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We introduce estimators for the entropy production of a Gibbsian process based on the observation of a single or two typical trajectories. These estimators are built with adequate hitting and return times. We then study their convergence…

Mathematical Physics · Physics 2009-11-11 J. -R. Chazottes , F. Redig

Conditions on the generator of a Markov process to control the fluctuations of its bridges are found. In particular, continuous time random walks on graphs and gradient diffusions are considered. Under these conditions, a concentration of…

Probability · Mathematics 2016-03-08 Giovanni Conforti

Nonequilibrium thermodynamics of a general second-order stochastic system is investigated. We prove that at steady state, under inversion of velocities, the condition of time-reversibility over the phase space is equivalent to the…

Statistical Mechanics · Physics 2015-10-28 Hao Ge

We study the thermodynamics of open systems weakly driven out-of-equilibrium by nonconservative and time-dependent forces using the linear regime of stochastic thermodynamics. We make use of conservation laws to identify the potential and…

Statistical Mechanics · Physics 2022-10-13 Danilo Forastiere , Riccardo Rao , Massimiliano Esposito

We have shown how the intrinsic properties of a noise process can set an upper bound for the time derivative of entropy in a nonequilibrium system. The interplay of dissipation and the properties of noise processes driving the dynamical…

Statistical Mechanics · Physics 2009-11-07 Bidhan Chandra Bag

Non-equilibrium noise is characterized as noise realizations where external agitations disrupt the harmonic equilibrium of Brownian motion. Excitations in a particle's random walk into a so-called L\'evy flight changes the distribution of…

Statistical Mechanics · Physics 2024-06-25 Noah M. MacKay

Exploiting previous results on Markovian dynamics and fluctuation theorems, we study the consequences of memory effects on single realizations of nonequilibrium processes within an open system approach. The entropy production along single…

Statistical Mechanics · Physics 2015-06-12 Bruno Leggio , Anna Napoli , Heinz-Peter Breuer , Antonino Messina

Dynamical systems driven by Gaussian noises have been considered extensively in modeling, simulation and theory. However, complex systems in engineering and science are often subject to non-Gaussian fluctuations or uncertainties. A coupled…

Dynamical Systems · Mathematics 2009-01-19 Xianming Liu , Jinqiao Duan , Jicheng Liu , Peter E. Kloeden

We characterise the nonequilibrium stationary state of a generic multivariate Ornstein-Uhlenbeck process involving $N$ degrees of freedom. The irreversibility of the process is encoded in the antisymmetric part of the Onsager matrix. The…

Statistical Mechanics · Physics 2018-12-19 Claude Godrèche , Jean-Marc Luck

In many applications, the common assumption that a driving noise process affecting a system is independent or Markovian may not be realistic, but the noise process may be assumed to be stationary. To study such problems, this paper…

Probability · Mathematics 2018-01-08 Serdar Yüksel

Descriptions of complex physical or biological systems often include stochastic contributions, and these are commonly simulated using Wiener processes. In many cases however, non-Gaussian fluctuations may originate from non-Wiener processes…

Statistical Mechanics · Physics 2026-05-19 Richard D. J. G. Ho

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 quantum fluctuations of the entropy production for fermionic systems in the Landauer-Buttiker non-equilibrium steady state are investigated. The probability distribution, governing these fluctuations, is explicitly derived by means of…

Statistical Mechanics · Physics 2017-11-22 Mihail Mintchev , Luca Santoni , Paul Sorba

Starting at the mesoscopic level with a general formulation of stochastic thermodynamics in terms of Markov jump processes, we identify the scaling conditions that ensure the emergence of a (typically nonlinear) deterministic dynamics and…

Statistical Mechanics · Physics 2025-05-26 Gianmaria Falasco , Massimiliano Esposito

By making use of a recently proposed framework for the inference of thermodynamic irreversibility in bosonic quantum systems, we experimentally measure and characterize the entropy production rates in the non-equilibrium steady state of two…

We establish a novel generalization of the fluctuation theorem for partially-masked nonequilibrium dynamics. We introduce a partial entropy production with a subset of all possible transitions, and show that the partial entropy production…

Statistical Mechanics · Physics 2015-01-20 Naoto Shiraishi , Takahiro Sagawa

We study the convergence to equilibrium of a class of nonlinear recombination models. In analogy with Boltzmann's H theorem from kinetic theory, and in contrast with previous analysis of these models, convergence is measured in terms of…

Probability · Mathematics 2018-04-24 Pietro Caputo , Alistair Sinclair

We focus on a paradigmatic two-dimensional model of a nanoscale heat engine, - the so-called Brownian gyrator - whose stochastic dynamics is described by a pair of coupled Langevin equations with different temperature noise terms. This…

Statistical Mechanics · Physics 2018-11-07 Sara Cerasoli , Victor Dotsenko , Gleb Oshanin , Lamberto Rondoni

We analyze F\"urth's 1933 classical uncertainty relations in the modern language of stochastic differential equations. Our interest is motivated by applications to non-equilibrium classical statistical mechanics. We show that F\"urth's…

Statistical Mechanics · Physics 2025-11-11 Paolo Muratore-Ginanneschi , Luca Peliti

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