Related papers: Relation between stochastic processes and thermody…
A new approach to describing aerosol behavior is proposed. Boundary functionals of random process theory are applied to describe the behavior of aerosol concentrations during coagulation. It is shown that considering the first-passage time…
In stochastic thermodynamics, the entropy production of a thermodynamic system is defined by the irreversibility measured by the logarithm of the ratio of the path probabilities in the forward and reverse processes. We derive the relation…
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…
The aim of this paper is to investigate how the correlation properties of a stationary Markovian stochastic processes affect the First Passage Time distribution. First Passage Time issues are a classical topic in stochastic processes…
Stochastic biochemical and transport processes have various final outcomes, and they can be viewed as dynamic systems with multiple exits. Many current theoretical studies, however, typically consider only a single time scale for each…
Periodic driving is used to operate machines that go from standard macroscopic engines to small non-equilibrium micro-sized systems. Two classes of such systems are small heat engines driven by periodic temperature variations and molecular…
Stochastic thermodynamics is the field of study relating fluctuations in stochastic systems to thermodynamic quantities. The total entropy production (EP), is central to the thermodynamic classification of systems. Non-equilibrium systems…
The time until the failure of some node of the system or until the end of some stage of the operation of the tribological system is associated with the change in entropy in the system that occurs during this time. Methods of the…
Large fluctuations have received considerable attention as they encode information on the fine-scale dynamics. Large deviation relations known as fluctuation theorems also capture crucial nonequilibrium thermodynamical properties. Here we…
We formulate thermodynamics of economic systems in terms of an arbitrary probability distribution for a conserved economic quantity. As in statistical physics, thermodynamic macroeconomic variables emerge as the mean value of microeconomic…
Stochastic thermodynamics provides the framework to analyze thermodynamic laws and quantities along individual trajectories of small but fully observable systems. If the observable level fails to capture all relevant degrees of freedom,…
Thermodynamic uncertainty relations yield a lower bound on entropy production in terms of the mean and fluctuations of a current. We derive their general form for systems under arbitrary time-dependent driving from arbitrary initial states…
Thermodynamic uncertainty relations have emerged as universal bounds on current fluctuations in non-equilibrium systems. Here we derive a new bound for a particular class of run-and-tumble type processes using the mathematical framework of…
The Vlasov equation embodies the smooth field approximation of the self-consistent equation of motion for charged particle beams. This framework is fundamentally altered if we include the fluctuating forces that originate from the actual…
Lower bounds on fluctuations of thermodynamic currents depend on the nature of time: discrete or continuous. To understand the physical reason, we compare current fluctuations in discrete-time Markov chains and continuous-time master…
This is a guide to the mathematical theory of Brownian motion and related stochastic processes, with indications of how this theory is related to other branches of mathematics, most notably the classical theory of partial differential…
What is the major difference between large and small systems? At small length-scales the dynamics is dominated by fluctuations, whereas at large scales fluctuations are irrelevant. Therefore, any thermodynamically consistent description of…
The dissipation function for a system is defined as the natural logarithm of the ratio between probabilities of a trajectory and its time-reversed trajectory, and its probability distribution follows a well-known relation called the…
We develop statistical mechanics for stochastic growth processes as applied to Laplacian growth by using its remarkable connection with a random matrix theory. The Laplacian growth equation is obtained from the variation principle and…
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…