TL;DR: In this article, the authors introduce the Fokker-planck equation, the Langevin approach, and the diffusion type of the master equation, as well as the statistics of jump events.
Abstract: Preface to the first edition. Preface to the second edition. Abbreviated references. I. Stochastic variables. II. Random events. III. Stochastic processes. IV. Markov processes. V. The master equation. VI. One-step processes. VII. Chemical reactions. VIII. The Fokker-Planck equation. IX. The Langevin approach. X. The expansion of the master equation. XI. The diffusion type. XII. First-passage problems. XIII. Unstable systems. XIV. Fluctuations in continuous systems. XV. The statistics of jump events. XVI. Stochastic differential equations. XVII. Stochastic behavior of quantum systems.
TL;DR: Fractional kinetic equations of the diffusion, diffusion-advection, and Fokker-Planck type are presented as a useful approach for the description of transport dynamics in complex systems which are governed by anomalous diffusion and non-exponential relaxation patterns.
TL;DR: In this paper, a quantum dissipation theory is constructed with the system-bath interaction being treated rigorously at the second-order cumulant level for both reduced dynamics and initial canonical boundary condition.
Abstract: A quantum dissipation theory is constructed with the system–bath interaction being treated rigorously at the second-order cumulant level for both reduced dynamics and initial canonical boundary condition. The theory is valid for arbitrary bath correlation functions and time-dependent external driving fields, and satisfies correlated detailed-balance relation at any temperatures. The general formulation assumes a particularly simple form in driven Brownian oscillator systems in which the correlated driving-dissipation effects can be accounted for exactly in terms of local-field correction. Remarks on a class of widely used phenomenological quantum master equations that neglects the bath dispersion-induced dissipation are also made in contact with the present theory.
TL;DR: In this paper, an exact method is presented for numerically calculating, within the framework of the stochastic formulation of chemical kinetics, the time evolution of any spatially homogeneous mixture of molecular species which interreact through a specified set of coupled chemical reaction channels.
TL;DR: Efficiency and, in particular, efficiency at maximum power can be discussed systematically beyond the linear response regime for two classes of molecular machines, isothermal ones such as molecular motors, and heat engines such as thermoelectric devices, using a common framework based on a cycle decomposition of entropy production.
Abstract: Stochastic thermodynamics as reviewed here systematically provides a framework for extending the notions of classical thermodynamics such as work, heat and entropy production to the level of individual trajectories of well-defined non-equilibrium ensembles. It applies whenever a non-equilibrium process is still coupled to one (or several) heat bath(s) of constant temperature. Paradigmatic systems are single colloidal particles in time-dependent laser traps, polymers in external flow, enzymes and molecular motors in single molecule assays, small biochemical networks and thermoelectric devices involving single electron transport. For such systems, a first-law like energy balance can be identified along fluctuating trajectories. For a basic Markovian dynamics implemented either on the continuum level with Langevin equations or on a discrete set of states as a master equation, thermodynamic consistency imposes a local-detailed balance constraint on noise and rates, respectively. Various integral and detailed fluctuation theorems, which are derived here in a unifying approach from one master theorem, constrain the probability distributions for work, heat and entropy production depending on the nature of the system and the choice of non-equilibrium conditions. For non-equilibrium steady states, particularly strong results hold like a generalized fluctuation–dissipation theorem involving entropy production. Ramifications and applications of these concepts include optimal driving between specified states in finite time, the role of measurement-based feedback processes and the relation between dissipation and irreversibility. Efficiency and, in particular, efficiency at maximum power can be discussed systematically beyond the linear response regime for two classes of molecular machines, isothermal ones such as molecular motors, and heat engines such as thermoelectric devices, using a common framework based on a cycle decomposition of entropy production. (Some figures may appear in colour only in the online journal) This article was invited by Erwin Frey.