Humboldt Universitaet zu Berlin Faculty of Mathematics and Natural Sciences Department of Physics auf deutsch

4020220122 Stochastic Thermodynamics       

Präsenzkurs

classroom language

DE

requirements

Thermodynamics

structure / topics / contents

The course is divided to two parts. In the first part the concept of stochastic process, including continuous and discontinuous Markov processes, is
introduced. In the second part stochastic thermodynamics will be introduced, including the fundamental thermodynamics laws and the non-equilibrium thermodynamics concept in stochastic processes.

Course content
I. Stochastic Process (6 sessions)
§ Lecture 1: Introduction
- Brownian motion
§ Lecture 2: Continuous Markov Process
- Fokker-Planck equation
- Langevin equation
- Chapman-Kolmogorov equation
- Application: Turbulence, Earthquake
§ Lecture 3: Discontinuous Markov process I
- Differential Chapman-Kolmogorov (Master equation)
- Kramers-Moyal equation
- Pawula theorem
§ Lecture 4: Discontinuous Markov process II
- Jump-Diffusion equation
- Example: Epilepsy
II. Stochastic Thermodynamics (9 sessions)
§ Lecture 1: Equilibrium thermodynamics
- Review of equilibrium thermodynamics
§ Lecture 2: violation of second law of thermodynamics
- The perpetuum mobile of the second kind
- Maxwell’s Demon
- Feynman’s ratchet
- Szilard’s engine
§ Lecture 3: Thermodynamics laws for stochastic processes
- First law of thermodynamics for Fokker-Planck equation
- Second law of thermodynamics for Fokker-Planck equation
- Example: Colloidal particle
§ Lecture 4: Nonequilibrium thermodynamics I
- Detailed balance
- Fluctuation theorem, Detailed Fluctuation theorem, Integral
Fluctuation theorem
- Three faces of the second law: Adiabatic and non-adiabatic
entropy
§ Lecture 5: Nonequilibrium thermodynamics II
- Jarzynski relation
- Crooks relation

assigned modules

UeWP P2.5 / P9b (SO 2010) IMP FWB

amount, credit points; Exam / major course assessment

3 SWS, 5 SP/ECTS (Arbeitsanteil im Modul für diese Lehrveranstaltung, nicht verbindlich)
Oral Examination+Homework

contact

Mehrnaz Anvari, vor/nach der Vorlesung