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We examine the fundamental aspects of statistical mechanics, dividing the problem into a discussion purely about probability, which we analyse from a Bayesian standpoint. We argue that the existence of a unique maximising probability…

Statistical Mechanics · Physics 2015-12-07 B. Buck , A. C. Merchant

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…

Statistical Mechanics · Physics 2012-05-21 Udo Seifert

Thermodynamic uncertainty relations have emerged as universal bounds on current fluctuations in non-equilibrium systems. Here we derive a new bound for a particular class of run-and-tumble type processes using the mathematical framework of…

Statistical Mechanics · Physics 2019-07-02 Mayank Shreshtha , Rosemary J. Harris

We propose an extension of Markov-switching generalized additive models for location, scale, and shape (MS-GAMLSS) that allows covariates to influence not only the parameters of the state-dependent distributions but also the state…

Methodology · Statistics 2026-01-08 Katharina Ammann , Timo Adam , Jan-Ole Koslik

Non-linear Hawkes processes with memory kernels given by the sum of Erlang kernels are considered. It is shown that their stability properties can be studied in terms of an associated class of piecewise deterministic Markov processes,…

Probability · Mathematics 2018-11-27 Aline Duarte , Eva Löcherbach , Guilherme Ost

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…

Statistical Mechanics · Physics 2009-11-11 Tim Schmiedl , Udo Seifert

In this paper we present a variant of the well known Skorokhod Representation Theorem. In our main result, given $S$ a Polish space, to a given continous path $\alpha$ in the space of probability measures on $S$, we associate a continuous…

Probability · Mathematics 2007-05-23 Jean Cortissoz

In this paper, we study Jarzynski's equality and fluctuation theorems for diffusion processes. While some of the results considered in the current work are known in the (mainly physics) literature, we review and generalize these…

Mathematical Physics · Physics 2019-04-09 Carsten Hartmann , Christof Schuette , Wei Zhang

We consider Markovian open quantum systems subject to stochastic resetting, which means that the dissipative time evolution is reset at randomly distributed times to the initial state. We show that the ensuing dynamics is non-Markovian and…

Statistical Mechanics · Physics 2022-10-05 Gabriele Perfetto , Federico Carollo , Igor Lesanovsky

We study a class of dynamical systems generated by random substitutions, which contains both intrinsically ergodic systems and instances with several measures of maximal entropy. In this class, we show that the measures of maximal entropy…

Dynamical Systems · Mathematics 2026-03-26 Philipp Gohlke , Andrew Mitchell

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

We study collections of point masses which move freely along the real line and stick together when they collide via perfectly inelastic collisions. We quantify the way particles stick together and explain how to associate a probability…

Analysis of PDEs · Mathematics 2019-12-30 Ryan Hynd

Since the first suggestion of the Jarzynski equality many derivations of this equality have been presented in both, the classical and the quantum context. While the approaches and settings greatly differ from one to another, they all appear…

Quantum Physics · Physics 2016-07-20 F. Jin , R. Steinigeweg , H. De Raedt , K. Michielsen , M. Campisi , J. Gemmer

In this work, I derive the time-dependent probability density function of classical observables using the Hamiltonian mechanics approach, extending the notion of fluctuation theorems for any observables. In particular, the time-dependent…

Statistical Mechanics · Physics 2023-10-13 Pierre Nazé

In this paper, we discuss information-theoretic tools for obtaining optimized coarse-grained molecular models for both equilibrium and non-equilibrium molecular dynamics. The latter are ubiquitous in physicochemical and biological…

Numerical Analysis · Mathematics 2016-04-20 Vagelis Harmandaris , Evangelia Kalligiannaki , Markos A. Katsoulakis , Petr Plecháč

The Jarzynski estimator is a powerful tool that uses nonequilibrium statistical physics to numerically obtain partition functions of probability distributions. The estimator reconstructs partition functions with trajectories of the…

Statistical Mechanics · Physics 2022-05-17 Nobumasa Ishida , Yoshihiko Hasegawa

Studying the structure of systems in nonequilibrium steady states necessitates tools that quantify population shifts and associated deformations of equilibrium free energy landscapes under persistent currents. Within the framework of…

Statistical Mechanics · Physics 2024-08-14 Jorge L. Rosa-Raíces , David T. Limmer

While run-and-tumble particles are a foundational model for self-propelled particles as bacteria or Janus particles, the analytical derivation of their steady state from the microscopic details is still an open problem. By directly modeling…

Statistical Mechanics · Physics 2025-03-07 Leo Hahn , Arnaud Guillin , Manon Michel

The special trajectory ensemble average (TEA), denoted by a subscript 0, in the Jarzynski Equality (JE) results in the Jensen inequality <R>_0 GT-EQ delta(F) for the work R done on the system, and not the thermodynamic work inequality <R>…

Statistical Mechanics · Physics 2018-02-23 P. D. Gujrati

A driven stochastic system in a constant temperature heat bath relaxes into a steady state which is characterized by the steady state probability distribution. We investigate the relationship between the driving force and the steady state…

Statistical Mechanics · Physics 2015-03-11 Jae Dong Noh , Joongul Lee