Characterising the nonequilibrium stationary states of Ornstein-Uhlenbeck processes

TL;DR

This paper characterizes the nonequilibrium stationary states of multivariate Ornstein-Uhlenbeck processes, deriving explicit formulas for key quantities and illustrating them with models like spin systems and electrical circuits.

Contribution

It provides closed-form expressions for entropy production and fluctuation ratios in linear Langevin systems, extending understanding of irreversibility in such processes.

Findings

Stationary state of the spin model is independent of asymmetry on a ring.

Entropy production rate scales linearly with size in RL networks.

In RC networks, entropy production grows quadratically, violating extensivity.

Abstract

We characterise the nonequilibrium stationary state of a generic multivariate Ornstein-Uhlenbeck process involving $N$ degrees of freedom. The irreversibility of the process is encoded in the antisymmetric part of the Onsager matrix. The linearity of the Langevin equations allows us to derive closed-form expressions in terms of the latter matrix for many quantities of interest, including the entropy production rate and the fluctuation-dissipation ratio matrix. This general setting is then illustrated by two classes of systems. First, we consider the one-dimensional ferromagnetic Gaussian spin model endowed with a stochastic dynamics where spatial asymmetry results in irreversibility. The stationary state on a ring is independent of the asymmetry parameter, whereas it depends continuously on the latter on an open chain. Much attention is also paid to finite-size effects, especially near the critical point. Second, we consider arrays of resistively coupled electrical circuits. The entropy production rate is evaluated in the regime where the local temperatures of the resistors have small fluctuations. For $RL$ networks the entropy production rate grows linearly with the size of the array. For $RC$ networks a quadratic growth law violating extensivity is predicted.