Some new results on relative entropy production, time reversal, and optimal control of time-inhomogeneous diffusion processes

Wei Zhang

doi:10.1063/5.0038740

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arXiv · 2006.11212

Some new results on relative entropy production, time reversal, and optimal control of time-inhomogeneous diffusion processes

Wei Zhang

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Abstract

This paper studies time-inhomogeneous nonequilibrium diffusion processes, including both Brownian dynamics and Langevin dynamics. We derive upper bounds of the relative entropy production of the time-inhomogeneous process with respect to the transient invariant probability measures. We also study the time reversal of the reverse process in Crooks' fluctuation theorem. We show that the time reversal of the reverse process coincides with the optimally controlled forward process that leads to zero variance importance sampling estimator based on Jarzynski's equality.

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Wei Zhang. 2020-06-19. Some new results on relative entropy production, time reversal, and optimal control of time-inhomogeneous diffusion processes. https://doi.org/10.1063/5.0038740

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