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A theory to predict the steady state position of a dissipative, flow-controlled system, as defined by a control volume, is developed based on the Maximum Entropy (MaxEnt) principle of Jaynes, involving minimisation of a generalised free…

经典物理 · 物理学 2015-05-13 Robert K. Niven

Stochastic thermodynamics allows us to define heat and work for microscopic systems far from thermodynamic equilibrium, based on observations of their stochastic dynamics. However, a complete account of the energetics necessitates that all…

统计力学 · 物理学 2021-08-31 Jannik Ehrich

Entropy production plays a fundamental role in nonequilibrium thermodynamics to quantify the irreversibility of open systems. Its positivity can be ensured for a wide class of setups, but the entropy production rate can become negative…

统计力学 · 物理学 2019-01-23 Philipp Strasberg , Massimiliano Esposito

Policy gradient methods are among the most effective methods in challenging reinforcement learning problems with large state and/or action spaces. However, little is known about even their most basic theoretical convergence properties,…

机器学习 · 计算机科学 2020-10-16 Alekh Agarwal , Sham M. Kakade , Jason D. Lee , Gaurav Mahajan

We derive the expression for the entropy production for stochastic dynamics defined on a continuous space of states containing unidirectional transitions. The expression is derived by taking the continuous limit of a stochastic dynamics on…

统计力学 · 物理学 2024-09-05 Mário J. de Oliveira

To describe the nonequilibrium states of a system we introduce a new thermodynamic parameter - the lifetime of a system. The statistical distributions which can be obtained out of the mesoscopic description characterizing the behaviour of a…

统计力学 · 物理学 2007-05-23 V. V. Ryazanov , S. G. Shpyrko

The connection between the balance structure of the evolution equations of higher order fluxes and different forms of the entropy current is investigated on the example of rigid heat conductors. Compatibility conditions of the theories are…

其他凝聚态物理 · 物理学 2016-08-31 V. Ciancio , V. A. Cimmelli , P. Ván

We present an exact relationship between the entropy production and the distinguishability of a process from its time-reverse, quantified by the relative entropy between forward and backward states. The relationship is shown to remain valid…

统计力学 · 物理学 2017-05-15 Juan M. R. Parrondo , Christian van den Broeck , Ryoichi Kawai

Let (M,J) be a dynamical model of macroscopic systems and (N,K) a less microscopic model (i.e. a model involving less details) of the same macroscopic systems; M and N are manifolds, J are vector fields on M, and K are vector fields on N.…

数学物理 · 物理学 2021-03-17 Miroslav Grmela , Vaclav Klika , Michal Pavelka

The rate of entropy production by a stochastic process quantifies how far it is from thermodynamic equilibrium. Equivalently, entropy production captures the degree to which detailed balance and time-reversal symmetry are broken. Despite…

统计力学 · 物理学 2020-12-02 Luca Cocconi , Rosalba Garcia-Millan , Zigan Zhen , Bianca Buturca , Gunnar Pruessner

Time-irreversible stochastic processes are frequently used in natural sciences to explain non-equilibrium phenomena and to design efficient stochastic algorithms. Our main goal in this thesis is to analyse their dynamics by means of large…

概率论 · 数学 2021-09-21 Mikola C. Schlottke

We investigate fluctuations in the momentum flux across a surface perpendicular to the velocity gradient in a stationary shear flow maintained by either thermostated deterministic or by stochastic boundary conditions. In the deterministic…

混沌动力学 · 物理学 2009-11-07 Federico Bonetto , Joel Lebowitz

The question of characterization of the degree of non-equilibrium activity in active matter systems is studied in the context of a stochastic microswimmer model driven by a chemical cycle. The resulting dynamical properties and entropy…

统计力学 · 物理学 2024-05-27 Michalis Chatzittofi , Jaime Agudo-Canalejo , Ramin Golestanian

Starting at the mesoscopic level with a general formulation of stochastic thermodynamics in terms of Markov jump processes, we identify the scaling conditions that ensure the emergence of a (typically nonlinear) deterministic dynamics and…

统计力学 · 物理学 2025-05-26 Gianmaria Falasco , Massimiliano Esposito

We prove that stochastic gradient descent efficiently converges to the global optimizer of the maximum likelihood objective of an unknown linear time-invariant dynamical system from a sequence of noisy observations generated by the system.…

机器学习 · 计算机科学 2019-02-12 Moritz Hardt , Tengyu Ma , Benjamin Recht

By assuming the existence of the growth optimal portfolio (GOP), the stationarity of GOP-volatilities, and the maximization of relative entropy, the paper applies the benchmark approach to the modeling of the long-term dynamics of…

综合数学 · 数学 2024-03-18 Eckhard Platen

In recent work [1] we uncovered intriguing connections between Otto's characterisation of diffusion as entropic gradient flow [16] on one hand and large-deviation principles describing the microscopic picture (Brownian motion) on the other.…

偏微分方程分析 · 数学 2014-03-05 Stefan Adams , Nicolas Dirr , Mark A. Peletier , Johannes Zimmer

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…

统计力学 · 物理学 2025-04-29 Kohei Yoshimura , Yoh Maekawa , Ryuna Nagayama , Sosuke Ito

In thermodynamics, entropy production and work quantify irreversibility and the consumption of useful energy, respectively, when a system is driven out of equilibrium. For quantum systems, these quantities can be identified at the…

Coarse-grained (CG) models facilitate an efficient exploration of complex systems by reducing the unnecessary degrees of freedom of the fine-grained (FG) system while recapitulating major structural correlations. Unlike structural…

化学物理 · 物理学 2023-01-18 Jaehyeok Jin , Kenneth S. Schweizer , Gregory A. Voth