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We connect two recent advances in the stochastic analysis of nonequilibrium systems: the (loose) uncertainty principle for the currents, which states that statistical errors are bounded by thermodynamic dissipation; and the analysis of thermodynamic consistency of the currents in the light of symmetries. Employing the large deviation techniques presented in [Gingrich et al., Phys. Rev. Lett. 2016] and [Pietzonka et al., Phys. Rev. E 2016], we provide a short proof of the loose uncertainty principle, and prove a tighter uncertainty relation for a class of thermodynamically consistent currents $J$. Our bound involves a measure of partial entropy production, that we interpret as the least amount of entropy that a system sustaining current $J$ can possibly produce, at a given steady state. We provide a complete mathematical discussion of quadratic bounds which allows to determine which are optimal, and finally we argue that the relationship for the Fano factor of the entropy production rate $\mathrm{var}\, \sigma / \mathrm{mean}\, \sigma \geq 2$ is the most significant realization of the loose bound. We base our analysis both on the formalism of diffusions, and of Markov jump processes in the light of Schnakenberg's cycle analysis., Comment: 13 pages, 4 figures

Near equilibrium, where all currents of a system vanish on average, the fluctuation-dissipation relation (FDR) connects a current's spontaneous fluctuations with its response to perturbations of the conjugate thermodynamic force. Out of equilibrium, fluctuation-response relations generally involve additional nondissipative contributions. Here, in the framework of stochastic thermodynamics, we show that an equilibrium-like FDR holds for internally equilibrated currents, if the perturbing conjugate force only affects the microscopic transitions that contribute to the current. We discuss the physical requirements for the validity of our result and apply it to nano-sized electronic devices., Comment: In this revised version of our manuscript, we generalized our result and improved the presentation in order to emphasize its physical significance. The mathematical details of the proof of our main results have been moved to a supplementary material. Keywords: nonequilibrium & irreversible thermodynamics; fluctuation-dissipation theorems

Phenomenological nonequilibrium thermodynamics describes how fluxes of conserved quantities such as matter, energy and charge flow from outer reservoirs across a system, and how they irreversibly degrade from one form to another. Stochastic thermodynamics is formulated in terms of probability fluxes circulating in the system's configuration space. The consistency of the two frameworks is granted by the condition of local detailed balance, which specifies the amount of physical quantities exchanged with the reservoirs during single transitions between configurations. We demonstrate that the topology of the configuration space crucially determines the number of independent thermodynamic affinities (forces) that the reservoirs generate across the system, and provide a general algorithm that produces the fundamental affinities and their conjugate currents contributing to the total dissipation, based on the interplay between macroscopic conservations laws for the currents and microscopic symmetries of the affinities., Comment: 5 pages, 1 figure

We study the effect of intrinsic noise on the thermodynamic balance of complex chemical networks subtending cellular metabolism and gene regulation. A topological network property called deficiency, known to determine the possibility of complex behavior such as multistability and oscillations, is shown to also characterize the entropic balance. In particular, only when deficiency is zero does the average stochastic dissipation rate equal that of the corresponding deterministic model, where correlations are disregarded. In fact, dissipation can be reduced by the effect of noise, as occurs in a toy model of metabolism that we employ to illustrate our findings. This phenomenon highlights that there is a close interplay between deficiency and the activation of new dissipative pathways at low molecule numbers., Comment: 10 Pages, 6 figures

We provide an exact expression for the statistics of the fluxes of Markov jump processes at all times, improving on asymptotic results from large deviation theory. The main ingredient is a generalization of the BEST theorem in enumeratoric graph theory to Eulerian tours with open ends. In the long-time limit we reobtain Sanov's theorem for Markov processes, which expresses the exponential suppression of fluctuations in terms of relative entropy. The finite-time power-law term, increasingly important with the system size, is a spanning-tree determinant that, by introducing Grassmann variables, can be absorbed into the effective Lagrangian of a Fermionic ghost field on a metric space, coupled to a gauge potential. With reference to concepts in nonequilibrium stochastic thermodynamics, the metric is related to the dynamical activity that measures net communication between states, and the connection is made to a previous gauge theory for diffusion processes., Comment: 22 pages

We derive the statistics of the efficiency under the assumption that thermodynamic fluxes fluctuate with normal law, parametrizing it in terms of time, macroscopic efficiency, and a coupling parameter $\zeta$. It has a peculiar behavior: No moments, one sub- and one super-Carnot maxima corresponding to reverse operating regimes (engine/pump), the most probable efficiency decreasing in time. The limit $\zeta\to 0$ where the Carnot bound can be saturated gives rise to two extreme situations, one where the machine works at its macroscopic efficiency, with Carnot limit corresponding to no entropy production, and one where for a transient time scaling like $1/\zeta$ microscopic fluctuations are enhanced in such a way that the most probable efficiency approaches Carnot at finite entropy production., Comment: 5+4 pages, 4 figures. Title modified

We introduce the Fisher information in the basis of decay modes of Markovian dynamics, arguing that it encodes important information about the behavior of nonequilibrium systems. In particular we generalize an orthonormality relation between decay eigenmodes of detailed balanced systems to normal generators that commute with their time-reversal. Viewing such modes as tangent vectors to the manifold of statistical distributions, we relate the result to the choice of a coordinate patch that makes the Fisher-Rao metric Euclidean at the steady distribution, realizing a sort of statistical equivalence principle. We then classify nonequilibrium systems according to their spectrum, showing that a degenerate Fisher matrix is the signature of the insurgence of a class of dynamical phase transitions between nonequilibrium regimes, characterized by level crossing and power-law decay in time of suitable order parameters. An important consequence is that normal systems cannot manifest critical behavior. Finally, we study the Fisher matrix of systems with time-scale separation., Comment: 9 pages, 1 figure. Edited version of arXiv:1105.4134

We prove a transient fluctuation theorem for the currents for continuous-time Markov jump processes with stationary rates, generalizing an asymptotic result by Andrieux and Gaspard [J. Stat. Phys. 127, 107 (2007)] to finite times. The result is based on a graph theoretical decomposition in cycle currents and an additional set of tidal currents that characterize the transient relaxation regime. The tidal term can then be removed by a preferred choice of a suitable initial equilibrium ensemble, a result that provides the general theory for the fluctuation theorem without ensemble quantities recently addressed in [Phys. Rev. E 89, 052119 (2014)]. As an example we study the reaction network of a simple stochastic chemical engine, and finally we digress on general properties of fluctuation relations for more complex chemical reaction networks., Comment: 19 pages, 2 figures. Sign error corrected in Eq.(50) and following

It is well known that the edge vector space of an oriented graph can be decomposed in terms of cycles and cocycles (alias cuts, or bonds), and that a basis for the cycle and the cocycle spaces can be generated by adding and removing edges to an arbitrarily chosen spanning tree. In this paper we show that the edge vector space can also be decomposed in terms of cycles and the generating edges of cocycles (called cochords), or of cocycles and the generating edges of cycles (called chords). From this observation follows a construction in terms of oblique complementary projection operators. We employ this algebraic construction to prove several properties of unweighted Kirchhoff-Symanzik matrices, encoding the mutual superposition between cycles and cocycles. In particular, we prove that dual matrices of planar graphs have the same spectrum (up to multiplicities). We briefly comment on how this construction provides a refined formalization of Kirchhoff's mesh analysis of electrical circuits, which has lately been applied to generic thermodynamic networks.

In this and a companion paper we outline a general framework for the thermodynamic description of open chemical reaction networks, with special regard to metabolic networks regulating cellular physiology and biochemical functions. We first introduce closed networks "in a box", whose thermodynamics is subjected to strict physical constraints: the mass-action law, elementarity of processes, and detailed balance. We further digress on the role of solvents and on the seemingly unacknowledged property of network independence of free energy landscapes. We then open the system by assuming that the concentrations of certain substrate species (the chemostats) are fixed, whether because promptly regulated by the environment via contact with reservoirs, or because nearly constant in a time window. As a result, the system is driven out of equilibrium. A rich algebraic and topological structure ensues in the network of internal species: Emergent irreversible cycles are associated to nonvanishing affinities, whose symmetries are dictated by the breakage of conservation laws. These central results are resumed in the relation $a + b = s^Y$ between the number of fundamental affinities $a$, that of broken conservation laws $b$ and the number of chemostats $s^Y$. We decompose the steady state entropy production rate in terms of fundamental fluxes and affinities in the spirit of Schnakenberg's theory of network thermodynamics, paving the way for the forthcoming treatment of the linear regime, of efficiency and tight coupling, of free energy transduction and of thermodynamic constraints for network reconstruction., Comment: 18 pages

"Ceci n'est pas une pipe" wrote Ren\'e Magritte on what was only the representation of a pipe. Phenomena and their physical descriptions differ, and in particular the laws ruling the former might enjoy symmetries that have to be spent to attain the latter. So, inertial frames are necessary to draw numbers out of Newtonian mechanics and confront with experiment, but ultimately the laws of mechanics are independent of reference frames. Generalizing work done in Ref. [M. Polettini, EPL 97 (2012) 30003] to continuous systems, we discuss from a foundational point of view how subjectivity in the choice of reference prior probability is a (gauge) symmetry of thermodynamics. In particular, a change of priors corresponds to a change of coordinates. Employing an approach based on the stochastic thermodynamics of continuous state-space diffusion processes, we discuss the difference between thermostatic and thermodynamic observables and show that, while the quantification of entropy depends on priors, the second law of thermodynamics is formulated in terms of invariant quantities, in particular the curvature of the thermodynamic force (gauge potential), which we calculate in a few examples of processes led by different nonequilibrium mechanisms., Comment: 6 pages

We challenge claims that the principle of maximum entropy production produces physical phenomenological relations between conjugate currents and forces, even beyond the linear regime, and that currents in networks arrange themselves to maximize entropy production as the system approaches the steady state. In particular: (1) we show that Ziegler's principle of thermodynamic orthogonality leads to stringent reciprocal relations for higher order response coefficients, and in the framework of stochastic thermodynamics, we exhibit a simple explicit model that does not satisfy them; (2) on a network, enforcing Kirchhoff's current law, we show that maximization of the entropy production prescribes reciprocal relations between coarse-grained observables, but is not responsible for the onset of the steady state, which is rather due to the minimum entropy production principle., Comment: 21 pages

Statistical agencies and other institutions collect data under the promise to protect the confidentiality of respondents. When releasing microdata samples, the risk that records can be identified must be assessed. To this aim, a widely adopted approach is to isolate categorical variables key to the identification and analyze multi-way contingency tables of such variables. Common disclosure risk measures focus on sample unique cells in these tables and adopt parametric log-linear models as the standard statistical tools for the problem. Such models often have to deal with large and extremely sparse tables that pose a number of challenges to risk estimation. This paper proposes to overcome these problems by studying nonparametric alternatives based on Dirichlet process random effects. The main finding is that the inclusion of such random effects allows us to reduce considerably the number of fixed effects required to achieve reliable risk estimates. This is studied on applications to real data, suggesting, in particular, that our mixed models with main effects only produce roughly equivalent estimates compared to the all two-way interactions models, and are effective in defusing potential shortcomings of traditional log-linear models. This paper adopts a fully Bayesian approach that accounts for all sources of uncertainty, including that about the population frequencies, and supplies unconditional (posterior) variances and credible intervals., Comment: Published at http://dx.doi.org/10.1214/15-AOAS807 in the Annals of Applied Statistics (http://www.imstat.org/aoas/) by the Institute of Mathematical Statistics (http://www.imstat.org)

We show via counterexamples that relative entropy between the solution of a Markovian master equation and the steady state is not a convex function of time. We thus let down a curtain on a possible formulation of a principle of thermodynamics regarding decrease of the nonadiabatic entropy production. However, we argue that a large separation of typical decay times is necessary for nonconvex solutions to occur, making concave transients extremely short-lived with respect to the main relaxation modes. We describe a general method based on the Fisher information matrix to discriminate between generators that do and don't admit nonconvex solutions. While initial conditions leading to concave transients are shown to be extremely fine-tuned, by our method we are able to select nonconvex initial conditions that are arbitrarily close to the steady state. Convexity does occur when the system is close to satisfy detailed balance, or more generally when certain normality conditions of the decay modes are satisfied. Our results circumscribe the range of validity of a conjecture proposed by Maes et al. [Phys. Rev. Lett. 107, 010601 (2011)] regarding monotonicity of the large deviation rate functional for the occupation probability (dynamical activity), showing that while the conjecture might still hold in the long time limit, the dynamical activity is not a Lyapunov function., Comment: 11 pages, 3 figures

We propose a Langevin equation for systems in an environment with nonuniform temperature. At odds with an older proposal, ours admits a locally Maxwellian steady state, local equipartition holds and for detailed-balanced (reversible) systems statistical and physical entropies coincide. We describe its thermodynamics, which entails a generalized version of the First Law and Clausius's characterization of reversibility. Finally, we show that a Brownian particle constrained into a smooth curve behaves according to our equation, as if experiencing nonuniform temperature.

Statistical invariance of Wiener increments under SO(n) rotations provides a notion of gauge transformation of state-dependent Brownian motion. We show that the stochastic dynamics of non gauge-invariant systems is not unambiguously defined. They typically do not relax to equilibrium steady states even in the absence of extenal forces. Assuming both coordinate covariance and gauge invariance, we derive a second-order Langevin equation with state-dependent diffusion matrix and vanishing environmental forces. It differs from previous proposals but nevertheless entails the Einstein relation, a Maxwellian conditional steady state for the velocities, and the equipartition theorem. The over-damping limit leads to a stochastic differential equation in state space that cannot be interpreted as a pure differential (Ito, Stratonovich or else). At odds with the latter interpretations, the corresponding Fokker-Planck equation admits an equilibrium steady state; a detailed comparison with other theories of state-dependent diffusion is carried out. We propose this as a theory of diffusion in a heat bath with varying temperature. Besides equilibrium, a crucial experimental signature is the non-uniform steady spatial distribution., Comment: 24 pages

We assume that markovian dynamics on a finite graph enjoys a gauge symmetry under local scalings of the probability density, derive the transformation law for the transition rates and interpret the thermodynamic force as a gauge potential. A widely accepted expression for the total entropy production of a system arises as the simplest gauge-invariant completion of the time derivative of Gibbs's entropy. We show that transition rates can be given a simple physical characterization in terms of locally-detailed-balanced heat reservoirs. It follows that Clausius's measure of irreversibility along a cyclic transformation is a geometric phase. In this picture, the gauge symmetry arises as the arbitrariness in the choice of a prior probability. Thermostatics depends on the information that is disposable to an observer; thermodynamics does not., Comment: 6 pages. Non-fatal errors in eq.(6), eq.(26) and eq.(31) have been amended

On networks representing probability currents between states of a system, we generalize Schnakenberg's theory of nonequilibrium observables to nonsteady states, with the introduction of a new set of macroscopic observables that, for planar graphs, are related by a duality. We apply this duality to the linear regime, obtaining a dual proposition for the minimum entropy production principle, and to discrete electromagnetism, finding that it exchanges fields with sources. We interpret duality as reversing the role of system and environment, and discuss generalization to nonplanar graphs. The results are based on two theorems regarding the representation of bilinear and quadratic forms over the edge vector space of an oriented graph in terms of observables associated to cycles and cocycles., Comment: 13 pages, 2 figures

In an essential and quite general setup, based on networks, we identify Schnakenberg's observables as the constraints that prevent a system from relaxing to equilibrium, showing that, in the linear regime, steady states satisfy a minimum entropy production principle. The result is applied to master equation systems, opening a new path to a well-known version of the principle regarding invariant states. Moreover, with the aid of a simple example, the principle is shown to conform to Prigogine's original formulation. Finally, we discuss analogies and differences with a recently proposed maximum entropy production principle., Comment: 10 pages, 1 figure. Published version

We generalize an orthonormality relation between decay eigenmodes of equilibrium systems to nonequilibrium markovian generators which commute with their time-reversal. Viewing such modes as tangent vectors to the manifold of statistical ensembles, we relate the result to the choice of a coordinate patch which makes the Fisher-Rao metric euclidean at the invariant state, realizing a sort of statistical equivalence principle. Finally, we classify nonequilibrium systems according to their spectrum, arguing that a degenerate Fisher matrix is a signature of the insurgence of a class of phase transitions between nonequilibrium regimes. We exhibit an order parameter with power-law critical decay and prove divergent correlations between suitable unbiased estimators., Comment: This paper has been withdrawn by the author. New vastly revised version of this paper: Fisher information of Markovian decay modes - Nonequilibrium equivalence principle, dynamical phase transitions and coarse graining, arXiv:1409.4193