Related papers: Nonequilibrium Stationary Process and Fluctuation-…
The equilibrium state of a system consisting of a large number of strongly interacting electrons can be characterized by its density operator. This gives a direct access to the ground-state energy or, at finite temperatures, to the free…
We develop a general theory dealing with stochastic models for dynamical systems that are governed by various nonlinear, ordinary or partial differential, equations. In particular, we address the problem how flows in the random medium…
In this paper we present a self-contained macroscopic description of diffusive systems interacting with boundary reservoirs and under the action of external fields. The approach is based on simple postulates which are suggested by a wide…
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…
A stochastic nonlinear dynamical system generates information, as measured by its entropy rate. Some---the ephemeral information---is dissipated and some---the bound information---is actively stored and so affects future behavior. We derive…
We derive a general set of fluctuation relations for a nonequilibrium open quantum system described by a Lindblad master equation. In the special case of conservative Hamiltonian dynamics, these identities allow us to retrieve quantum…
An alternative approach - nonequilibrium evolution thermodynamics, is compared with classical Landau approach. A statistical justification of the approach is carried out with help of probability distribution function on an example of a…
Proceeding from the concept of rational expectations, a new dynamic model of supply and demand in a single market with one supplier, one buyer, and one kind of commodity is developed. Unlike the cob-web dynamic theories with adaptive…
We consider the application of fluctuation relations to the dynamics of coarse-grained systems, as might arise in a hypothetical experiment in which a system is monitored with a low-resolution measuring apparatus. We analyze a stochastic,…
While entropy changes are the usual subject of fluctuation theorems, we seek fluctuation relations involving time-symmetric quantities, namely observables that do not change sign if the trajectories are observed backward in time. We find…
In this Article we review some recent progresses in the field of non-equilibrium linear response theory. We show how a generalization of the fluctuation-dissipation theorem can be derived for Markov processes, and discuss the…
Stochastic processes are proposed whose master equations coincide with classical wave, telegraph, and Klein-Gordon equations. Similar to predecessors based on the Goldstein-Kac telegraph process, the model describes the motion of particles…
A binary fluid mixture in contact with lateral particle reservoirs is considered. By imposing different particle concentrations in these reservoirs, the system can be maintained under controlled non-equilibrium conditions. Previous…
We derive the fluctuation-dissipation relation and explore its connection with the equipartition theorem and Maxwell-Boltzmann statistics through the use of different stochastic analytical techniques. Our first approach is the theory of…
A general formalism is developed to construct a Markov chain model that converges to a one-dimensional map in the infinite population limit. Stochastic fluctuations are therefore internal to the system and not externally specified. For…
Equilibrium statistical mechanics provides a robust framework for characterizing phase transitions in systems whose microsopic dynamics are time-reversible. Efforts to develop and validate theoretical frameworks for time-irreversible,…
We present a first analysis of a nonperturbative approach to quantum gravity based on a representation of quantum field theory in terms of stochastic processes. The stochastic description accommodates a physical Lorentz-invariant…
Linear response analysis in the nonequilibrium steady state (Gaussian regime) provides two independent fluctuation-response relations. One, in the form of the symmetric matrix, manifests the departure from the equilibrium formula through…
Large entropy fluctuations in a nonequilibrium steady state of classical mechanics were studied in extensive numerical experiments on a simple 2-freedom model with the so-called Gauss time-reversible thermostat. The local fluctuations (on a…
We provide a stochastic thermodynamic description across scales for $N$ identical units with all-to-all interactions that are driven away from equilibrium by different reservoirs and external forces. We start at the microscopic level with…