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For a Markov process the detailed balance condition is equivalent to the time-reversibility of the process. For stochastic differential equations (SDE's) time discretization numerical schemes usually destroy the property of…

Numerical Analysis · Mathematics 2019-02-20 Markos Katsoulakis , Yannis Pantazis , Luc Rey-Bellet

Any coarse-grained description of a nonequilibrium system should faithfully represent its latent irreversible degrees of freedom. However, standard dimensionality reduction methods typically prioritize accurate reconstruction over physical…

Statistical Mechanics · Physics 2025-08-18 Catherine Ji , Ravin Raj , Benjamin Eysenbach , Gautam Reddy

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

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

Recent experiments have revealed heterogeneous dissipation in optically trapped systems, often anticorrelated with local positional fluctuations, exposing a structural gap in the scalar stochastic thermodynamic description. While the…

Statistical Mechanics · Physics 2026-04-01 Erez Aghion , Swetamber Das

Flocking in $d=2$ is a genuine non-equilibrium phenomenon for which irreversibility is an essential ingredient. We study a class of minimal flocking models whose only source of irreversibility is self-propulsion and use the entropy…

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…

Statistical Mechanics · Physics 2024-06-13 Ellen Meyberg , Julius Degünther , Udo Seifert

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

The nonequilibrium stationary state of an irreversible spherical model is investigated on hypercubic lattices. The model is defined by Langevin equations similar to the reversible case, but with asymmetric transition rates. In spite of…

Statistical Mechanics · Physics 2015-06-03 M. O. Hase , M. J. de Oliveira

The literature on dynamical systems has, for the most part, considered self-oscillators (i.e., systems capable of generating and maintaining a periodic motion at the expense of an external energy source with no corresponding periodicity)…

Classical Physics · Physics 2017-09-26 Carlos D. Díaz-Marín , Alejandro Jenkins

Stochastic thermodynamics as reviewed here systematically provides a framework for extending the notions of classical thermodynamics like work, heat and entropy production to the level of individual trajectories of well-defined…

Statistical Mechanics · Physics 2015-06-05 Udo Seifert

Continuous feedback control of Langevin processes may be non-Markovian due to a time lag between the measurement and the control action. We show that this requires to modify the basic relation between dissipation and time-reversal and to…

Statistical Mechanics · Physics 2015-06-18 T. Munakata , M. L. Rosinberg

Fluctuations of observables as functions of time, or "fluctuation patterns", are studied in a chaotic microscopically reversible system that has irreversibly reached a nonequilibrium stationary state. Supposing that during a certain, long…

chao-dyn · Physics 2008-10-08 G. Gallavotti

Irreversible behaviour is traditionally associated with open stochastic dynamical systems, but an asymmetry in the probabilistic specification of a closed deterministic system can similarly lead to a disparity between the likelihoods of a…

Quantum Physics · Physics 2018-09-03 Claudia L. Clarke , Ian J. Ford

A positive rate of entropy production at steady state is a distinctive feature of truly non-equilibrium processes. Exact results, while being often limited to simple models, offer a unique opportunity to explore the thermodynamic features…

Statistical Mechanics · Physics 2022-06-29 Henry Alston , Luca Cocconi , Thibault Bertrand

When analyzing the equilibrium properties of a stochastic process, identifying the parity of the variables under time-reversal is imperative. This initial step is required to assess the presence of detailed balance, and to compute the…

Statistical Mechanics · Physics 2025-04-09 Dario Lucente , Marco Baldovin , Massimiliano Viale , Angelo Vulpiani

A binary fluid mixture in contact with lateral particle reservoirs is considered. By imposing different particle concentrations in these reservoirs, the system can be maintained under controlled non-equilibrium conditions. Previous…

Statistical Mechanics · Physics 2026-04-01 O. Politano , Alejandro L. Garcia , F. Baras , M. Malek Mansour

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

A wide body of work has applied the concept of critical slowing down to estimate the stability of different Earth system components. Most of them -- such as global vegetation -- are inherently non-stationary, for example due to strong…

Chaotic Dynamics · Physics 2026-04-28 Taylor Smith , Andreas Morr , Christof Schötz , Niklas Boers

Here we define and study the properties of retrodictive inference. We derive equations relating retrodiction entropy and thermodynamic entropy, and as a special case, show that under equilibrium conditions, the two are identical. We…

Other Statistics · Statistics 2018-07-04 Nathaniel Rupprecht , Dervis Vural