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We prove the Jarzynski relation for general stochastic processes including non-Markovian systems with memory. The only requirement for our proof is the existence of a stationary state, therefore excluding non-ergodic systems. We then show…

Statistical Mechanics · Physics 2007-09-27 Thomas Speck , Udo Seifert

Stochastic field theories are often constructed phenomenologically, without a systematic assessment of thermodynamic consistency or local detailed balance. This may hinder a physical description of irreversibility at the field-theoretic…

Statistical Mechanics · Physics 2026-04-29 Héctor Vaquero del Pino , François Gay-Balmaz , Hiroaki Yoshimura , Lock Yue Chew

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

We present a general framework for systems which are prepared in a non-stationary non-equilibrium state in the absence of any perturbation, and which are then further driven through the application of a time-dependent perturbation. We…

Statistical Mechanics · Physics 2012-12-06 Gatien Verley , David Lacoste

We extend the definition of non-adiabatic entropy production given for Markovian systems in [M. Esposito and C. Van den Broeck, Phys. Rev. Lett. 104 090601, (2010)], to arbitrary non-Markov ergodic dynamics. We also introduce a notion of…

Statistical Mechanics · Physics 2012-09-14 Reinaldo García-García

The Fluctuation Theorem describes the probability ratio of observing trajectories that satisfy or violate the second law of thermodynamics. It has been proved in a number of different ways for thermostatted deterministic nonequilibrium…

Statistical Mechanics · Physics 2009-10-31 Debra J. Searles , Denis J. Evans

We define common thermodynamic concepts purely within the framework of general Markov chains and derive Jarzynski's equality and Crooks' fluctuation theorem in this setup. In particular, we regard the discrete time case that leads to an…

Statistical Mechanics · Physics 2022-12-14 Pedro Hack , Sebastian Gottwald , Daniel A. Braun

We demonstrate that the Gibbs-Shannon entropy is applicable to non-equilibrium systems of any size and boundary conditions. The change in microscopic entropy can be attributed to the stochastic nature of dynamic processes and to the…

Statistical Mechanics · Physics 2020-10-13 Jianzhong Wu

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

Recently, there has been a considerable progress on the issue of the thermodynamic second law, which is known as the law of entropy increase or irreversibility. In particular, a novel symmetry known as the Gallavotti-Cohen symmetry is found…

Statistical Mechanics · Physics 2018-08-01 Hyunggyu Park

Stochastic thermodynamics provides a framework for describing small systems like colloids or biomolecules driven out of equilibrium but still in contact with a heat bath. Both, a first-law like energy balance involving exchanged heat and…

Statistical Mechanics · Physics 2012-05-21 Udo Seifert

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

We reconsider a well-known relationship between the fluctuation theorem and the second law of thermodynamics by evaluating a probability measure-valued process. In order to establish a bridge between microscopic and macroscopic behaviors,…

Statistical Mechanics · Physics 2015-03-19 Yuki Sughiyama , Masayuki Ohzeki

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

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

In this paper, we develop a variational foundation for stochastic thermodynamics of finite-dimensional, continuous-time systems. Requiring the second law (non-negative average total entropy production) systematically yields a consistent…

Statistical Mechanics · Physics 2026-05-07 Héctor Vaquero del Pino , François Gay-Balmaz , Hiroaki Yoshimura , Lock Yue Chew

The heat theorem (i.e. the second law of thermodynamics or the existence of entropy) is a manifestation of a general property of hamiltonian mechanics and of the ergodic Hypothesis. In nonequilibrium thermodynamics of stationary states the…

Statistical Mechanics · Physics 2008-11-01 Giovanni Gallavotti

The development of stochastic thermodynamics during the last decades prompted the discovery of novel nonequilibrium relations refining our understanding of the second law in small fluctuating systems and its connection with information…

Physics and Society · Physics 2025-11-19 Luis Irisarri , Lucas Trigal , Raúl Toral , Gonzalo Manzano

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
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