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Stochastic Thermodynamics (ST) extends the notions of classical thermodynamics to trajectories taken from a nonequilibrium ensemble. This extension yields a simple approach to fluctuation relations in small systems. Multiple time- and…

Statistical Mechanics · Physics 2012-10-19 Bernhard Altaner

Fluctuation theorems are a generalization of thermodynamics on small scales and provide the tools to characterize the fluctuations of thermodynamic quantities in non-equilibrium nanoscale systems. They are particularly important for…

Statistical Mechanics · Physics 2014-04-03 Jan Gieseler , Romain Quidant , Christoph Dellago , Lukas Novotny

Nonequilibrium systems exchange the energy with an environment in the form of work and heat. The work done on a system obeys the fluctuation theorem, while the dissipated heat which differs from the work by the internal energy change does…

Statistical Mechanics · Physics 2014-02-04 Jae Dong Noh

Cognitive processes undergo various fluctuations and transient states across different temporal scales. Superstatistics are emerging as a flexible framework for incorporating such non-stationary dynamics into existing cognitive model…

Neurons and Cognition · Quantitative Biology 2024-10-02 Lukas Schumacher , Martin Schnuerch , Andreas Voss , Stefan T. Radev

The present study is based on a recent success of the second-order stochastic fluctuation theory in describing time autocorrelations of equilibrium and nonequilibrium physical systems. In particular, it was shown to yield values of the…

Statistical Mechanics · Physics 2017-08-23 Roman Belousov , E. G. D. Cohen , Lamberto Rondoni

We use a relationship between response and correlation function in nonequilibrium systems to establish a connection between the heat production and the deviations from the equilibrium fluctuation-dissipation theorem. This scheme extends the…

Statistical Mechanics · Physics 2014-04-11 E. Lippiello , M. Baiesi , A. Sarracino

Score-based modeling through stochastic differential equations (SDEs) has provided a new perspective on diffusion models, and demonstrated superior performance on continuous data. However, the gradient of the log-likelihood function, i.e.,…

Machine Learning · Computer Science 2023-03-07 Haoran Sun , Lijun Yu , Bo Dai , Dale Schuurmans , Hanjun Dai

Non-equilibrium states of a thermodynamic statistical system are investigated using the thermodynamic parameter of the system lifetime, first-passage time, the time before degeneration of the system under influence of fluctuations.…

Statistical Mechanics · Physics 2020-03-19 V. V. Ryazanov

Diffusion models achieve state-of-the-art performance in various generation tasks. However, their theoretical foundations fall far behind. This paper studies score approximation, estimation, and distribution recovery of diffusion models,…

Machine Learning · Computer Science 2023-02-15 Minshuo Chen , Kaixuan Huang , Tuo Zhao , Mengdi Wang

Networked dynamical systems, i.e., systems of dynamical units coupled via nontrivial interaction topologies, constitute models of broad classes of complex systems, ranging from gene regulatory and metabolic circuits in our cells to…

Adaptation and Self-Organizing Systems · Physics 2024-03-12 Xiaozhu Zhang , Marc Timme

In thermodynamic equilibrium, the fluctuation-dissipation theorem links thermal fluctuations and dissipation. Biological systems, however, are driven out of equilibrium by internal processes that produce additional, active fluctuations.…

Soft Condensed Matter · Physics 2026-01-29 Ashot Matevosyan , Frank Jülicher , Ricard Alert

In this study, we develop a stochastic optimal control approach with reinforcement learning structure to learn the unknown parameters appeared in the drift and diffusion terms of the stochastic differential equation. By choosing an…

Optimization and Control · Mathematics 2023-08-22 Shuzhen Yang

Single-particle traces of the diffusive motion of molecules, cells, or animals are by-now routinely measured, similar to stochastic records of stock prices or weather data. Deciphering the stochastic mechanism behind the recorded dynamics…

Statistical Mechanics · Physics 2023-09-14 Henrik Seckler , Janusz Szwabinski , Ralf Metzler

A system driven in the vicinity of its critical point by varying a relevant field in an arbitrary function of time is a generic system that possesses a long relaxation time compared with the driving time scale and thus represents a large…

Statistical Mechanics · Physics 2016-10-26 Baoquan Feng , Shuai Yin , Fan Zhong

The fluctuation in electric current in nonequilibrium steady states is investigated by molecular dynamics simulation of macroscopically uniform conductors. At low frequencies, appropriate decomposition of the spectral intensity of current…

Statistical Mechanics · Physics 2015-05-13 Tatsuro Yuge , Akira Shimizu

This is an expository article on the score-based diffusion models, with a particular focus on the formulation via stochastic differential equations (SDE). After a gentle introduction, we discuss the two pillars in the diffusion modeling --…

Machine Learning · Computer Science 2025-07-08 Wenpin Tang , Hanyang Zhao

We derive various exact results for Markovian systems that spontaneously relax to a non-equilibrium steady-state by using joint probability distributions symmetries of different entropy production decompositions. The analytical approach is…

Statistical Mechanics · Physics 2012-02-10 Reinaldo García-García , Vivien Lecomte , A. B. Kolton , D. Domínguez

A stochastic nonlinear dynamical system generates information, as measured by its entropy rate. Some---the ephemeral information---is dissipated and some---the bound information---is actively stored and so affects future behavior. We derive…

Statistical Mechanics · Physics 2015-06-19 Sarah Marzen , James P. Crutchfield

We consider the inference problem for parameters in stochastic differential equation models from discrete time observations (e.g. experimental or simulation data). Specifically, we study the case where one does not have access to…

Numerical Analysis · Mathematics 2018-04-10 Sebastian Krumscheid

Entropy is one of the key thermodynamic variables reflecting changes in the state of matter. Unlike other thermodynamic variables, it is well-defined also for nonequilibrium steady states through its relation to information. Applying this…

Statistical Mechanics · Physics 2026-04-15 Haim Diamant , Gil Ariel