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相关论文: Martingale structure for general thermodynamic fun…

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We investigate thermodynamics of general nonequilibrium processes stopped at stochastic times. We propose a systematic strategy for constructing fluctuation-theorem-like martingales for each thermodynamic functional, yielding a family of…

统计力学 · 物理学 2023-06-02 Haoran Yang , Hao Ge

In this paper, we develop a variational foundation for stochastic thermodynamics of finite-dimensional, continuous-time systems. Requiring the second law (non-negative average total entropy production) systematically yields a consistent…

Developing a thermodynamic theory of computation is a challenging task at the interface of non-equilibrium thermodynamics and computer science. In particular, this task requires dealing with difficulties such as stochastic halting times,…

统计力学 · 物理学 2024-05-14 Gonzalo Manzano , Gülce Kardeş , Édgar Roldán , David Wolpert

We propose an interpolation expression using the difference moment (Kolmogorov transient structural function) of the second order as the average characteristic of displacements for identifying the anomalous diffusion in complex processes…

数据分析、统计与概率 · 物理学 2010-08-25 Serge F. Timashev , Yuriy S. Polyakov , Pavel I. Misurkin , Sergey G. Lakeev

We establish a general analytic framework for determining the AF-martingale dimension of diffusion processes associated with strongly local regular Dirichlet forms on metric measure spaces. While previous approaches typically relied on…

概率论 · 数学 2025-11-14 Masanori Hino

Stochastic field theories are often constructed phenomenologically, without a systematic assessment of thermodynamic consistency or local detailed balance. This may hinder a physical description of irreversibility at the field-theoretic…

We review the theory of martingales as applied to stochastic thermodynamics and stochastic processes in physics more generally.

This paper investigates generalized thermodynamic relationships in physical systems where relevant macroscopic variables are determined by the exponential Kolmogorov-Nagumo average. We show that while the thermodynamic entropy of such…

统计力学 · 物理学 2025-01-23 Pablo A. Morales , Jan Korbel , Fernando E. Rosas

Almost all processes -- highly correlated, weakly correlated, or correlated not at all---exhibit statistical fluctuations. Often physical laws, such as the Second Law of Thermodynamics, address only typical realizations -- as highlighted by…

统计力学 · 物理学 2016-09-09 James P. Crutchfield , Cina Aghamohammadi

This paper is concerned with the stochastic thermodynamics of non-equilibrium Gaussian processes that can exhibit anomalous diffusion. In the systems considered, the noise correlation function is not necessarily related to friction. Thus,…

统计力学 · 物理学 2022-12-20 S. Mohsen J. Khadem , Rainer Klages , Sabine H. L. Klapp

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…

统计力学 · 物理学 2021-06-15 Yuanran Zhu , Huan Lei , Changho Kim

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…

统计力学 · 物理学 2022-06-29 Henry Alston , Luca Cocconi , Thibault Bertrand

The nature of diffusion is usually studied for particles or time-evolving systems. Similar in principle, such studies can be conducted by tracking how a given function of observable properties evolves over time-akin to the evolution of…

统计力学 · 物理学 2026-03-10 M. Süzen

Stochastic thermodynamics as reviewed here systematically provides a framework for extending the notions of classical thermodynamics like work, heat and entropy production to the level of individual trajectories of well-defined…

统计力学 · 物理学 2015-06-05 Udo Seifert

Development of thermodynamic induction up to second order gives a dynamical bifurcation for thermodynamic variables and allows for the prediction and detailed explanation of nonequilibrium phase transitions with associated spontaneous…

统计力学 · 物理学 2021-10-07 S. N. Patitsas

Stochastic thermodynamics is an important development in the direction of finding general thermodynamic principles for non-equilibrium systems. We believe stochastic thermodynamics has the potential to benefit from the measure-theoretic…

统计力学 · 物理学 2023-07-06 Annwesha Dutta , Saikat Sarkar

In the real world, one almost never knows the parameters of a thermodynamic process to infinite precision. Reflecting this, here we investigate how to extend stochastic thermodynamics to systems with uncertain parameters, including…

统计力学 · 物理学 2021-03-17 Jan Korbel , David H. Wolpert

In this paper, we aim at characterizing generalized functionals of discrete-time normal martingales. Let $M=(M_n)_{n\in \mathbb{N}}$ be a discrete-time normal martingale that has the chaotic representation property. We first construct…

概率论 · 数学 2015-04-21 Caishi Wang , Jinshu Chen

The thermodynamic formalism allows one to access the chaotic properties of equilibrium and out-of-equilibrium systems, by deriving those from a dynamical partition function. The definition that has been given for this partition function…

统计力学 · 物理学 2011-11-29 Vivien Lecomte , Cécile Appert-Rolland , Frédéric van Wijland

By decoupling forward and backward stochastic trajectories, we construct a family of martingales and work theorems for both overdamped and underdamped Langevin dynamics. Our results are made possible by an alternative derivation of work…

统计力学 · 物理学 2025-04-17 Xiangting Li , Tom Chou
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