Related papers: Estimating Entropy Production Rates with First-Pas…
Nonequilibrium processes break time-reversal symmetry and generate entropy. Living systems are driven out-of-equilibrium at the microscopic level of molecular motors that exploit chemical potential gradients to transduce free energy to…
A stochastic process is at thermodynamic equilibrium if it obeys time-reversal symmetry; forward and reverse time are statistically indistinguishable at steady state. Non-equilibrium processes break time-reversal symmetry by maintaining…
We characterize the possible moments of entropy production for general overdamped Markovian systems. We find a general formulation of the problem, and derive a new necessary condition between the second and third moment. We determine all…
Methods are presented to evaluate the entropy production rate in stochastic reactive systems. These methods are shown to be consistent with known results from nonequilibrium chemical thermodynamics. Moreover, it is proved that the time…
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…
In this work we introduce a method for estimating entropy rate and entropy production rate from finite symbolic time series. From the point of view of statistics, estimating entropy from a finite series can be interpreted as a problem of…
In this Letter we show that the time reversal asymmetry of a stationary time series provides information about the entropy production of the physical mechanism generating the series, even if one ignores any detail of that mechanism. We…
A system can be driven out of equilibrium by both time-dependent and nonconservative forces, which gives rise to a decomposition of the dissipation into two non-negative components, called the excess and housekeeping entropy productions. We…
We present a detailed study on the mean first-passage time of volatility processes. We analyze the theoretical expressions based on the most common stochastic volatility models along with empirical results extracted from daily data of major…
We derive a thermodynamic uncertainty relation (TUR) for first-passage times (FPTs) on continuous time Markov chains. The TUR utilizes the entropy production coming from bidirectional transitions, and the net flux coming from unidirectional…
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…
Near equilibrium, thermodynamic intuition suggests that fast, irreversible processes will dissipate more energy and entropy than slow, quasistatic processes connecting the same initial and final states. Here, we test the hypothesis that…
Entropy production is the hallmark of nonequilibrium physics, quantifying irreversibility, dissipation, and the efficiency of energy transduction processes. Despite many efforts, its measurement at the nanoscale remains challenging. We…
The physics of driven-dissipative transitions is currently a topic of great interest, particularly in quantum optical systems. These transitions occur in systems kept out of equilibrium and are therefore characterized by a finite entropy…
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…
For a Markovian dynamics on discrete states, the logarithmic ratio of waiting-time distributions between two successive, instantaneous transitions in forward and backward direction is a measure of time-irreversibility. It thus serves as an…
By using entropy and entropy production, we calculate the steady flux of some phenomena. The method we use is a competition method, $S_S/\tau+\sigma={\it maximum}$, where $S_S$ is system entropy, $\sigma$ is entropy production and $\tau$ is…
We present general methods to exactly calculate mean-first passage quantities on self-similar networks defined recursively. In particular, we calculate the mean first-passage time and the splitting probabilities associated to a source and…
Active systems are characterized by a continuous production of entropy at steady state. We study the statistics of entropy production within a lattice-based model of interacting active particles that is capable of motility-induced phase…
The thermodynamic uncertainty relation is a prominent result in stochastic thermodynamics that provides a bound on the fluctuations of any thermodynamic flux, also known as current, in terms of the average rate of entropy production. Such…