Entropy (Dec 2017)

Stochastic Thermodynamics: A Dynamical Systems Approach

  • Tanmay Rajpurohit,
  • Wassim M. Haddad

DOI
https://doi.org/10.3390/e19120693
Journal volume & issue
Vol. 19, no. 12
p. 693

Abstract

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In this paper, we develop an energy-based, large-scale dynamical system model driven by Markov diffusion processes to present a unified framework for statistical thermodynamics predicated on a stochastic dynamical systems formalism. Specifically, using a stochastic state space formulation, we develop a nonlinear stochastic compartmental dynamical system model characterized by energy conservation laws that is consistent with statistical thermodynamic principles. In particular, we show that the difference between the average supplied system energy and the average stored system energy for our stochastic thermodynamic model is a martingale with respect to the system filtration. In addition, we show that the average stored system energy is equal to the mean energy that can be extracted from the system and the mean energy that can be delivered to the system in order to transfer it from a zero energy level to an arbitrary nonempty subset in the state space over a finite stopping time.

Keywords