Related papers: Bridging Freidlin-Wentzell large deviations theory…
In these lecture notes, the basic principles of stochastic thermodynamics are developed starting with a closed system in contact with a heat bath. A trajectory undergoes Markovian transitions between observable meso-states that correspond…
We establish a stochastic thermodynamics for a Fermionic level driven by a time-dependent force and interacting with initially thermalized levels playing the role of a reservoir. The driving induces consecutive avoided crossings between…
We present a new time-dependent Density Functional approach to study the relaxational dynamics of an assembly of interacting particles subject to thermal noise. Starting from the Langevin stochastic equations of motion for the velocities of…
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…
Far-from-equilibrium phenomena are critical to all natural and engineered systems, and essential to biological processes responsible for life. For over a century and a half, since Carnot, Clausius, Maxwell, Boltzmann, and Gibbs, among many…
In this paper, we introduce a mathematical apparatus that is relevant for understanding a dynamical system with small random perturbations and coupled with the so-called transmutation process -- where the latter jumps from one mode to…
The aim of this paper is to develop tractable large deviation approximations for the empirical measure of a small noise diffusion. The starting point is the Freidlin-Wentzell theory, which shows how to approximate via a large deviation…
Phenomenological nonequilibrium thermodynamics describes how fluxes of conserved quantities such as matter, energy and charge flow from outer reservoirs across a system, and how they irreversibly degrade from one form to another. Stochastic…
Bounding and estimating entropy production has long been an important goal of nonequilibrium thermodynamics. We recently derived a lower bound on the total and subsystem entropy production rates of continuous stochastic systems. This…
Given a particle system obeying overdamped Langevin dynamics, we demonstrate that it is always possible to construct a thermodynamically consistent macroscopic model which obeys a gradient flow with respect to its non-equilibrium free…
We establish the well-posedness of stationary solutions for a class of SPDEs with locally monotone coefficients, and prove the Freidlin--Wentzell large deviation principle (LDP) for these stationary solutions. The LDP for the associated…
We consider a multiscale system of stochastic differential equations in which the slow component is perturbed by a small fractional Brownian motion with Hurst index $H>1/2$ and the fast component is driven by an independent Brownian motion.…
We study stochastic thermodynamics of a Brownian particle which is subjected to a temperature gradient and is confined by an external potential. We first formulate an over-damped Ito-Langevin theory in terms of local temperature, friction…
We give a new proof of the large deviation principle from the hydrodynamic limit for the Ginzberg-Landau model studied in Donsker and Varadhan (1989) using techniques from the theory of stochastic control and weak convergence methods. The…
We show that the thermodynamic limit of a bistable phosphorylation-dephosphorylation cycle has a selection rule for the "more stable" macroscopic steady state. The analysis is akin to the Maxwell construction. Based on the chemical master…
Stochastic systems characterised by a random driving in a form of the general stable noise are considered. The particle experiences long rests due to the traps the density of which is position-dependent and obeys a power-law form attributed…
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 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…
Based on a system-reservoir model, where the reservoir is driven by an external stationary, Gaussian noise with arbitrary decaying correlation function, we study the escape rate from a metastable state in the energy diffusion regime. For…
We study the dynamical behaviour of mesoscopic systems in contact with a thermal bath, described either via a non-linear Langevin equation at the trajectory level -- or the corresponding Fokker-Planck equation for the probability…