The entropy production rate (EPR) offers a quantitative measure of time reversal symmetry breaking in non-equilibrium systems. It can be defined either at particle level or at the level of coarse-grained fields such as density; the EPR for the latter quantifies the extent to which these coarse-grained fields behave irreversibly. In this work, we first develop a general method to compute the EPR of scalar Langevin field theories with additive noise. This large class of theories includes acti
We study the entropy production rate in systems described by linear Langevin equations, containing mixed even and odd variables under time reversal. Exact formulas are derived for several important quantities in terms only of the means and covariances of the random variables in question. These include the total rate of change of the entropy, the entropy production rate, the entropy flux rate and the three components of the entropy production. All equations are cast in a way suitable for large-scale analysis of linear Langevin systems. Our results are also applied to different types of electrical circuits, which suitably illustrate the most relevant aspects of the problem.
Motivated by stochastic models of climate phenomena, the steady-state of a linear stochastic model with additive Gaussian white noise is studied. Fluctuation theorems for nonequilibrium steady-states provide a constraint on the character of these fluctuations. The properties of the fluctuations which are unconstrained by the fluctuation theorem are investigated and related to the model parameters. The irreversibility of trajectory segments, which satisfies a fluctuation theorem, is used as a measure of nonequilibrium fluctuations. The moments of the irreversibility probability density function (pdf) are found and the pdf is seen to be non-Gaussian. The average irreversibility goes to zero for short and long trajectory segments and has a maximum for some finite segment length, which defines a characteristic timescale of the fluctuations. The initial average irreversibility growth rate is equal to the average entropy production and is related to noise-amplification. For systems with a separation of deterministic timescales, modes with timescales much shorter than the trajectory timespan and whose noise amplitudes are not asymptotically large, do not, to first order, contribute to the irreversibility statistics, providing a potential basis for dimensional reduction.
We derive the generalized Fokker-Planck equation associated with a Langevin equation driven by arbitrary additive white noise. We apply our result to study the distribution of symmetric and asymmetric L{e}vy flights in an infinitely deep potential well. The fractional Fokker-Planck equation for L{e}vy flights is derived and solved analytically in the steady state. It is shown that L{e}vy flights are distributed according to the beta distribution, whose probability density becomes singular at the boundaries of the well. The origin of the preferred concentration of flying objects near the boundaries in nonequilibrium systems is clarified.
We investigate the nature of the effective dynamics and statistical forces obtained after integrating out nonequilibrium degrees of freedom. To be explicit, we consider the Rouse model for the conformational dynamics of an ideal polymer chain subject to steady driving. We compute the effective dynamics for one of the many monomers by integrating out the rest of the chain. The result is a generalized Langevin dynamics for which we give the memory and noise kernels and the effective force, and we discuss the inherited nonequilibrium aspects.