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Complex physical dynamics can often be modeled as a Markov jump process between mesoscopic configurations. When jumps between mesoscopic states are mediated by thermodynamic reservoirs, the time-irreversibility of the jump process is a…

Statistical Mechanics · Physics 2017-04-12 Todd R. Gingrich , Grant M. Rotskoff , Jordan M. Horowitz

Current research in statistical mechanics mostly concerns the investigation of out-of-equilibrium, irreversible processes, which are ubiquitous in nature and still far from being theoretically understood. Even the precise characterization…

This work introduces a novel, simple, and flexible method to quantify irreversibility in generic high-dimensional time series based on the well-known mapping to a binary classification problem. Our approach utilizes gradient boosting for…

Statistical Mechanics · Physics 2025-01-09 Michele Vodret , Cristiano Pacini , Christian Bongiorno

The inference of thermodynamic quantities from the description of an only partially accessible physical system is a central challenge in stochastic thermodynamics. A common approach is coarse-graining, which maps the dynamics of such a…

Statistical Mechanics · Physics 2022-08-19 Jann van der Meer , Benjamin Ertel , Udo Seifert

Irreversibility is commonly quantified by entropy production. An external observer can estimate it through measuring an observable that is antisymmetric under time-reversal like a current. We introduce a general framework that, inter alia,…

Statistical Mechanics · Physics 2023-07-05 Jann van der Meer , Julius Degünther , Udo Seifert

In many far-from-equilibrium biological systems, energy injected by irreversible processes at microscopic scales propagates to larger scales to fulfill important biological functions. But given dissipative dynamics at the microscale, how…

Statistical Mechanics · Physics 2025-06-03 Qiwei Yu , Matthew P. Leighton , Christopher W. Lynn

We propose an analytic approach for the steady-state dynamics of Markov processes on locally tree-like graphs. It is based on time-translation invariant probability distributions for edge trajectories, which we encode in terms of infinite…

Statistical Mechanics · Physics 2025-09-08 Stefano Crotti , Thomas Barthel , Alfredo Braunstein

We present the conceptual and technical background required to describe and understand the correlations and fluctuations of the empirical density and current of steady-state diffusion processes on all time scales -- observables central to…

Statistical Mechanics · Physics 2023-04-06 Cai Dieball , Aljaž Godec

Switching dynamical systems provide a powerful, interpretable modeling framework for inference in time-series data in, e.g., the natural sciences or engineering applications. Since many areas, such as biology or discrete-event systems, are…

Machine Learning · Computer Science 2021-09-30 Lukas Köhs , Bastian Alt , Heinz Koeppl

A defining feature of living matter is the ability to harness energy to self-organize multiscale structures whose functions are facilitated by irreversible nonequilibrium dynamics. While progress has been made in elucidating the underlying…

Visibility algorithms are a family of methods to map time series into networks, with the aim of describing the structure of time series and their underlying dynamical properties in graph-theoretical terms. Here we explore some properties of…

Data Analysis, Statistics and Probability · Physics 2015-10-14 Lucas Lacasa , Ryan Flanagan

The fluctuation-dissipation theorem is a central result in statistical mechanics and is usually formulated for systems described by diffusion processes. In this paper, we propose a generalization for a wider class of stochastic processes,…

Statistical Mechanics · Physics 2018-09-20 Alberto Montefusco , Mark A. Peletier , Hans Christian Öttinger

We propose a new approach concerning the introduction of time-irreversibility in statistical mechanics. It is based on a transition function defined in terms of path integral and verifying a time-irreversible equation. We show first how…

Statistical Mechanics · Physics 2015-03-02 J. P. Badiali

We consider a class of stochastic dynamical systems, called piecewise deterministic Markov processes, with states $(x, \s)\in \O\times \G$, $\O$ being a region in $\bbR^d$ or the $d$--dimensional torus, $\G$ being a finite set. The…

Statistical Mechanics · Physics 2009-02-25 Alessandra Faggionato , Davide Gabrielli , Marco Ribezzi Crivellari

Thermodynamic irreversibility is a fundamental concept in statistical physics, yet its experimental measurement remains challenging, especially for complex systems. We introduce a novel random coarse-graining framework to identify…

Statistical Mechanics · Physics 2025-09-25 Ruicheng Bao , Naruo Ohga , Sosuke Ito

Time irreversibility is a common signature of nonlinear processes, and a fundamental property of non-equilibrium systems driven by non-conservative forces. A time series is said to be reversible if its statistical properties are invariant…

Data Analysis, Statistics and Probability · Physics 2021-12-08 Johann H. Martínez , José L. Herrera-Diestra , Mario Chavez

Markov chain Monte Carlo methods are central in computational statistics, and typically rely on detailed balance to ensure invariance with respect to a target distribution. Although straightforward to construct by Metropolization, this can…

Statistics Theory · Mathematics 2025-11-14 Erik Jansson , Moritz Schauer , Ruben Seyer , Akash Sharma

Identifying dissipation is essential for understanding the physical mechanisms underlying nonequilibrium processes. {In living systems, for example, the dissipation is directly related to the hydrolysis of fuel molecules such as adenosine…

Statistical Mechanics · Physics 2019-09-02 Ignacio A. Martínez , Gili Bisker , Jordan M. Horowitz , Juan M. R. Parrondo

Time irreversibility, defined as the lack of invariance of the statistical properties of a system or time series under the operation of time reversal, has received an increasing attention during the last decades, thanks to the information…

Data Analysis, Statistics and Probability · Physics 2021-11-03 Massimiliano Zanin

Active matter, responsive ("smart") materials and materials under time-dependent load are systems out of thermal equilibrium. To construct coarse-grained models for such systems, one needs to integrate out a distribution of microstates that…

Statistical Mechanics · Physics 2022-05-17 Tanja Schilling
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