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Based on a Fokker-Planck description of external Ornstein-Uhlenbeck noise and cross-correlated noise processes driving a dynamical system we examine the interplay of the properties of noise processes and the dissipative characteristic of…

Statistical Mechanics · Physics 2009-11-07 Bidhan Chandra Bag , Suman Kumar Banik , Deb Shankar Ray

We have shown how the intrinsic properties of a noise process can set an upper bound for the time derivative of entropy in a nonequilibrium system. The interplay of dissipation and the properties of noise processes driving the dynamical…

Statistical Mechanics · Physics 2009-11-07 Bidhan Chandra Bag

We develop the stochastic approach to thermodynamics based on the stochastic dynamics, which can be discrete (master equation) continuous (Fokker-Planck equation), and on two assumptions concerning entropy. The first is the definition of…

Statistical Mechanics · Physics 2015-06-11 Tânia Tomé , Mário J. de Oliveira

The entropy production rate of nonequilibrium systems is studied via the Fokker-Planck equation. This approach, based on the entropy production rate equation given by Schnakenberg from a master equation, requires information of the…

Statistical Mechanics · Physics 2015-08-10 Haitao Yu , Jiulin Du

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

Using the stochastic thermodynamics, we determine the entropy production and the dynamic heat capacity of systems subject to a sinusoidally time dependent temperature, in which case the systems are permanently out of thermodynamic…

Statistical Mechanics · Physics 2019-06-26 Carlos E. Fiore , Mário J. de Oliveira

Non-equilibrium stochastic dynamics of several active Brownian systems are modeled in terms of non-linear velocity dependent force. In general, this force may consist of both even and odd functions of velocity. We derive the expression for…

Statistical Mechanics · Physics 2016-09-14 Debasish Chaudhuri

Computing the stochastic entropy production associated with the evolution of a stochastic dynamical system is a well-established problem. In a small number of cases such as the Ornstein-Uhlenbeck process, of which we give a complete…

Statistical Mechanics · Physics 2020-08-26 Richard J Martin , Ian J Ford

We investigate the total stochastic entropy production of a two-level bosonic open quantum system under protocols of time dependent coupling to a harmonic environment. These processes are intended to represent the measurement of a system…

Quantum Physics · Physics 2023-01-24 D. Matos , L. Kantorovich , I. J. Ford

The Ornstein-Uhlenbeck process may be used to generate a noise signal with a finite correlation time. If a one-dimensional stochastic process is driven by such a noise source, it may be analysed by solving a Fokker-Planck equation in two…

Data Analysis, Statistics and Probability · Physics 2015-05-14 Michael Wilkinson

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

The second law of thermodynamics governs that nonequilibrium systems evolve towards states of higher entropy over time. However, it does not specify the rate of this evolution and the role of fluctuations that impact the system's dynamics.…

Statistical Mechanics · Physics 2025-01-27 Mairembam Kelvin Singh , R. K. Brojen Singh , Moirangthem Shubhakanta Singh

Nowadays many tools, e.g. fluctuation relations, are available to characterize the statistical properties of non-equilibrium systems. However, most of these tools rely on the assumption that the driving noise is normally distributed. Here…

Statistical Mechanics · Physics 2023-11-29 Dario Lucente , Andrea Puglisi , Massimiliano Viale , Angelo Vulpiani

The theory of entropy production in nonequilibrium, Hamiltonian systems, previously described for steady states using partitions of phase space, is here extended to time dependent systems relaxing to equilibrium. We illustrate the main…

Chaotic Dynamics · Physics 2009-10-31 T. Gilbert , J. R. Dorfman , P. Gaspard

The time-reversal symmetry of nonequilibrium fluctuations is experimentally investigated in two out-of-equilibrium systems namely, a Brownian particle in a trap moving at constant speed and an electric circuit with an imposed mean current.…

Statistical Mechanics · Physics 2016-08-31 David Andrieux , Pierre Gaspard , Sergio Ciliberto , Nicolas Garnier , Sylvain Joubaud , Artyom Petrosyan

Non-Gaussian noise is omnipresent in systems where the central-limit theorem is inapplicable. We here investigate the stochastic thermodynamics of small systems that are described by a general Kramers-Moyal equation that includes both…

Statistical Mechanics · Physics 2025-02-28 Arthur M. Faria , Marcus V. S. Bonanca , Eric Lutz

In this contribution we show that a suitably defined nonequilibrium entropy of an N-body isolated system is not a constant of the motion in general and its variation is bounded, the bounds determined by the thermodynamic entropy, i.e., the…

Statistical Mechanics · Physics 2009-11-13 A. Perez-Madrid

We here present the complete analysis of experiments on driven Brownian motion and electric noise in a $RC$ circuit, showing that thermodynamic entropy production can be related to the breaking of time-reversal symmetry in the statistical…

Statistical Mechanics · Physics 2009-11-13 David Andrieux , Sergio Ciliberto , Nicolas Garnier , Pierre Gaspard , Sylvain Joubaud , Artyom Petrosyan

An integral relation is derived from the Fokker-Planck equation which connects the steady-state probability currents with the dynamics of relaxation on short timescales in the limit of small perturbation fields. As a consequence of this…

Statistical Mechanics · Physics 2024-03-26 Andrea Auconi

A positive rate of entropy production at steady state is a distinctive feature of truly non-equilibrium processes. Exact results, while being often limited to simple models, offer a unique opportunity to explore the thermodynamic features…

Statistical Mechanics · Physics 2022-06-29 Henry Alston , Luca Cocconi , Thibault Bertrand
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