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Work fluctuation and total entropy production play crucial roles in small thermodynamic systems subject to large thermal fluctuations. We investigate a trade-off relation between them in a nonequilibrium situation in which a system starts…

Statistical Mechanics · Physics 2016-12-15 Ken Funo , Tomohiro Shitara , Masahito Ueda

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 study the convergence rate to stationarity for a class of exchangeable partition-valued Markov chains called cut-and-paste chains. The law governing the transitions of a cut-and-paste chain are determined by products of i.i.d. stochastic…

Probability · Mathematics 2012-09-25 Harry Crane , Steven P. Lalley

Far-from-equilibrium thermodynamics underpins the emergence of life, but how has been a long-outstanding puzzle. Best candidate theories based on the maximum entropy production principle could not be unequivocally proven, in part due to…

Quantitative Methods · Quantitative Biology 2017-10-10 Robert G. Endres

The total entropy production of stochastic systems can be divided into three quantities. The first corresponds to the excess heat, whilst the second two comprise the house-keeping heat. We denote these two components the transient and…

Statistical Mechanics · Physics 2015-06-03 Richard E. Spinney , Ian J. Ford

Dynamical processes can be classified in various ways as deterministic or stochastic, and continuous or discrete time. All these types can be studied by the path-spaces they generate, and stationary measures on that path-space. Such…

Dynamical Systems · Mathematics 2026-03-19 Suddhasattwa Das

This Letter presents a neural estimator for entropy production, or NEEP, that estimates entropy production (EP) from trajectories of relevant variables without detailed information on the system dynamics. For steady state, we rigorously…

Statistical Mechanics · Physics 2020-10-06 Dong-Kyum Kim , Youngkyoung Bae , Sangyun Lee , Hawoong Jeong

Fluctuations of observables as functions of time, or "fluctuation patterns", are studied in a chaotic microscopically reversible system that has irreversibly reached a nonequilibrium stationary state. Supposing that during a certain, long…

chao-dyn · Physics 2008-10-08 G. Gallavotti

The paper is concerned with a dissipativity theory and robust performance analysis of discrete-time stochastic systems driven by a statistically uncertain random noise. The uncertainty is quantified by the conditional relative entropy of…

Systems and Control · Computer Science 2012-08-21 Igor G. Vladimirov , Ian R. Petersen

Systems coupled to multiple thermodynamic reservoirs can exhibit nonequilibrium dynamics, breaking detailed balance to generate currents. To power these currents, the entropy of the reservoirs increases. The rate of entropy production, or…

Statistical Mechanics · Physics 2019-04-16 Junang Li , Jordan M. Horowitz , Todd R. Gingrich , Nikta Fakhri

Employing the stochastic wave function method, we study quantum features of stochastic entropy production in nonequilibrium processes of open systems. It is demonstarted that continuous measurements on the environment introduce an…

Quantum Physics · Physics 2013-10-16 B. Leggio , A. Napoli , A. Messina , H. -P. Breuer

We consider a piecewise deterministic Markov decision process, where the expected exponential utility of total (nonnegative) cost is to be minimized. The cost rate, transition rate and post-jump distributions are under control. The state…

Optimization and Control · Mathematics 2017-11-22 Xin Guo , Yi Zhang

The process of fluctuations of trajectory observables of stochastic systems is related to processes with independent increments from the risk theory. The first-passage times of variables of the thermodynamics of trajectories, in particular,…

Statistical Mechanics · Physics 2025-06-17 V. V. Ryazanov

Stochastic thermodynamics is formulated under the assumption of perfect knowledge of all thermodynamic parameters. However, in any real-world experiment, there is non-zero uncertainty about the precise value of temperatures, chemical…

Statistical Mechanics · Physics 2024-01-11 Jan Korbel , David H. Wolpert

The fluctuation relations have received considerable attention since their emergence and development in the 1990s. We present a summary of the main results and suggest ways to interpret this material. Starting with a consideration of the…

Statistical Mechanics · Physics 2012-02-01 Richard E. Spinney , Ian J. Ford

The expressions for entropy production, free energy, and entropy extraction rates are derived for a Brownian particle that walks in an underdamped medium. Our analysis indicates that as long as the system is driven out of equilibrium, it…

Statistical Mechanics · Physics 2021-02-18 Mesfin Asfaw Taye

We consider the stochastic ranking process with space-time dependent unbounded jump rates for the particles. We prove that the joint empirical distribution of jump rate and scaled position converges almost surely to a deterministic…

Probability · Mathematics 2017-01-02 Tetsuya Hattori

We propose a method to approximate continuous-time, continuous-state stochastic processes by a discrete-time Markov chain defined on a nonuniform grid. Our method provides exact moment matching for processes whose first and second moments…

Probability · Mathematics 2025-11-27 Do Hyun Kim , Ahmet Cetinkaya

Stochastic thermodynamics is the field of study relating fluctuations in stochastic systems to thermodynamic quantities. The total entropy production (EP), is central to the thermodynamic classification of systems. Non-equilibrium systems…

Statistical Mechanics · Physics 2025-08-05 Lars Torbjørn Stutzer

This work derives a theoretical value for the entropy of a Linear Additive Markov Process (LAMP), an expressive model able to generate sequences with a given autocorrelation structure. While a first-order Markov Chain model generates new…

Information Theory · Computer Science 2023-01-10 Bridget Smart , Matthew Roughan , Lewis Mitchell