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Feedback cooling enables a system to achieve low temperatures through measurement-based control. Determining the thermodynamic cost required to achieve the ideal cooling efficiency within a finite time remains an important problem. In this…

Statistical Mechanics · Physics 2025-12-02 Kousuke Kumasaki , Kaito Tojo , Takahiro Sagawa , Ken Funo

The thermodynamic uncertainty relation is an inequality stating that it is impossible to attain higher precision than the bound defined by entropy production. In statistical inference theory, information inequalities assert that it is…

Statistical Mechanics · Physics 2019-06-26 Yoshihiko Hasegawa , Tan Van Vu

We generalize the thermodynamic uncertainty relation, providing an entropic upper bound for average fluxes in time-continuous steady-state systems (Gingrich et al., Phys. Rev. Lett. 116, 120601 (2016)), to time-discrete Markov chains and to…

Statistical Mechanics · Physics 2017-10-11 Karel Proesmans , Christian Van den Broeck

Thermodynamic Uncertainty Relations express a trade-off between precision, defined as the noise-to-signal ratio of a generic current, and the amount of associated entropy production. These results have deep consequences for autonomous heat…

Time estimation is a fundamental task that underpins precision measurement, global navigation systems, financial markets, and the organisation of everyday life. Many biological processes also depend on time estimation by nanoscale clocks,…

A cost-precision trade-off relationship, the so-called thermodynamic uncertainty relation (TUR), has been recently discovered in stochastic thermodynamics. It bounds certain thermodynamic observables in terms of the associated entropy…

Statistical Mechanics · Physics 2020-05-27 Soham Pal , Sushant Saryal , Dvira Segal , T. S. Mahesh , Bijay Kumar Agarwalla

This paper introduces a new algorithm for numerically computing equilibrium (i.e. stationary) distributions for Markov chains and Markov jump processes with either a very large finite state space or a countably infinite state space. The…

Probability · Mathematics 2022-08-31 Alex Infanger , Peter W. Glynn

Measurements of any property of a microscopic system are bound to show significant deviations from the average, due to thermal fluctuations. For time-integrated currents such as heat, work or entropy production in a steady state, it is in…

Statistical Mechanics · Physics 2022-08-22 Sreekanth K Manikandan , Biswajit Das , Raunak Dey , Avijit Kundu , Ayan Banerjee , Supriya Krishnamurthy

Thermodynamic uncertainty relations (TURs) represent one of the few broad-based and fundamental relations in our toolbox for tackling the thermodynamics of nonequilibrium systems. One form of TUR quantifies the minimal energetic cost of…

Statistical Mechanics · Physics 2022-07-26 Daniel Reiche , Jen-Tsung Hsiang , Bei-Lok Hu

We derive a universal thermodynamic uncertainty relation for Fermionic coherent transport, which bounds the total rate of entropy production in terms of the mean and fluctuations of a single particle current. This bound holds for any…

Statistical Mechanics · Physics 2025-07-29 Kay Brandner , Keiji Saito

Conditions on the generator of a Markov process to control the fluctuations of its bridges are found. In particular, continuous time random walks on graphs and gradient diffusions are considered. Under these conditions, a concentration of…

Probability · Mathematics 2016-03-08 Giovanni Conforti

In systems far from equilibrium, the statistics of observables are connected to entropy production, leading to the Thermodynamic Uncertainty Relation (TUR). However, the derivation of TURs often involves constraining the parity of…

Statistical Mechanics · Physics 2023-05-17 Domingos S. P. Salazar

Thermodynamic force and irreversible current are the foundational concepts of classical nonequilibrium thermodynamics. Entropy production rate is provided by their product in classical systems, ranging from mesoscopic to macroscopic…

Statistical Mechanics · Physics 2025-04-29 Kohei Yoshimura , Yoh Maekawa , Ryuna Nagayama , Sosuke Ito

The transfer entropy is a well-established measure of information flow, which quantifies directed influence between two stochastic time series and has been shown to be useful in a variety fields of science. Here we introduce the transfer…

Statistical Mechanics · Physics 2018-07-23 Sosuke Ito

We examine the so-called thermodynamic uncertainty relation (TUR), a cost-precision trade-off relationship in transport systems. Based on the fluctuation symmetry, we derive a condition on the validity of the TUR for general nonequilibrium…

Mesoscale and Nanoscale Physics · Physics 2018-10-31 Bijay Kumar Agarwalla , Dvira Segal

Systems coupled to multiple thermodynamic reservoirs can exhibit nonequilibrium dynamics, breaking detailed balance to generate currents. To power these currents, the entropy of the reservoirs increases. The rate of entropy production, or…

Statistical Mechanics · Physics 2019-04-16 Junang Li , Jordan M. Horowitz , Todd R. Gingrich , Nikta Fakhri

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…

Computational Finance · Quantitative Finance 2021-07-15 Gongqiu Zhang , Lingfei Li

Thermodynamic uncertainty relations yield a lower bound on entropy production in terms of the mean and fluctuations of a current. We derive their general form for systems under arbitrary time-dependent driving from arbitrary initial states…

Statistical Mechanics · Physics 2021-01-12 Timur Koyuk , Udo Seifert

Continuous-time Markov chains are used to model stochastic systems where transitions can occur at irregular times, e.g., birth-death processes, chemical reaction networks, population dynamics, and gene regulatory networks. We develop a…

Machine Learning · Statistics 2022-12-13 Majerle Reeves , Harish S. Bhat

We derive fluctuation-response inequalities for Markov jump processes that link the fluctuations of general observables to the response to perturbations in the transition rates within a unified framework. These inequalities are derived…

Statistical Mechanics · Physics 2025-11-14 Euijoon Kwon , Hyun-Myung Chun , Hyunggyu Park , Jae Sung Lee