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The Markov entropy decomposition (MED) is a recently-proposed, cluster-based simulation method for finite temperature quantum systems with arbitrary geometry. In this paper, we detail numerical algorithms for performing the required steps…

Statistical Mechanics · Physics 2013-05-29 Andrew J. Ferris , David Poulin

We discuss a canonical structure that provides a unifying description of dynamical large deviations for irreversible finite state Markov chains (continuous time), Onsager theory, and Macroscopic Fluctuation Theory. For Markov chains, this…

Statistical Mechanics · Physics 2018-02-19 Marcus Kaiser , Robert L. Jack , Johannes Zimmer

The stochastic entropy generated during the evolution of a system interacting with an environment may be separated into three components, but only two of these have a non-negative mean. The third component of entropy production is…

Statistical Mechanics · Physics 2013-05-30 Ian J. Ford , Richard E. Spinney

We define the concept of an "open" Markov process, or more precisely, continuous-time Markov chain, which is one where probability can flow in or out of certain states called "inputs" and "outputs". One can build up a Markov process from…

Mathematical Physics · Physics 2017-08-22 John C. Baez , Brendan Fong , Blake S. Pollard

The limits of scaled relative entropies between probability distributions associated with N-particle weakly interacting Markov processes are considered. The convergence of such scaled relative entropies is established in various settings.…

Probability · Mathematics 2015-02-16 Amarjit Budhiraja , Paul Dupuis , Markus Fischer , Kavita Ramanan

The dissipation of general convex entropies for continuous time Markov processes can be described in terms of backward martingales with respect to the tail filtration. The relative entropy is the expected value of a backward submartingale.…

Probability · Mathematics 2015-01-27 Joaquin Fontbona , Benjamin Jourdain

We analyse and interpret the effects of breaking detailed balance on the convergence to equilibrium of conservative interacting particle systems and their hydrodynamic scaling limits. For finite systems of interacting particles, we review…

Statistical Mechanics · Physics 2017-08-21 Marcus Kaiser , Robert L. Jack , Johannes Zimmer

We propose a decomposition of information flow into housekeeping and excess components for autonomous bipartite systems described by Markov jump processes. We introduce this decomposition using the geometric structure of probability…

Statistical Mechanics · Physics 2026-05-08 Yoh Maekawa , Ryuna Nagayama , Kohei Yoshimura , Sosuke Ito

Markov chains are studied in a formulation involving forces and fluxes. First, the iso-dissipation force recently introduced in the physics literature is investigated; we show that its non-uniqueness is linked to different notions of…

Probability · Mathematics 2023-06-21 M. H. Duong , J. Zimmer

We study stationary stable processes related to periodic and cyclic flows in the sense of Rosinski [Ann. Probab. 23 (1995) 1163-1187]. These processes are not ergodic. We provide their canonical representations, consider examples and show…

Probability · Mathematics 2016-09-07 Vladas Pipiras , Murad S. Taqqu

The minimum entropy production principle provides an approximative variational characterization of close-to-equilibrium stationary states, both for macroscopic systems and for stochastic models. Analyzing the fluctuations of the empirical…

Mathematical Physics · Physics 2009-11-05 C. Maes , K. Netocny

This paper considers the speed of convergence (mixing) of a finite Markov kernel $P$ with respect to the Kullback-Leibler divergence (entropy). Given a Markov kernel one defines either a discrete-time Markov chain (with the $n$-step…

Probability · Mathematics 2024-09-13 Pietro Caputo , Zongchen Chen , Yuzhou Gu , Yury Polyanskiy

Non-equilibrium steady states (NESS) of Markov processes give rise to non-trivial cyclic probability fluxes. Cycle decompositions of the steady state offer an effective description of such fluxes. Here, we present an iterative cycle…

We consider two approaches to study non-reversible Markov processes, namely the Hypocoercivity Theory (HT) and GENERIC (General Equations for Non-Equilibrium Reversible-Irreversible Coupling); the basic idea behind both of them is to split…

Probability · Mathematics 2023-01-25 Manh Hong Duong , Michela Ottobre

Semi-Markov processes play an important role in the effective description of partially accessible systems in stochastic thermodynamics. They occur, for instance, in coarse-graining procedures such as state lumping and when analyzing waiting…

Statistical Mechanics · Physics 2026-01-19 Alexander M. Maier , Jonas H. Fritz , Udo Seifert

For a generic overdamped Langevin dynamics driven out of equilibrium by both time-dependent and nonconservative forces, the entropy production rate can be decomposed into two positive terms, termed excess and housekeeping entropy. However,…

Statistical Mechanics · Physics 2022-09-14 Andreas Dechant , Shin-ichi Sasa , Sosuke Ito

We briefly review the recently developed, Markov process based isothermal chemical thermodynamics for nonlinear, driven mesoscopic kinetic systems. Both the instantaneous Shannon entropy {\boldmath $S[p_{\alpha}(t)]$} and relative entropy…

Statistical Mechanics · Physics 2017-01-10 David B. Saakian , Hong Qian

Understanding and predicting the dynamical properties of systems involving dry friction is a major concern in physics and engineering. It abounds in many mechanical processes, from the sound produced by a violin to the screeching of chalk…

Probability · Mathematics 2023-05-16 Josselin Garnier , Ziyu Lu , Laurent Mertz

We derive various exact results for Markovian systems that spontaneously relax to a non-equilibrium steady-state by using joint probability distributions symmetries of different entropy production decompositions. The analytical approach is…

Statistical Mechanics · Physics 2012-02-10 Reinaldo García-García , Vivien Lecomte , A. B. Kolton , D. Domínguez

The total entropy production and its three constituent components are described both as fluctuating trajectory-dependent quantities and as averaged contributions in the context of the continuous Markovian dynamics, described by stochastic…

Statistical Mechanics · Physics 2015-06-04 Richard E. Spinney , Ian J. Ford