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A non-vanishing entropy production rate is a hallmark of non-equilibrium stationary states and is therefore at the heart of non-equilibrium thermodynamics. It is a manifestation of a steady circulation $J_{\rm inv}$ along the level sets of…

Mathematical Physics · Physics 2023-07-14 Hao De , Aljaž Godec

Overdamped stochastic systems maintained far from equilibrium can display sustained oscillations with fluctuations that decrease with the system size. The correlation time of such noisy limit cycles expressed in units of the cycle period is…

Statistical Mechanics · Physics 2025-01-31 Davide Santolin , Gianmaria Falasco

We prove a linear stability-dissipation relation (SDR) for $q$-state Potts models driven far from equilibrium by a nonconservative force. At a critical coupling strength, these models exhibit a synchronisation transition from a decoherent…

Statistical Mechanics · Physics 2025-01-28 Jan Meibohm , Massimiliano Esposito

We characterize the possible moments of entropy production for general overdamped Markovian systems. We find a general formulation of the problem, and derive a new necessary condition between the second and third moment. We determine all…

Statistical Mechanics · Physics 2024-04-02 Jean-Charles Delvenne , Léopold Van Brandt

Distribution-dependent stochastic dynamical systems arise widely in engineering and science. We consider a class of such systems which model the limit behaviors of interacting particles moving in a vector field with random fluctuations. We…

Numerical Analysis · Mathematics 2023-09-15 Wei Wei , Jianyu Hu

Out-of-equilibrium systems continuously generate entropy, with its rate of production being a fingerprint of non-equilibrium conditions. In small-scale dissipative systems subject to thermal noise, fluctuations of entropy production are…

Statistical Mechanics · Physics 2023-01-19 Prajwal Padmanabha , Daniel Maria Busiello , Amos Maritan , Deepak Gupta

Bistable autonomous systems can be found inmany areas of science. When the intrinsic noise intensity is large, these systems exhibits stochastic transitions from onemetastable steady state to another. In electronic bistable memories, these…

Statistical Mechanics · Physics 2024-05-14 Léopold Van Brandt , Jean-Charles Delvenne

In this paper, we investigate the asymptotic stability of finite-dimensional stochastic integrable Hamiltonian systems via information entropy. Specifically, we establish the asymptotic vanishing of Shannon entropy difference (with…

Dynamical Systems · Mathematics 2025-10-28 Chen Wang , Yong Li

In this paper, we study the problem of how to optimally steer the state covariance of a general continuous-time linear stochastic system over a finite time interval subject to additive noise. Optimality here means reaching a target state…

Systems and Control · Electrical Eng. & Systems 2023-02-16 Fengjiao Liu , Panagiotis Tsiotras

We consider the problem of minimizing the entropy of a law with respect to the law of a reference branching Brownian motion under density constraints at an initial and final time. We call this problem the branching Schr\"odinger problem by…

Probability · Mathematics 2021-12-14 Aymeric Baradat , Hugo Lavenant

Information theory on a time-discrete setting in the framework of time series analysis is generalized to the time-continuous case. Considerations of the Roessler and Lorenz dynamics as well as the Ornstein-Uhlenbeck process yield for…

Chaotic Dynamics · Physics 2008-06-04 Detlef Holstein

In a transition between nonequilibrium steady states, the entropic cost associated with the maintenance of steady-state currents can be distinguished from that arising from the transition itself through the concepts of excess/housekeeping…

Quantum Physics · Physics 2025-09-23 Artur M. Lacerda , Laetitia P. Bettmann , John Goold

Dynamical decoupling is an important tool to counter decoherence and dissipation effects in quantum systems originating from environmental interactions. It has been used successfully in many experiments; however, there is still a gap…

Quantum Physics · Physics 2014-06-25 J. Z. Bernád , H. Frydrych

In an essential and quite general setup, based on networks, we identify Schnakenberg's observables as the constraints that prevent a system from relaxing to equilibrium, showing that, in the linear regime, steady states satisfy a minimum…

Statistical Mechanics · Physics 2015-05-28 Matteo Polettini

This paper investigates the fundamental information-theoretic limits for the control and sensing of noiseless linear dynamical systems subject to a broad class of nonlinear observations. We analyze the interactions between the control and…

Systems and Control · Electrical Eng. & Systems 2026-01-21 Ming Li , Fan Liu , Yifeng Xiong , Jie Xu , Tao Liu

The problem of a linear damped noisy oscillator is treated in the presence of two multiplicative sources of noise which imply a random mass and random damping. The additive noise and the noise in the damping are responsible for an influx of…

Statistical Mechanics · Physics 2016-12-07 Stanislav Burov , Moshe Gitterman

We discuss the transient and steady state fluctuation relation for a mechanical system in contact with two deterministic thermostats at different temperatures. The system is a modified Lorentz gas in which the fixed scatterers exchange…

Statistical Mechanics · Physics 2011-09-08 Carlos Mejia-Monasterio , Lamberto Rondoni

Time lags are ubiquitous in biophysiological processes and more generally in real-world complex networks. It has been recently proposed to use information-theoretic tools such as transfer entropy to detect and estimate a possible delay in…

Statistical Mechanics · Physics 2018-10-03 M. L. Rosinberg , G. Tarjus , T. Munakata

We introduce a class of exactly solvable models which exhibit an ordering noise-induced phase transition driven by an entropic mechanism. In contrast with previous studies, order does not appear in this case as a result of an instability of…

Condensed Matter · Physics 2007-05-23 M. Ibanes , J. Garcia-Ojalvo , R. Toral , J. M. Sancho

This paper is concerned with stochastic Hamiltonian systems which model a class of open dynamical systems subject to random external forces. Their dynamics are governed by Ito stochastic differential equations whose structure is specified…

Systems and Control · Computer Science 2018-06-29 Igor G. Vladimirov , Ian R. Petersen