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We derive the fluctuation theorem for a stochastic and periodically driven system coupled to two reservoirs with the aid of a master equation. We write down the cumulant generating functions for both the current and entropy production in…

Statistical Mechanics · Physics 2020-11-26 Kazutaka Takahashi , Yuki Hino , Keisuke Fujii , Hisao Hayakawa

The fundamental solution (Green function) for the Cauchy problem of the space-time fractional diffusion equation is investigated with respect to its scaling and similarity properties, starting from its Fourier-Laplace representation. Then,…

Probability · Mathematics 2007-10-02 Francesco Mainardi

The simulation of quantum transport in a realistic, many-particle system is a nontrivial problem with no quantitatively satisfactory solution. While real-time propagation has the potential to overcome the shortcomings of conventional…

Mesoscale and Nanoscale Physics · Physics 2015-10-16 Justin E. Elenewski , Yanxiang Zhao , Hanning Chen

We consider a particle transport process in a one-dimensional system with a thin membrane, described by a normal diffusion equation. We consider two boundary conditions at the membrane that are linear combinations of integral operators,…

Statistical Mechanics · Physics 2022-05-24 Tadeusz Kosztołowicz , Aldona Dutkiewicz

A space fractional diffusion-like equation is introduced, which embodies the nonlocality in time, represented by the memory kernel and the non-locality in space. A specific example of the nonlocal term is considered in combination with…

Statistical Mechanics · Physics 2026-01-06 Pece Trajanovski , Irina Petreska , Katarzyna Gorska , Ljupco Kocarev , Trifce Sandev

Fluctuation theorem is derived for a quantum current system around a nonequilibrium steady state. It is demonstrated that the fluctuation theorem can be a part of the generalized Green-Kubo formula or a nonlinear response theory of an…

Statistical Mechanics · Physics 2011-03-30 Hisao Hayakawa

The paper deals with a certain class of random evolutions. We develop a construction that yields an invariant measure for a continuous-time Markov process with random transitions. The approach is based on a particular way of constructing…

Probability · Mathematics 2015-10-20 Y. Belopolskaya , Y. Suhov

Given a possibly discontinuous, bounded function $f:\mathbb{R}\mapsto\mathbb{R}$, we consider the set of generalized flows, obtained by assigning a probability measure on the set of Carath\'eodory solutions to the ODE ~$\dot x = f(x)$. The…

Classical Analysis and ODEs · Mathematics 2020-09-15 Alberto Bressan , Marco Mazzola , Khai T. Nguyen

We give an analogy between non-reversible Markov chains and electric networks much in the flavour of the classical reversible results originating from Kakutani, and later Kem\'eny-Snell-Knapp and Kelly. Non-reversibility is made possible by…

Probability · Mathematics 2016-08-23 Márton Balázs , Áron Folly

This paper considers a multiclass processor-sharing queue with feedback. Jobs arrive according to renewal processes, and service times follow general distributions. Upon service completion, jobs may either depart the system or re-enter as a…

Probability · Mathematics 2025-04-30 Mohamed Ghazali , Abdelghani Ben Tahar , Amal Ezzidani

We derive a Thermodynamic Uncertainty Relation bounding the mean squared displacement of a Gaussian process with memory, driven out of equilibrium by unbalanced thermal baths and/or by external forces. Our bound is tighter with respect to…

Statistical Mechanics · Physics 2023-05-23 Andrea Plati , Andrea Puglisi , Alessandro Sarracino

In the framework of irreversible thermodynamics, we study autonomous systems of reaction-diffusion equations to show how the entropy and free energy of an open and irreversible reactor depend on concentrations. To do this, we find a…

Statistical Mechanics · Physics 2022-07-13 Aldo Ledesma-Durán , Iván Santamaría-Holek

Subdiffusion equation and molecule survival equation, both with Caputo fractional time derivatives with respect to another functions $g_1$ and $g_2$, respectively, are used to describe diffusion of a molecule that can disappear at any time…

Statistical Mechanics · Physics 2022-09-14 Tadeusz Kosztołowicz

For non-equilibrium systems described by finite Markov processes, we consider the number of times that a system traverses a cyclic sequence of states (a cycle). The joint distribution of the number of forward and backward instances of any…

Statistical Mechanics · Physics 2022-01-11 Patrick Pietzonka , Jules Guioth , Robert L. Jack

We consider the problem of estimating the joint distribution of a continuous-time perpetuity and the underlying factors which govern the cash flow rate, in an ergodic Markov model. Two approaches are used to obtain the distribution. The…

Probability · Mathematics 2016-01-18 Constantinos Kardaras , Scott Robertson

An equation describing the irreversible evolution of the local density of a continuous medium without involving any statistical hypotheses and assumptions is derived. The derivation is based on the smoothing of the microscopic dynamic…

Statistical Mechanics · Physics 2018-10-02 Victor V. Zubkov

The time needed for a particle to exit a confining domain through a small window, called the narrow escape time (NET), is a limiting factor of various processes, such as some biochemical reactions in cells. Obtaining an estimate of the mean…

Statistical Mechanics · Physics 2007-11-22 O. Benichou , R. Voituriez

Relative permeability is commonly used to model immiscible fluid flow through porous materials. In this work we derive the relative permeability relationship from conservation of energy, assuming that the system to be non-ergodic at large…

Current is a characteristic feature of nonequilibrium systems. In stochastic systems, these currents exhibit fluctuations constrained by the rate of dissipation in accordance with the recently discovered thermodynamic uncertainty relation.…

Statistical Mechanics · Physics 2017-10-30 Todd R. Gingrich , Jordan M. Horowitz

We explore the behavior in time of the energy exchange between a system of interest and its environment, together with its relationship to the non-Markovianity of the system dynamics. In order to evaluate the energy exchange we rely on the…

Quantum Physics · Physics 2016-01-26 Giacomo Guarnieri , Chikako Uchiyama , Bassano Vacchini