Related papers: Relation between stochastic processes and thermody…
Fluctuation theorems are fundamental results in nonequilibrium thermodynamics beyond the linear response regime. Among these, the paradigmatic Tasaki-Crooks fluctuation theorem relates the statistics of the works done in a forward…
The consistency across scales of a recently developed mathematical thermodynamic structure, between a continuous stochastic nonlinear dynamical system (diffusion process with Langevin or Fokker-Planck equations) and its emergent discrete,…
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…
We present a detailed study on the mean first-passage time of volatility processes. We analyze the theoretical expressions based on the most common stochastic volatility models along with empirical results extracted from daily data of major…
New theorems for the moments of the first passage time of one dimensional nonlinear stochastic processes with an entrance boundary are formulated. This important class of one dimensional stochastic processes results among others from…
Systems that are driven by a randomly timed, external protocol can seemingly violate the second law of thermodynamics. We show that this thermodynamic paradox is resolved if the outcome of the random time is stored in a memory device.…
Reciprocal relations correlate fairly accurately a great variety of experimental results. Nevertheless, the concepts of statistical fluctuations, and microscopic reversibility - the bases of the accepted proof of the relations by Onsager -…
We apply the large-deviation method to study trajectories in dissipative quantum systems. We show that in the long time limit the statistics of quantum jumps can be understood from thermodynamic arguments by exploiting the analogy between…
We study using large deviation theory the fluctuations of time-integrated functionals or observables of the unbiased random walk evolving on Erd\"os-R\'enyi random graphs, and construct a modified, biased random walk that explains how these…
First passage time plays a fundamental role in dynamical characterization of stochastic processes. Crucially, our current understanding on the problem is almost entirely relies on the theoretical formulations, which assume the processes…
A thermodynamic-like formalism is developed for superstatistical systems based on conditional entropies. This theory takes into account large-scale variations of intensive variables of systems in nonequilibrium stationary states. Ordinary…
In a system made up of independent random walks, fluctuations of order $n^{1/4}$ from the hydrodynamic limit come from particle current across characteristics. We show that a two-parameter space-time particle current process converges to a…
Two approaches to small-scale and quantum thermodynamics are fluctuation relations and one-shot statistical mechanics. Fluctuation relations (such as Crooks' Theorem and Jarzynski's Equality) relate nonequilibrium behaviors to equilibrium…
It is common to study polymer physics through the use of idealized single-chain models, and the most popular of these is the freely jointed chain model. In certain thermodynamic ensembles, statistical mechanical treatment of this model is…
With the help of a general expression of the entropies in extensive and nonextensive systems, some important relations between thermodynamics and statistical mechanics are revealed through the views of thermodynamics and statistic physics.…
We characterize statistical properties of the flow field in developed turbulence using concepts from stochastic thermodynamics. On the basis of data from a free air-jet experiment, we demonstrate how the dynamic fluctuations induced by…
This is a general description of a probabilistic formalism of mechanics, i.e., an extension of the Newtonian mechanics principles to the systems undergoing random motion. From an analysis of the induction procedure from experimental data to…
We consider a discrete-time random walk on the nodes of an unbounded hexagonal lattice. We determine the probability generating functions, the transition probabilities and the relevant moments. The convergence of the stochastic process to a…
This thesis investigates the interactions of different degrees of freedom of one joint system within the theory of stochastic thermodynamics. First, a comprehensive introduction to the subjects of stochastic processes, information theory…
We develop a general formalism for introducing stochastic fluctuations around thermodynamic equilibrium which takes into account, for the first time, recent developments on the causality and stability properties of relativistic hydrodynamic…