Entropy Production for Stationary Diffusions on Hilbert Spaces

Abstract

We study entropy production for stationary diffusions on separable Hilbert spaces with possibly degenerate, state-dependent trace-class covariance. We first define the reversible--irreversible drift decomposition to provide a candidate drift for the reversed dynamics. Then by working directly with the invariant measure, we establish a lower bound in terms of the extended stationary Cameron--Martin energy of the irreversible drift, without requiring a diffusion representation of the stationary reversal. The bound implies infinite entropy production when the energy is infinite and we establish sufficient conditions for equality in the finite-energy regime. We also develop complementary criteria for identifying the stationary reversal as a Hilbert-space diffusion with constant or continuous state-dependent diffusion coefficients, respectively. Two nonlinear infinite-rank examples are provided to show that finite entropy production does not require the irreversible drift to lie in the covariance range, whereas entropy production may be infinite even with globally Lipschitz coefficients and injective covariance.