Coarse-graining nonequilibrium diffusions with Markov chains
Fuente:
arXiv
Saved in:
| Main Authors: | , , |
|---|---|
| Format: | Preprint |
| Published: |
2025
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| _version_ | 1866916000527548416 |
|---|---|
| author | Nartallo-Kaluarachchi, Ramón Lambiotte, Renaud Goriely, Alain |
| author_facet | Nartallo-Kaluarachchi, Ramón Lambiotte, Renaud Goriely, Alain |
| contents | We investigate nonequilibrium steady-state dynamics in both continuous- and discrete-state stochastic processes. Our analysis focuses on planar diffusion dynamics and their coarse-grained approximations by discrete-state Markov chains. Using finite-volume approximations, we derive an approximate master equation directly from the underlying diffusion and show that this discretisation preserves key features of the nonequilibrium steady-state. In particular, we show that the entropy production rate of the approximation converges as the number of discrete states goes to the limit. These results are illustrated with analytically solvable diffusions and numerical experiments on nonlinear processes, demonstrating how this approach can be used to explore the dependence of the entropy production rate on model parameters. Finally, we address the problem of inferring discrete-state Markov models from continuous stochastic trajectories. We show that discrete-state models significantly underestimate the true entropy production rate. However, we also show that they can provide tests to determine if a stationary planar diffusion is out of equilibrium. This property is illustrated with both simulated data and empirical trajectories from schooling fish. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2511_05366 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Coarse-graining nonequilibrium diffusions with Markov chains Nartallo-Kaluarachchi, Ramón Lambiotte, Renaud Goriely, Alain Statistical Mechanics Dynamical Systems Biological Physics We investigate nonequilibrium steady-state dynamics in both continuous- and discrete-state stochastic processes. Our analysis focuses on planar diffusion dynamics and their coarse-grained approximations by discrete-state Markov chains. Using finite-volume approximations, we derive an approximate master equation directly from the underlying diffusion and show that this discretisation preserves key features of the nonequilibrium steady-state. In particular, we show that the entropy production rate of the approximation converges as the number of discrete states goes to the limit. These results are illustrated with analytically solvable diffusions and numerical experiments on nonlinear processes, demonstrating how this approach can be used to explore the dependence of the entropy production rate on model parameters. Finally, we address the problem of inferring discrete-state Markov models from continuous stochastic trajectories. We show that discrete-state models significantly underestimate the true entropy production rate. However, we also show that they can provide tests to determine if a stationary planar diffusion is out of equilibrium. This property is illustrated with both simulated data and empirical trajectories from schooling fish. |
| title | Coarse-graining nonequilibrium diffusions with Markov chains |
| topic | Statistical Mechanics Dynamical Systems Biological Physics |
| url | https://arxiv.org/abs/2511.05366 |