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By using the dimension-free Harnack inequality and the integration by parts formula for the associated diffusion semigroup, we prove the central limit theorem, the moderate deviation principle, and the logarithmic iteration law for the…

Probability · Mathematics 2016-05-04 Feng-Yu Wang , Jie Xiong , Lihu Xu

The entropy production rate of nonequilibrium systems is studied via the Fokker-Planck equation. This approach, based on the entropy production rate equation given by Schnakenberg from a master equation, requires information of the…

Statistical Mechanics · Physics 2015-08-10 Haitao Yu , Jiulin Du

The rate of entropy production by a stochastic process quantifies how far it is from thermodynamic equilibrium. Equivalently, entropy production captures the degree to which detailed balance and time-reversal symmetry are broken. Despite…

Statistical Mechanics · Physics 2020-12-02 Luca Cocconi , Rosalba Garcia-Millan , Zigan Zhen , Bianca Buturca , Gunnar Pruessner

Partially observed stochastic systems can appear (almost) time-reversal symmetric while in fact operating far from equilibrium. The present work extends the perturbative framework introduced in [Phys. Rev. Lett. 136, 198302 (2026)] to…

Statistical Mechanics · Physics 2026-05-29 Jacob Knight , Gunnar Pruessner

The entropy production rate is a central quantity in non-equilibrium statistical physics, scoring how far a stochastic process is from being time-reversible. In this paper, we compute the entropy production of diffusion processes at…

Statistical Mechanics · Physics 2023-06-19 Lancelot Da Costa , Grigorios A. Pavliotis

The entropy production rate is central to the study of non-equilibrium systems. This parameter is closely connected to violation of time-reversal symmetry, energy consumption, efficiency, and other properties of interest; in short, it…

Statistical Mechanics · Physics 2026-05-28 John W. Biddle

The entropy production is one of the most essential features for systems operating out of equilibrium. The formulation for discrete-state systems goes back to the celebrated Schnakenberg's work and hitherto can be carried out when for each…

Statistical Mechanics · Physics 2020-04-15 D. M. Busiello , D. Gupta , A. Maritan

By employing a path integral formulation, we obtain the entropy production rate for a system of active Ornstein-Uhlenbeck particles (AOUP) both in the presence and in the absence of thermal noise. The present treatment clarifies some…

Statistical Mechanics · Physics 2019-09-04 Lorenzo Caprini , Umberto Marini Bettolo Marconi , Andrea Puglisi , Angelo Vulpiani

A stochastic process is at thermodynamic equilibrium if it obeys time-reversal symmetry; forward and reverse time are statistically indistinguishable at steady state. Non-equilibrium processes break time-reversal symmetry by maintaining…

Mathematical Physics · Physics 2024-11-13 Alexander Strang

It is shown that Onsager's principle of the least dissipation of energy is equivalent to the maximum entropy production principle. It is known that solutions of the linearized Boltzmann equation make extrema of entropy production. It is…

Statistical Mechanics · Physics 2015-05-18 Pasko Zupanovic , Domagoj Kuic , Zeljana Bonacic Losic , Drazen Petrov , Davor Juretic , Milan Brumen

We characterise the nonequilibrium stationary state of a generic multivariate Ornstein-Uhlenbeck process involving $N$ degrees of freedom. The irreversibility of the process is encoded in the antisymmetric part of the Onsager matrix. The…

Statistical Mechanics · Physics 2018-12-19 Claude Godrèche , Jean-Marc Luck

We consider the problem of estimating the mean entropy production rate in a nonequilibrium process from the measurements of first-passage quantities associated with a single current. For first-passage processes with large thresholds, Refs.…

Statistical Mechanics · Physics 2025-06-05 Izaak Neri

In this paper we discuss the meaning of the Schnakenberg formula for entropy production in non-equilibrium systems. To this end we consider a non-equilibrium system as part of a larger isolated system which includes the environment. We…

Statistical Mechanics · Physics 2015-09-30 Robert Ziener , Amos Maritan , Haye Hinrichsen

Non-reciprocal interactions are present in many systems out of equilibrium. The rate of entropy production is a measure that quantifies the time irreversibility of a system, and thus how far it is from equilibrium. In this work, we…

Statistical Mechanics · Physics 2022-11-28 Ziluo Zhang , Rosalba Garcia-Millan

This paper studies one-dimensional Ornstein-Uhlenbeck processes, with the distinguishing feature that they are reflected on a single boundary (put at level 0) or two boundaries (put at levels 0 and d>0). In the literature they are referred…

Probability · Mathematics 2014-07-03 Gang Huang , Michel Mandjes , Peter Spreij

The entropy production rate is a key quantity in non-equilibrium thermodynamics of both classical and quantum processes. No universal theory of entropy production is available to date, which hinders progress towards its full grasping. By…

Quantum Physics · Physics 2020-12-18 Alessio Belenchia , Luca Mancino , Gabriel T. Landi , Mauro Paternostro

The Boltzmann distribution connects the energetics of an equilibrium system with its statistical properties, and it is desirable to have a similar principle for non-equilibrium systems. Here, we derive a variational principle for the…

Statistical Mechanics · Physics 2025-11-05 Atul Tanaji Mohite , Heiko Rieger

Active biological systems reside far from equilibrium, dissipating heat even in their steady state, thus requiring an extension of conventional equilibrium thermodynamics and statistical mechanics. In this Letter, we have extended the…

Soft Condensed Matter · Physics 2017-12-22 Dibyendu Mandal , Katherine Klymko , Michael R. DeWeese

Consciousness is supported by complex patterns of brain activity which are indicative of irreversible non-equilibrium dynamics. While the framework of stochastic thermodynamics has facilitated the understanding of physical systems of this…

Neurons and Cognition · Quantitative Biology 2023-03-01 Matthieu Gilson , Enzo Tagliazucchi , Rodrigo Cofre

Computing the stochastic entropy production associated with the evolution of a stochastic dynamical system is a well-established problem. In a small number of cases such as the Ornstein-Uhlenbeck process, of which we give a complete…

Statistical Mechanics · Physics 2020-08-26 Richard J Martin , Ian J Ford
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