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Refined Second Law of Thermodynamics for fast random processes

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arxiv 1201.3207 v1 pith:3TOAK46R submitted 2012-01-16 cond-mat.stat-mech

classification cond-mat.stat-mech
keywords processesrefinedsecondthermodynamicsanalysisconservativedescribingdiscussion
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We establish a refined version of the Second Law of Thermodynamics for Langevin stochastic processes describing mesoscopic systems driven by conservative or non-conservative forces and interacting with thermal noise. The refinement is based on the Monge-Kantorovich optimal mass transport. General discussion is illustrated by numerical analysis of a model for micron-size particle manipulated by optical tweezers.

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    Known Girsanov and Bismut-Elworthy-Li identities are recast as explicit grid-free Monte Carlo algorithms for coupled Fokker-Planck and Hamilton-Jacobi-Bellman systems, with a neural-network demonstration on a Schrödin...

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