Related papers: Relation between stochastic processes and thermody…
This is a set of four lectures devoted to simple ideas about turbulent transport, a ubiquitous non-equilibrium phenomenon. In the course similar to that given by the author in 2006 in Warwick [45], we discuss lessons which have been learned…
We consider a stochastic model described by two stochastic differential equations of motion; one is for the stochastic evolution forward in time and the other for backward in time. We further introduce averaged quantities for the two…
Concepts of everyday use like energy, heat, and temperature have acquired a precise meaning after the development of thermodynamics. Thermodynamics provides the basis for understanding how heat and work are related and with the general…
We consider a class of stochastic dynamical systems, called piecewise deterministic Markov processes, with states $(x, \s)\in \O\times \G$, $\O$ being a region in $\bbR^d$ or the $d$--dimensional torus, $\G$ being a finite set. The…
We consider particle transport under the influence of time-varying driving forces, where fluctuation relations connect the statistics of pairs of time reversed evolutions of physical observables. In many "mesoscopic" transport processes,…
All previously derived thermodynamic fluctuation theorems (FTs) that concern multiple co-evolving systems have required that each system can only change its state during an associated pre-fixed, limited set of time intervals. However, in…
For chemical reaction networks described by a master equation, we define energy and entropy on a stochastic trajectory and develop a consistent nonequilibrium thermodynamic description along a single stochastic trajectory of reaction…
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…
Fluctuation theorems make use of time reversal to make predictions about entropy production in many-body systems far from thermal equilibrium. Here we review the wide variety of distinct, but interconnected, relations that have been derived…
We investigate thermodynamics of general nonequilibrium processes stopped at stochastic times. We propose a systematic strategy for constructing fluctuation-theorem-like martingales for each thermodynamic functional, yielding a family of…
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,…
Fluctuation effects at first order phase transitions driven by changes of other-than-temperature factors like pressure, concentration, or external fields are investigated by perturbation theory. The results for the fluctuation contributions…
We compare the fluctuations in the velocity and in the fraction of time spent at a given position for minimal models of a passive and an active particle: an asymmetric random walker and a run-and-tumble particle in continuous time and on a…
The thermodynamic formalism allows one to access the chaotic properties of equilibrium and out-of-equilibrium systems, by deriving those from a dynamical partition function. The definition that has been given for this partition function…
We identify the conditions under which a stochastic driving inducing energy changes on a system coupled to a thermal bath can be treated as a work source. When these conditions are met, the work statistics satisfies the Crooks fluctuation…
The fluctuations in nonequilibrium systems are under intense theoretical and experimental investigation. Topical ``fluctuation relations'' describe symmetries of the statistical properties of certain observables, in a variety of models and…
Dynamic heterogeneity has often been modeled by assuming that a single-particle observable, fluctuating at a molecular scale, is influenced by its coupling to environmental variables fluctuating on a second, perhaps slower, time scale.…
The aim of this paper is to analyze a class of random motions which models the motion of a particle on the real line with random velocity and subject to the action of the friction. The speed randomly changes when a Poissonian event occurs.…
We study dynamical fluctuations in overdamped diffusion processes driven by time periodic forces. This is done by studying fluctuation functionals (rate functions from large deviation theory), of fluctuations around the non-equilibrium…
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…