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This paper introduces a novel approach to financial crisis prediction by establishing a thermodynamic-like framework derived from the fluctuation theorem of statistical physics. We define market temperature through the probability ratio of…

The experimental time scale dependence of thermodynamic relations in out-of-equilibrium systems with aging phenomena is investigated theoretically by using only aging properties of the two-time correlation functions and the generalized…

Disordered Systems and Neural Networks · Physics 2009-10-31 Mitsuhiro Kawasaki

Superstatistics is a widely employed tool of non-equilibrium statistical physics which plays an important role in analysis of hierarchical complex dynamical systems. Yet, its "canonical" formulation in terms of a single nuisance parameter…

Statistical Finance · Quantitative Finance 2017-11-10 Petr Jizba , Jan Korbel , Hynek Lavička , Martin Prokš , Václav Svoboda , Christian Beck

Quantum fluctuation of the energy is studied for an ultracold gas of interacting fermions trapped in a three-dimensional potential. Periodic-orbit theory is explored, and energy fluctuations are studied versus particle number for generic…

Atomic Physics · Physics 2009-11-13 M. Puig von Friesen , M. Ogren , S. Aberg

Starting from the second law of thermodynamics applied to an isolated system consisting of the system surrounded by an extremely large medium, we formulate a general non-equilibrium thermodynamic description of the system when it is out of…

Statistical Mechanics · Physics 2015-05-14 P. D. Gujrati

We introduce a quantum stochastic dynamics for heat conduction. A multi-level subsystem is coupled to reservoirs at different temperatures. Energy quanta are detected in the reservoirs allowing the study of steady state fluctuations of the…

Statistical Mechanics · Physics 2007-05-23 Wojciech De Roeck , Christian Maes

Constructing a thermodynamic framework for nonequilibrium systems remains a major challenge, as quantities such as temperature and free energy often become ambiguous when inferred solely from steady-state properties. Here we take a…

We describe the statistics of temperature fluctuations in a SINIS structure, where a normal metal island (N) is coupled by tunnel junctions (I) to two superconducting leads (S). We specify conditions under which this structure exhibits…

Mesoscale and Nanoscale Physics · Physics 2013-05-30 M. A. Laakso , T. T. Heikkilä , Yuli V. Nazarov

Temperature, the central concept of thermal physics, is one of the most frequently employed physical quantities in common practice. Even though the operative methods of the temperature measurement are described in detail in various…

Classical Physics · Physics 2016-04-20 Jiri J. Mares

In this paper we examine the behavior in temperature of the free energy on quantum systems in an arbitrary number of dimensions. We define from the free energy a function $C$ of the coupling constants and the temperature, which in the…

Condensed Matter · Physics 2009-10-22 A. H. Castro Neto , Eduardo Fradkin

The concept of temperature is one of the key ideas in describing the thermodynamical properties of a physical system. In classical statistical mechanics of ideal gases, the notion of temperature can be described in two different ways, the…

Statistical Mechanics · Physics 2007-11-12 Krishna R. Narayanan , Arun R. Srinivasa

Using the contemporary thermodynamic equations of elastic solids leads to contradictions with the fundamental statements of thermodynamics. Two examples are presented to expose the inconsistencies. In example one the internal energy between…

General Physics · Physics 2007-05-23 Jozsef Garai , Alexandre Laugier

Statistical mechanics is one of the most comprehensive theories in physics. From a boiling pot of water to the complex dynamics of quantum many-body systems it provides a successful connection between the microscopic dynamics of atoms and…

Quantum Gases · Physics 2016-10-06 B. Rauer , T. Schweigler , T. Langen , J. Schmiedmayer

The onset of thermalization in a closed finite system of randomly interacting bosons, at the level of a single eigenstate, is discussed. The main interest is in the emergence of the Bose-Einstein distribution of single-particle occupation…

Quantum Physics · Physics 2017-05-02 Fausto Borgonovi , Francesco Mattiotti , Felix M. Izrailev

The thermodynamic uncertainty relation offers a universal energetic constraint on the relative magnitude of current fluctuations in nonequilibrium steady states. However, it has only been derived for long observation times. Here, we prove a…

Statistical Mechanics · Physics 2017-08-30 Jordan M. Horowitz , Todd R. Gingrich

In the study of thermalization in finite isolated quantum systems, an inescapable issue is the definition of temperature. We examine and compare different possible ways of assigning temperatures to energies or equivalently to eigenstates in…

Statistical Mechanics · Physics 2023-02-03 Phillip C. Burke , Goran Nakerst , Masudul Haque

Emulating thermal observables on a digital quantum computer is essential for quantum simulation of many-body physics. However, thermalization typically requires a large system size due to incorporating a thermal bath, whilst limited…

Quantum Physics · Physics 2025-03-12 H. Perrin , T. Scoquart , A. I. Pavlov , N. V. Gnezdilov

This thesis is devoted to the theoretical study of slow thermodynamic processes in non-equilibrium stochastic systems. Its main result is a physically and mathematically consistent construction of relevant thermodynamic quantities in the…

Statistical Mechanics · Physics 2014-07-29 Jiří Pešek

Ability of dynamical systems to relax to equilibrium has been investigated since the invention of statistical mechanics, which establishes the connection between dynamics of many-body Hamiltonian systems and phenomenological thermodynamics.…

Statistical Mechanics · Physics 2019-07-01 K. S. Glavatskiy , V. L. Kulinskii

The fluctuation theorem is the fundamental equality in nonequilibrium thermodynamics that is used to derive many important thermodynamic relations, such as the second law of thermodynamics and the Jarzynski equality. Recently, the…

Statistical Mechanics · Physics 2019-09-16 Yoshihiko Hasegawa , Tan Van Vu
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