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Thermodynamic uncertainty relation for first-passage times on Markov chains

Arnab Pal, Shlomi Reuveni, Saar Rahav

2021Physical Review Research44 citationsDOIOpen Access PDF

Abstract

We derive a thermodynamic uncertainty relation (TUR) for first-passage times (FPTs) on continuous time Markov chains. The TUR utilizes the entropy production coming from bidirectional transitions, and the net flux coming from unidirectional transitions, to provide a lower bound on FPT fluctuations. As every bidirectional transition can also be seen as a pair of separate unidirectional ones, our approach typically yields an ensemble of TURs. The tightest bound on FPT fluctuations can then be obtained from this ensemble by a simple and physically motivated optimization procedure. The results presented herein are valid for arbitrary initial conditions, out-of-equilibrium dynamics, and are therefore well suited to describe the inherently irreversible first-passage event. They can thus be readily applied to a myriad of first-passage problems that arise across a wide range of disciplines.

Topics & Concepts

Statistical physicsMarkov chainEntropy (arrow of time)Entropy productionUpper and lower boundsRelation (database)Markov processMathematicsRange (aeronautics)Simple (philosophy)Flux (metallurgy)Maximum-entropy Markov modelComputer scienceHeat fluxKullback–Leibler divergenceApplied mathematicsMathematical optimizationNon-equilibrium thermodynamicsMarkov modelSensitivity (control systems)Principle of maximum entropyPhysicsAdvanced Thermodynamics and Statistical Mechanicsstochastic dynamics and bifurcationStatistical Mechanics and Entropy
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