Characterising the nonequilibrium stationary states of Ornstein–Uhlenbeck processes

DOI10.1088/1751-8121/aaf190zbMath1422.82024arXiv1807.00694OpenAlexW2811014937WikidataQ128986797 ScholiaQ128986797MaRDI QIDQ5235198

Jean-Marc Luck, Claude Godrèche

Publication date: 7 October 2019

Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1807.00694

zbMATH Keywords

stochastic processesentropy production ratenonequilibrium stationary statesOrnstein-Uhlenbeck Processes

Mathematics Subject Classification ID

Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Measures of information, entropy (94A17) Statistical mechanics of magnetic materials (82D40) Irreversible thermodynamics, including Onsager-Machlup theory (82C35) Dynamic critical phenomena in statistical mechanics (82C27)

Related Items (3)

Two-level method for a time-independent Fokker–Planck control problem ⋮ The entropy production of stationary diffusions ⋮ Anomalous thermodynamics in homogenized generalized Langevin systems

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