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The dissipation phenomena of relative entropy from an It\^o--Langevin dynamical system is a classic topic from stochastic analysis. Relying on the time-reversal of diffusions, a novel trajectorial approach investigates the pathwise behavior…

Probability · Mathematics 2025-10-03 Jiaming Chen

The stochastic entropy generated during the evolution of a system interacting with an environment may be separated into three components, but only two of these have a non-negative mean. The third component of entropy production is…

Statistical Mechanics · Physics 2013-05-30 Ian J. Ford , Richard E. Spinney

Fluctuation theorems based on time-reversal have provided remarkable insight into the non-equilibrium statistics of thermodynamic quantities like heat, work, and entropy production. These types of laws impose constraints on the…

Statistical Mechanics · Physics 2022-11-30 Max Innerbichler , Andrei Militaru , Martin Frimmer , Lukas Novotny , Christoph Dellago

Validity of local equilibrium has been questioned for non-equilibrium systems which are characterized by delayed response. In particular, for systems with non-zero thermodynamic inertia, the assumption of local equilibrium leads to negative…

Statistical Mechanics · Physics 2015-07-29 K. S. Glavatskiy

We study the time correlation functions of coupled linear Langevin dynamics without and with inertia effects, both analytically and numerically. The model equation represents the physical behavior of a harmonic oscillator in two or three…

Computational Physics · Physics 2020-11-03 Xiaocheng Shang , Martin Kröger

A general nonequilibrium thermodynamic theory is developed for time-dependent Langevin dynamics, starting from the common definition of nonequilibrium Gibbs entropy. It is shown that the notations appearing in the First and the Second Law…

Statistical Mechanics · Physics 2009-04-15 Hao Ge

There exists in nature many examples of systems presenting self-limiting behaviour: population dynamics, structure engineering, Townsend's electron breakdown, nuclear decay in radioactive equilibrium, histeresis process, meteorological…

Biological Physics · Physics 2007-05-23 A. G. Munoz S. , D. Sierra Porta , T. Soldovieri

Dynamic heterogeneity has often been modeled by assuming that a single-particle observable, fluctuating at a molecular scale, is influenced by its coupling to environmental variables fluctuating on a second, perhaps slower, time scale.…

Condensed Matter · Physics 2009-11-07 Gregor Diezemann , Gerald Hinze , Hans Sillescu

This paper shows an estimation of a lower bound on the total entropy production rate(EPR) for a system following Langevin dynamics with a single observed variable coarse-grained into a few discrete states, by invoking the underlying broken…

Statistical Mechanics · Physics 2022-09-07 Aishani Ghosal , Gili Bisker

A standard approach to computing expectations with respect to a given target measure is to introduce an overdamped Langevin equation which is reversible with respect to the target distribution, and to approximate the expectation by a…

Numerical Analysis · Mathematics 2016-04-20 A. B. Duncan , T. Lelievre , G. A. Pavliotis

The fluctuation-dissipation theorem is a hallmark of equilibrium system that stem from their time-reversal symmetry. In many non-equilibrium systems, in particular active ones, extensions and explicit violations of this theorem are used to…

Statistical Mechanics · Physics 2026-04-06 Mathias Casiulis , Leticia F. Cugliandolo

In this paper we propose a new formalism to map history-dependent metadynamics in a Markovian process. We apply this formalism to a model Langevin dynamics and determine the equilibrium distribution of a collection of simulations. We…

Statistical Mechanics · Physics 2008-04-02 Giovanni Bussi , Alessandro Laio , Michele Parrinello

A general theory is developed to study individual based models which are discrete in time. We begin by constructing a Markov chain model that converges to a one-dimensional map in the infinite population limit. Stochastic fluctuations are…

Statistical Mechanics · Physics 2014-06-03 Joseph D. Challenger , Duccio Fanelli , Alan J. McKane

We examine stochastic processes that are used to model nonequilibrium processes (e.g, pulling RNA or dragging colloids) and so deliberately violate detailed balance. We argue that by combining an information-theoretic measure of…

Statistical Mechanics · Physics 2009-11-13 R. A. Blythe

For a periodically shaken optical lattice, effective time-reversal is investigated numerically. For interacting ultra-cold atoms, the scheme of [J. Phys. B 45, 021002 (2012)] involves a quasi-instantaneous change of both the…

Quantum Gases · Physics 2013-04-04 Christoph Weiss

It is argued that a Gibbsian formula for the space-time distribution of microscopic trajectories of a nonequilibrium system provides a unifying framework for recent results on the fluctuations of the entropy production. The variable entropy…

Statistical Mechanics · Physics 2007-05-23 C. Maes

We propose a scheme for extending the model Hamiltonian method developed originally for studying the equilibrium properties of complex perovskite systems to include Langevin dynamics. The extension is based on Zwanzig's treatment of…

Materials Science · Physics 2015-06-24 Morrel H. Cohen

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

This paper is concerned with a class of multivariable stochastic Hamiltonian systems whose generalised position is related by an ordinary differential equation to the momentum governed by an Ito stochastic differential equation. The latter…

Mathematical Physics · Physics 2023-12-18 Igor G. Vladimirov

We introduce a continuous time-reversal operation which connects the time-forward and time-reversed trajectories in the steady state of an irreversible Markovian dynamics via a continuous family of stochastic dynamics. This continuous…

Statistical Mechanics · Physics 2022-01-10 Andreas Dechant , Shin-ichi Sasa