Irreversible Circulation of Fluctuation and Entropy Production

TL;DR

This paper investigates entropy production in stochastic processes described by master and Fokker-Planck equations, proposing a path weight principle to reconcile their entropy expressions and connect them to thermodynamics.

Contribution

It introduces the path weight principle to align entropy production calculations between master and Fokker-Planck equations, bridging discrete and continuous descriptions.

Findings

The entropy production for the master equation matches thermodynamic expressions.

The discrepancy between master and Fokker-Planck entropy is addressed by the path weight principle.

Modified Fokker-Planck entropy expression agrees with the master equation for specific systems.

Abstract

Physical and chemical stochastic processes described by the master equation are investigated. In this paper, we examine the entropy production both for the master equation and for the corresponding Fokker-Planck equation. For the master equation, the exact expression of the entropy production was recently derived by Gaspard using the Kolmogorov-Sinai entropy ({\em J.Stat.Phys.}, \textbf{117} (2004), 599; [Errata; \textbf{126} (2006), 1109 ]). Although Gaspard's expression is derived from a stochastic consideration, it should be noted that Gaspard's expression conincides with the thermodynamical expression. For the corresponding Fokker-Planck equation, by using the detailed imbalance relation which appears in the derivation process of the fluctuation theorem through the Onsger-Machlup theory, the entropy production is expressed in terms of the {\em irreversible circulation of fluctuation}, which was proposed by Tomita and Tomita ({\em Prog.Theor.Phys.}, \textbf{51} (1974), 1731). However, this expression for the corresponding Fokker-Planck equation differs from that of the entropy production for the master equation. This discrepancy is due to the difference between the master equation and the corresponding Fokker-Planck equation, namely the former treats discrete events, but the latter equation is an approximation of the former one. In fact, in the latter equation, the original discrete events are smoothed out. To overcome this difficulty, we propose the {\em path weight principle}. By using this principle, the modified expression of the entropy production for the corresponding Fokker-Planck equation coincides with that of the master equation (i.e., the thermodynamical expression) for a simple chemical reaction system and a diffusion system.