No Arabic abstract
This Letter presents a neural estimator for entropy production, or NEEP, that estimates entropy production (EP) from trajectories of relevant variables without detailed information on the system dynamics. For steady state, we rigorously prove that the estimator, which can be built up from different choices of deep neural networks, provides stochastic EP by optimizing the objective function proposed here. We verify the NEEP with the stochastic processes of the bead-spring and discrete flashing ratchet models, and also demonstrate that our method is applicable to high-dimensional data and can provide coarse-grained EP for Markov systems with unobservable states.
A rigorous derivation of nonequilibrium entropy production via the path-integral formalism is presented. Entropy production is defined as the entropy change piled in a heat reservoir as a result of a nonequilibrium thermodynamic process. It is a central quantity by which various forms of the fluctuation theorem are obtained. The two kinds of the stochastic dynamics are investigated: the Langevin dynamics for an even-parity state and the Brownian motion of a single particle. Mathematical ambiguities in deriving the functional form of the entropy production, which depends on path in state space, are clarified by using a rigorous quantum mechanical approach.
Multigrid methods are one of the most efficient techniques for solving linear systems arising from Partial Differential Equations (PDEs) and graph Laplacians from machine learning applications. One of the key components of multigrid is smoothing, which aims at reducing high-frequency errors on each grid level. However, finding optimal smoothing algorithms is problem-dependent and can impose challenges for many problems. In this paper, we propose an efficient adaptive framework for learning optimized smoothers from operator stencils in the form of convolutional neural networks (CNNs). The CNNs are trained on small-scale problems from a given type of PDEs based on a supervised loss function derived from multigrid convergence theories, and can be applied to large-scale problems of the same class of PDEs. Numerical results on anisotropic rotated Laplacian problems demonstrate improved convergence rates and solution time compared with classical hand-crafted relaxation methods.
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.
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.
We consider a system of two Brownian particles (say A and B), coupled to each other via harmonic potential of stiffness constant $k$. Particle-A is connected to two heat baths of constant temperatures $T_1$ and $T_2$, and particle-B is connected to a single heat bath of a constant temperature $T_3$. In the steady state, the total entropy production for both particles obeys the fluctuation theorem. We compute the total entropy production due to one of the particles called as partial or apparent entropy production, in the steady state for a time segment $tau$. When both particles are weakly interacting with each other, the fluctuation theorem for partial and apparent entropy production is studied. We find a significant deviation from the fluctuation theorem. The analytical results are also verified using numerical simulations.