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There is a relation between the irreversibility of thermodynamic processes as expressed by the breaking of time-reversal symmetry, and the entropy production in such processes. We explain on an elementary mathematical level the relations…

Statistical Mechanics · Physics 2007-05-23 C. Maes , K. Netocny

The cornerstone of Boltzmann-Gibbs ($BG$) statistical mechanics is the Boltzmann-Gibbs-Jaynes-Shannon entropy $S_{BG} \equiv -k\int dx f(x)\ln f(x)$, where $k$ is a positive constant and $f(x)$ a probability density function. This theory…

Physics and Society · Physics 2009-11-11 Silvio M. Duarte Queiros , Celia Anteneodo , Constantino Tsallis

We consider optimization of the average entropy production in inhomogeneous temperature environments within the framework of stochastic thermodynamics. For systems modeled by Langevin equations (e.g. a colloidal particle in a heat bath) it…

Statistical Mechanics · Physics 2013-03-14 Stefano Bo , Erik Aurell , Ralf Eichhorn , Antonio Celani

In this paper, we establish the entropy-entropy production estimate for the ES-BGK model, a generalized version of the BGK model of the Boltzmann equation introduced for better approximation in the Navier-Stokes limit. Our result improves…

Analysis of PDEs · Mathematics 2021-04-30 Doheon Kim , Myeong-Su Lee , Seok-Bae Yun

Some microscopic dynamics are also macroscopically irreversible, dissipating energy and producing entropy. For many-particle systems interacting with deterministic thermostats, the rate of thermodynamic entropy dissipated to the environment…

Classical Physics · Physics 2025-01-13 Swetamber Das , Jason R. Green

Entropy production (EP) is a key quantity in thermodynamics, and yet measuring EP has remained a challenging task. Here we introduce an EP estimator, called multidimensional entropic bound (MEB), utilizing an ensemble of trajectories…

Statistical Mechanics · Physics 2024-09-06 Sangyun Lee , Dong-Kyum Kim , Jong-Min Park , Won Kyu Kim , Hyunggyu Park , Jae Sung Lee

Entropy production (EP) is known as a fundamental quantity for measuring the irreversibility of processes in thermal equilibrium and states far from equilibrium. In stochastic thermodynamics, the EP becomes more visible in terms of the…

Statistical Mechanics · Physics 2020-06-24 Jaewoo Jung , Jaegon Um , Deokjae Lee , Yong W. Kim , D. Y. Lee , H. K. Pak , B. Kahng

We investigate nonequilibrium underdamped Langevin dynamics of Brownian particles that interact through a harmonic potential with coupling constant $K$ and are in thermal contact with two heat baths at different temperatures. The system is…

Statistical Mechanics · Physics 2015-05-26 Hyun-Myung Chun , Jae Dong Noh

Based on a variational expression for the steady-state entropy production rate in overdamped Langevin dynamics, we derive concrete upper bounds on the entropy production rate in various physical settings. For particles in a thermal…

Statistical Mechanics · Physics 2023-10-30 Andreas Dechant

We investigate entropy production in the small-mass (or overdamped) limit of Langevin-Kramers dynamics. The results generalize previous works to provide a rigorous derivation that covers systems with magnetic field as well as anisotropic…

Mathematical Physics · Physics 2018-10-17 Jeremiah Birrell

The maximum entropy formalism developed by Jaynes determines the relevant ensemble in nonequilibrium statistical mechanics by maximising the entropy functional subject to the constraints imposed by the available information. We present an…

Mathematical Physics · Physics 2014-02-27 M. Meléndez , P. Español

Thermo-Kinetic relations bound thermodynamic quantities such as entropy production with statistics of dynamical observables. We introduce a Thermo-Kinetic Relation to bound the entropy production or the non-adiabatic (Hatano-Sasa, excess)…

Statistical Mechanics · Physics 2022-06-06 Jean-Charles Delvenne , Gianmaria Falasco

Stochastic Thermodynamics uses Markovian jump processes to model random transitions between observable mesoscopic states. Physical currents are obtained from anti-symmetric jump observables defined on the edges of the graph representing the…

Statistical Mechanics · Physics 2015-10-19 Artur Wachtel , Jürgen Vollmer , Bernhard Altaner

We examine the elements of the balance equation of entropy in open quantum evolutions and their response as we go from a Markovian to a non-Markovian situation. In particular, we look at the heat current and entropy production rate in the…

Quantum Physics · Physics 2022-02-18 Ahana Ghoshal , Ujjwal Sen

This work explores connections between the quantum relative entropy of two faithful states $\rho,\sigma$ (i.e. full-rank density matrices) and the Kullback-Leibler divergences of classical measures $\mu,\nu$. Here, $\mu$ and $\nu$ are…

We study the relationship between (non-)Markovian evolutions, established correlations, and the entropy production rate. We consider a system qubit in contact with a thermal bath and in addition the system is strongly coupled to an…

Quantum Physics · Physics 2018-07-24 Maria Popovic , Bassano Vacchini , Steve Campbell

Thermodynamic uncertainty relations (TURs) are the inequalities which give lower bounds on the entropy production rate using only the mean and the variance of fluctuating currents. Since the TURs do not refer to the full details of the…

Statistical Mechanics · Physics 2020-06-25 Shun Otsubo , Sosuke Ito , Andreas Dechant , Takahiro Sagawa

Wide conditions are provided to guarantee asymptotic unbiasedness and L^2-consistency of the introduced estimates of the Kullback-Leibler divergence for probability measures in R^d having densities w.r.t. the Lebesgue measure. These…

Statistics Theory · Mathematics 2019-07-02 Alexander Bulinski , Denis Dimitrov

The Kullback-Leibler cluster entropy $\mathcal{D_{C}}[P \| Q] $ is evaluated for the empirical and model probability distributions $P$ and $Q$ of the clusters formed in the realized volatility time series of five assets (SP\&500, NASDAQ,…

Statistical Finance · Quantitative Finance 2025-05-14 L. Ponta , A. Carbone

We refer as "Langevin-Kramers" dynamics to a class of stochastic differential systems exhibiting a degenerate "metriplectic" structure. This means that the drift field can be decomposed into a symplectic and a gradient-like component with…

Statistical Mechanics · Physics 2015-06-18 Paolo Muratore-Ginanneschi