Related papers: Gradient dynamics and entropy production maximizat…
A theory to predict the steady state position of a dissipative, flow-controlled system, as defined by a control volume, is developed based on the Maximum Entropy (MaxEnt) principle of Jaynes, involving minimisation of a generalised free…
Stochastic thermodynamics allows us to define heat and work for microscopic systems far from thermodynamic equilibrium, based on observations of their stochastic dynamics. However, a complete account of the energetics necessitates that all…
Entropy production plays a fundamental role in nonequilibrium thermodynamics to quantify the irreversibility of open systems. Its positivity can be ensured for a wide class of setups, but the entropy production rate can become negative…
Policy gradient methods are among the most effective methods in challenging reinforcement learning problems with large state and/or action spaces. However, little is known about even their most basic theoretical convergence properties,…
We derive the expression for the entropy production for stochastic dynamics defined on a continuous space of states containing unidirectional transitions. The expression is derived by taking the continuous limit of a stochastic dynamics on…
To describe the nonequilibrium states of a system we introduce a new thermodynamic parameter - the lifetime of a system. The statistical distributions which can be obtained out of the mesoscopic description characterizing the behaviour of a…
The connection between the balance structure of the evolution equations of higher order fluxes and different forms of the entropy current is investigated on the example of rigid heat conductors. Compatibility conditions of the theories are…
We present an exact relationship between the entropy production and the distinguishability of a process from its time-reverse, quantified by the relative entropy between forward and backward states. The relationship is shown to remain valid…
Let (M,J) be a dynamical model of macroscopic systems and (N,K) a less microscopic model (i.e. a model involving less details) of the same macroscopic systems; M and N are manifolds, J are vector fields on M, and K are vector fields on N.…
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…
Time-irreversible stochastic processes are frequently used in natural sciences to explain non-equilibrium phenomena and to design efficient stochastic algorithms. Our main goal in this thesis is to analyse their dynamics by means of large…
We investigate fluctuations in the momentum flux across a surface perpendicular to the velocity gradient in a stationary shear flow maintained by either thermostated deterministic or by stochastic boundary conditions. In the deterministic…
The question of characterization of the degree of non-equilibrium activity in active matter systems is studied in the context of a stochastic microswimmer model driven by a chemical cycle. The resulting dynamical properties and entropy…
Starting at the mesoscopic level with a general formulation of stochastic thermodynamics in terms of Markov jump processes, we identify the scaling conditions that ensure the emergence of a (typically nonlinear) deterministic dynamics and…
We prove that stochastic gradient descent efficiently converges to the global optimizer of the maximum likelihood objective of an unknown linear time-invariant dynamical system from a sequence of noisy observations generated by the system.…
By assuming the existence of the growth optimal portfolio (GOP), the stationarity of GOP-volatilities, and the maximization of relative entropy, the paper applies the benchmark approach to the modeling of the long-term dynamics of…
In recent work [1] we uncovered intriguing connections between Otto's characterisation of diffusion as entropic gradient flow [16] on one hand and large-deviation principles describing the microscopic picture (Brownian motion) on the other.…
Thermodynamic force and irreversible current are the foundational concepts of classical nonequilibrium thermodynamics. Entropy production rate is provided by their product in classical systems, ranging from mesoscopic to macroscopic…
In thermodynamics, entropy production and work quantify irreversibility and the consumption of useful energy, respectively, when a system is driven out of equilibrium. For quantum systems, these quantities can be identified at the…
Coarse-grained (CG) models facilitate an efficient exploration of complex systems by reducing the unnecessary degrees of freedom of the fine-grained (FG) system while recapitulating major structural correlations. Unlike structural…