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We approximate stochastic processes in finite dimension by dynamical systems. We provide trajectorial estimates which are uniform with respect to the initial condition for a well chosen distance. This relies on some non-expansivity property…

Probability · Mathematics 2017-01-11 Vincent Bansaye

We analyze the stochastic thermodynamics of systems with continuous space of states. The evolution equation, the rate of entropy production, and other results are obtained by a continuous time limit of a discrete time formulation. We point…

Statistical Mechanics · Physics 2020-08-27 Mário J. de Oliveira

In statistical physics, entropy is generally logarithm of probability. Therefore, if dynamics is decomposed by log, entropy production should be decomposed properly. In the present work, log-decomposition of dynamics is introduced. By which…

Statistical Mechanics · Physics 2014-04-30 Jang-il Sohn

We investigate the nonequilibrium stationary states of systems consisting of chemical reactions among molecules of several chemical species. To this end we introduce and develop a stochastic formulation of nonequilibrium thermodynamics of…

Statistical Mechanics · Physics 2018-07-04 Tânia Tomé , Mário J. de Oliveira

For classical nonequilibrium systems, the separation of the total entropy production into the adiabatic and nonadiabatic contributions is useful for understanding irreversibility in nonequilibrium thermodynamics. In this article, we…

Statistical Mechanics · Physics 2015-06-16 Jordan M. Horowitz , Juan M. R. Parrondo

We consider nonparametric invariant density and drift estimation for a class of multidimensional degenerate resp. hypoelliptic diffusion processes, so-called stochastic damping Hamiltonian systems or kinetic diffusions, under anisotropic…

Statistics Theory · Mathematics 2022-05-24 Niklas Dexheimer , Claudia Strauch

Entropic Dynamics is a framework in which quantum theory is derived as an application of entropic methods of inference. There is no underlying action principle. Instead, the dynamics is driven by entropy subject to the appropriate…

Quantum Physics · Physics 2015-06-23 Ariel Caticha , Daniel Bartolomeo , Marcel Reginatto

Entropy production along a single stochastic trajectory of a biomolecule is discussed for two different sources of non-equilibrium. For a molecule manipulated mechanically by an AFM or an optical tweezer, entropy production (or…

Statistical Mechanics · Physics 2007-06-20 Tim Schmiedl , Thomas Speck , Udo Seifert

Entropic dynamics, a program that aims at deriving the laws of physics from standard probabilistic and entropic rules for processing information, is developed further. We calculate the probability for an arbitrary path followed by a system…

Classical Physics · Physics 2016-09-08 Ariel Caticha

We study the statistics of infima, stopping times and passage probabilities of entropy production in nonequilibrium steady states, and show that they are universal. We consider two examples of stopping times: first-passage times of entropy…

Statistical Mechanics · Physics 2017-02-28 Izaak Neri , Édgar Roldán , Frank Jülicher

A method is developed to estimate the properties of a global hydrodynamic instability in turbulent flows from measurement data of the limit-cycle oscillations. For this purpose, the flow dynamics are separated in deterministic contributions…

Fluid Dynamics · Physics 2021-04-21 Moritz Sieber , C. Oliver Paschereit , Kilian Oberleithner

The concept of entropy in nonequilibrium macroscopic systems is investigated in the light of an extended equation of motion for the density matrix obtained in a previous study. It is found that a time-dependent information entropy can be…

Statistical Mechanics · Physics 2009-11-10 W. T. Grandy

For configurational changes of soft matter systems affected or caused by external hydrodynamic flow, we identify applied work, exchanged heat, and entropy change on the level of a single trajectory. These expressions guarantee invariance of…

Soft Condensed Matter · Physics 2009-01-15 Thomas Speck , Jakob Mehl , Udo Seifert

We analyze the relative price change of assets starting from basic supply/demand considerations subject to arbitrary motivations. The resulting stochastic differential equation has coefficients that are functions of supply and demand. We…

Theoretical Economics · Economics 2020-08-26 Carey Caginalp , Gunduz Caginalp

The entropy production rate is a central quantity in non-equilibrium statistical physics, scoring how far a stochastic process is from being time-reversible. In this paper, we compute the entropy production of diffusion processes at…

Statistical Mechanics · Physics 2023-06-19 Lancelot Da Costa , Grigorios A. Pavliotis

Symbolic dynamics has proven to be an invaluable tool in analyzing the mechanisms that lead to unpredictability and random behavior in nonlinear dynamical systems. Surprisingly, a discrete partition of continuous state space can produce a…

Machine Learning · Computer Science 2007-07-13 Christopher C. Strelioff , James P. Crutchfield

We study stochastic thermodynamics of over-damped Brownian motion in a flowing fluid. Unlike some previous works, we treat the effects of the flow field as a non-conservational driving force acting on the Brownian particle. This allows us…

Statistical Mechanics · Physics 2024-04-23 Jun Wu , Mingnan Ding , Xiangjun Xing

The entropy production rate is a key quantity in irreversible thermodynamics. In this work, we concentrate on the realization of entropy production rate in chemical reaction systems in terms of the experimentally measurable reaction rate.…

Chemical Physics · Physics 2019-11-14 Kinshuk Banerjee , Kamal Bhattacharyya

In the previous papers (Kui\'{c} et al. in Found Phys 42:319-339, 2012; Kui\'{c} in arXiv:1506.02622, 2015), it was demonstrated that applying the principle of maximum information entropy by maximizing the conditional information entropy,…

Statistical Mechanics · Physics 2016-06-14 Domagoj Kuic

Maximum entropy principle identifies forces conjugated to observables and the thermodynamic relations between them, independent upon their underlying mechanistic details. For data about state distributions or transition statistics, the…

Statistical Mechanics · Physics 2023-12-08 Ying-Jen Yang , Hong Qian
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