Generalized Jarzynski's equality of inhomogeneous multidimensional diffusion processes

DOI10.1007/S10955-008-9520-4MaRDI QIDQ930371zbMATH OpenOpenAlexFDO

Authors Hao Ge, Da-Quan Jiang

Publication date 30 June 2008

Published in Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0904.2253

zbMATH Keywords

Feynman-Kac formulaJarzynski's equalityNonequilibrium thermodynamicsHatano-Sasa equalityInhomogeneous diffusion processes

Mathematics Subject Classification ID

Quantum dynamics and nonequilibrium statistical mechanics (general) (82C10) Irreversible thermodynamics, including Onsager-Machlup theory (82C35)

Abstract: Applying the well-known Feynman-Kac formula of inhomogeneous case, an interesting and rigorous mathematical proof of generalized Jarzynski's equality of inhomogeneous multidimensional diffusion processes is presented, followed by an extension of the second law of thermodynamics. Then, we explain its physical meaning and applications, extending Hummer and Szabo's work ({em Proc. Natl. Acad. Sci. USA} {�f 98}(7), 3658--3661 (2001)) and Hatano-Sasa equality of steady state thermodynamics ({em Phys. Rev. Lett.} {�f 86}, 3463--3466 (2001)) to the general multidimensional case.

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Cited in

(7)

• Mathematical foundation of nonequilibrium fluctuation-dissipation theorems for inhomogeneous diffusion processes with unbounded coefficients
• Nonequilibrium work relations: foundations and applications
• A MATHEMATICAL APPROACH TO JARZYNSKI'S IDENTITY IN NONEQUILIBRIUM STATISTICAL MECHANICS
• Non-equilibrium thermodynamics and stochasticity: a phenomenological look on Jarzynski's equality
• Nonequilibrium thermodynamics at the microscale: work relations and the second law
• Two refreshing views of fluctuation theorems through kinematics elements and exponential martingale
• Jarzynski's equality, fluctuation theorems, and variance reduction: mathematical analysis and numerical algorithms

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