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The climate system is a forced, dissipative, nonlinear, complex and heterogeneous system that is out of thermodynamic equilibrium. The system exhibits natural variability on many scales of motion, in time as well as space, and it is subject…

Atmospheric and Oceanic Physics · Physics 2020-08-05 Michael Ghil , Valerio Lucarini

Entropy is a very useful concept from physics that tries to explain how a system behaves from a point of view of the thermodynamics. However, there are two ways to explain entropy, and it depends on if we are studying a microsystem or a…

General Finance · Quantitative Finance 2024-07-02 Martin Pomares Calero

Statistical thermodynamics delivers the probability distribution of the equilibrium state of matter through the constrained maximization of a special functional, entropy. Its elegance and enormous success have led to numerous attempts to…

Statistical Mechanics · Physics 2023-06-22 Themis Matsoukas

The thermodynamics of quantum systems driven out of equilibrium has attracted increasing attention in last the decade, in connection with quantum information and statistical physics, and with a focus on non-classical signatures. While a…

Quantum Physics · Physics 2022-06-01 Gonzalo Manzano , Roberta Zambrini

Thermodynamics and information have intricate inter-relations. The justification of the fact that information is physical, is done by inter-linking information and thermodynamics - through Landauer's principle. This modern approach towards…

Quantum Physics · Physics 2018-05-29 Manabendra Nath Bera , Andreas Winter , Maciej Lewenstein

Heat exchanges are the essence of Thermodynamics. In order to investigate non-equilibrium effects like quantum coherence and correlations in heat flows we introduce the concept of apparent temperature. Its definition is based on the…

Quantum Physics · Physics 2020-01-10 Camille L. Latune , Ilya Sinayskiy , Franceso Petruccione

An exact stochastic model for the thermalisation of quantum states is proposed. The model has various physically appealing properties. The dynamics are characterised by an underlying Schrodinger evolution, together with a nonlinear term…

Quantum Physics · Physics 2009-10-30 D. C. Brody , L. P. Hughston

This paper develops a comprehensive theoretical framework that imports concepts from stochastic thermodynamics to model price impact and characterize the feasibility of round-trip arbitrage in financial markets. A trading cycle is treated…

Mathematical Finance · Quantitative Finance 2025-12-04 Amit Kumar Jha

A definition of the thermodynamic entropy based on the time-dependent probability distribution of the macroscopic variables is developed. When a constraint in a composite system is released, the probability distribution for the new…

Statistical Mechanics · Physics 2016-11-23 Robert H. Swendsen

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

Statistical mechanics provides a useful analog for understanding the behavior of complex adaptive systems, including electric power markets and the power systems they intend to govern. Market-based control is founded on the conjecture that…

Adaptation and Self-Organizing Systems · Physics 2007-05-23 David P. Chassin

A statistical generalization is made of microeconomics in the spirit of going from classical to statistical mechanics. The price and quantity of every commodity1 traded in the market, at each instant of time, is considered to be an…

General Finance · Quantitative Finance 2012-12-03 Belal E. Baaquie

In this paper we develop a generalized formalism for equilibrium thermodynamic systems when an information is shared between the system and the reservoir. The information results in a correction to the entropy of the system. This extension…

Statistical Mechanics · Physics 2013-05-10 Alessio Gagliardi , Aldo Di Carlo

The first (Russian) edition of the book was among the first monographs on econophysics. The book gives an explanation of several intriguing phenomena, providing new insights and answers to some deeply vexing questions. Why the economic…

Physics and Society · Physics 2008-03-25 Victor Sergeev

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

Classical thermodynamics is unrivalled in its range of applications and relevance to everyday life. It enables a description of complex systems, made up of microscopic particles, in terms of a small number of macroscopic quantities, such as…

Quantum Physics · Physics 2016-01-13 James Millen , André Xuereb

Thermodynamics makes definite predictions about the thermal behavior of macroscopic systems in and out of equilibrium. Statistical mechanics aims to derive this behavior from the dynamics and statistics of the atoms and molecules making up…

Statistical Mechanics · Physics 2018-03-28 Sheldon Goldstein , David A. Huse , Joel L. Lebowitz , Pablo Sartori

Orderliness, reflected via mathematical laws, is encountered in different frameworks involving social groups. Here we show that a thermodynamics can be constructed that macroscopically describes urban population flows. Microscopic dynamic…

Physics and Society · Physics 2015-04-30 A. Hernando , A. Plastino

Non-equilibrium states of a thermodynamic statistical system are investigated using the thermodynamic parameter of the system lifetime, first-passage time, the time before degeneration of the system under influence of fluctuations.…

Statistical Mechanics · Physics 2020-03-19 V. V. Ryazanov

This mathematical essay brings together ideas from Economics, Geobiodynamics and Thermodynamics. Its purpose is to obtain real models of complex evolutionary systems. More specifically, the essay defines Roegenian Economy and links…

General Finance · Quantitative Finance 2018-12-20 Constantin Udriste , Massimiliano Ferrara , Dorel Zugravescu , Florin Munteanu , Ionel Tevy
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