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We propose a piecewise deterministic Markovian jump process in Hilbert space such that the covariance matrix of this stochastic process solves the thermodynamic quantum master equation. The proposed stochastic process is particularly simple…

Quantum Physics · Physics 2018-03-09 Hans Christian Öttinger

This thesis is dedicated to the study of stochastic processes; non-deterministic physical phenomena that can be well described by classical physics. The stochastic processes we are interested in are akin to Brownian Motion and can be…

Cosmology and Nongalactic Astrophysics · Physics 2023-06-06 Ashley Wilkins

Nonreciprocal interactions that violate Newton's law 'actio=reactio' are ubiquitous in nature and are currently intensively investigated in active matter, chemical reaction networks, population dynamics, and many other fields. An…

Statistical Mechanics · Physics 2026-02-24 Atul Tanaji Mohite , Heiko Rieger

Small nonequilibrium systems in contact with a heat bath can be analyzed with the framework of stochastic thermodynamics. In such systems, fluctuations, which are not negligible, follow universal relations such as the fluctuation theorem.…

Statistical Mechanics · Physics 2018-10-29 Andre C Barato , Raphael Chetrite , Alessandra Faggionato , Davide Gabrielli

Ability of dynamical systems to relax to equilibrium has been investigated since the invention of statistical mechanics, which establishes the connection between dynamics of many-body Hamiltonian systems and phenomenological thermodynamics.…

Statistical Mechanics · Physics 2019-07-01 K. S. Glavatskiy , V. L. Kulinskii

Stochastic thermodynamics provides the framework to analyze thermodynamic laws and quantities along individual trajectories of small but fully observable systems. If the observable level fails to capture all relevant degrees of freedom,…

Statistical Mechanics · Physics 2024-07-01 Julius Degünther , Jann van der Meer , Udo Seifert

We introduce a numerical method to sample the distributions of charge, heat, and entropy production in open quantum systems coupled strongly to macroscopic reservoirs, with both temporal and energy resolution and beyond the linear-response…

Diffusive approximations of Markov jump processes often fail to accurately capture large fluctuations. This is confounding, as the rare events triggered by these large fluctuations, such as the failure of electronic memories, are often the…

Mesoscale and Nanoscale Physics · Physics 2025-12-17 David Roberts , Trevor McCourt , Geremia Massarelli , Jeremy Rothschild , Nahuel Freitas

Exploiting previous results on Markovian dynamics and fluctuation theorems, we study the consequences of memory effects on single realizations of nonequilibrium processes within an open system approach. The entropy production along single…

Statistical Mechanics · Physics 2015-06-12 Bruno Leggio , Anna Napoli , Heinz-Peter Breuer , Antonino Messina

We develop non-equilibrium theory by using averages in time and space as a generalized way to upscale thermodynamics in non-ergodic systems. The approach offers a classical perspective on the energy dynamics in fluctuating systems. The rate…

Soft Condensed Matter · Physics 2021-09-29 James E. McClure , Steffen Berg , Ryan T. Armstrong

A major part of the many thermally driven processes in our natural environment as well as in engineering solutions of Carnot-type machinery is based on the second law of thermodynamics (or principle of entropy increase). An interesting link…

General Physics · Physics 2010-09-29 Hans R. Moser

In the last ten years, a number of ``Conventional Fluctuation Theorems'' have been derived for systems with deterministic or stochastic dynamics, in a transient or in a non-equilibrium stationary state. These theorems gave explicit…

Statistical Mechanics · Physics 2007-05-23 R. van Zon , E. G. D. Cohen

The classical theory of Brownian dynamics follows from coarse-graining the underlying linearized fluctuating hydrodynamics of the solvent. We extend this procedure to globally non-isothermal conditions, requiring only a local thermal…

Statistical Mechanics · Physics 2016-04-06 G. Falasco , K. Kroy

Markov jump processes are continuous-time stochastic processes which describe dynamical systems evolving in discrete state spaces. These processes find wide application in the natural sciences and machine learning, but their inference is…

Machine Learning · Computer Science 2025-03-05 David Berghaus , Kostadin Cvejoski , Patrick Seifner , Cesar Ojeda , Ramses J. Sanchez

In this paper, we derive a generalized second fluctuation-dissipation theorem (FDT) for stochastic dynamical systems in the steady state. The established theory is built upon the Mori-type generalized Langevin equation for stochastic…

Statistical Mechanics · Physics 2021-06-15 Yuanran Zhu , Huan Lei , Changho Kim

Switching dynamical systems provide a powerful, interpretable modeling framework for inference in time-series data in, e.g., the natural sciences or engineering applications. Since many areas, such as biology or discrete-event systems, are…

Machine Learning · Computer Science 2021-09-30 Lukas Köhs , Bastian Alt , Heinz Koeppl

The past two decades have seen a revolution in statistical physics, generalizing it to apply to systems of arbitrary size, evolving while arbitrarily far from equilibrium. Many of these new results are based on analyzing the dynamics of the…

Statistical Mechanics · Physics 2022-08-08 David H. Wolpert

At very small scales, thermodynamic energy exchanges like work and heat become comparable to thermal energy of the system, which leads to unusual phenomena like the transient violations of Second Law. We explore the generic characters of…

Statistical Mechanics · Physics 2019-06-25 Sourabh Lahiri , Arun M Jayannavar

Statistical Mechanics deals with ensembles of microstates that are compatible with fixed constraints and that on average define a thermodynamic macrostate. The evolution of a small system is normally subjected to changing constraints and…

Statistical Mechanics · Physics 2016-10-26 J. Ricardo Arias-Gonzalez

In literature on stochastic thermodynamics it is stated that for a system connected to multiple thermal reservoirs, the transition rates between two energy levels equals the sum of transition rates corresponding to each thermal bath the…

Statistical Mechanics · Physics 2024-07-31 Vaibhav Wasnik