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Information theory on a time-discrete setting in the framework of time series analysis is generalized to the time-continuous case. Considerations of the Roessler and Lorenz dynamics as well as the Ornstein-Uhlenbeck process yield for…

Chaotic Dynamics · Physics 2008-06-04 Detlef Holstein

The existence of the {\em typical set} is key for data compression strategies and for the emergence of robust statistical observables in macroscopic physical systems. Standard approaches derive its existence from a restricted set of…

Statistical Mechanics · Physics 2022-02-10 Rudolf Hanel , Bernat Corominas-Murtra

Several implications of well-known fluctuation theorems, on the statistical properties of the entropy production, are studied using various approaches. We begin by deriving a tight lower bound on the variance of the entropy production for a…

Statistical Mechanics · Physics 2015-05-20 Neri Merhav , Yariv Kafri

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…

Statistical Mechanics · Physics 2022-12-21 Tal Agranov , Michael E. Cates , Robert L. Jack

Out-of-equilibrium systems continuously generate entropy, with its rate of production being a fingerprint of non-equilibrium conditions. In small-scale dissipative systems subject to thermal noise, fluctuations of entropy production are…

Statistical Mechanics · Physics 2023-01-19 Prajwal Padmanabha , Daniel Maria Busiello , Amos Maritan , Deepak Gupta

A run-and-tumble particle in a one dimensional box (infinite potential well) is studied. The steady state is analytically solved and analyzed, revealing the emergent length scale of the boundary layer where particles accumulate near the…

Statistical Mechanics · Physics 2020-10-07 Nitzan Razin

We discuss entropy production in nonequilibrium steady states by focusing on paths obtained by sampling at regular (small) intervals, instead of sampling on each change of the system's state. This allows us to study directly entropy…

Statistical Mechanics · Physics 2011-09-07 Daniel ben-Avraham , Sven Dorosz , Michel Pleimling

We present a method of estimating the rate of entropy production in underdamped dynamics by decomposing it into contributions originating in different non-equilibrium effects. Specifically, a non-zero average velocity, a non-thermal width…

Statistical Mechanics · Physics 2025-12-01 Mario A. Ciampini , Jakob Rieser , Nikolai Kiesel , Andreas Dechant

The developing field of stochastic thermodynamics extends concepts of macroscopic thermodynamics such as entropy production and work to the microscopic level of individual trajectories taken by a system through phase space. The scheme…

Statistical Mechanics · Physics 2022-06-30 Cillian Cockrell , Ian J Ford

The theory of entropy production in nonequilibrium, Hamiltonian systems, previously described for steady states using partitions of phase space, is here extended to time dependent systems relaxing to equilibrium. We illustrate the main…

Chaotic Dynamics · Physics 2009-10-31 T. Gilbert , J. R. Dorfman , P. Gaspard

We analyze the probability distribution for entropy production rates of trajectories evolving on a class of out-of-equilibrium kinetic networks. These networks can serve as simple models for driven dynamical systems, which are of particular…

Statistical Mechanics · Physics 2014-08-05 Suriyanarayanan Vaikuntanathan , Todd R. Gingrich , Phillip L. Geissler

We consider optimization of the average entropy production in inhomogeneous temperature environments within the framework of stochastic thermodynamics. For systems modeled by Langevin equations (e.g. a colloidal particle in a heat bath) it…

Statistical Mechanics · Physics 2013-03-14 Stefano Bo , Erik Aurell , Ralf Eichhorn , Antonio Celani

*First-principles derivation of the entropy production in erectric static conduction. *The second-order (symmetric) density matrix contributes to the entropy production. *New schemes of steady states formulated using a relaxation-type von…

Statistical Mechanics · Physics 2011-03-31 Masuo Suzuki

We propose a housekeeping/excess decomposition of entropy production for general nonlinear dynamics in a discrete space, including chemical reaction networks and discrete stochastic systems. We exploit the geometric structure of…

Statistical Mechanics · Physics 2023-01-19 Kohei Yoshimura , Artemy Kolchinsky , Andreas Dechant , Sosuke Ito

In statistical physics, entropy is generally logarithm of probability. Therefore, if dynamics is decomposed by log, entropy production should be decomposed properly. In the present work, log-decomposition of dynamics is introduced. By which…

Statistical Mechanics · Physics 2014-04-30 Jang-il Sohn

The growing study of time series, especially those related to nonlinear systems, has challenged the methodologies to characterize and classify dynamical structures of a signal. Here we conceive a new diagnostic tool for time series based on…

Other Statistics · Statistics 2017-07-05 G. Corso , T. L. Prado , G. Z. dos S. Lima , S. R. Lopes

We study the notion of approximate entropy within the framework of network theory. Approximate entropy is an uncertainty measure originally proposed in the context of dynamical systems and time series. We firstly define a purely structural…

Disordered Systems and Neural Networks · Physics 2013-05-30 James West , Lucas Lacasa , Simone Severini , Andrew Teschendorff

A generalization of the entropy production rate is proposed $\Pi_q$ in non-equilibrium systems by extending the formalism of classical stochastic thermodynamics to regimes with non-Gaussian fluctuations. Through the R\'enyi entropy $S_q$ ,…

Statistical Mechanics · Physics 2025-10-02 J. M. Nieto-Villar , R. Mansilla , I. Santamaria-Holek

The aim of this note is to introduce a notion of dynamical entropy, which we call infinite-product entropy, for probability measures on (countable) infinite cartesian product of any measurable space with itself. The idea behind the…

Probability · Mathematics 2024-10-29 Maysam Maysami Sadr , Mina Shahrestani , Danial Bouzarjomehri Amnieh

The entropy production rate is a central quantity in non-equilibrium statistical physics, scoring how far a stochastic process is from being time-reversible. In this paper, we compute the entropy production of diffusion processes at…

Statistical Mechanics · Physics 2023-06-19 Lancelot Da Costa , Grigorios A. Pavliotis