English

Entropy Production and Reversibility Criteria for Stochastic Evolution Equations

Analysis of PDEs 2026-08-11 v1 Probability

Abstract

This paper develops a path-space theory of entropy production for a class of stochastic evolution equations on infinite-dimensional Hilbert spaces. Since such spaces have no canonical Lebesgue reference measure, the usual finite-dimensional density formulas do not extend directly. We instead work relative to the invariant Gaussian measure of a reversible Ornstein--Uhlenbeck reference process. Combining an infinite-dimensional Girsanov transform, time reversal of the reference process, and the stationary Fokker--Planck equation relative to the Gaussian measure, we derive an explicit entropy-production formula in terms of an irreversibility field. On the natural test class, this field represents the difference between the forward and reversed nonlinear drifts. Under the standing assumptions, vanishing entropy production is equivalent to vanishing stationary probability current, self-adjointness of the generator in the invariant Hilbert space, detailed balance, and invariance of the stationary path law under time reversal. The reversible case is therefore characterized by a Gaussian-reference gradient structure for the nonlinear drift.

Keywords

Cite

@article{arxiv.2608.11059,
  title  = {Entropy Production and Reversibility Criteria for Stochastic Evolution Equations},
  author = {Jinqiao Duan and Ao Zhang and Johannes Zimmer},
  journal= {arXiv preprint arXiv:2608.11059},
  year   = {2026}
}