No Arabic abstract
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 differential equations with multiplicative noise, of systems with both odd and even coordinates with respect to time reversal, such as dynamics in full phase space. Two of these constituent quantities obey integral fluctuation theorems and are thus rigorously positive in the mean by Jensens inequality. The third, however, is not and furthermore cannot be uniquely associated with irreversibility arising from relaxation, nor with the breakage of detailed balance brought about by non-equilibrium constraints. The properties of the various contributions to total entropy production are explored through the consideration of two examples: steady state heat conduction due to a temperature gradient, and transitions between stationary states of drift-diffusion on a ring, both in the context of the full phase space dynamics of a single Brownian particle.
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 associated with the relaxation of the system probability distribution towards a stationary state and with nonequilibrium constraints within the dynamics that break detailed balance. It exists when at least some of the coordinates of the system phase space change sign under time reversal, and when the stationary state is asymmetric in these coordinates. We illustrate the various components of entropy production, both in detail for particular trajectories and in the mean, using simple systems defined on a discrete phase space of spatial and velocity coordinates. These models capture features of the drift and diffusion of a particle in a physical system, including the processes of injection and removal and the effect of a temperature gradient. The examples demonstrate how entropy production in stochastic thermodynamics depends on the detail that is included in a model of the dynamics of a process. Entropy production from such a perspective is a measure of the failure of such models to meet Loschmidts expectation of dynamic reversibility.
We investigate the decomposition of the total entropy production in continuous stochastic dynamics when there are odd-parity variables that change their signs under time reversal. The first component of the entropy production, which satisfies the fluctuation theorem, is associated with the usual excess heat that appears during transitions between stationary states. The remaining housekeeping part of the entropy production can be further split into two parts. We show that this decomposition can be achieved in infinitely many ways characterized by a single parameter {sigma}. For an arbitrary value of {sigma}, one of the two parts contributing to the housekeeping entropy production satisfies the fluctuation theorem. We show that for a range of {sigma} values this part can be associated with the breakage of the detailed balance in the steady state, and can be regarded as a continuous version of the corresponding entropy production that has been obtained previously for discrete state variables. The other part of the housekeeping entropy does not satisfy the fluctuation theorem and is related to the parity asymmetry of the stationary state distribution. We discuss our results in connection with the difference between continuous and discrete variable cases especially in the conditions for the detailed balance and the parity symmetry of the stationary state distribution.
Computing the stochastic entropy production associated with the evolution of a stochastic dynamical system is a well-established problem. In a small number of cases such as the Ornstein-Uhlenbeck process, of which we give a complete exposition, the distribution of entropy production can be obtained analytically, but in general it is much harder. A recent development in solving the Fokker-Planck equation, in which the solution is written as a product of positive functions, enables the distribution to be obtained approximately, with the assistance of simple numerical techniques. Using examples in one and higher dimension, we demonstrate how such a framework is very convenient for the computation of stochastic entropy production in diffusion processes.
Systems out of equilibrium exhibit a net production of entropy. We study the dynamics of a stochastic system represented by a Master Equation that can be modeled by a Fokker-Planck equation in a coarse-grained, mesoscopic description. We show that the corresponding coarse-grained entropy production contains information on microscopic currents that are not captured by the Fokker-Planck equation and thus cannot be deduced from it. We study a discrete-state and a continuous-state system, deriving in both the cases an analytical expression for the coarse-graining corrections to the entropy production. This result elucidates the limits in which there is no loss of information in passing from a Master Equation to a Fokker-Planck equation describing the same system. Our results are amenable of experimental verification, which could help to infer some information about the underlying microscopic processes.
The existence of the typical set is key for the consistence of the ensemble formalization of statistical mechanics. We demonstrate here that the typical set can be defined and characterized for a general class of stochastic processes. This includes processes showing arbitrary path dependence, long range correlations or dynamic sampling spaces. We show how the typical set is characterized from general forms of entropy and how one can transform these general entropic forms into extensive functionals and, in some cases, to Shannon path entropy. The definition of the typical set and generalized forms of entropy for systems with arbitrary phase space growth may help to provide an ensemble picture for the thermodynamic paths of many systems away from equilibrium. In particular, we argue that a theory of expanding/shrinking phase spaces in processes displaying an intrinsic degree of stochasticity may lead to new frameworks for exploring the emergence of complexity and robust properties in open ended evolutionary systems and, in particular, of biological systems.