Free energy dissipation and a decomposition of general jump diffusions on $\mathbb{R}^n$ without detailed balance

Abstract

We analyze the thermodynamic structure of jump diffusions combining Brownian and Poisson noise, a class of stochastic dynamics relevant to non-equilibrium statistical physics. For such nonlocal dynamics, the free energy admits a full dissipation formula that decomposes into entropy production and housekeeping heat. A central result is a decomposition of the generator into symmetric and anti-symmetric parts with respect to the invariant measure $\rho_\mathrm{ss}$. The symmetric sector corresponds to a reversible dynamics and yields a nonlocal Fisher information governing free-energy decay, whereas the anti-symmetric sector generates a canonical conservative flow that produces circulation but no dissipation. Several numerical examples motivated by intracellular particle transports demonstrate how this decomposition clarifies the structure of non-equilibrium stationary states in jump-driven systems.