Exact Coarse Graining Preserves Entropy Production out of Equilibrium

Parameter Inference and Nonequilibrium Identification for Markov Networks Based on Coarse-Grained Observations

Most experiments can only detect a set of coarse-grained clusters of a molecular system, while the internal microstates are often inaccessible. Here, based on an infinitely long coarse-grained trajectory, we obtain a set of sufficient statistics that extracts all statistic information of coarse-grained observations. Based on these sufficient statistics, we set up a theoretical framework of parameter inference and nonequilibrium identification for a general Markov network with an arbitrary number of microstates and arbitrary coarse-grained partitioning. Our framework can be used to identify whether the sufficient statistics are enough for empirical estimation of all unknown parameters and we can also provide a quantitative criterion that reveals nonequilibrium. Our nonequilibrium criterion generalizes the one obtained [J. Chem. Phys. 132, 041102 (2010)JCPSA60021-960610.1063/1.3294567] for a three-state system with two coarse-grained clusters and is capable of detecting a larger nonequilibrium region compared to the classical criterion based on autocorrelation functions.

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.

Dynamics of microscale and nanoscale systems in the weak-memory regime: A mathematical framework beyond the Markov approximation

The visible dynamics of small-scale systems are strongly affected by unobservable degrees of freedom, which can belong to either external environments or internal subsystems and almost inevitably induce memory effects. Formally, such inaccessible degrees of freedom can be systematically eliminated from essentially any microscopic model through projection operator techniques, which result in nonlocal time evolution equations. This article investigates how and under what conditions locality in time can be rigorously restored beyond the standard Markov approximation, which generally requires the characteristic timescales of accessible and inaccessible degrees of freedom to be sharply separated. Specifically, we consider nonlocal time evolution equations that are autonomous and linear in the variables of interest. For this class of models, we prove a mathematical theorem that establishes a well-defined weak-memory regime, where faithful local approximations exist, even if the relevant timescales are of comparable order of magnitude. The generators of these local approximations, which become exact in the long-time limit, are time independent and can be determined to arbitrary accuracy through a convergent perturbation theory in the memory strength, where the Markov generator is recovered in first order. For illustration, we work out three simple, yet instructive, examples covering coarse-grained Markov jump networks, semi-Markov jump processes, and generalized Langevin equations.

Random walk with horizontal and cyclic currents

We construct a minimal two-chain random walk model and study the information that fluctuations of the flux and higher cumulants can reveal about the model: its structure, parameters, and whether it operates under nonequilibrium conditions. The two coupled chains allow for both horizontal and cyclic transport. We capture these processes by deriving the cumulant generating function of the system, which characterizes both horizontal and cyclic transport in the long time limit. First, we show that either the horizontal or the cyclic currents, along with their higher-order cumulants, can be used to unravel the intrinsic structure and parameters of the model. Second, we investigate the "zero current" situation, in which the horizontal current vanishes. We find that fluctuations of the horizontal current reveal the nonequilibrium condition at intermediate bias, while the cyclic current remains nonzero throughout. We also show that in nonequilibrium scenarios close to the zero horizontal current limit, the entropy production rate is more tightly lower-bounded by the relative noise of the cyclic current, and vice versa. Finally, simulations of transport before the steady state sets in allow for the extraction of the interchain hopping rate. Our study, illustrating the information concealed in fluctuations, could see applications in chemical networks, cellular processes, and charge and energy transport materials.

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.

Variance sum rule for entropy production

Entropy production is the hallmark of nonequilibrium physics, quantifying irreversibility, dissipation, and the efficiency of energy transduction processes. Despite many efforts, its measurement at the nanoscale remains challenging. We introduce a variance sum rule (VSR) for displacement and force variances that permits us to measure the entropy production rate σ in nonequilibrium steady states. We first illustrate it for directly measurable forces, such as an active Brownian particle in an optical trap. We then apply the VSR to flickering experiments in human red blood cells. We find that σ is spatially heterogeneous with a finite correlation length, and its average value agrees with calorimetry measurements. The VSR paves the way to derive σ using force spectroscopy and time-resolved imaging in living and active matter.

Predicting the Mpemba effect using machine learning

The Mpemba effect can be studied with Markovian dynamics in a nonequilibrium thermodynamics framework. The Markovian Mpemba effect can be observed in a variety of systems including the Ising model. We demonstrate that the Markovian Mpemba effect can be predicted in the Ising model with several machine learning methods: the decision tree algorithm, neural networks, linear regression, and nonlinear regression with the least absolute shrinkage and selection operator (LASSO) method. The positive and negative accuracy of these methods are compared. Additionally, we find that machine learning methods can be used to accurately extrapolate to data outside the range in which they were trained. Neural networks can even predict the existence of the Mpemba effect when they are trained only on data in which the Mpemba effect does not occur. This indicates that information about which coefficients result in the Mpemba effect is contained in coefficients where the results does not occur. Furthermore, neural networks can predict that the Mpemba effect does not occur for positive J, corresponding to the ferromagnetic Ising model even when they are only trained on negative J, corresponding to the antiferromagnetic Ising model. All of these results demonstrate that the Mpemba effect can be predicted in complex, computationally expensive systems, without explicit calculations of the eigenvectors.

Relaxation Shortcuts through Boundary Coupling

When a hot system cools down faster than an equivalent cold one, it exhibits the Mpemba effect (ME). This counterintuitive phenomenon was observed in several systems including water, magnetic alloys, and polymers. In most experiments the system is coupled to the bath through its boundaries, but all theories so far assumed bulk coupling. Here we build a general framework to characterize anomalous relaxations through boundary coupling, and present two emblematic setups: a diffusing particle and an Ising antiferromagnet. In the latter, we show that the ME can survive even arbitrarily weak couplings.

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.

Anomalous Dynamical Scaling Determines Universal Critical Singularities

Anomalous diffusion phenomena occur on length scales spanning from intracellular to astrophysical ranges. A specific form of decay at a large argument of the probability density function of rescaled displacement (scaling function) is derived and shown to imply universal singularities in the normalized cumulant generator. Exact calculations for continuous time random walks provide paradigmatic examples connected with singularities of second order phase transitions. In the biased case scaling is restricted to displacements in the drift direction and singularities have no equilibrium analogue.

Eigenvalue Crossing as a Phase Transition in Relaxation Dynamics

When a system's parameter is abruptly changed, a relaxation toward the new equilibrium of the system follows. We show that a crossing between the second and third eigenvalues of the relaxation operator results in a singularity in the dynamics analogous to a first-order equilibrium phase transition. While dynamical phase transitions are intrinsically hard to detect in nature, here we show how this kind of transition can be observed in an experimentally feasible four-state colloidal system. Finally, analytical proof of survival in the thermodynamic limit of a many body (1D Ising) model is provided.

First and second laws of information processing by nonequilibrium dynamical states

The averaged steady-state surprisal links a driven stochastic system's information processing to its nonequilibrium thermodynamic response. By explicitly accounting for the effects of nonequilibrium steady states, a decomposition of the surprisal results in an information processing first law that extends and tightens-to strict equalities-various information processing second laws. Applying stochastic thermodynamics' integral fluctuation theorems then shows that the decomposition reduces to the second laws under appropriate limits. In unifying them, the first law paves the way to identifying the mechanisms by which nonequilibrium steady-state systems leverage information-bearing degrees of freedom to extract heat. To illustrate, we analyze an autonomous Maxwellian information ratchet that tunably violates detailed balance in its effective dynamics. This demonstrates how the presence of nonequilibrium steady states qualitatively alters an information engine's allowed functionality.

Universal singularities of anomalous diffusion in the Richardson class

Inhomogeneous environments are rather ubiquitous in nature, often implying anomalies resulting in deviation from Gaussianity of diffusion processes. While sub- and superdiffusion are usually due to contrasting environmental features (hindering or favoring the motion, respectively), they are both observed in systems ranging from the micro- to the cosmological scale. Here we show how a model encompassing sub- and superdiffusion in an inhomogeneous environment exhibits a critical singularity in the normalized generator of the cumulants. The singularity originates directly and exclusively from the asymptotics of the non-Gaussian scaling function of displacement, and the independence from other details confers it a universal character. Our analysis, based on the method first applied by Stella et al. [Phys. Rev. Lett. 130, 207104 (2023)10.1103/PhysRevLett.130.207104], shows that the relation connecting the scaling function asymptotics to the diffusion exponent characteristic of processes in the Richardson class implies a nonstandard extensivity in time of the cumulant generator. Numerical tests fully confirm the results.

Target search by an imported conjugative DNA element for a unique integration site along a bacterial chromosome during horizontal gene transfer

Integrative and conjugative elements (ICEs) are mobile genetic elements that can transfer by conjugation to recipient cells. Some ICEs integrate into a unique site in the genome of their hosts. We studied quantitatively the process by which an ICE searches for its unique integration site in the Bacillus subtilis chromosome. We followed the motion of both ICEBs1 and the chromosomal integration site in real time within individual cells. ICEBs1 exhibited a wide spectrum of dynamical behaviors, ranging from rapid sub-diffusive displacements crisscrossing the cell, to kinetically trapped states. The chromosomal integration site moved sub-diffusively and exhibited pronounced dynamical asymmetry between longitudinal and transversal motions, highlighting the role of chromosomal structure and the heterogeneity of the bacterial interior in the search. The successful search for and subsequent recombination into the integration site is a key step in the acquisition of integrating mobile genetic elements. Our findings provide new insights into intracellular transport processes involving large DNA molecules.

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.

Operationally accessible uncertainty relations for thermodynamically consistent semi-Markov processes

Semi-Markov processes generalize Markov processes by adding temporal memory effects as expressed by a semi-Markov kernel. We recall the path weight for a semi-Markov trajectory and the fact that thermodynamic consistency in equilibrium imposes a crucial condition called direction-time independence for which we present an alternative derivation. We prove a thermodynamic uncertainty relation that formally resembles the one for a discrete-time Markov process. The result relates the entropy production of the semi-Markov process to mean and variance of steady-state currents. We prove a further thermodynamic uncertainty relation valid for semi-Markov descriptions of coarse-grained Markov processes that emerge by grouping states together. A violation of this inequality can be used as an inference tool to conclude that a given semi-Markov process cannot result from coarse graining an underlying Markov one. We illustrate these results with representative examples.

Scaling of entropy production under coarse graining in active disordered media

Entropy production plays a fundamental role in the study of nonequilibrium systems by offering a quantitative handle on the degree of time-reversal symmetry breaking. It depends crucially on the degree of freedom considered as well as on the scale of description. How the entropy production at one resolution of the degrees of freedom is related to the entropy production at another resolution is a fundamental question which has recently attracted interest. This relationship is of particular relevance to coarse-grained and continuum descriptions of a given phenomenon. In this work, we derive the scaling of the entropy production under iterative coarse graining on the basis of the correlations of the underlying microscopic transition rates for noninteracting particles in active disordered media. Our approach unveils a natural criterion to distinguish equilibrium-like and genuinely nonequilibrium macroscopic phenomena based on the sign of the scaling exponent of the entropy production per mesostate.

Modeling of biomolecular machines in non-equilibrium steady states

Numerical computations have become a pillar of all modern quantitative sciences. Any computation involves modeling-even if often this step is not made explicit-and any model has to neglect details while still being physically accurate. Equilibrium statistical mechanics guides both the development of models and numerical methods for dynamics obeying detailed balance. For systems driven away from thermal equilibrium, such a universal theoretical framework is missing. For a restricted class of driven systems governed by Markov dynamics and local detailed balance, stochastic thermodynamics has evolved to fill this gap and to provide fundamental constraints and guiding principles. The next step is to advance stochastic thermodynamics from simple model systems to complex systems with tens of thousands or even millions of degrees of freedom. Biomolecules operating in the presence of chemical gradients and mechanical forces are a prime example for this challenge. In this Perspective, we give an introduction to isothermal stochastic thermodynamics geared toward the systematic multiscale modeling of the conformational dynamics of biomolecular and synthetic machines, and we outline some of the open challenges.

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.

Excess and loss of entropy production for different levels of coarse graining

We investigate the effect of coarse graining on the thermodynamic properties of a system, focusing on entropy production. As a case of study, we consider a one-dimensional colloidal particle in contact with a thermal bath, moving in a sinusoidal potential and driven out of equilibrium by a small constant force. Different levels of coarse graining are evaluated: At first, we compare the results in the underdamped dynamics with those in the overdamped one (first coarse graining). For large values of the friction coefficient, the two dynamics have the same thermodynamics properties, while, for smaller friction values, the overdamped approximation produces an excess of entropy production with respect to that of the underdamped dynamics. Moreover, for further smaller values of the drag coefficient, the excess of entropy production turns into a loss. These regimes are explained by evaluating the jump statistics, observing that the inertia is able to induce multiple jumps and affect the average jump rate. The periodic shape of the potential allows us to approximate the continuous dynamics via a Markov chain after the introduction of a suitable time and space discretization (second level of coarse graining). This discretization procedure is implemented starting both from the underdamped and the overdamped evolution and is analyzed for different values of the friction coefficient.

Local detailed balance across scales: From diffusions to jump processes and beyond

Diffusive dynamics in presence of deep energy minima and weak nongradient forces can be coarse grained into a mesoscopic jump process over the various basins of attraction. Combining standard weak-noise results with a path integral expansion around equilibrium, we show that the emerging transition rates satisfy local detailed balance (LDB). Namely, the log ratio of the transition rates between nearby basins of attractions equals the free-energy variation appearing at equilibrium, supplemented by the work done by the nonconservative forces along the typical transition path. When the mesoscopic dynamics possesses a large-size deterministic limit, it can be further reduced to a jump process over macroscopic states satisfying LDB. The persistence of LDB under coarse graining of weakly nonequilibrium states is a generic consequence of the fact that only dissipative effects matter close to equilibrium.

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.

Entropic measure unveils country competitiveness and product specialization in the World trade web

We show how the Shannon entropy function can be used as a basis to set up complexity measures weighting the economic efficiency of countries and the specialization of products beyond bare diversification. This entropy function guarantees the existence of a fixed point which is rapidly reached by an iterative scheme converging to our self-consistent measures. Our approach naturally allows to decompose into inter-sectorial and intra-sectorial contributions the country competitivity measure if products are partitioned into larger categories. Besides outlining the technical features and advantages of the method, we describe a wide range of results arising from the analysis of the obtained rankings and we benchmark these observations against those established with other economical parameters. These comparisons allow to partition countries and products into various main typologies, with well-revealed characterizing features. Our methods have wide applicability to general problems of ranking in bipartite networks.