arXiv subjects

Udo Seifert

Publications and source records attributed to Udo Seifert.

At least 19 recordsLinked to original sources

arXiv2026

Generalizing the multidimensional thermodynamic uncertainty relation to combinations of arbitrary counting variables

Uncertainty relations provide lower bounds for otherwise hidden quantities of a partially accessible Markov network like the mean entropy production rate and the total dynamical activity. The thermodynamic uncertainty relation (TUR) is arguably the most prominent one and involves the precision of a fluctuating net current. One of its major generalizations is the multidimensional TUR (MTUR), which yields a tighter bound by using covariances of a set of observed net currents. We generalize this latter bound to time-dependently driven processes with arbitrary initial state and arbitrary measurement duration. Furthermore, this bound can be used with a set of fluctuating counting observables each of which can be time-antisymmetric, time-symmetric or time-asymmetric, i.e., a net current, a traffic or a flow. We can even allow for coarse-grained observations in which each counting observable could consist of multiple indiscernable observed transitions of the underlying system. Thus, we generalize the MTUR, extensions of the TUR for time-dependent processes based on one current, and an estimator based on one flux or on one traffic in a unifying way. We illustrate this general uncertainty relation with simple examples.

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arXiv2026

Lower bounds on entropy production from dynamical correlation functions

Entropy production is a key property in stochastic thermodynamics. For partially observed and coarse-grained systems, its inference is challenging and typically rests on proven lower bounds. We derive two versions of such bounds based on the asymmetry of experimentally accessible two-time correlation functions of coarse-grained state observables. For non-equilibrium steady states, the bound is valid for arbitrary correlation lag. For time-dependent processes, it requires the limit of vanishing lag. These bounds hold true for any system that follows either a Markovian dynamics or a coupled set of overdamped Langevin equations on some underlying, unobservable level of description. We illustrate the bounds for both types of dynamics and discuss their optimization and potential tightness.

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arXiv2026

Waiting-time based entropy estimators in continuous space without Markovian events

Estimating entropy production in continuous systems that can only be observed with a limited resolution remains an open problem in stochastic thermodynamics. Existing estimators based on the measurement of waiting-time distributions require either the detection of Markovian events, which uniquely determine the state of the system, or assume a discrete underlying dynamics. We present a novel estimator that relies solely on the detection of a single particle leaving or entering regions, or crossing manifolds, in continuous space. This estimator is based on the frequency and the duration of transitions between such events. We derive this bound by introducing two kinds of discretization of space. Finally, we compare our novel bound to the thermodynamic uncertainty relation improved by correlations using simulations of a Brownian vortex and discuss its relation to other lower bounds to entropy production.

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arXiv2025

Universal bounds on entropy production from fluctuating coarse-grained trajectories

Entropy production is arguably the most universally applicable measure of non-equilibrium behavior, particularly for systems coupled to a heat bath. This setting encompasses driven soft matter as well as biomolecular, biochemical, and biophysical systems. Despite its central role, direct measurements of entropy production remain challenging - especially in small systems dominated by fluctuations. The main difficulty arises because not all degrees of freedom contributing to entropy production are experimentally accessible. A key question, therefore, is how to infer entropy production from coarse-grained observations, such as time series of experimentally measurable variables. Over the past decade, stochastic thermodynamics has provided several inequalities that yield model-free lower bounds on entropy production from such coarse-grained data. The major approaches rely on observations of coarse-grained states, fluctuating currents or ticks, correlation functions of coarse-grained observables, and waiting-time distributions between so-called Markovian events, which correspond to transitions between mesoscopic states. Here, we systematically review these techniques valid under the sole assumption of a Markovian, i.e., memoryless, dynamics on an underlying, not necessarily observable, network of states or following a possibly high-dimensional Langevin equation. We discuss in detail the large class of non-equilibrium steady states and highlight extensions of these methods to time-dependent and relaxing systems. While our focus is on mean entropy production, we also summarize recent progress in quantifying entropy production along individual coarse-grained trajectories.

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arXiv2025

Compensating random transition-detection blackouts in Markov networks

In Markov networks, measurement blackouts with unknown frequency compromise observations such that thermodynamic quantities can no longer be inferred reliably. In particular, the observed currents neither discern equilibrium from non-equilibrium nor can they be used in extant estimators of entropy production. Our strategy to eliminate these effects is based on formally attributing the blackouts to a second channel connecting states. The unknown frequency of blackouts and the true underlying transition rates can be determined from the short-time limit of observed waiting-time distributions. A post-modification of observed trajectory data yields a virtual effective dynamics from which the lower bound on entropy production based on thermodynamic uncertainty relations can be recovered fully. Moreover, the post-processed data can be used in waiting-time based estimators. Crucially, our strategy does not require the blackouts to occur homogeneously or symmetrically under time-reversal.

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arXiv2025

A pedestrian's approach to large deviations in semi-Markov processes with an application to entropy production

Semi-Markov processes play an important role in the effective description of partially accessible systems in stochastic thermodynamics. They occur, for instance, in coarse-graining procedures such as state lumping and when analyzing waiting times between few visible Markovian events. The finite-time measurement of any coarse-grained observable in a stochastic system depends on the specific realization of the underlying trajectory. Moreover, the fluctuations of such observables are encoded in their rate function that follows from the rate function of the empirical measure and the empirical flow in the respective process. Derivations of the rate function of empirical measure and empirical flow in semi-Markov processes with direction-time independence (DTI) exist in the mathematical literature, but have not received much attention in the stochastic thermodynamics community. We present an accessible derivation of the rate function of the tuple frequency in discrete-time Markov chains and extend this to the rate function of the empirical semi-Markov kernel in semi-Markov processes without DTI. From this, we derive an upper bound on the rate function of the empirical entropy production rate, which leads to a lower bound on the variance of the mean entropy production rate measured along a finite-time trajectory. We illustrate these analytical bounds with simulated data.

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arXiv2025

From observed transitions to hidden paths in Markov networks

The number of observable degrees of freedom is typically limited in experiments. Here, we consider discrete Markov networks in which an observer has access to a few visible transitions and the waiting times between these transitions. Focusing on the underlying structure of a discrete network, we present methods to infer local and global properties of the network from observed data. First, we derive bounds on the microscopic entropy production along the hidden paths between two visible transitions, which complement extant bounds on mean entropy production and affinities of hidden cycles. Second, we demonstrate how the operationally accessible data encodes information about the topology of shortest hidden paths, which can be used to identify potential clusters of states or exclude their existence. Finally, we outline a systematic way to combine the inferred data, resulting in an algorithm that finds the candidates for a minimal graph of the underlying network, i.e., a graph that is part of the original one and compatible with the observations. Our results highlight the interplay between thermodynamic methods, waiting-time distributions and topological aspects like network structure, which can be expected to provide novel insights in other set-ups of coarse graining as well.

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arXiv2024

Stroboscopic measurements in Markov networks: Exact generator reconstruction vs. thermodynamic inference

A major goal of stochastic thermodynamics is to estimate the inevitable dissipation that accompanies particular observable phenomena in an otherwise not fully accessible system. Quantitative results are often formulated as lower bounds on the total entropy production, which capture the part of the total dissipation that can be determined based on the available data alone. In this work, we discuss the case of a continuous-time dynamics on a Markov network that is observed stroboscopically, i.e., at discrete points in time in regular intervals. We compare the standard approach of deriving a lower bound on the entropy production rate in the steady state to the less common method of reconstructing the generator from the observed propagators by taking the matrix logarithm. Provided that the timescale of the stroboscopic measurements is smaller than a critical value that can be determined from the available data, this latter method is able to recover all thermodynamic quantities like entropy production or cycle affinities and is therefore superior to the usual approach of deriving lower bounds. Beyond the critical value, we still obtain tight upper and lower bounds on these quantities that improve on extant methods. We conclude the comparison with numerical illustrations and a discussion of the requirements and limitations of both methods.

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arXiv2024

Entropy estimation for partially accessible Markov networks based on imperfect observations: Role of finite resolution and finite statistics

Estimating entropy production from real observation data can be difficult due to finite resolution in both space and time and finite measurement statistics. We characterize the statistical error introduced by finite sample size and compare the performance of three different entropy estimators under these limitations for two different paradigmatic systems, a four-state Markov network and an augmented Michaelis-Menten reaction scheme. We consider the thermodynamic uncertainty relation, a waiting-time based estimator for resolved transitions and a waiting-time based estimator for blurred transitions in imperfect observation scenarios. For perfect measurement statistics and finite temporal resolution, the estimator based on resolved transitions performs best in all considered scenarios. The thermodynamic uncertainty relation gives a better estimate than the estimator based on blurred transitions at low driving affinities, whereas the latter performs better at high driving affinities. Furthermore, we find that a higher temporal and spatial resolution leads to slower convergence of measurement statistics, implying that for short measurement times, a lower resolution may be beneficial. Additionally, we identify a self-averaging effect for the waiting-time based entropy estimators that can reduce their variance for observations with finite statistics.

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arXiv2024

Inferring kinetics and entropy production from observable transitions in partially accessible, periodically driven Markov networks

For a network of discrete states with a periodically driven Markovian dynamics, we develop an inference scheme for an external observer who has access to some transitions. Based on waiting-time distributions between these transitions, the periodic probabilities of states connected by these observed transitions and their time-dependent transition rates can be inferred. Moreover, the smallest number of hidden transitions between accessible ones and some of their transition rates can be extracted. We prove and conjecture lower bounds on the total entropy production for such periodic stationary states. Even though our techniques are based on generalizations of known methods for steady states, we obtain original results for those as well.

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arXiv2024

General theory for localizing the where and when of entropy production meets single-molecule experiments

The laws of thermodynamics apply to biophysical systems on the nanoscale as described by the framework of stochastic thermodynamics. This theory provides universal, exact relations for quantities like work, which have been verified in experiments where a fully resolved description allows direct access to such quantities. Complementary studies consider partially hidden, coarse-grained descriptions, in which the mean entropy production typically is not directly accessible but can be bounded in terms of observable quantities. Going beyond the mean, we introduce a fluctuating entropy production that applies to individual trajectories in a coarse-grained description under time-dependent driving. Thus, this concept is applicable to the broad and experimentally significant class of driven systems in which not all relevant states can be resolved. We provide a paradigmatic example by studying an experimentally verified protein unfolding process. As a consequence, the entire distribution of the coarse-grained entropy production rather than merely its mean retains spatial and temporal information about the microscopic process. In particular, we obtain a bound on the distribution of the physical entropy production of individual unfolding events.

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arXiv2024

Entropy production from waiting-time distributions for overdamped Langevin dynamics

For a Markovian dynamics on discrete states, the logarithmic ratio of waiting-time distributions between two successive, instantaneous transitions in forward and backward direction is a measure of time-irreversibility. It thus serves as an entropy estimator, which is exact in the case of a uni-cyclic network. We adopt this framework to overdamped Langevin dynamics, where such transitions have finite duration. By introducing milestones based on the observation of a particle at at least three points, we identify an entropy estimator that becomes exact for driven motion along a one-dimensional potential.

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arXiv2024

Nonequilibrium fluctuations of chemical reaction networks at criticality: The Schl\"ogl model as paradigmatic case

Chemical reaction networks can undergo nonequilibrium phase transitions upon variation of external control parameters like the chemical potential of a species. We investigate the flux in the associated chemostats that is proportional to the entropy production and its critical fluctuations within the Schl\"ogl model. Numerical simulations show that the corresponding diffusion coefficient diverges at the critical point as a function of system size. In the vicinity of the critical point, the diffusion coefficient follows a scaling form. We develop an analytical approach based on the chemical Langevin equation and van Kampen's system size expansion that yields the corresponding exponents in the monostable regime. In the bistable regime, we rely on a two-state approximation in order to analytically describe the critical behavior.

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arXiv2023

An estimator of entropy production for partially accessible Markov networks based on the observation of blurred transitions

A central task in stochastic thermodynamics is the estimation of entropy production for partially accessible Markov networks. We establish an effective transition-based description for such networks with transitions that are not distinguishable and therefore blurred for an external observer. We demonstrate that, in contrast to a description based on fully resolved transitions, this effective description is typically non-Markovian at any point in time. Starting from an information-theoretic bound, we derive an operationally accessible entropy estimator for this observation scenario. We illustrate the operational relevance and the quality of this entropy estimator with a numerical analysis of various representative examples.

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arXiv2023

Fluctuating Entropy Production on the Coarse-Grained Level: Inference and Localization of Irreversibility

Stochastic thermodynamics provides the framework to analyze thermodynamic laws and quantities along individual trajectories of small but fully observable systems. If the observable level fails to capture all relevant degrees of freedom, some form of effective, coarse-grained dynamics naturally emerges for which the principles of stochastic thermodynamics generally cease to be applicable straightforwardly. Our work unifies the notion of entropy production along an individual trajectory with that of a coarse-grained dynamics by establishing a framework based on snippets and Markovian events as fundamental building blocks. A key asset of a trajectory-based fluctuating entropy production is the ability to localize individual contributions to the total entropy production in time and space. As an illustration and potential application for inference we introduce a method for the detection of hidden driving. The framework applies equally to even and odd variables and, therefore, includes the peculiar case of entropy production in underdamped Langevin dynamics.

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arXiv2023

Thermodynamically consistent model of an active Ornstein-Uhlenbeck particle

Identifying the full entropy production of active particles is a challenging task. We introduce a microscopic, thermodynamically consistent model, which leads to active Ornstein-Uhlenbeck statistics in the continuum limit. Our minimal model consists of a particle with a fluctuating number of active reaction sites which contribute to its active self-propulsion on a lattice. In addition, the model also takes ordinary thermal noise into account. This approach allows us to identify the full entropy production stemming from both thermal diffusion and active driving. Extant methods based on the comparison of forward and time-reversed trajectory underestimate the physical entropy production when applied to the Langevin equations obtained from our model. Constructing microscopic Markovian models can thus provide a benchmark for determining the entropy production in non-Markovian active systems.

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arXiv2023

Waiting time distributions in hybrid models of motor-bead assays: A concept and tool for inference

In single-molecule experiments, the dynamics of molecular motors are often observed indirectly by measuring the trajectory of an attached bead in a motor-bead assay. In this work, we propose a method to extract the step size and stalling force for a molecular motor without relying on external control parameters. We discuss this method for a generic hybrid model that describes bead and motor via continuous and discrete degrees of freedom, respectively. Our deductions are solely based on the observation of waiting times and transition statistics of the observable bead trajectory. Thus, the method is non-invasive, operationally accessible in experiments and can, in principle, be applied to any model describing the dynamics of molecular motors. We briefly discuss the relation of our results to recent advances in stochastic thermodynamics on inference from observable transitions. Our results are confirmed by extensive numerical simulations for parameters values of an experimentally realized F1-ATPase assay.

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arXiv2022

Time-resolved statistics of snippets as general framework for model-free entropy estimators

Irreversibility is commonly quantified by entropy production. An external observer can estimate it through measuring an observable that is antisymmetric under time-reversal like a current. We introduce a general framework that, inter alia, allows us to infer a lower bound on entropy production through measuring the time-resolved statistics of events with any symmetry under time-reversal, in particular, time-symmetric instantaneous events. We emphasize Markovianity as a property of certain events rather than of the full system and introduce an operationally accessible criterion for this weakened Markov property. Conceptually, the approach is based on snippets as particular sections of trajectories, for which a generalized detailed balance relation is discussed.

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