Mathematical analysis of the Markovian Mpemba effect
The Mpemba effect is a counterintuitive phenomenon in which two equilibrium systems at different temperatures, say hot and warm systems, when quenched at the same bath temperature, for some pair of hot and warm temperatures, the hot system comes to bath temperature faster than the warm system. In recent years, studies on the Mpemba effect for Markovian systems under external potential, which are continuous-time, continuous-state-space Markov processes, have been carried out theoretically and experimentally by resorting to pseudo-distance measures which are not true distance metrics. Moreover, maximum crossover time is given for the Mpemba effect for all monotone distance measures or functions (which include true distance metrics and pseudo-distance measures). However, no mathematical analysis is carried out for the mere possibility of the presence of the Mpemba effect for Markovian systems under an external potential with a true distance metric. In this paper, by using a true distance metric which arises naturally from the weighted Hilbert space in which the adjoint of the generator of the Markov process is a Hermitian operator, we have shown the mathematical analysis of the possibility of the presence of the Mpemba effect by using Poincaré inequality and the geometry of Hilbert space.