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We revisit the Ornstein-Uhlenbeck (OU) process as the fundamental mathematical description of linear irreversible phenomena, with fluctuations, near an equilibrium. By identifying the underlying circulating dynamics in a stationary process as the natural generalization of classical conservative mechanics, a bridge between a family of OU processes with equilibrium fluctuations and thermodynamics is established through the celebrated Helmholtz theorem. The Helmholtz theorem provides an emergent macroscopic equation of state of the entire system, which exhibits a universal ideal thermodynamic behavior. Fluctuating macroscopic quantities are studied from the stochastic thermodynamic point of view and a non-equilibrium work relation is obtained in the macroscopic picture, which may facilitate experimental study and application of the equalities due to Jarzynski, Crooks, and Hatano and Sasa.
For systems in an externally controllable time-dependent potential, the optimal protocol minimizes the mean work spent in a finite-time transition between two given equilibrium states. For overdamped dynamics which ignores inertia effects, the optima
For many real physico-chemical complex systems detailed mechanism includes both reversible and irreversible reactions. Such systems are typical in homogeneous combustion and heterogeneous catalytic oxidation. Most complex enzyme reactions include irr
We propose a method to obtain phase portraits for stochastic systems. Starting from the Fokker-Planck equation, we separate the dynamics into a convective and a diffusive part. We show that stable and unstable fixed points of the convective field cor
In this paper we present the concept of description of random processes in complex systems with the discrete time. It involves the description of kinetics of discrete processes by means of the chain of finite-difference non-Markov equations for time
One of the major resource requirements of computers - ranging from biological cells to human brains to high-performance (engineered) computers - is the energy used to run them. Those costs of performing a computation have long been a focus of researc