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Estimating entropy production from real observation data can be difficult due to finite resolution in both space and time and finite measurement statistics. We characterize the statistical error introduced by finite sample size and compare…

Statistical Mechanics · Physics 2025-04-09 Jonas H. Fritz , Benjamin Ertel , Udo Seifert

Finding interdependency relations between (possibly multivariate) time series provides valuable knowledge about the processes that generate the signals. Information theory sets a natural framework for non-parametric measures of several…

Information Theory · Computer Science 2016-02-09 German Gomez-Herrero , Wei Wu , Kalle Rutanen , Miguel C. Soriano , Gordon Pipa , Raul Vicente

Entropy production provides a general way to state the second law of thermodynamics for non-equilibrium scenarios. In open quantum system dynamics, it also serves as a useful quantifier of the degree of irreversibility. In this work we shed…

Quantum Physics · Physics 2020-10-06 Giorgio Zicari , Matteo Brunelli , Mauro Paternostro

Given a heterogeneous time-series sample, the objective is to find points in time (called change points) where the probability distribution generating the data has changed. The data are assumed to have been generated by arbitrary unknown…

Machine Learning · Statistics 2015-05-13 Azadeh Khaleghi , Daniil Ryabko

Reaction-diffusion systems driven far from thermodynamic equilibrium through the injection of energy can support multiple distinct spatial patterns that persist as long-lived dynamical phases. The stability of these metastable phases is not…

Statistical Mechanics · Physics 2026-03-13 Eric R. Heller , David T. Limmer

This paper investigates the entropy production rate and time-reversibility for general jump diffusions (L\'{e}vy processes) on $\mathbb{R}^n$. We first formulate the entropy production rate and explore its associated thermodynamic relations…

Probability · Mathematics 2025-09-11 Qi Zhang , Yubin Lu

The linear response to temperature changes is derived for systems with overdamped stochastic dynamics. Holding both in transient and steady state conditions, the results allow to compute nonequilibrium thermal susceptibilities from…

Statistical Mechanics · Physics 2016-04-11 Gianmaria Falasco , Marco Baiesi

We study the problem of modeling a non-linear dynamical system when given a time series by deriving equations directly from the data. Despite the fact that time series data are given as input, models for dynamics and estimation algorithms…

Machine Learning · Computer Science 2025-04-16 Ren Fujiwara , Yasuko Matsubara , Yasushi Sakurai

We study the entropy production in a macroscopic nonequilibrium system that undergoes an order-disorder phase transition. Entropy production is a characteristic feature of nonequilibrium dynamics with broken detailed balance. It is found…

Statistical Mechanics · Physics 2016-01-20 Pyoung-Seop Shim , Hyun-Myung Chun , Jae Dong Noh

In sharp contrast to the corresponding classical systems cases it is not yet understood how to define a mechanical quantity with the interpretation of entropy creation rate for nonequilibrum stationary states of finite quantum systems with…

Statistical Mechanics · Physics 2007-05-23 Giovanni Gallavotti

We consider a stochastic process which is (a) described by a continuous-time Markov chain on only short time-scales and (b) constrained to conserve a number of hidden quantities on long time-scales. We assume that the transition matrix of…

Statistical Mechanics · Physics 2020-10-27 Vitaly Vanchurin

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 nonequilibrium stationary state of an irreversible spherical model is investigated on hypercubic lattices. The model is defined by Langevin equations similar to the reversible case, but with asymmetric transition rates. In spite of…

Statistical Mechanics · Physics 2015-06-03 M. O. Hase , M. J. de Oliveira

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

We derive universal bounds for the finite-time survival probability of the stochastic work extracted in steady-state heat engines and the stochastic heat dissipated to the environment. We also find estimates for the time-dependent…

Statistical Mechanics · Physics 2022-02-23 Gonzalo Manzano , Édgar Roldán

Inferring models, predicting the future, and estimating the entropy rate of discrete-time, discrete-event processes is well-worn ground. However, a much broader class of discrete-event processes operates in continuous-time. Here, we provide…

Statistical Mechanics · Physics 2020-05-11 S. E. Marzen , J. P. Crutchfield

Entropy production is a key quantity characterizing nonequilibrium systems. However, it can often be difficult to compute in practice, as it requires detailed information about the system and the dynamics it undergoes. This becomes even…

Quantum Physics · Physics 2022-04-13 Domingos S. P. Salazar

The thermodynamic uncertainty relation originally proven for systems driven into a non-equilibrium steady state (NESS) allows one to infer the total entropy production rate by observing any current in the system. This kind of inference…

Statistical Mechanics · Physics 2021-09-23 Timur Koyuk , Udo Seifert

A new theoretical approach to non-equilibrium statistical systems has recently been proposed by the author, a co-author and others. It is based on a variational principle which is associated with the discrepancy of a path through…

Statistical Mechanics · Physics 2019-08-06 Richard Kleeman

Entropy notions for $\varepsilon$-incremental practical stability and incremental stability of deterministic nonlinear systems under disturbances are introduced. The entropy notions are constructed via a set of points in state space which…

Optimization and Control · Mathematics 2022-09-13 Michelle S. Chong