Related papers: Entropy production rate and time-reversibility for…
The relation between time series irreversibility and entropy production has been recently investigated in thermodynamic systems operating away from equilibrium. In this work we explore this concept in the context of financial time series.…
This paper analyses the turbulent energy cascade from the perspective of statistical mechanics, and relates inter-scale energy fluxes to statistical irreversibility and information-entropy production. The microscopical reversibility of the…
Cosmological adiabatic particle creation results in the generation of irreversible entropy. The evolution of this entropy is examined in a flat Friedmann--Robertson--Walker universe at late times, using a dissipative model with a power-law…
In this work, we investigate the relation between the concept of ``information rate'', an information geometric method for measuring the speed of the time evolution of the statistical states of a stochastic process, and stochastic…
We derive an exact (classical and quantum) expression for the entropy production of a finite system placed in contact with one or several finite reservoirs each of which is initially described by a canonical equilibrium distribution.…
The information on a quantum process acquired through measurements plays a crucial role in the determination of its non-equilibrium thermodynamic properties. We report on the experimental inference of the stochastic entropy production rate…
This work develops asymptotic properties of a class of switching jump diffusion processes. The processes under consideration may be viewed as a number of jump diffusion processes modulated by a random switching mechanism. The underlying…
Entropy generation in a chemical reaction is analyzed without using the general formalism of non-equilibrium thermodynamics at a level adequate for advanced undergraduates. In a first approach to the problem, the phenomenological kinetic…
We establish universal relations between pattern formation and dissipation with a geometric approach to nonequilibrium thermodynamics of deterministic reaction-diffusion systems. We first provide a way to systematically decompose the…
We propose a method based on continuous time Markov chain approximation to compute the distribution of Parisian stopping times and price Parisian options under general one-dimensional Markov processes. We prove the convergence of the method…
We derive a bound on generalized currents for Langevin systems in terms of the total entropy production in the system and its environment. For overdamped dynamics, any generalized current is bounded by the total rate of entropy production.…
In the general process of eliminating dynamic variables in Markovian models, there exists a difference in the irreversible entropy production between the original and reduced dynamics. We call this difference the hidden entropy production,…
This paper address the question of thermodynamic entropy production in the context of the dynamical Casimir effect. Specifically, we study a scalar quantum field confined within a one-dimensional ideal cavity subject to time-varying…
This work develops Feynman-Kac formulas for a class of regime-switching jump diffusion processes, in which the jump part is driven by a Poisson random measure associated to a general L\'evy process and the switching part depends on the jump…
We consider the solution X = (Xt) t$\ge$0 of a multivariate stochastic differential equation with Levy-type jumps and with unique invariant probability measure with density $\mu$. We assume that a continuous record of observations X T =…
We consider a general d-dimensional Levy-type process with killing. Combining the classical Dyson series approach with a novel polynomial expansion of the generator A(t) of the Levy-type process, we derive a family of asymptotic…
In light of the dynamical-systems approach to entropy production in repeated quantum measurements, proposed and illustrated in Commun. Math. Phys. 357, 77-123 (2018) [arXiv:1607.00162] and J. Stat. Phys. 182, 44 (2021) [arXiv:2012.03885],…
Considering a kicked rotor coupled to a model heat bath both the classical and quantum entropy productions are calculated exactly. Starting with an initial wave packet, the von Neuman entropy as a function of time is determined from the…
In the theory of extended irreversible thermodynamics (EIT), the flux-dependent entropy function plays a key role and has a fundamental distinction from the usual flux-independent entropy function adopted by classical irreversible…
The ratio of shear viscosity to entropy density, $\eta/s$, is computed in various holographic geometries that break translation invariance (but are isotropic). The shear viscosity does not have a hydrodynamic interpretation in such…