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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

Stochastic thermodynamics provides the framework to analyze thermodynamic laws and quantities along individual trajectories of small but fully observable systems. If the observable level fails to capture all relevant degrees of freedom,…

Statistical Mechanics · Physics 2024-07-01 Julius Degünther , Jann van der Meer , Udo Seifert

We develop the stochastic approach to thermodynamics based on the stochastic dynamics, which can be discrete (master equation) continuous (Fokker-Planck equation), and on two assumptions concerning entropy. The first is the definition of…

Statistical Mechanics · Physics 2015-06-11 Tânia Tomé , Mário J. de Oliveira

We show that the steady-state entropy production rate of a stochastic process is inversely proportional to the minimal time needed to decide on the direction of the arrow of time. Here we apply Wald's sequential probability ratio test to…

Statistical Mechanics · Physics 2015-12-18 Édgar Roldán , Izaak Neri , Meik Dörpinghaus , Heinrich Meyr , Frank Jülicher

We investigate the total stochastic entropy production of a two-level bosonic open quantum system under protocols of time dependent coupling to a harmonic environment. These processes are intended to represent the measurement of a system…

Quantum Physics · Physics 2023-01-24 D. Matos , L. Kantorovich , I. J. Ford

This is a short review of the statistical mechanical definition of entropy production for systems composed of a large number of interacting components. Emphasis is on open systems driven away from equilibrium where the entropy production…

Statistical Mechanics · Physics 2015-06-02 Christian Maes

The total entropy production fluctuations are studied in some exactly solvable models. For these systems, the detailed fluctuation theorem holds even in the transient state, provided initially the system is prepared in thermal equilibrium.…

Statistical Mechanics · Physics 2009-08-08 Arnab Saha , Sourabh Lahiri , A. M. Jayannavar

A central task in stochastic thermodynamics is the estimation of entropy production for partially accessible Markov networks. We establish an effective transition-based description for such networks with transitions that are not…

Statistical Mechanics · Physics 2024-05-20 Benjamin Ertel , Udo Seifert

We consider a finite chain of non-linear oscillators coupled at its ends to two infinite heat baths which are at different temperatures. Using our earlier results about the existence of a stationary state, we show rigorously that for…

chao-dyn · Physics 2015-06-24 Jean-Pierre Eckmann , Claude-Alain Pillet , Luc Rey-Bellet

We extend the notion of estimation entropy of autonomous dynamical systems proposed by Liberzon and Mitra [1] to nonlinear dynamical systems with uncertain inputs with bounded variation. We call this new notion the {$\epsilon$}-estimation…

Systems and Control · Electrical Eng. & Systems 2023-11-14 Hussein Sibai , Sayan Mitra

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

We introduce a simple method to estimate the system parameters in continuous dynamical systems from the time series. In this method, we construct a modified system by introducing some constants (controlling constants) into the given…

Chaotic Dynamics · Physics 2009-11-10 P. Palaniyandi , M. Lakshmanan

Complex systems are sometimes subject to non Gaussian alpha stable Levy fluctuations. A new method is devised to estimate this uncertain parameter and other system parameters, using observations on either mean exit time or escape…

Dynamical Systems · Mathematics 2013-06-04 Ting Gao , Jinqiao Duan

Entropy production is often interpreted as a proxy for microscopic disorder or environmental roughness in stochastic systems. We test this interpretation using controlled simulations of overdamped stochastic dynamics on curved surfaces in…

Statistical Mechanics · Physics 2026-02-23 Patrick Romanescu

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

By decoupling forward and backward stochastic trajectories, we construct a family of martingales and work theorems for both overdamped and underdamped Langevin dynamics. Our results are made possible by an alternative derivation of work…

Statistical Mechanics · Physics 2025-04-17 Xiangting Li , Tom Chou

Predictability of behavior has emerged an an important characteristic in many fields including biology, medicine, and marketing. Behavior can be recorded as a sequence of actions performed by an individual over a given time period. This…

Methodology · Statistics 2017-11-13 Brian Vegetabile , Jenny Molet , Tallie Z. Baram , Hal Stern

A glass is a non-equilibrium thermodynamic state whose physical properties depend on time. Glass formation from the melt, as well as the inverse process of liquid structural recovery from the glass are non-equilibrium processes. A positive…

Soft Condensed Matter · Physics 2020-02-19 H. Jabraoui , S. Ouaskit , J. Richard , J. -L Garden

A system that violates detailed balance evolves asymptotically into a nonequilibrium steady state with non-vanishing currents. Analogously, when detailed balance holds at any instant of time but the system is driven through time-periodic…

Statistical Mechanics · Physics 2018-09-26 Daniel M. Busiello , Christopher Jarzynski , Oren Raz

Methods of estimation and forecasting for stationary models are well known in classical time series analysis. However, stationarity is an idealization which, in practice, can at best hold as an approximation, but for many time series may be…

Methodology · Statistics 2021-06-08 Shreyan Ganguly , Peter F. Craigmile
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