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

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Publication:3388198

DOI10.1063/5.0038740zbMATH Open1467.82067arXiv2006.11212OpenAlexW3153065289MaRDI QIDQ3388198FDOQ3388198


Authors: Wei Zhang Edit this on Wikidata


Publication date: 4 May 2021

Published in: Journal of Mathematical Physics (Search for Journal in Brave)

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.


Full work available at URL: https://arxiv.org/abs/2006.11212




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