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The relative entropy for two different degenerate diffusion processes is estimated by using the Wasserstein distance of initial distributions and the difference between coefficients. As applications, the entropy cost inequality and…

Probability · Mathematics 2024-05-02 Zhongmin Qian , Panpan Ren , Feng-Yu Wang

We investigate the behavior in $N$ of the $N$--particle entropy functional for Kac's stochastic model of Boltzmann dynamics, and its relation to the entropy function for solutions of Kac's one dimensional nonlinear model Boltzmann equation.…

Probability · Mathematics 2008-08-26 E. A. Carlen , M. C. Carvalho , J. Le Roux , M. Loss , C. Villani

We consider an isolated system in an arbitrary state and provide a general formulation using first principles for an additive and non-negative statistical quantity that is shown to reproduce the equilibrium thermodynamic entropy of the…

Chemical Physics · Physics 2013-04-18 P. D. Gujrati

Different notions of entropy play a fundamental role in the classical theory of dynamical systems. Unlike many other concepts used to analyze autonomous dynamics, both measure-theoretic and topological entropy can be extended quite…

Dynamical Systems · Mathematics 2017-08-03 Christoph Kawan

We study the entropy production of a system with a finite number of states connected by random transition rates. The stationary entropy production, driven out of equilibrium both by asymmetric transition rates and by an external probability…

Statistical Mechanics · Physics 2017-12-13 Daniel M. Busiello , Jorge Hidalgo , Amos Maritan

A general framework to describe a vast majority of biology-inspired systems is to model them as stochastic processes in which multiple couplings are in play at the same time. Molecular motors, chemical reaction networks, catalytic enzymes,…

Statistical Mechanics · Physics 2020-11-25 Daniel M. Busiello , Deepak Gupta , Amos Maritan

We formulate a dynamical fluctuation theory for stationary non equilibrium states (SNS) which is tested explicitly in stochastic models of interacting particles. In our theory a crucial role is played by the time reversed dynamics. Within…

Statistical Mechanics · Physics 2015-12-18 L. Bertini , A. De Sole , D. Gabrielli , G. Jona-Lasinio , C. Landim

Entropy might be a not well defined concept if the system can undergo transformations involving stationary nonequilibria. It might be analogous to the heat content (once called ``caloric'') in transformations that are not isochoric (i.e.…

Statistical Mechanics · Physics 2007-05-23 Giovanni Gallavotti

This chapter concerns "control volume analysis", the standard engineering tool for the analysis of flow systems, and its application to entropy balance calculations. Firstly, the principles of control volume analysis are enunciated and…

Fluid Dynamics · Physics 2014-07-22 Robert K. Niven , Bernd R. Noack

We consider a one-dimensional persisent random walk viewed as a deterministic process with a form of time reversal symmetry. Particle reservoirs placed at both ends of the system induce a density current which drives the system out of…

Chaotic Dynamics · Physics 2009-10-31 T. Gilbert , J. R. Dorfman

Entropy is a very useful concept from physics that tries to explain how a system behaves from a point of view of the thermodynamics. However, there are two ways to explain entropy, and it depends on if we are studying a microsystem or a…

General Finance · Quantitative Finance 2024-07-02 Martin Pomares Calero

The essence of the second law of classical thermodynamics is the `entropy principle' which asserts the existence of an additive and extensive entropy function, S, that is defined for all equilibrium states of thermodynamic systems and whose…

Mathematical Physics · Physics 2007-05-23 Elliott H. Lieb , Jakob Yngvason

Stochastic kinematic description of a complex dynamics is shown to dictate an energetic and thermodynamic structure. An energy function $\varphi(x)$ emerges as the limit of the generalized, nonequilibrium free energy of a Markovian dynamics…

General Physics · Physics 2020-10-19 Hong Qian , Yu-Chen Cheng , Ying-Jen Yang

The minimum entropy production principle provides an approximative variational characterization of close-to-equilibrium stationary states, both for macroscopic systems and for stochastic models. Analyzing the fluctuations of the empirical…

Mathematical Physics · Physics 2009-11-05 C. Maes , K. Netocny

Multiscale thermodynamics is a theory of relations among levels of description. Energy and entropy are its two main ingredients. Their roles in the time evolution describing approach of a level (starting level) to another level involving…

Statistical Mechanics · Physics 2024-02-26 Miroslav Grmela

The second law of thermodynamics governs that nonequilibrium systems evolve towards states of higher entropy over time. However, it does not specify the rate of this evolution and the role of fluctuations that impact the system's dynamics.…

Statistical Mechanics · Physics 2025-01-27 Mairembam Kelvin Singh , R. K. Brojen Singh , Moirangthem Shubhakanta Singh

Configurational entropy is an important factor in the free energy change of many macromolecular recognition and binding processes, and has been intensively studied. Despite great progresses that have been made, the global sampling remains…

Biological Physics · Physics 2012-12-04 Wenzhao Li , Kai Wang , Suyan Tian , Pu Tian

In our derivation of the second law of thermodynamics from the relation of adiabatic accessibility of equilibrium states we stressed the importance of being able to scale a system's size without changing its intrinsic properties. This…

Mathematical Physics · Physics 2015-06-19 Elliott H. Lieb , Jakob Yngvason

Entropy production plays a fundamental role in the study of non-equilibrium systems by offering a quantitative handle on the degree of time-reversal symmetry breaking. It depends crucially on the degree of freedom considered as well as on…

Statistical Mechanics · Physics 2022-05-04 Luca Cocconi , Guillaume Salbreux , Gunnar Pruessner

Diffusion-a measure of dynamics, and entropy-a measure of disorder in the system, are found to be intimately correlated in many systems, and the correlation is often strongly non-linear. We explore the origin of this complex dependence by…

Soft Condensed Matter · Physics 2015-12-09 Kazuhiko Seki , Biman Bagchi