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Unified formalism for entropy production and fluctuation relations

Yang, Y.-J & Qian, H. (2020) Unified formalism for entropy production and fluctuation relations. Phys. Rev. E 101 , 022129.
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Stochastic entropy production, which quantifies the difference between the probabilities of trajectories of a stochastic dynamics and its time reversals, has a central role in nonequilibrium thermodynamics. In the theory of probability, the change in the statistical properties of observables due to reversals can be represented by a change in the probability measure. We consider operators on the space of probability measures that induce changes in the statistical properties of a process, and we formulate entropy production in terms of these change-of-probability-measure (CPM) operators. This mathematical underpinning of the origin of entropy production allows us to achieve an organization of various forms of fluctuation relations: All entropy production has a nonnegative mean value, admit the integral fluctuation theorem, and satisfy a rather general fluctuation relation. Other results such as the transient fluctuation theorem and detailed fluctuation theorems then are derived from the general fluctuation relation with more constraints on the operator of entropy production. We use a discrete-time, discrete-state-space Markov process to draw the contradistinction among three reversals of a process: time reversal, protocol reversal, and the dual process. The properties of their corresponding CPM operators are examined, and the domains of validity of various fluctuation relations for entropy production in physics and chemistry are revealed. We also show that our CPM operator formalism can help us rather easily extend other fluctuation relations for excess work and heat, discuss the martingale properties of entropy production, and derive the stochastic integral formulas for entropy production in constant-noise diffusion process with Girsanov theorem. Our formalism provides a general and concise way to study the properties of entropy-related quantities in stochastic thermodynamics and information theory.

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