Linear stochastic system with delay: energy balance and entropy production

Heat flow due to time-delayed feedback

Many stochastic systems in biology, physics and technology involve discrete time delays in the underlying equations of motion, stemming, e. g., from finite signal transmission times, or a time lag between signal detection and adaption of an apparatus. From a mathematical perspective, delayed systems represent a special class of non-Markovian processes with delta-peaked memory kernels. It is well established that delays can induce intriguing behaviour, such as spontaneous oscillations, or resonance phenomena resulting from the interplay between delay and noise. However, the thermodynamics of delayed stochastic systems is still widely unexplored. This is especially true for continuous systems governed by nonlinear forces, which are omnipresent in realistic situations. We here present an analytical approach for the net steady-state heat rate in classical overdamped systems subject to time-delayed feedback. We show that the feedback inevitably leads to a finite heat flow even for vanishingly small delay times, and detect the nontrivial interplay of noise and delay as the underlying reason. To illustrate this point, and to provide an understanding of the heat flow at small delay times below the velocity-relaxation timescale, we compare with the case of underdamped motion where the phenomenon of "entropy pumping" has already been established. Application to an exemplary (overdamped) bistable system reveals that the feedback induces heating as well as cooling regimes and leads to a maximum of the medium entropy production at coherence resonance conditions. These observations are, in principle, measurable in experiments involving colloidal suspensions.

Force-linearization closure for non-Markovian Langevin systems with time delay

This paper is concerned with the Fokker-Planck (FP) description of classical stochastic systems with discrete time delay. The non-Markovian character of the corresponding Langevin dynamics naturally leads to a coupled infinite hierarchy of FP equations for the various n-time joint distribution functions. Here, we present an approach to close the hierarchy at the one-time level based on a linearization of the deterministic forces in all members of the hierarchy starting from the second one. This leads to a closed equation for the one-time probability density in the steady state. Considering two generic nonlinear systems, a colloidal particle in a sinusoidal or bistable potential supplemented by a linear delay force, we demonstrate that our approach yields a very accurate representation of the density as compared to quasiexact numerical results from direct solution of the Langevin equation. Moreover, the results are significantly improved against those from a small-delay approximation and a perturbation-theoretical approach. We also discuss the possibility of accessing transport-related quantities, such as escape times, based on an additional Kramers approximation. Our approach applies to a wide class of models with nonlinear deterministic forces.

Heat dissipation and information flow for delayed bistable Langevin systems near coherence resonance

In this paper, stochastic thermodynamics of delayed bistable Langevin systems near coherence resonance is discussed. We calculate the heat dissipation rate and the information flow of a delayed bistable Langevin system under various noise intensities. Both the heat dissipation rate and the information flow are found to be bell-shaped functions of the noise intensity, which implies that coherence resonance manifests itself in the thermodynamic properties.

The Leaky Integrator with Recurrent Inhibition as a Predictor

The leaky integrator, the basis for many neuronal models, possesses a negative group delay when a time-delayed recurrent inhibition is added to it. By means of this delay, the leaky integrator becomes a predictor for some frequency components of the input signal. The prediction properties are derived analytically, and an application to a local field potential is provided.

Signal prediction by anticipatory relaxation dynamics

Real-time prediction of signals is a task often encountered in control problems as well as by living systems. Here, a parsimonious prediction approach based on the coupling of a linear relaxation-delay system to a smooth, stationary signal is described. The resulting anticipatory relaxation dynamics (ARD) is a frequency-dependent predictor of future signal values. ARD not only approximately predicts signals on average but can anticipate the occurrence of signal peaks, too. This can be explained by recognizing ARD as an input-output system with negative group delay. It is characterized, including its prediction horizon, by its analytically given frequency response function.

Stochastic thermodynamics of Langevin systems under time-delayed feedback control: Second-law-like inequalities

Response lags are generic to almost any physical system and often play a crucial role in the feedback loops present in artificial nanodevices and biological molecular machines. In this paper, we perform a comprehensive study of small stochastic systems governed by an underdamped Langevin equation and driven out of equilibrium by a time-delayed continuous feedback control. In their normal operating regime, these systems settle in a nonequilibrium steady state in which work is permanently extracted from the surrounding heat bath. By using the Fokker-Planck representation of the dynamics, we derive a set of second-law-like inequalities that provide bounds to the rate of extracted work. These inequalities involve additional contributions characterizing the reduction of entropy production due to the continuous measurement process. We also show that the non-Markovian nature of the dynamics requires a modification of the basic relation linking dissipation to the breaking of time-reversal symmetry at the level of trajectories. The modified relation includes a contribution arising from the acausal character of the reverse process. This, in turn, leads to another second-law-like inequality. We illustrate the general formalism with a detailed analytical and numerical study of a harmonic oscillator driven by a linear feedback, which describes actual experimental setups.

Entropy production and fluctuation theorems for Langevin processes under continuous non-Markovian feedback control

Continuous feedback control of Langevin processes may be non-Markovian due to a time lag between the measurement and the control action. We show that this requires one to modify the basic relation between dissipation and time reversal and to include a contribution arising from the noncausal character of the reverse process. We then propose a new definition of the quantity measuring the irreversibility of a path in a nonequilibrium stationary state, which can also be regarded as the trajectory-dependent total entropy production. This leads to an extension of the second law, which takes a simple form in the long-time limit. As an illustration, we apply the general approach to linear systems that are both analytically tractable and experimentally relevant.

Delay-induced transport in a rocking ratchet under feedback control

Based on the Fokker-Planck equation we investigate the transport of an overdamped colloidal particle in a static, asymmetric periodic potential supplemented by a time-dependent, delayed feedback force, F(fc). For a given time t, F(fc) depends on the status of the system at a previous time t-τ(D), with τ(D) being a delay time, specifically on the delayed mean particle displacement (relative to some "switching position"). For nonzero delay times F(fc)(t) develops nearly regular oscillations, generating a net current in the system. Depending on the switching position, this current is nearly as large or even larger than that in a conventional open-loop rocking ratchet. We also investigate thermodynamic properties of the delayed nonequilibrium system and we suggest an underlying Langevin equation which reproduces the Fokker-Planck results.

Stochastic thermodynamics for delayed Langevin systems

We discuss stochastic thermodynamics (ST) for delayed Langevin systems in this paper. By using the general principles of ST, the first-law-like energy balance and trajectory-dependent entropy s(t) can be well defined in a way that is similar to that in a system without delay. Because the presence of time delay brings an additional entropy flux into the system, the conventional second law (Δs(tot))≥0 no longer holds true, where Δs(tot) denotes the total entropy change along a stochastic path and (·) stands for the average over the path ensemble. With the help of a Fokker-Planck description, we introduce a delay-averaged trajectory-dependent dissipation functional η[χ(t)] which involves the work done by a delay-averaged force F(x,t) along the path χ(t) and equals the medium entropy change Δs(m)[x(t)] in the absence of delay. We show that the total dissipation functional R=Δs+η, where Δs denotes the system entropy change along a path, obeys (R)≥0, which could be viewed as the second law in the delayed system. In addition, the integral fluctuation theorem (e(-R))=1 also holds true. We apply these concepts to a linear Langevin system with time delay and periodic external force. Numerical results demonstrate that the total entropy change (Δs(tot)) could indeed be negative when the delay feedback is positive. By using an inversing-mapping approach, we are able to obtain the delay-averaged force F(x,t) from the stationary distribution and then calculate the functional R as well as its distribution. The second law (R)≥0 and the fluctuation theorem are successfully validated.

Stochastic dynamics in systems with unidirectional delay coupling: two-state description

We study stochastic dynamics of two-state particles coupled unidirectionally with delay. We give exact results for the stationary distribution function p(st) and the time correlation function (TCF) when the system consists of two (N=2) and three (N=3) particles. Based on these results, effects of delay are discussed and compared with the N=1 case, studied by Tsimring and Pikovsky [Phys. Rev. Lett. 87, 250602 (2001)]. Next, we consider the general N -particle system, for which we give exact expressions for p(st) and the TCF, which are inferred based on the N=2 and N=3 solutions and then confirmed via detailed arguments. It is pointed out that the stationary state is mapped to Ising spin model with ferro(antiferro)magnetic interaction when delay feedback is positive (negative).