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Relating thermodynamic and kinetic properties is a conceptual challenge with many practical benefits. Here, based on first principles, we derive a rigorous inequality relating the entropy and the dynamic propagator of particle…

统计力学 · 物理学 2024-07-11 Benjamin Sorkin , Haim Diamant , Gil Ariel

Recently, some of us developed a novel model glass-forming liquid with k extra interactions with pseudo neighbours to each liquid particle over and above the regular interactions with its neighbours. Analysis of the structure and dynamics…

Standard results for the fluctuations of thermodynamic quantities are derived under the assumption of sampling identical systems that are in different, not fully equilibrated states. These results apply to fluctuations with time in a…

介观与纳米尺度物理 · 物理学 2015-05-13 R. A. Serota

Heat, work and entropy production: the statistical distribution of such quantities are constrained by the fluctuation theorems (FT), which reveal crucial properties about the nature of non-equilibrium dynamics. In this paper we report…

量子物理 · 物理学 2021-10-15 K. Khan , J. Sales Araújo , W. F. Magalhães , G. H. Aguilar , B. de Lima Bernardo

We investigate the translocation of a single stranded DNA through a pore which fluctuates between two conformations, using coupled master equations. The probability density function of the first passage times (FPT) of the translocation…

统计力学 · 物理学 2007-05-23 O. Flomenbom , J. Klafter

Multistable non-equilibrium systems are abundant outcomes of nonlinear dynamics with feedback but still relatively little is known about what determines the stability of the steady states and their switching rates in terms of entropy and…

生物物理 · 物理学 2020-02-11 Jacob Cook , Robert G. Endres

We consider continuous time random walks (CTRW) for open systems that exchange energy and matter with multiple reservoirs. Each waiting time distribution (WTD) for times between steps is characterized by a positive parameter a, which is set…

统计力学 · 物理学 2010-03-01 Massimiliano Esposito , Katja Lindenberg

The thermodynamics is studied with the thermodynamic parameter of the lifetime, first-passage time, generalizing the equilibrium thermodynamics. Various ways of describing several stationary nonequilibrium states in the system are…

统计力学 · 物理学 2019-10-21 V. V. Ryazanov

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

We consider discrete and continuous representations of a thermodynamic process in which a random walker (e.g. a molecular motor on a molecular track) uses a periodically pumped energy (work) to pass $N$ sites and move energetically downhill…

统计力学 · 物理学 2023-08-17 Henning Kirchberg , Abraham Nitzan

Dynamical phase transitions (DPTs) arise from qualitative changes in the long-time behavior of stochastic trajectories, often observed in systems with kinetic constraints or driven out of equilibrium. Here we demonstrate that first-order…

统计力学 · 物理学 2024-07-29 Takahiro Kanazawa , Kyogo Kawaguchi , Kyosuke Adachi

This thesis applies entropy as a model independent measure to address three research questions concerning financial time series. In the first study we apply transfer entropy to drawdowns and drawups in foreign exchange rates, to study their…

统计金融 · 定量金融 2018-07-26 Stephan Schwill

The first-passage time (FPT), defined as the time a random walker takes to reach a target point in a confining domain, is a key quantity in the theory of stochastic processes. Its importance comes from its crucial role to quantify the…

统计力学 · 物理学 2017-02-01 T. Guérin , N. Levernier , O. Bénichou , R. Voituriez

On the basis of information theory, a new formalism of classical non-relativistic mechanics of a mass point is proposed. The particle trajectories of a general dynamical system defined on an (1+n)-dimensional smooth manifold are treated…

量子物理 · 物理学 2014-07-30 Yoshimasa Kurihara , Khiem Hong Phan , Nhi My Uyen Quach

All previously derived thermodynamic fluctuation theorems (FTs) that concern multiple co-evolving systems have required that each system can only change its state during an associated pre-fixed, limited set of time intervals. However, in…

统计力学 · 物理学 2021-04-16 David H. Wolpert

The first passage time (FPT) is a generic measure that quantifies when a random quantity reaches a specific state. We consider the FTP distribution in nonlinear stochastic biochemical networks, where obtaining exact solutions of the…

分子网络 · 定量生物学 2024-09-05 Changqian Rao , David Waxman , Wei Lin , Zhuoyi Song

In biochemical reaction networks, the first passage time (FPT) of a reaction quantifies the time it takes for the reaction to first occur, from the initial state. While the mean FPT historically served as a summary metric, a far more…

分子网络 · 定量生物学 2025-03-07 Changqian Rao , David Waxman , Wei Lin , Zhuoyi Song

For configurational changes of soft matter systems affected or caused by external hydrodynamic flow, we identify applied work, exchanged heat, and entropy change on the level of a single trajectory. These expressions guarantee invariance of…

软凝聚态物质 · 物理学 2009-01-15 Thomas Speck , Jakob Mehl , Udo Seifert

For many stochastic dynamic systems, the Mean First Passage Time (MFPT) is a useful concept, which gives expected time before a state of interest. This work is an extension of MFPT in several ways. (1) We show that for some systems the…

系统与控制 · 计算机科学 2014-12-23 Cenk Oguz Saglam , Katie Byl

The thermodynamics of quantum phase transitions has long been a rich area of research, providing numerous insights and enhancing our understanding of this important phenomenon. This theoretical framework has been well-developed specially…

量子物理 · 物理学 2024-12-05 Andesson B. Nascimento , Lucas C. Céleri