems can be divided into three quantities. The first corresponds to the excess heat, whilst the second two comprise the house-keeping heat. We denote these two components the transient and…

Statistical Mechanics · Physics 2015-06-03 Richard E. Spinney , Ian J. Ford