Related papers: Relative entropy and waiting times for continuous-…
Entropy production in stochastic mechanical systems is examined here with strict bounds on its rate. Stochastic mechanical systems include pure diffusions in Euclidean space or on Lie groups, as well as systems evolving on phase space for…
We analyze the stochastic thermodynamics of systems with continuous space of states. The evolution equation, the rate of entropy production, and other results are obtained by a continuous time limit of a discrete time formulation. We point…
We discuss the validity of close-to-equilibrium entropy production principles in the context of linear electrical circuits. Both the minimum and the maximum entropy production principle are understood within dynamical fluctuation theory.…
Measurements of any property of a microscopic system are bound to show significant deviations from the average, due to thermal fluctuations. For time-integrated currents such as heat, work or entropy production in a steady state, it is in…
We consider the inverse problem of reconstructing the posterior measure over the trajec- tories of a diffusion process from discrete time observations and continuous time constraints. We cast the problem in a Bayesian framework and derive…
Entropy rate of sequential data-streams naturally quantifies the complexity of the generative process. Thus entropy rate fluctuations could be used as a tool to recognize dynamical perturbations in signal sources, and could potentially be…
Without violating causality, we allow performing measurements in time reverse process of a feedback manipulated stochastic system. As a result we come across an entropy production due to the measurement process. This entropy production, in…
A stopping time $T$ is the first time when a trajectory of a stochastic process satisfies a specific criterion. In this paper, we use martingale theory to derive the integral fluctuation relation $\langle e^{-S_{\rm tot}(T)}\rangle=1$ for…
We consider a stochastic process which is (a) described by a continuous-time Markov chain on only short time-scales and (b) constrained to conserve a number of hidden quantities on long time-scales. We assume that the transition matrix of…
The quantum relative entropy is a fundamental quantity in quantum information science, characterizing the distinguishability between two quantum states. However, this quantity is not additive in general for correlated quantum states,…
We report on a numerical experiment performed to analyze fluctuations of the entropy production in turbulent thermal convection, a physical configuration that represents here a prototypical case of an out-of-equilibrium dissipative system.…
We analyse convergence of a micro-macro acceleration method for the Monte Carlo simulation of stochastic differential equations with time-scale separation between the (fast) evolution of individual trajectories and the (slow) evolution of…
It is known that the equilibrium properties of open classical systems that are strongly coupled to a heat bath are described by a set of thermodynamic potentials related to the system's Hamiltonian of mean force. By adapting this framework…
We investigate the problem of minimizing the entropy production for a physical process that can be described in terms of a Markov jump dynamics. We show that, without any further constraints, a given time-evolution may be realized at…
Entropy production characterizes irreversibility. This viewpoint allows us to consider the thermodynamic uncertainty relation, which states that a higher precision can be achieved at the cost of higher entropy production, as a relation…
This paper considers the speed of convergence (mixing) of a finite Markov kernel $P$ with respect to the Kullback-Leibler divergence (entropy). Given a Markov kernel one defines either a discrete-time Markov chain (with the $n$-step…
The total entropy production and its three constituent components are described both as fluctuating trajectory-dependent quantities and as averaged contributions in the context of the continuous Markovian dynamics, described by stochastic…
The irreversible currents and entropy production rate of a dilute colloidal suspension are calculated using the linear irreversible thermodynamics and the linear response theory. The \anomalous" or \hidden" entropy recently discussed in the…
All of the basic microsopic physical laws are time reversible. In contrast, the second law of thermodynamics, which is a macroscopic physical representation of the world, is able to describe irreversible processes in an isolated system…
For integers $n\geq r$, we treat the $r$th largest of a sample of size $n$ as an $\mathbb{R}^\infty$-valued stochastic process in $r$ which we denote $\mathbf{M}^{(r)}$. We show that the sequence regarded in this way satisfies the Markov…