Estimating dissipation from single stationary trajectories

Multilevel irreversibility reveals higher-order organization of nonequilibrium interactions in human brain dynamics

Information processing in the human brain can be modeled as a complex dynamical system operating out of equilibrium with multiple regions interacting nonlinearly. Yet, despite extensive study of the global level of nonequilibrium in the brain, quantifying the irreversibility of interactions among brain regions at multiple levels remains an unresolved challenge. Here, we present the Directed Multiplex Visibility Graph Irreversibility framework, a method for analyzing neural recordings using network analysis of time-series. Our approach constructs directed multilayer graphs from multivariate time-series where information about irreversibility can be decoded from the marginal degree distributions across the layers, which each represents a variable. This framework is able to quantify the irreversibility of every interaction in the complex system. Applying the method to magnetoencephalography recordings during a long-term memory recognition task, we quantify the multivariate irreversibility of interactions between brain regions and identify the combinations of regions which showed higher levels of nonequilibrium in their interactions. For individual regions, we find higher irreversibility in cognitive versus sensorial brain regions while for pairs, strong relationships are uncovered between cognitive and sensorial pairs in the same hemisphere. For triplets and quadruplets, the most nonequilibrium interactions are between cognitive-sensorial pairs alongside medial regions. Combining these results, we show that multilevel irreversibility offers unique insights into the higher-order, hierarchical organization of neural dynamics from the perspective of brain network dynamics.

Perspective: Time irreversibility in systems observed at coarse resolution

A broken time-reversal symmetry, i.e., broken detailed balance, is central to non-equilibrium physics and is a prerequisite for life. However, it turns out to be quite challenging to unambiguously define and quantify time-reversal symmetry (and violations thereof) in practice, that is, from observations. Measurements on complex systems have a finite resolution and generally probe low-dimensional projections of the underlying dynamics, which are well known to introduce memory. In situations where many microscopic states become "lumped" onto the same observable "state" or when introducing "reaction coordinates" to reduce the dimensionality of data, signatures of a broken time-reversal symmetry in the microscopic dynamics become distorted or masked. In this Perspective, we highlight why, in defining and discussing time-reversal symmetry and quantifying its violations, the precise underlying assumptions on the microscopic dynamics, the coarse graining, and further reductions are not a technical detail. These assumptions decide whether the conclusions that are drawn are physically sound or inconsistent. We summarize recent findings in the field and reflect upon key challenges.

Coarse-Graining Chemical Networks by Trimming to Preserve Energy Dissipation

Continuous production of entropy and the corresponding energy dissipation is a defining characteristic of nonequilibrium systems. When a system's full chemical kinetic description is known, its entropy production rate can be computed from the microscopic rate constants. However, such a calculation typically underestimates energy dissipation when the states of the underlying system are mesoscopic, i.e., when they combine multiple microscopic states, a situation typical in experimental measurements with finite resolution. It is unknown whether there is a mesoscopic coarse-graining procedure that produces fewer states but allows for precise entropy production calculations. Here we develop a universal coarse-graining procedure that we call "trimming", in which microscopic states of the original Markov network are progressively eliminated but the fluxes between remaining states are exactly preserved. We demonstrate that this procedure also preserves entropy production as long as no dissipative loops are eliminated. We apply our method to several examples illustrating how trimming affects local network topology.

Uncovering dissipation from coarse observables: A case study of a random walk with unobserved internal states

Inferring underlying microscopic dynamics from low-dimensional experimental signals is a central problem in physics, chemistry, and biology. As a trade-off between molecular complexity and the low-dimensional nature of experimental data, mesoscopic descriptions such as the Markovian master equation are commonly used. The states in such descriptions usually include multiple microscopic states, and the ensuing coarse-grained dynamics are generally non-Markovian. It is frequently assumed that such dynamics can nevertheless be described as a Markov process because of the timescale separation between slow transitions from one observed coarse state to another and the fast interconversion within such states. Here, we use a simple model of a molecular motor with unobserved internal states to highlight that (1) dissipation estimated from the observed coarse dynamics may significantly underestimate microscopic dissipation even in the presence of timescale separation and even when mesoscopic states do not contain dissipative cycles and (2) timescale separation is not necessarily required for the Markov approximation to give the exact entropy production, provided that certain constraints on the microscopic rates are satisfied. When the Markov approximation is inadequate, we discuss whether including memory effects can improve the estimate. Surprisingly, when we do so in a "model-free" way by computing the Kullback-Leibler divergence between the observed probability distributions of forward trajectories and their time reverses, this leads to poorer estimates of entropy production. Finally, we argue that alternative approaches, such as hidden Markov models, may uncover the dissipative nature of the microscopic dynamics even when the observed coarse trajectories are completely time-reversible.

Transport and energetics of bacterial rectification

Randomly moving active particles can be herded into directed motion by asymmetric geometric structures. Although such a rectification process has been extensively studied due to its fundamental, biological, and technological relevance, a comprehensive understanding of active matter rectification based on single particle dynamics remains elusive. Here, by combining experiments, simulations, and theory, we study the directed transport and energetics of swimming bacteria navigating through funnel-shaped obstacles-a paradigmatic model of rectification of living active matter. We develop a microscopic parameter-free model for bacterial rectification, which quantitatively explains experimental and numerical observations and predicts the optimal geometry for the maximum rectification efficiency. Furthermore, we quantify the degree of time irreversibility and measure the extractable work associated with bacterial rectification. Our study provides quantitative solutions to long-standing questions on bacterial rectification and establishes a generic relationship between time irreversibility, particle fluxes, and extractable work, shedding light on the energetics of nonequilibrium rectification processes in living systems.

Broken detailed balance and entropy production in directed networks

The structure of a complex network plays a crucial role in determining its dynamical properties. In this paper , we show that the the degree to which a network is directed and hierarchically organized is closely associated with the degree to which its dynamics break detailed balance and produce entropy. We consider a range of dynamical processes and show how different directed network features affect their entropy production rate. We begin with an analytical treatment of a two-node network followed by numerical simulations of synthetic networks using the preferential attachment and Erdös-Renyi algorithms. Next, we analyze a collection of 97 empirical networks to determine the effect of complex real-world topologies. Finally, we present a simple method for inferring broken detailed balance and directed network structure from multivariate time series and apply our method to identify non-equilibrium dynamics and hierarchical organisation in both human neuroimaging and financial time series. Overall, our results shed light on the consequences of directed network structure on non-equilibrium dynamics and highlight the importance and ubiquity of hierarchical organisation and non-equilibrium dynamics in real-world systems.

General theory for localizing the where and when of entropy production meets single-molecule experiments

The laws of thermodynamics apply to biophysical systems on the nanoscale as described by the framework of stochastic thermodynamics. This theory provides universal, exact relations for quantities like work, which have been verified in experiments where a fully resolved description allows direct access to such quantities. Complementary studies consider partially hidden, coarse-grained descriptions, in which the mean entropy production typically is not directly accessible but can be bounded in terms of observable quantities. Going beyond the mean, we introduce a fluctuating entropy production that applies to individual trajectories in a coarse-grained description under time-dependent driving. Thus, this concept is applicable to the broad and experimentally significant class of driven systems in which not all relevant states can be resolved. We provide a paradigmatic example by studying an experimentally verified protein unfolding process. As a consequence, the entire distribution of the coarse-grained entropy production rather than merely its mean retains spatial and temporal information about the microscopic process. In particular, we obtain a bound on the distribution of the physical entropy production of individual unfolding events.

Uncovering nonequilibrium from unresolved events

Closely related to the laws of thermodynamics, the detection and quantification of disequilibria are crucial in unraveling the complexities of nature, particularly those beneath observable layers. Theoretical developments in nonequilibrium thermodynamics employ coarse-graining methods to consider a diversity of partial information scenarios that mimic experimental limitations, allowing the inference of properties such as the entropy production rate. A ubiquitous but rather unexplored scenario involves observing events that can possibly arise from many transitions in the underlying Markov process-which we dub multifilar events-as in the cases of exchanges measured at particle reservoirs, hidden Markov models, mixed chemical and mechanical transformations in biological function, composite systems, and more. We relax one of the main assumptions in a previously developed framework, based on first-passage problems, to assess the non-Markovian statistics of multifilar events. By using the asymmetry of event distributions and their waiting times, we put forward model-free tools to detect nonequilibrium behavior and estimate entropy production, while discussing their suitability for different classes of systems and regimes where they provide no new information, evidence of nonequilibrium, a lower bound for entropy production, or even its exact value. The results are illustrated in reference models through analytics and numerics.

Information-theoretical limit on the estimates of dissipation by molecular machines using single-molecule fluorescence resonance energy transfer experiments

Single-molecule fluorescence resonance energy transfer (FRET) experiments are commonly used to study the dynamics of molecular machines. While in vivo molecular processes often break time-reversal symmetry, the temporal directionality of cyclically operating molecular machines is often not evident from single-molecule FRET trajectories, especially in the most common two-color FRET studies. Solving a more quantitative problem of estimating the energy dissipation/entropy production by a molecular machine from single-molecule data is even more challenging. Here, we present a critical assessment of several practical methods of doing so, including Markov-model-based methods and a model-free approach based on an information-theoretical measure of entropy production that quantifies how (statistically) dissimilar observed photon sequences are from their time reverses. The Markov model approach is computationally feasible and may outperform model free approaches, but its performance strongly depends on how well the assumed model approximates the true microscopic dynamics. Markov models are also not guaranteed to give a lower bound on dissipation. Meanwhile, model-free, information-theoretical methods systematically underestimate entropy production at low photoemission rates, and long memory effects in the photon sequences make these methods demanding computationally. There is no clear winner among the approaches studied here, and all methods deserve to belong to a comprehensive data analysis toolkit.

Irreversibility in belief dynamics: Unraveling the link to cognitive effort

The relationship between time irreversibility in neuronal dynamics and cognitive effort is a subject of growing interest in the scientific literature. Although correlations between proxies of both concepts have been experimentally observed, the underlying precise linkage between them remains elusive. Here we investigate the case of learning in decision-making tasks; we do so by introducing a thermodynamically grounded metric-inspired by Landauer's principle-which connects time-irreversible information processing to energy consumption. Equipped with this metric, we investigate the role of macroscopic time-reversal symmetry breaking in belief dynamics for the case of an agent with finite sensitivity while performing a static two-armed bandit task-a standard setup in cognitive neuroscience. To gain insights into the belief dynamics, we analogize it to the dynamics of an active particle subject to state-dependent noise and living in a two-dimensional space. This mapping allows an analytical description of learning-induced biases. We deeply explore the case of Q-learning with forgetting the nonchosen option. In this case, learning-induced risk aversion is formally equivalent to standard thermophoresis, i.e., the net motion towards low-temperature regions. Finally, we quantify the irreversibility of belief dynamics in the steady state for different bandit configurations, sensitivity levels, and exploitative behavior. We found a strong correlation in high-sensitivity learning between heightened irreversibility in belief dynamics and improved decision-making outcomes. Notably, as the task's difficulty increases, a greater degree of irreversibility in belief dynamics becomes necessary for having superior performances; this explicitly unravels a plausible connection between time irreversibility and cognitive effort. In conclusion, our investigation reveals that irreversibility in belief dynamics bridges out-of-equilibrium statistical physics concepts and cognitive neuroscience. In decision-making contexts, this perspective offers insights into the notion of cognitive effort, suggesting a potential mechanism driving the evolution of living systems toward out-of-equilibrium structures.

Thermodynamic cost for precision of general counting observables

We analytically derive universal bounds that describe the tradeoff between thermodynamic cost and precision in a sequence of events related to some internal changes of an otherwise hidden physical system. The precision is quantified by the fluctuations in either the number of events counted over time or the waiting times between successive events. Our results are valid for the same broad class of nonequilibrium driven systems considered by the thermodynamic uncertainty relation, but they extend to both time-symmetric and asymmetric observables. We show how optimal precision saturating the bounds can be achieved. For waiting-time fluctuations of asymmetric observables, a phase transition in the optimal configuration arises, where higher precision can be achieved by combining several signals.

Estimator of entropy production for partially accessible Markov networks based on the observation of blurred transitions

A central task in stochastic thermodynamics is the estimation of entropy production for partially accessible Markov networks. We establish an effective transition-based description for such networks with transitions that are not distinguishable and therefore blurred for an external observer. We demonstrate that, in contrast to a description based on fully resolved transitions, this effective description is typically non-Markovian at any point in time. Starting from an information-theoretic bound, we derive an operationally accessible entropy estimator for this observation scenario. We illustrate the operational relevance and the quality of this entropy estimator with a numerical analysis of various representative examples.

Milestoning estimators of dissipation in systems observed at a coarse resolution

Many nonequilibrium, active processes are observed at a coarse-grained level, where different microscopic configurations are projected onto the same observable state. Such "lumped" observables display memory, and in many cases, the irreversible character of the underlying microscopic dynamics becomes blurred, e.g., when the projection hides dissipative cycles. As a result, the observations appear less irreversible, and it is very challenging to infer the degree of broken time-reversal symmetry. Here we show, contrary to intuition, that by ignoring parts of the already coarse-grained state space we may-via a process called milestoning-improve entropy-production estimates. We present diverse examples where milestoning systematically renders observations "closer to underlying microscopic dynamics" and thereby improves thermodynamic inference from lumped data assuming a given range of memory, and we hypothesize that this effect is quite general. Moreover, whereas the correct general physical definition of time reversal in the presence of memory remains unknown, we here show by means of physically relevant examples that at least for semi-Markov processes of first and second order, waiting-time contributions arising from adopting a naive Markovian definition of time reversal generally must be discarded.

Emergence of Memory in Equilibrium versus Nonequilibrium Systems

Experiments often probe observables that correspond to low-dimensional projections of high-dimensional dynamics. In such situations distinct microscopic configurations become lumped into the same observable state. It is well known that correlations between the observable and the hidden degrees of freedom give rise to memory effects. However, how and under which conditions these correlations emerge remain poorly understood. Here we shed light on two fundamentally different scenarios of the emergence of memory in minimal stationary systems, where observed and hidden degrees of freedom either evolve cooperatively or are coupled by a hidden nonequilibrium current. In the reversible setting the strongest memory manifests when the timescales of hidden and observed dynamics overlap, whereas, strikingly, in the driven setting maximal memory emerges under a clear timescale separation. Our results hint at the possibility of fundamental differences in the way memory emerges in equilibrium versus driven systems that may be utilized as a "diagnostic" of the underlying hidden transport mechanism.

Estimating entanglement entropy via variational quantum circuits with classical neural networks

Entropy plays a crucial role in both physics and information science, encompassing classical and quantum domains. In this paper, we present the quantum neural entropy estimator (QNEE), an approach that combines classical neural network (NN) with variational quantum circuits to estimate the von Neumann and Rényi entropies of a quantum state. QNEE provides accurate estimates of entropy while also yielding the eigenvalues and eigenstates of the input density matrix. Leveraging the capabilities of classical NN, QNEE can classify different phases of quantum systems that accompany the changes of entanglement entropy. Our numerical simulation demonstrates the effectiveness of QNEE by applying it to the 1D XXZ Heisenberg model. In particular, QNEE exhibits high sensitivity in estimating entanglement entropy near the phase transition point. We expect that QNEE will serve as a valuable tool for quantum entropy estimation and phase classification.

Thermodynamic probes of life

Nonequilibrium fluctuations reveal nonuniform heat dissipation in living cells.

α-divergence improves the entropy production estimation via machine learning

Recent years have seen a surge of interest in the algorithmic estimation of stochastic entropy production (EP) from trajectory data via machine learning. A crucial element of such algorithms is the identification of a loss function whose minimization guarantees the accurate EP estimation. In this study we show that there exists a host of loss functions, namely, those implementing a variational representation of the α-divergence, which can be used for the EP estimation. By fixing α to a value between -1 and 0, the α-NEEP (Neural Estimator for Entropy Production) exhibits a much more robust performance against strong nonequilibrium driving or slow dynamics, which adversely affects the existing method based on the Kullback-Leibler divergence (α=0). In particular, the choice of α=-0.5 tends to yield the optimal results. To corroborate our findings, we present an exactly solvable simplification of the EP estimation problem, whose loss function landscape and stochastic properties give deeper intuition into the robustness of the α-NEEP.

Machine learning at the mesoscale: A computation-dissipation bottleneck

The cost of information processing in physical systems calls for a trade-off between performance and energetic expenditure. Here we formulate and study a computation-dissipation bottleneck in mesoscopic systems used as input-output devices. Using both real data sets and synthetic tasks, we show how nonequilibrium leads to enhanced performance. Our framework sheds light on a crucial compromise between information compression, input-output computation and dynamic irreversibility induced by nonreciprocal interactions.

Functional hierarchies in brain dynamics characterized by signal reversibility in ferret cortex

Brain signal irreversibility has been shown to be a promising approach to study neural dynamics. Nevertheless, the relation with cortical hierarchy and the influence of different electrophysiological features is not completely understood. In this study, we recorded local field potentials (LFPs) during spontaneous behavior, including awake and sleep periods, using custom micro-electrocorticographic (μECoG) arrays implanted in ferrets. In contrast to humans, ferrets remain less time in each state across the sleep-wake cycle. We deployed a diverse set of metrics in order to measure the levels of complexity of the different behavioral states. In particular, brain irreversibility, which is a signature of non-equilibrium dynamics, captured by the arrow of time of the signal, revealed the hierarchical organization of the ferret's cortex. We found different signatures of irreversibility and functional hierarchy of large-scale dynamics in three different brain states (active awake, quiet awake, and deep sleep), showing a lower level of irreversibility in the deep sleep stage, compared to the other. Irreversibility also allowed us to disentangle the influence of different cortical areas and frequency bands in this process, showing a predominance of the parietal cortex and the theta band. Furthermore, when inspecting the embedded dynamic through a Hidden Markov Model, the deep sleep stage was revealed to have a lower switching rate and lower entropy production. These results suggest functional hierarchies in organization that can be revealed through thermodynamic features and information theory metrics.

Irreversibility of symbolic time series: A cautionary tale

Many empirical time series are genuinely symbolic: Examples range from link activation patterns in network science, to DNA coding or firing patterns in neuroscience, to cryptography or combinatorics on words. In some other contexts, the underlying time series is actually real valued, and symbolization is applied subsequently, as in symbolic dynamics of chaotic systems. Among several time series quantifiers, time series irreversibility-the difference between forward and backward statistics in stationary time series-is of great relevance. However, the irreversible character of symbolized time series is not always equivalent to the one of the underlying real-valued signal, leading to some misconceptions and confusion on interpretability. Such confusion is even bigger for binary time series-a classical way to encode chaotic trajectories via symbolic dynamics. In this paper we aim to clarify some usual misconceptions and provide theoretical grounding for the practical analysis-and interpretation-of time irreversibility in symbolic time series. We outline sources of irreversibility in stationary symbolic sequences coming from frequency asymmetries of nonpalindromic pairs which we enumerate, and prove that binary time series cannot show any irreversibility based on words of length m<4, thus discussing the implications and sources of confusion. We also study irreversibility in the context of symbolic dynamics, and clarify why these can be reversible even when the underlying dynamical system is not, such as the case of the fully chaotic logistic map.

The arrow-of-time in neuroimaging time series identifies causal triggers of brain function

Moving from association to causal analysis of neuroimaging data is crucial to advance our understanding of brain function. The arrow-of-time (AoT), that is, the known asymmetric nature of the passage of time, is the bedrock of causal structures shaping physical phenomena. However, almost all current time series metrics do not exploit this asymmetry, probably due to the difficulty to account for it in modeling frameworks. Here, we introduce an AoT-sensitive metric that captures the intensity of causal effects in multivariate time series, and apply it to high-resolution functional neuroimaging data. We find that causal effects underlying brain function are more distinctively localized in space and time than functional activity or connectivity, thereby allowing us to trace neural pathways recruited in different conditions. Overall, we provide a mapping of the causal brain that challenges the association paradigm of brain function.

Time-Resolved Statistics of Snippets as General Framework for Model-Free Entropy Estimators

Irreversibility is commonly quantified by entropy production. An external observer can estimate it through measuring an observable that is antisymmetric under time reversal like a current. We introduce a general framework that allows us to infer a lower bound on entropy production through measuring the time-resolved statistics of events with any symmetry under time reversal, in particular, time-symmetric instantaneous events. We emphasize Markovianity as a property of certain events rather than of the full system and introduce an operationally accessible criterion for this weakened Markov property. Conceptually, the approach is based on snippets as particular sections of trajectories between two Markovian events, for which a generalized detailed balance relation is discussed.

On the complementarity of ordinal patterns-based entropy and time asymmetry metrics

Entropy and time asymmetry are two intertwined aspects of a system's dynamics, with the production of entropy marking a clear direction in the temporal dimension. In the last few years, metrics to quantify both properties in time series have been designed around the same concept, i.e., the use of ordinal patterns. In spite of this, the relationship between these two families of metrics is yet not well understood. In this contribution, we study this problem by constructing an entropy-time asymmetry plane and evaluating it on a large set of synthetic and real-world time series. We show how the two metrics can at times behave independently, the main reason being the presence of patterns with turning points; due to this, they yield complementary information about the underlying systems, and they have different discriminating performance.

Continuous ordinal patterns: Creating a bridge between ordinal analysis and deep learning

We introduce a generalization of the celebrated ordinal pattern approach for the analysis of time series, in which these are evaluated in terms of their distance to ordinal patterns defined in a continuous way. This allows us to naturally incorporate information about the local amplitude of the data and to optimize the ordinal pattern(s) to the problem under study. This last element represents a novel bridge between standard ordinal analysis and deep learning, allowing the achievement of results comparable to the latter in real-world classification problems while also retaining the conceptual simplicity, computational efficiency, and easy interpretability of the former. We test this through the use of synthetic time series, generated by standard chaotic maps and dynamical models, data sets representing brain activity in health and schizophrenia, and the dynamics of delays in the European air transport system. We further show how the continuous ordinal patterns can be used to assess other aspects of the dynamics, like time irreversibility.

Direct Route to Thermodynamic Uncertainty Relations and Their Saturation

Thermodynamic uncertainty relations (TURs) bound the dissipation in nonequilibrium systems from below by fluctuations of an observed current. Contrasting the elaborate techniques employed in existing proofs, we here prove TURs directly from the Langevin equation. This establishes the TUR as an inherent property of overdamped stochastic equations of motion. In addition, we extend the transient TUR to currents and densities with explicit time dependence. By including current-density correlations we, moreover, derive a new sharpened TUR for transient dynamics. Our arguably simplest and most direct proof, together with the new generalizations, allows us to systematically determine conditions under which the different TURs saturate and thus allows for a more accurate thermodynamic inference. Finally, we outline the direct proof also for Markov jump dynamics.

Challenges in Inferring the Directionality of Active Molecular Processes from Single-Molecule Fluorescence Resonance Energy Transfer Trajectories

We discuss some of the practical challenges that one faces in using stochastic thermodynamics to infer directionality of molecular machines from experimental single-molecule trajectories. Because of the limited spatiotemporal resolution of single-molecule experiments and because both forward and backward transitions between the same pairs of states cannot always be detected, differentiating between the forward and backward directions of, e.g., an ATP-consuming molecular machine that operates periodically, turns out to be a nontrivial task. Using a simple extension of a Markov-state model that is commonly employed to analyze single-molecule transition-path measurements, we illustrate how irreversibility can be hidden from such measurements but in some cases can be uncovered when non-Markov effects in low-dimensional single-molecule trajectories are considered.

Fluctuations of entropy production of a run-and-tumble particle

Out-of-equilibrium systems continuously generate entropy, with its rate of production being a fingerprint of nonequilibrium conditions. In small-scale dissipative systems subject to thermal noise, fluctuations of entropy production are significant. Hitherto, mean and variance have been abundantly studied, even if higher moments might be important to fully characterize the system of interest. Here, we introduce a graphical method to compute any moment of entropy production for a generic discrete-state system. Then, we focus on a paradigmatic model of active particles, i.e., run-and-tumble dynamics, which resembles the motion observed in several micro-organisms. Employing our framework, we compute the first three cumulants of the entropy production for a discrete version of this model. We also compare our analytical results with numerical simulations. We find that as the number of states increases, the distribution of entropy production deviates from a Gaussian. Finally, we extend our framework to a continuous state-space run-and-tumble model, using an appropriate scaling of the transition rates. The approach presented here might help uncover the features of nonequilibrium fluctuations of any current in biological systems operating out-of-equilibrium.

Model-Free Measurement of Local Entropy Production and Extractable Work in Active Matter

Time-reversal symmetry breaking and entropy production are universal features of nonequilibrium phenomena. Despite its importance in the physics of active and living systems, the entropy production of systems with many degrees of freedom has remained of little practical significance because the high dimensionality of their state space makes it difficult to measure. Here we introduce a local measure of entropy production and a numerical protocol to estimate it. We establish a connection between the entropy production and extractability of work in a given region of the system and show how this quantity depends crucially on the degrees of freedom being tracked. We validate our approach in theory, simulation, and experiments by considering systems of active Brownian particles undergoing motility-induced phase separation, as well as active Brownian particles and E.coli in a rectifying device in which the time-reversal asymmetry of the particle dynamics couples to spatial asymmetry to reveal its effects on a macroscopic scale.

How the Brain Becomes the Mind: Can Thermodynamics Explain the Emergence and Nature of Emotions?

The neural systems' electric activities are fundamental for the phenomenology of consciousness. Sensory perception triggers an information/energy exchange with the environment, but the brain's recurrent activations maintain a resting state with constant parameters. Therefore, perception forms a closed thermodynamic cycle. In physics, the Carnot engine is an ideal thermodynamic cycle that converts heat from a hot reservoir into work, or inversely, requires work to transfer heat from a low- to a high-temperature reservoir (the reversed Carnot cycle). We analyze the high entropy brain by the endothermic reversed Carnot cycle. Its irreversible activations provide temporal directionality for future orientation. A flexible transfer between neural states inspires openness and creativity. In contrast, the low entropy resting state parallels reversible activations, which impose past focus via repetitive thinking, remorse, and regret. The exothermic Carnot cycle degrades mental energy. Therefore, the brain's energy/information balance formulates motivation, sensed as position or negative emotions. Our work provides an analytical perspective of positive and negative emotions and spontaneous behavior from the free energy principle. Furthermore, electrical activities, thoughts, and beliefs lend themselves to a temporal organization, an orthogonal condition to physical systems. Here, we suggest that an experimental validation of the thermodynamic origin of emotions might inspire better treatment options for mental diseases.

Inferring entropy production rate from partially observed Langevin dynamics under coarse-graining

The entropy production rate (EPR) measures time-irreversibility in systems operating far from equilibrium. The challenge in estimating the EPR for a continuous variable system is the finite spatiotemporal resolution and the limited accessibility to all of the nonequilibrium degrees of freedom. Here, we estimate the irreversibility in partially observed systems following oscillatory dynamics governed by coupled overdamped Langevin equations. We coarse-grain an observed variable of a nonequilibrium driven system into a few discrete states and estimate a lower bound on the total EPR. As a model system, we use hair-cell bundle oscillations driven by molecular motors, such that the bundle tip position is observed, but the positions of the motors are hidden. In the observed variable space, the underlying driven process exhibits second-order semi-Markov statistics. The waiting time distributions (WTD), associated with transitions among the coarse-grained states, are non-exponential and convey the information on the broken time-reversal symmetry. By invoking the underlying time-irreversibility, we calculate a lower bound on the total EPR from the Kullback-Leibler divergence (KLD) between WTD. We show that the mean dwell-time asymmetry factor - the ratio between the mean dwell-times along the forward direction and the backward direction, can qualitatively measure the degree of broken time reversal symmetry and increases with finer spatial resolution. Finally, we apply our methodology to a continuous-time discrete Markov chain model, coarse-grained into a linear system exhibiting second-order semi-Markovian statistics, and demonstrate the estimation of a lower bound on the total EPR from irreversibility manifested only in the WTD.

Mathematical, Thermodynamical, and Experimental Necessity for Coarse Graining Empirical Densities and Currents in Continuous Space

We present general results on fluctuations and spatial correlations of the coarse-grained empirical density and current of Markovian diffusion in equilibrium or nonequilibrium steady states on all timescales. We unravel a deep connection between current fluctuations and generalized time-reversal symmetry, providing new insight into time-averaged observables. We highlight the essential role of coarse graining in space from mathematical, thermodynamical, and experimental points of view. Spatial coarse graining is required to uncover salient features of currents that break detailed balance, and a thermodynamically "optimal" coarse graining ensures the most precise inference of dissipation. Defined without coarse graining, the fluctuations of empirical density and current are proven to diverge on all timescales in dimensions higher than one, which has far-reaching consequences for the central-limit regime in continuous space. We apply the results to examples of irreversible diffusion. Our findings provide new intuition about time-averaged observables and allow for a more efficient analysis of single-molecule experiments.

Passive probe particle in an active bath: can we tell it is out of equilibrium?

We study a passive probe immersed in a fluid of active particles. Despite the system's non-equilibrium nature, the trajectory of the probe does not exhibit non-equilibrium signatures: its velocity distribution remains Gaussian, the second fluctuation dissipation theorem is not fundamentally violated, and the motion does not indicate breaking of time reversal symmetry. To tell that the probe is out of equilibrium requires examination of its behavior in tandem with that of the active fluid: the kinetic temperature of the probe does not equilibrate to that of the surrounding active particles. As a strategy to diagnose non-equilibrium from probe trajectories alone, we propose to examine their response to a small perturbation which reveals a non-equilibrium signature through a violation of the first fluctuation dissipation theorem.

Eukaryotic gene regulation at equilibrium, or non?

Models of transcriptional regulation that assume equilibrium binding of transcription factors have been less successful at predicting gene expression from sequence in eukaryotes than in bacteria. This could be due to the non-equilibrium nature of eukaryotic regulation. Unfortunately, the space of possible non-equilibrium mechanisms is vast and predominantly uninteresting. The key question is therefore how this space can be navigated efficiently, to focus on mechanisms and models that are biologically relevant. In this review, we advocate for the normative role of theory-theory that prescribes rather than just describes-in providing such a focus. Theory should expand its remit beyond inferring mechanistic models from data, towards identifying non-equilibrium gene regulatory schemes that may have been evolutionarily selected, despite their energy consumption, because they are precise, reliable, fast, or otherwise outperform regulation at equilibrium. We illustrate our reasoning by toy examples for which we provide simulation code.

Emergence of local irreversibility in complex interacting systems

Living systems are fundamentally irreversible, breaking detailed balance and establishing an arrow of time. But how does the evident arrow of time for a whole system arise from the interactions among its multiple elements? We show that the local evidence for the arrow of time, which is the entropy production for thermodynamic systems, can be decomposed. First, it can be split into two components: an independent term reflecting the dynamics of individual elements and an interaction term driven by the dependencies among elements. Adapting tools from nonequilibrium physics, we further decompose the interaction term into contributions from pairs of elements, triplets, and higher-order terms. We illustrate our methods on models of cellular sensing and logical computations, as well as on patterns of neural activity in the retina as it responds to visual inputs. We find that neural activity can define the arrow of time even when the visual inputs do not, and that the dominant contribution to this breaking of detailed balance comes from interactions among pairs of neurons.

Spectral fingerprints of nonequilibrium dynamics: The case of a Brownian gyrator

The same system can exhibit a completely different dynamical behavior when it evolves in equilibrium conditions or when it is driven out-of-equilibrium by, e.g., connecting some of its components to heat baths kept at different temperatures. Here we concentrate on an analytically solvable and experimentally relevant model of such a system-the so-called Brownian gyrator-a two-dimensional nanomachine that performs a systematic, on average, rotation around the origin under nonequilibrium conditions, while no net rotation takes place under equilibrium ones. On this example, we discuss a question whether it is possible to distinguish between two types of a behavior judging not upon the statistical properties of the trajectories of components but rather upon their respective spectral densities. The latter are widely used to characterize diverse dynamical systems and are routinely calculated from the data using standard built-in packages. From such a perspective, we inquire whether the power spectral densities possess some "fingerprint" properties specific to the behavior in nonequilibrium. We show that indeed one can conclusively distinguish between equilibrium and nonequilibrium dynamics by analyzing the cross-correlations between the spectral densities of both components in the short frequency limit, or from the spectral densities of both components evaluated at zero frequency. Our analytical predictions, corroborated by experimental and numerical results, open a new direction for the analysis of a nonequilibrium dynamics.

Network Analysis of Time Series: Novel Approaches to Network Neuroscience

In the last two decades, there has been an explosion of interest in modeling the brain as a network, where nodes correspond variously to brain regions or neurons, and edges correspond to structural or statistical dependencies between them. This kind of network construction, which preserves spatial, or structural, information while collapsing across time, has become broadly known as "network neuroscience." In this work, we provide an alternative application of network science to neural data: network-based analysis of non-linear time series and review applications of these methods to neural data. Instead of preserving spatial information and collapsing across time, network analysis of time series does the reverse: it collapses spatial information, instead preserving temporally extended dynamics, typically corresponding to evolution through some kind of phase/state-space. This allows researchers to infer a, possibly low-dimensional, "intrinsic manifold" from empirical brain data. We will discuss three methods of constructing networks from nonlinear time series, and how to interpret them in the context of neural data: recurrence networks, visibility networks, and ordinal partition networks. By capturing typically continuous, non-linear dynamics in the form of discrete networks, we show how techniques from network science, non-linear dynamics, and information theory can extract meaningful information distinct from what is normally accessible in standard network neuroscience approaches.

Generalized virial equation for nonlinear multiplicative Langevin dynamics: Application to laser-cooled atoms

The virial theorem, and the equipartition theorem in the case of quadratic degrees of freedom, are handy constraints on the statistics of equilibrium systems. Their violation is instrumental in determining how far from equilibrium a driven system might be. We extend the virial theorem to nonequilibrium conditions for Langevin dynamics with nonlinear friction and multiplicative noise. In particular, we generalize it for confined laser-cooled atoms in the semiclassical regime. The resulting relation between the lowest moments of the atom position and velocity allows to measure in experiments how dissipative the cooling mechanism is. Moreover, its violation can reveal the departure from a strictly harmonic confinement or from the semiclassical regime.

Broken detailed balance and entropy production in the human brain

To perform biological functions, living systems must break detailed balance by consuming energy and producing entropy. At microscopic scales, broken detailed balance enables a suite of molecular and cellular functions, including computations, kinetic proofreading, sensing, adaptation, and transportation. But do macroscopic violations of detailed balance enable higher-order biological functions, such as cognition and movement? To answer this question, we adapt tools from nonequilibrium statistical mechanics to quantify broken detailed balance in complex living systems. Analyzing neural recordings from hundreds of human subjects, we find that the brain violates detailed balance at large scales and that these violations increase with physical and cognitive exertion. Generally, we provide a flexible framework for investigating broken detailed balance at large scales in complex systems.

Living systems break detailed balance at small scales, consuming energy and producing entropy in the environment to perform molecular and cellular functions. However, it remains unclear how broken detailed balance manifests at macroscopic scales and how such dynamics support higher-order biological functions. Here we present a framework to quantify broken detailed balance by measuring entropy production in macroscopic systems. We apply our method to the human brain, an organ whose immense metabolic consumption drives a diverse range of cognitive functions. Using whole-brain imaging data, we demonstrate that the brain nearly obeys detailed balance when at rest, but strongly breaks detailed balance when performing physically and cognitively demanding tasks. Using a dynamic Ising model, we show that these large-scale violations of detailed balance can emerge from fine-scale asymmetries in the interactions between elements, a known feature of neural systems. Together, these results suggest that violations of detailed balance are vital for cognition and provide a general tool for quantifying entropy production in macroscopic systems.

Algorithmic Approaches for Assessing Irreversibility in Time Series: Review and Comparison

The assessment of time irreversibility, i.e., of the lack of invariance of the statistical properties of a system under the operation of time reversal, is a topic steadily gaining attention within the research community. Irreversible dynamics have been found in many real-world systems, with alterations being connected to, for instance, pathologies in the human brain, heart and gait, or to inefficiencies in financial markets. Assessing irreversibility in time series is not an easy task, due to its many aetiologies and to the different ways it manifests in data. It is thus not surprising that several numerical methods have been proposed in the last decades, based on different principles and with different applications in mind. In this contribution we review the most important algorithmic solutions that have been proposed to test the irreversibility of time series, their underlying hypotheses, computational and practical limitations, and their comparative performance. We further provide an open-source software library that includes all tests here considered. As a final point, we show that "one size does not fit all", as tests yield complementary, and sometimes conflicting views to the problem; and discuss some future research avenues.

Estimating Entropy Production from Waiting Time Distributions

Living systems operate far from thermal equilibrium by converting the chemical potential of ATP into mechanical work to achieve growth, replication, or locomotion. Given time series observations of intra-, inter-, or multicellular processes, a key challenge is to detect nonequilibrium behavior and quantify the rate of free energy consumption. Obtaining reliable bounds on energy consumption and entropy production directly from experimental data remains difficult in practice, as many degrees of freedom typically are hidden to the observer, so that the accessible coarse-grained dynamics may not obviously violate detailed balance. Here, we introduce a novel method for bounding the entropy production of physical and living systems which uses only the waiting time statistics of hidden Markov processes and, hence, can be directly applied to experimental data. By determining a universal limiting curve, we infer entropy production bounds from experimental data for gene regulatory networks, mammalian behavioral dynamics, and numerous other biological processes. Further considering the asymptotic limit of increasingly precise biological timers, we estimate the necessary entropic cost of heartbeat regulation in humans, dogs, and mice.

Mechanism for the Generation of Robust Circadian Oscillations through Ultransensitivity and Differential Binding Affinity

Biochemical circadian rhythm oscillations play an important role in many signaling mechanisms. In this work, we explore some of the biophysical mechanisms responsible for sustaining robust oscillations by constructing a minimal but analytically tractable model of the circadian oscillations in the KaiABC protein system found in the cyanobacteria S. elongatus. In particular, our minimal model explicitly accounts for two experimentally characterized biophysical features of the KaiABC protein system, namely, a differential binding affinity and an ultrasensitive response. Our analytical work shows how these mechanisms might be crucial for promoting robust oscillations even in suboptimal nutrient conditions. Our analytical and numerical work also identifies mechanisms by which biological clocks can stably maintain a constant time period under a variety of nutrient conditions. Finally, our work also explores the thermodynamic costs associated with the generation of robust sustained oscillations and shows that the net rate of entropy production alone might not be a good figure of merit to asses the quality of oscillations.

Assessing time series irreversibility through micro-scale trends

Time irreversibility, defined as the lack of invariance of the statistical properties of a system or time series under the operation of time reversal, has received increasing attention during the last few decades, thanks to the information it provides about the mechanisms underlying the observed dynamics. Following the need of analyzing real-world time series, many irreversibility metrics and tests have been proposed, each one associated with different requirements in terms of, e.g., minimum time series length or computational cost. We here build upon previously proposed tests based on the concept of permutation patterns but deviating from them through the inclusion of information about the amplitude of the signal and how this evolves over time. We show, by means of synthetic time series, that the results yielded by this method are complementary to the ones obtained by using permutation patterns alone, thus suggesting that "one irreversibility metric does not fit all." We further apply the proposed metric to the analysis of two real-world data sets.

Improved bound on entropy production in a quantum annealer

For a system described by a multivariate probability density function obeying the fluctuation theorem, the average dissipation is lower bounded by the degree of asymmetry of the marginal distributions (namely the relative entropy between the marginal and its mirror image). We formally prove that such a lower bound is tighter than the recently reported bound expressed in terms of the precision of the marginal (i.e., the thermodynamic uncertainty relation) and is saturable. We illustrate the result with examples and we apply it to achieve one of the most accurate experimental estimations of dissipation associated with quantum annealing to date.

Nonequilibrium brain dynamics as a signature of consciousness

The cognitive functions of human and nonhuman primates rely on the dynamic interplay of distributed neural assemblies. As such, it seems unlikely that cognition can be supported by macroscopic brain dynamics at the proximity of equilibrium. We confirmed this hypothesis by investigating electrocorticography data from nonhuman primates undergoing different states of unconsciousness (sleep, and anesthesia with propofol, ketamine, and ketamine plus medetomidine), and functional magnetic resonance imaging data from humans, both during deep sleep and under propofol anesthesia. Systematically, all states of reduced consciousness unfolded at higher proximity to equilibrium compared to conscious wakefulness, as demonstrated by the computation of entropy production and the curl of probability flux in phase space. Our results establish nonequilibrium macroscopic brain dynamics as a robust signature of consciousness, opening the way for the characterization of cognition and awareness using tools from statistical mechanics.

Exploring dissipative sources of non-Markovian biochemical reaction systems

Many biological processes including important intracellular processes are governed by biochemical reaction networks. Usually, these reaction systems operate far from thermodynamic equilibrium, implying free-energy dissipation. On the other hand, single reaction events happen often in a memory manner, leading to non-Markovian kinetics. A question then arises: how do we calculate free-energy dissipation (defined as the entropy production rate) in this physically real case? We derive an analytical formula for calculating the energy consumption of a general reaction system with molecular memory characterized by nonexponential waiting-time distributions. It shows that this dissipation is composed of two parts: one from broken detailed balance of an equivalent Markovian system with the same topology and substrates, and the other from the direction-time dependence of waiting-time distributions. But, if the system is in a detailed balance and the waiting-time distribution is direction-time independent, there is no energy dissipation even in the non-Markovian case. These general results provide insights into the physical mechanisms underlying nonequilibrium processes. A continuous-time random-walk model and a generalized model of stochastic gene expression are chosen to clearly show dissipative sources and the relationship between energy dissipation and molecular memory.

Improved bounds on entropy production in living systems

Living systems maintain or increase local order by working against the second law of thermodynamics. Thermodynamic consistency is restored as they consume free energy, thereby increasing the net entropy of their environment. Recently introduced estimators for the entropy production rate have provided major insights into the efficiency of important cellular processes. In experiments, however, many degrees of freedom typically remain hidden to the observer, and, in these cases, existing methods are not optimal. Here, by reformulating the problem within an optimization framework, we are able to infer improved bounds on the rate of entropy production from partial measurements of biological systems. Our approach yields provably optimal estimates given certain measurable transition statistics. In contrast to prevailing methods, the improved estimator reveals nonzero entropy production rates even when nonequilibrium processes appear time symmetric and therefore may pretend to obey detailed balance. We demonstrate the broad applicability of this framework by providing improved bounds on the energy consumption rates in a diverse range of biological systems including bacterial flagella motors, growing microtubules, and calcium oscillations within human embryonic kidney cells.

Variations in stability revealed by temporal asymmetries in contraction of phase space flow

Empirical diagnosis of stability has received considerable attention, often focused on variance metrics for early warning signals of abrupt system change or delicate techniques measuring Lyapunov spectra. The theoretical foundation for the popular early warning signal approach has been limited to relatively simple system changes such as bifurcating fixed points where variability is extrinsic to the steady state. We offer a novel measurement of stability that applies in wide ranging systems that contain variability in both internal steady state dynamics and in response to external perturbations. Utilizing connections between stability, dissipation, and phase space flow, we show that stability correlates with temporal asymmetry in a measure of phase space flow contraction. Our method is general as it reveals stability variation independent of assumptions about the nature of system variability or attractor shape. After showing efficacy in a variety of model systems, we apply our technique for measuring stability to monthly returns of the S&P 500 index in the time periods surrounding the global stock market crash of October 1987. Market stability is shown to be higher in the several years preceding and subsequent to the 1987 market crash. We anticipate our technique will have wide applicability in climate, ecological, financial, and social systems where stability is a pressing concern.

Time-Reversibility, Causality and Compression-Complexity

Detection of the temporal reversibility of a given process is an interesting time series analysis scheme that enables the useful characterisation of processes and offers an insight into the underlying processes generating the time series. Reversibility detection measures have been widely employed in the study of ecological, epidemiological and physiological time series. Further, the time reversal of given data provides a promising tool for analysis of causality measures as well as studying the causal properties of processes. In this work, the recently proposed Compression-Complexity Causality (CCC) measure (by the authors) is shown to be free of the assumption that the "cause precedes the effect", making it a promising tool for causal analysis of reversible processes. CCC is a data-driven interventional measure of causality (second rung on the Ladder of Causation) that is based on Effort-to-Compress (ETC), a well-established robust method to characterize the complexity of time series for analysis and classification. For the detection of the temporal reversibility of processes, we propose a novel measure called the Compressive Potential based Asymmetry Measure. This asymmetry measure compares the probability of the occurrence of patterns at different scales between the forward-time and time-reversed process using ETC. We test the performance of the measure on a number of simulated processes and demonstrate its effectiveness in determining the asymmetry of real-world time series of sunspot numbers, digits of the transcedental number π and heart interbeat interval variability.

Thermodynamics of precision in quantum nanomachines

Fluctuations strongly affect the dynamics and functionality of nanoscale thermal machines. Recent developments in stochastic thermodynamics have shown that fluctuations in many far-from-equilibrium systems are constrained by the rate of entropy production via so-called thermodynamic uncertainty relations. These relations imply that increasing the reliability or precision of an engine's power output comes at a greater thermodynamic cost. Here we study the thermodynamics of precision for small thermal machines in the quantum regime. In particular, we derive exact relations between the power, power fluctuations, and entropy production rate for several models of few-qubit engines (both autonomous and cyclic) that perform work on a quantized load. Depending on the context, we find that quantum coherence can either help or hinder where power fluctuations are concerned. We discuss design principles for reducing such fluctuations in quantum nanomachines and propose an autonomous three-qubit engine whose power output for a given entropy production is more reliable than would be allowed by any classical Markovian model.