Entropy production in full phase space for continuous stochastic dynamics

Abstract

Total entropy production and its three constituent components are described both as fluctuating trajectory-dependent quantities and as averaged contributions in the context of the continuous Markovian dynamics, described by stochastic differential equations with multiplicative noise, of systems with both odd and even coordinates with respect to time reversal, such as dynamics in full phase space. Two of these constituent quantities obey integral fluctuation theorems and are thus rigorously positive in the mean due to Jensen's inequality. The third, however, is not and furthermore cannot be uniquely associated with irreversibility arising from relaxation, nor with the breakage of detailed balance brought about by nonequilibrium constraints. The properties of the various contributions to total entropy production are explored through the consideration of two examples: steady-state heat conduction due to a temperature gradient, and transitions between stationary states of drift diffusion on a ring, both in the context of the full phase space dynamics of a single Brownian particle. © 2012 American Physical Society.