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Speed limit, dissipation bound and dissipation-time trade-off in thermal relaxation processes

Jie Gu Chengdu Academy of Education Sciences, Chengdu 610036, China [email protected]
Abstract

We investigate bounds on speed, non-adiabatic entropy production and trade-off relation between them for classical stochastic processes with time-independent transition rates. Our results show that the time required to evolve from an initial to a desired target state is bounded from below by the informational-theoretic \infty-Rényi divergence between these states, divided by the total rate. Furthermore, we conjecture and provide extensive numerical evidence for an information-theoretical bound on the non-adiabatic entropy production and a novel dissipation-time trade-off relation that outperforms previous bounds in some cases.

preprint: APS/123-QED

Introduction.— Optimal control of a system’s evolution from an initial to a desired target state is a crucial task [1, 2, 3, 4], with close ties to the optimal transport problem [5, 6]. The definition of “optimal” varies depending on the specific cost function employed, which may include time, energy consumption, dissipation, error, robustness, or trade-offs between them. In addition to optimal control protocols, non-model-specific fundamental bounds on the cost functions are of significant interest [7]. For instance, in quantum systems, rapid state transformations are usually desirable, thereby motivating extensive investigations of the so-called “quantum speed limit” [8, 9, 10]. For a quantum system with a time-independent Hamiltonian HH, the time it needs to evolve from the initial state ρ(i)\rho^{\text{(i)}} to the final state ρ(f)\rho^{\text{(f)}} is bounded from below by (=1\hbar=1)

τmax{(ρ(i),ρ(f))ΔH,22(ρ(i),ρ(f))πH},\tau\geq\max\left\{\frac{\mathcal{L}(\rho^{\text{(i)}},\rho^{\text{(f)}})}{\Delta H},\frac{2\mathcal{L}^{2}(\rho^{\text{(i)}},\rho^{\text{(f)}})}{\pi\langle H\rangle}\right\}, (1)

where (ρ(i),ρ(f))\mathcal{L}(\rho^{\text{(i)}},\rho^{\text{(f)}}) is the Bures angle that quantifies the distance between the endpoints, and ΔH\Delta H and H\langle H\rangle are variance and average of the Hamiltonian, respectively [11, 12].

Recent developments have extended the concept of speed limits to classical stochastic processes, where entropy production plays a crucial role [13, 14, 15, 16, 17]111 There exist alternative speed limits that are not explicitly defined in terms of entropy production. For instance, the relevant quantity could be the rate of change in the information content [66, 67], the entropy flux [68], or the dynamical activity [69]. . For Markovian stochastic processes with given initial and final probability distributions 𝒑(i)\bm{p}^{\text{(i)}} and 𝒑(f)\bm{p}^{\text{(f)}}, speed limits can be expressed as a trade-off between entropy production Σ\Sigma and time duration τ\tau given by (kB=1k_{\text{B}}=1)

Σf𝒑(i)𝒑(f)(τ),\Sigma\geq{f_{\bm{p}^{\text{(i)}}\to\bm{p}^{\text{(f)}}}(\mathcal{R}\tau)}, (2)

where ff is a monotonically decreasing function of τ\mathcal{R}\tau. The subscript 𝒑(i)𝒑(f)\bm{p}^{\text{(i)}}\to\bm{p}^{\text{(f)}} denotes the dependence of the function on the endpoints, and \mathcal{R} quantifies the system’s timescale. This inequality encompasses the following three important cases in the literature.

In generic processes entropy production can be split into adiabatic and non-adiabatic (Hatano-Sasa [19]) contributions [20]. The former persists even when the probability distribution equals the instantaneous steady state, while the latter arises from deviations from this state. It was reported that non-adiabatic entropy production Σna\Sigma_{\text{na}} is lower-bounded by (referred to as activity bound) [15, 16]

ΣΣna2(𝒑(i),𝒑(f))2𝒜τ,\Sigma\geq\Sigma_{\text{na}}\geq\frac{\mathcal{L}^{2}(\bm{p}^{\text{(i)}},\bm{p}^{\text{(f)}})}{2\mathcal{A}\tau}, (3)

where (𝒑(i),𝒑(f))\mathcal{L}(\bm{p}^{\text{(i)}},\bm{p}^{\text{(f)}}) represents the total-variation distance between endpoints and 𝒜\mathcal{A} denotes time-averaged dynamical activity [21].

In the quasi-static limit with τ\tau\to\infty, the time-averaged dynamical activity becomes time-independent, resulting in an inequality Σna𝒪(1/τ)\Sigma_{\text{na}}\geq\mathcal{O}(1/\tau). This observation bears resemblance to the result for slow but finite-time Markovian stochastic processes [22, 23, 24, 25, 26], where the entropy production bound is given by ΣT2/τ\Sigma\geq{\mathcal{L}_{\text{T}}^{2}}/{\tau}. Here T\mathcal{L}_{\text{T}} denotes the thermodynamic length [27, 28, 29, 30, 31, 32, 33, 34, 35, 36, 37, 38, 39, 40, 41, 42, 43, 44], which already encodes the information about the time scale derived from the transition rates.

For relaxation processes with a time-independent transition rate matrix satisfying the detailed balance condition, the general dissipation-time trade-off relation Eq. (2) is superseded by a simpler τ\tau-independent bound [45]

ΣD1(𝒑(i)𝒑(f)),\Sigma\geq D_{1}(\bm{p}^{\text{(i)}}\|\bm{p}^{\text{(f)}}), (4)

where D1(𝒑(i)𝒑(f))D_{1}(\bm{p}^{\text{(i)}}\|\bm{p}^{\text{(f)}}) is the 11-Rényi divergence [46, 47], also known as Kullback-Leibler divergence or relative entropy [48]. Since the bound is independent of time duration, the trade-off between dissipation and evolution time is, in fact, concealed. In the context of this kind of simple but important processes, i.e., relaxation processes with time-independent transition rates where the detailed balance condition is not necessarily met [49], three natural questions arise. First, given the similarity between a quantum process with a time-independent Hamiltonian and a thermodynamic process with a time-independent transition matrix, one may wonder whether there exists a speed limit analogous to Eq. (1), where the bound is given by the distance between the endpoints divided by a timescale constant 222There exists a relevant speed limit for open quantum systems governed by a Markovian quantum master equation [70]. Surprisingly, the bound therein only involves the initial state and the dynamical map.. Second, it is tempting to see whether Eq. (4) also holds for the non-adiabatic entropy production. Third, one may inquire the trade-off relation in the form of Eq. (2), if any, between dissipation and time in these relaxation processes. Specifically, it is desirable to obtain a suitable timescale constant.

In this Letter, we answer these three questions and show that the relevant timescale constant is the total rate, i.e., the sum of all positive transition rates. We also demonstrate with examples that our new dissipation-time trade-off relation outperforms previous bounds.

Speed limit.— Consider a stochastic Markov jump process with finite NN states. The dynamics of the probability distribution 𝒑=[p1,p2,,pN]T{\bm{p}}=[p_{1},p_{2},\ldots,p_{N}]^{\text{T}} is described by a Pauli master equation [49]

dpmdt=nWmnpn,\frac{\text{d}{p}_{m}}{\text{d}t}=\sum_{n}W_{mn}p_{n}, (5)

where pmp_{m} is the probability of state mm, Wmn(mn)W_{mn}(m\neq n) is the time-independent transition rate from state nn to mm, and Wmm=n,nmWnmW_{mm}=-\sum_{n,n\neq m}W_{nm}. For later use, we define the total rate as

𝒲=mnWmn=Tr𝐖.\mathcal{W}=\sum_{m\neq n}W_{mn}=-\mathrm{Tr}\mathbf{W}. (6)

In experiments, the transition rate matrix and its trace can be inferred from trajectory data [51]. Provided that the Markov chain is ergodic, a steady state distribution 𝒑(ss)\bm{p}^{\text{(ss)}} is expected, satisfying nWmnpn(ss)=0\sum_{n}W_{mn}p_{n}^{\text{(ss)}}=0. Steady states can be divided into two categories depending on whether they meet the detailed balance condition, Wmnpn(ss)=Wnmpm(ss)W_{mn}p_{n}^{\text{(ss)}}=W_{nm}p_{m}^{\text{(ss)}}, which is not assumed throughout this Letter. The total entropy production Σ\Sigma consists of an adiabatic contribution and a non-adiabatic one, both of which are non-negative. Given an initial state 𝒑(i)\bm{p}^{\text{(i)}} and a target state 𝒑(f)\bm{p}^{\text{(f)}}, the non-adiabatic entropy production is given by [52, 15]

Σna=D1(𝒑(i)𝒑(ss))D1(𝒑(f)𝒑(ss)),\Sigma_{\text{na}}=D_{1}(\bm{p}^{\text{(i)}}\|\bm{p}^{\text{(ss)}})-D_{1}(\bm{p}^{\text{(f)}}\|\bm{p}^{\text{(ss)}}), (7)

where D1(𝒑𝒒)=npnln(pn/qn){D}_{1}(\bm{p}\|\bm{q})=\sum_{n}p_{n}\ln(p_{n}/q_{n}) is the 11-Rényi divergence between the two probability distributions [46, 47, 48]. For arbitrary dynamics, ΣΣna\Sigma\geq\Sigma_{\text{na}}, and the equality is attained when the detailed balance condition is satisfied. Notably, the detailed balance condition is always fulfilled in two-state systems.

The fixed endpoints impose constraints on the transition rate matrix 𝑾\bm{W}, but generally do not uniquely determine it. The choice of 𝑾\bm{W} affects the magnitude of entropy Σ\Sigma and Σna\Sigma_{\text{na}} produced by the stochastic process connecting the same endpoints over time τ\tau. For two-state systems, the steady state 𝒑(ss)\bm{p}^{\text{(ss)}} is uniquely determined, with p1(ss)p_{1}^{\text{(ss)}} expressible in terms of 𝒲τ\mathcal{W}\tau as 333See the Supplemental Material for derivation of Eq. (8) and the code to verify Eqs. (11) and (13).

p1(ss)=p1(i)+p1(f)p1(i)1e𝒲τ,p_{1}^{\text{(ss)}}=p_{1}^{\text{(i)}}+\frac{p_{1}^{\text{(f)}}-p_{1}^{\text{(i)}}}{1-e^{-\mathcal{W}\tau}}, (8)

with p2(ss)=1p1(ss)p_{2}^{\text{(ss)}}=1-p_{1}^{\text{(ss)}}.

By substituting Eq. (8) into (7), it can be observed that, given the endpoints, the non-adiabatic entropy production in a two-state system is a monotonically decreasing function of 𝒲τ\mathcal{W}\tau. See the inset of Fig. 1 (c). In other words, the Σ\Sigma versus 𝒲τ\mathcal{W}\tau curve indicates a trade-off between entropy production and time duration, and is bounded by a vertical and a horizontal asymptote. The horizontal asymptote signifies that the minimum of the entropy production is reached when 𝒲τ\mathcal{W}\tau\to\infty. In this limit, 𝒑(ss)=𝒑(f)\bm{p}^{\text{(ss)}}=\bm{p}^{\text{(f)}}, so Eq. (7) implies that the minimum entropy production is given by (4).

It is unphysical for the population p1ssp_{1}^{\text{ss}} to be 0 or 11, as this would require one of the transition rates to vanish. Combining Eq. (8) with this constraint (0<p1(ss)<10<p^{\text{(ss)}}_{1}<1), we obtain a speed limit represented by the vertical asymptote, i.e., a lower bound for the evolution time τ\tau:

τ>max{ln(p1(i)/p1(f)),ln(p2(i)/p2(f))}𝒲.\tau>\frac{\max\{\ln(p_{1}^{\text{(i)}}/p_{1}^{\text{(f)}}),\ln(p_{2}^{\text{(i)}}/p_{2}^{\text{(f)}})\}}{\mathcal{W}}. (9)

The numerator coincides with the \infty-Rényi divergence, defined as D(𝒑𝒒)=maxn{lnpn/qn}D_{\infty}(\bm{p}\|\bm{q})=\max_{n}\left\{\ln{p_{n}}/{q_{n}}\right\} [46, 47]. Specifically, the lower bound on evolution time is given by the quotient of the \infty-Rényi divergence between the two endpoints and the total rate of transitions 𝒲\mathcal{W}.

This lower bound reflects an information-theoretical limit on speed in two-state systems; hence, it is relevant to examine whether this bound can be extended to generic NN-state systems. The answer is affirmative. We state our main result here while deferring the proof to the end of the Letter: the time it needs to evolve from the initial state 𝒑(i)\bm{p}^{\text{(i)}} to the final state 𝒑(f)\bm{p}^{\text{(f)}} is bounded from below by

τ>D(𝒑(i)𝒑(f))𝒲,\tau>\frac{D_{\infty}(\bm{p}^{\text{(i)}}\|\bm{p}^{\text{(f)}})}{\mathcal{W}}, (10)

where D(𝒑(i)𝒑(f))D_{\infty}(\bm{p}^{\text{(i)}}\|\bm{p}^{\text{(f)}}) is the \infty-Rényi divergence between the distributions 𝒑(i)\bm{p}^{\text{(i)}} and 𝒑(f)\bm{p}^{\text{(f)}}, and 𝒲\mathcal{W} is the total rate. Remarkably, this lower bound on evolution time resembles the distance-based formulation in Eq. (1), where a constant rate characterizes the timescale. It is noteworthy that the \infty-Rényi divergence plays a significant role in the resource theory of thermodynamics [54, 55, 47], and its application to speed limits highlights its versatility and significance in various physical contexts. If 𝒑(f)=𝒑(ss)\bm{p}^{\text{(f)}}=\bm{p}^{\text{(ss)}}, the time it needs to reach the steady state is infinite, so this bound is trivially satisfied. When the final state 𝒑(f)\bm{p}^{\text{(f)}} is not of full rank, both the \infty-Rényi divergence and the bound of time diverge. This is a manifestation of the third law of thermodynamics, which states that non-full rank states cannot be attained in finite time [56].

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(a)
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(b)
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(c)
Figure 1: (a) Σna(τ)/D1(𝒑(i),𝒑(f))\Sigma_{\text{na}}(\tau)/D_{1}(\bm{p}^{\text{(i)}},\bm{p}^{\text{(f)}}) represented by black dots and Σna(τ/2)/D1(𝒑(i),𝒑(f))\Sigma_{\text{na}}(\tau/2)/D_{1}(\bm{p}^{\text{(i)}},\bm{p}^{\text{(f)}}) represented by gray circles. (b) Non-adiabatic entropy production Σna\Sigma_{\text{na}} vs. corresponding two-state entropy production ΣΩi\Sigma_{\Omega_{i}}. The inset depicts a schematic of the pseudo-coarse-graining procedure. (c) Non-adiabatic entropy production Σna\Sigma_{\text{na}} vs. dimensionless time duration 𝒲τ\mathcal{W}\tau, with the endpoints fixed. The inset presents the two-state curves for different partitioning schemes, and the horizontal and vertical dashed lines represent the asymptotes. In both (a) and (b), there are 10510^{5} data points, with each generated as follows. An initial three-state probability distribution is sampled randomly, together with a transition rate matrix with positive entries drawn uniformly from [0,1][0,1]. An evolution time τ\tau is also drawn uniformly from [0,1][0,1], then the state at t=τ/2t=\tau/2 and the final state are calculated. Using Eq. (7), we compute the non-adiabatic entropy production Σna(τ/2)\Sigma_{\text{na}}(\tau/2) and Σna(τ)\Sigma_{\text{na}}(\tau). We then randomly partition the states into two disjoint nonempty sets and use Eqs. (8) and (7) to calculate ΣΩi\Sigma_{\Omega_{i}}. In (c) there are 40000 data points, each corresponding to a transition from 𝒑(i)=[0.5,0.3,0.2]T\bm{p}^{\text{(i)}}=[0.5,0.3,0.2]^{\text{T}} to 𝒑(f)=[0.6,0.22,0.18]T\bm{p}^{\text{(f)}}=[0.6,0.22,0.18]^{\text{T}} with different 𝑾\bm{W} and τ\tau obtained as follows: We randomly select a transition rate matrix 𝑾\bm{W} and an evolution time τ\tau as initial guesses and minimize the total-variation distance between exp(𝑾τ)𝒑(i)\exp(\bm{W}\tau)\bm{p}^{\text{(i)}} and 𝒑(f)\bm{p}^{\text{(f)}} with the error threshold set to 10610^{-6}. The optimal values of 𝑾\bm{W} and τ\tau are then used to calculate and plot the non-adiabatic entropy production as a function of 𝒲τ\mathcal{W\tau}.

Information-theoretical bound on non-adiabatic entropy production.— Building upon the information-theoretical bound on entropy production described in Ref. [45] for systems with detailed balance, we extend our findings to scenarios without detailed balance. Our second result introduces a conjecture (referred to as divergence bound):

ΣnaD1(𝒑(i)𝒑(f)).\Sigma_{\text{na}}\geq D_{1}(\bm{p}^{\text{(i)}}\|\bm{p}^{\text{(f)}}). (11)

This conjecture, presented as an extension of Eq. (4), suggests a lower bound on the non-adiabatic entropy production given by the 11-Rényi divergence between the endpoints. Fig. 1(a) provides numerical evidence for three-state systems to support it, and the code used to generate numerical verification for other numbers of states can be found in the Supplemental Material [53]. In fact we confirm a tighter bound, Σna(τ/2)D1(𝒑(i)𝒑(f))\Sigma_{\text{na}}(\tau/2)\geq D_{1}(\bm{p}^{\text{(i)}}\|\bm{p}^{\text{(f)}}), where Σna(τ/2)\Sigma_{\text{na}}(\tau/2) represents the non-adiabatic entropy production during the time interval [0,τ/2][0,\tau/2], which strengthens our conjecture. Our findings have implications for the excess entropy production Σex\Sigma_{\text{ex}}, which is defined by a variational principle and is always greater than Σna\Sigma_{\text{na}} [57, 58]. As a consequence, we observe the following relationships:

Σex(τ)Σex(τ/2)D1(𝒑(i)𝒑(f)),\Sigma_{\text{ex}}(\tau)\geq\Sigma_{\text{ex}}(\tau/2)\geq D_{1}(\bm{p}^{\text{(i)}}\|\bm{p}^{\text{(f)}}), (12)

as reported in Refs. [57, 58].

Trade-off between dissipation and time.— Let us state the third main result: for NN-state dynamics evolving from 𝒑(i)\bm{p}^{\text{(i)}} to 𝒑(f)\bm{p}^{\text{(f)}} during τ\tau with an total rate 𝒲\mathcal{W}, the conjecture is that the entropy production Σ\Sigma is bounded from below by (referred to as trade-off bound)

ΣnaΣΩi(𝒲τ)i=1,2,,SN(2).\Sigma_{\text{na}}\geq\Sigma_{\Omega_{i}}(\mathcal{W}\tau)\quad i=1,2,\ldots,S_{N}^{(2)}. (13)

Here , ΣΩi(𝒲τ)\Sigma_{\Omega_{i}}(\mathcal{W}\tau) is the entropy production of two-state dynamics obtained from a pseudo-coarse-graining procedure as follows: partition the set of NN states into two nonempty sets where the first set is denoted by Ωi\Omega_{i}, then we have the two endpoints 𝑷Ωi(i)=[nΩipn(i),1nΩipn(i)]T\bm{P}_{\Omega_{i}}^{\text{(i)}}=[\sum_{n\in{\Omega_{i}}}p_{n}^{\text{(i)}},1-\sum_{n\in{\Omega_{i}}}p_{n}^{\text{(i)}}]^{\text{T}} to 𝑷Ωi(f)=[nΩipn(f),1nΩipn(f)]T\bm{P}_{\Omega_{i}}^{\text{(f)}}=[\sum_{n\in{\Omega_{i}}}p_{n}^{\text{(f)}},1-\sum_{n\in{\Omega_{i}}}p_{n}^{\text{(f)}}]^{\text{T}}. We then use Eq. (8) to find the steady state distribution, where 𝒲\mathcal{W} and τ\tau of the original NN-state dynamics are used. The entropy production of the two-state dynamics is obtained by substituting the steady state distribution into (7). The inset of Fig. 1(b) gives a schematic of the pseudo-coarse-graining procedure for three states. As shown in the upper panel, the system evolves from 𝒑(i)=[0.5,0.17,0.33]T\bm{p}^{\text{(i)}}=[0.5,0.17,0.33]^{\text{T}} to 𝒑(f)=[0.1,0.4,0.5]T\bm{p}^{\text{(f)}}=[0.1,0.4,0.5]^{\text{T}}, visually depicted by bars of varying colors and lengths. There are three partitioning schemes and the lower panel shows one in which the second and third state are grouped together, resulting in 𝑷Ω1(i)=[0.5,0.5]T\bm{P}_{\Omega_{1}}^{\text{(i)}}=[0.5,0.5]^{\text{T}} and 𝑷Ω1(i)=[0.1,0.9]T\bm{P}_{\Omega_{1}}^{\text{(i)}}=[0.1,0.9]^{\text{T}}. Given NN states, we have SN(2)S_{N}^{(2)} different ways of partitioning the NN states into two nonempty sets, where SN(2)S_{N}^{(2)} is the Stirling number of the second kind [59]. Explicitly, SN(2)=2N11S_{N}^{(2)}=2^{N-1}-1. For example, four states can be partitioned in S4(2)=7S_{4}^{(2)}=7 ways, where Ωi={1},{2},{3},{4},{1,2},{1,3},{1,4}\Omega_{i}=\{1\},\{2\},\{3\},\{4\},\{1,2\},\{1,3\},\{1,4\}, with the elements in each set being the indices of states. Thus, there are SN(2)S_{N}^{(2)} different two-state bounds in total, jointly bounding Σna\Sigma_{\text{na}}. As discussed above, these two-state bounds are monotonically decreasing function of 𝒲τ\mathcal{W}\tau, which has the form of Eq. (2), with 𝒲\mathcal{W} playing the role of \mathcal{R}. We stress that the two-state dynamics cannot be obtained from the standard coarse-graining procedure [60, 61]: the population PΩ(t){P}_{\Omega}(t) is in general not equal to nΩpn(t)\sum_{n\in\Omega}p_{n}(t) except at the two endpoints; the transition rate matrix for each two-state dynamics is time-independent, and its entries are not simple linear combinations of the original transition rates. In the following, we consider the three-state case as an example, and numerical evidence to support Eq. (13) for other numbers of states can be generated using the code in the Supplemental Material [53].

As a direct verification of the inequality (13), Fig. 1(b) shows a plot of the non-adiabatic entropy production Σna\Sigma_{\text{na}}, versus the corresponding two-state ΣΩi\Sigma_{\Omega_{i}}. All data points lie above the diagonal, confirming the new bound given by (13). In the long-τ\tau limit, the entropy production of the two-state dynamics is D1(𝑷Ωi(i)𝑷Ωi(f))D_{1}(\bm{P}_{\Omega_{i}}^{\text{(i)}}\|\bm{P}_{\Omega_{i}}^{\text{(f)}}). By applying the theorem that refinement cannot decrease divergence [62], which is essentially the log-sum inequality, this quantity is not greater than D1(𝒑(i)𝒑(f)){D}_{1}(\bm{p}^{\text{(i)}}\|\bm{p}^{\text{(f)}}) and also Σna\Sigma_{\text{na}}. This leads to two questions: (1) Can the bound ever be saturated, as it is not evident from Fig. 1(a)? (2) Is the new bound ever tighter than the divergence bound and the activity bound, or is it otherwise redundant?

There are at least two simple cases in which the bound is (nearly) saturated. By examining the condition for equality in the log-sum inequality, it can be observed that as long as a subset Ω\Omega of the states such that pm(i)/pm(ss)p^{\text{(i)}}_{m}/p^{\text{(ss)}}_{m} are equal for all mΩm\in\Omega, the bound is saturated in the long-τ\tau limit. Another scenario in which the bound is nearly saturated throughout the entire process is when all the N2N-2 states’ initial populations and the transition rates between them are vanishingly small, effectively reducing the dynamics to only two states. This case also partially addresses the second question, as the divergence bound is not generally saturated. The superiority of the new bound over the previous bounds is also evident in nontrivial cases, as will be seen in Figs. 1(c) and Fig. 2. We will also prove that there always exists a parameter range in which the trade-off bound outperforms the divergence bound for any given pair of endpoints.

Fig. 1 (c) displays a representative scenario where the endpoints are given and fixed, while also demonstrating universal behavior. Eqs. (4), (11) and (13) jointly bound Σna\Sigma_{\text{na}}, as represented by the shaded area. The trade-off between dissipation and evolution time quantified by Eq. (13) is clearly exemplified in this figure. It demonstrates that, when the endpoints are fixed, faster state transformations are accompanied by larger amounts of dissipation. As shown in the inset, each pseudo-coarse-grained two-state dynamics also has a speed limit, and the log-sum inequality implies that it is not greater than the speed limit of the NN-state dynamics. The vertical asymptote of the two-state curve for Ω3\Omega_{3} is exactly the speed limit for three states, and this is not a coincidence. For any given pair of endpoints, there must be at least one two-state curve whose vertical asymptote coincides with the genuine speed limit for NN states. Thus, there must exist a parameter range in which the trade-off bound outperforms the divergence bound.

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Figure 2: Non-adiabatic entropy production Σna\Sigma_{\text{na}}, corresponding divergence bound (4), activity bound (3) and the trade-off bound (13) as a function of the dimensionless time 𝒲t\mathcal{W}t. There are three ways to partition a set with three states: one of the two nonempty set is Ωi={1},{2}\Omega_{i}=\{1\},\{2\} and {3}\{3\}, respectively.

Fig. 2 shows the entropy production Σ\Sigma and the corresponding divergence bound, activity bound and the new bound, as a function of the dimensionless time 𝒲t\mathcal{W}t for a representative case, whose initial distribution and transition rate matrix (in arbitrary units) are given by

𝒑(i)=[1/31/31/3]T,𝑾=[1.600.200.100.700.800.700.900.600.80].\begin{aligned} &\bm{p}^{\text{(i)}}=\begin{bmatrix}1/3&1/3&1/3\end{bmatrix}^{\text{T}},\\ &\bm{W}=\begin{bmatrix}-1.60&0.20&0.10\\ 0.70&-0.80&0.70\\ 0.90&0.60&-0.80\end{bmatrix}\end{aligned}. (14)

At each time instant tt, we calculate the instantaneous distribution 𝒑(t)=exp(𝑾t)𝒑(i)\bm{p}(t)=\exp(\bm{W}t)\bm{p}^{\text{(i)}}, and calculate the divergence bound and the new bound using corresponding equations by replacing 𝒑(f)\bm{p}^{\text{(f)}} therein with 𝒑(t)\bm{p}(t). The time-averaged dynamical activity is calculated using Eq. (8) in Ref. [15], with the upper bound of the integral set to tt. Hence, the time derivative of the divergence bound, the activity bound and the new bound cannot be regarded as entropy production rate, and are not guaranteed to be non-negative. The divergence bound is initially loose but saturates as tt\to\infty as expected. The activity bound has a much better performance than the divergence bound in the beginning but gradually loses its advantage. The activity bound even decreases as the steady state is approached, showing the expected 1/τ1/\tau asymptotic behavior as previously mentioned. The new bound with Ω1={1}\Omega_{1}=\{1\} has a performance that is almost all the time better than both the divergence bound and the activity bound. As discussed above, in the long time limit the divergence bound’s performance should be the best as it saturates. For this special case, the trade-off bound is almost as good, as can be numerically verified. The steady state distribution is 𝒑(ss)=[0.086,0.467,0.447]T\bm{p}^{\text{(ss)}}=[0.086,0.467,0.447]^{\text{T}} , and the divergence bound is 0.24050.2405. The trade-off bound in the long-time limit is given by the divergence between [1/3,2/3]T[1/3,2/3]^{\text{T}} and [0.086,0.914]T[0.086,0.914]^{\text{T}}, which is 0.24030.2403.

Proof of the speed limit.—Let us prove that Eq. (10) gives a speed limit for relaxation processes in generic NN-state systems, where the denominator is still the total rate 𝒲Tr𝑾\mathcal{W}\equiv-\operatorname{Tr}\bm{W}, i.e., the sum of all the positive rates. First of all, let us divide [0,τ][0,\tau] into 𝒦1\mathcal{K}\gg 1 intervals so a time sequence t0=0<<tk<<t𝒦=τt_{0}=0<\ldots<t_{k}<\ldots<t_{\mathcal{K}}=\tau is obtained. Consider an arbitrarily selected infinitesimal interval [tk,tk+1][t_{k},t_{k+1}], then the master equation (5) gives

δpm(k)=(tk+1tk)nWmnpn(k),\delta p_{m}^{(k)}=(t_{k+1}-t_{k})\sum_{n}W_{mn}p^{(k)}_{n}, (15)

where δpm(k)=pm(k+1)pm(k)\delta p_{m}^{(k)}=p_{m}^{(k+1)}-p_{m}^{(k)}. Without loss of generality, we assume the state ll satisfies ln(pl(k)/pl(k+1))=maxn{ln(pn(k)/pn(k+1))}\ln\big{(}p_{l}^{(k)}/p_{l}^{(k+1)}\big{)}=\max\limits_{n}\big{\{}\ln\big{(}p_{n}^{(k)}/p_{n}^{(k+1)}\big{)}\big{\}}. Therefore,

tk+1tk=δpl(k)Wllpl(k)+nlWlnpn(k).t_{k+1}-t_{k}=\frac{\delta p_{l}^{(k)}}{W_{ll}p_{l}^{(k)}+\sum_{n\neq l}W_{ln}p_{n}^{(k)}}. (16)

If the sum of all positive rates is fixed, it is not hard to see that if Wll=𝒲W_{ll}=-\mathcal{W} with all the other transition rates vanishing, tk+1tkt_{k+1}-t_{k} reaches the minimum,

tk+1tkδpl(k)(𝒲)pl(k)\displaystyle t_{k+1}-t_{k}\geq\frac{\delta p_{l}^{(k)}}{(-\mathcal{W})p_{l}^{(k)}} 1𝒲lnpl(k)pl(k+1)\displaystyle\approx\frac{1}{\mathcal{W}}\ln\frac{p_{l}^{(k)}}{p_{l}^{(k+1)}} (17)
=1𝒲max1nN{lnpn(k)pn(k+1)},\displaystyle=\frac{1}{\mathcal{W}}\max_{1\leq n\leq N}\left\{\ln\frac{p_{n}^{(k)}}{p_{n}^{(k+1)}}\right\},

where \approx is exact to first order in δpl(k)/pl(k)\delta p_{l}^{(k)}/p_{l}^{(k)}. Technically speaking, the equality is not achievable in physical processes because Wll=𝒲W_{ll}=-\mathcal{W} is impractical.

Summing over kk results in

𝒲τ>k=0𝒦1max1nN{lnpn(k)pn(k+1)}.\mathcal{W}\tau>\sum_{k=0}^{\mathcal{K}-1}\max_{1\leq n\leq N}\left\{\ln\frac{p_{n}^{(k)}}{p_{n}^{(k+1)}}\right\}. (18)

The inequality that the maximum of sum is at most the sum of maxima gives

k=0𝒦1max1nN{lnpn(k)pn(k+1)}\displaystyle\sum_{k=0}^{\mathcal{K}-1}\max_{1\leq n\leq N}\left\{\ln\frac{p_{n}^{(k)}}{p_{n}^{(k+1)}}\right\} >max1nN{k=0𝒦1lnpn(k)pn(k+1)}\displaystyle>\max_{1\leq n\leq N}\left\{\sum_{k=0}^{\mathcal{K}-1}\ln\frac{p_{n}^{(k)}}{p_{n}^{(k+1)}}\right\} (19)
=max{ln(pn(i)/pn(f))}.\displaystyle=\max\{\ln({p_{n}^{\text{(i)}}}/{p_{n}^{\text{(f)}})}\}.

Combining with (18) completes the proof.

Conclusion.— We present a speed limit, a bound on the non-adiabatic entropy production and a trade-off relation between dissipation and evolution time for time-independent relaxation processes. Our result in Eq. (10) resembles the quantum speed limit (1) and indicates that the minimum transition time from an initial to a target state is constrained by the ratio of their \infty-Rényi divergence to the total rate. Eq. (11) gives a lower bound on the non-adiabatic entropy production in terms of 11-Rényi divergence. Furthermore, Eq. (13), implicitly in the form of (2), reveals a new trade-off between dissipation and time that surpasses the divergence bound for certain parameters. Given successful quantum extensions of both divergence and activity bounds [63, 64, 65, 6], we anticipate that our results can also be generalized to quantum settings.

Acknowledgment.— We thank Naoto Shiraishi and anonymous referees for valuable comments and discussions.

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Appendix A Supplemental Materials: Speed limit, dissipation bound and dissipation-time trade-off in thermal relaxation processes

Appendix B Derivation of Eq. (8)

Consider a two-state systems, where for simplicity we define k1=W21k_{1}=W_{21} and k2=W12k_{2}=W_{12}. The transition rate matrix can then be represented as:

𝑾=[k1k2k1k2].\bm{W}=\begin{bmatrix}-k_{1}&k_{2}\\ k_{1}&-k_{2}\end{bmatrix}. (S1)

The two eigenstates λn\lambda_{n} and right-eigenvectors 𝜼n\bm{\eta}_{n} (n=1,2n=1,2) are, respectively,

λ1=0,λ2=𝒲,𝒲=(k1+k2)\lambda_{1}=0,\quad\lambda_{2}=-\mathcal{W},\quad\mathcal{W}=\left(k_{1}+k_{2}\right) (S2)

and

𝜼1=[p1(ss)1p1(ss)],𝜼2=[11].\bm{\eta}_{1}=\left[\begin{array}[]{c}p_{1}^{\text{(ss)}}\\ 1-p_{1}^{\text{(ss)}}\end{array}\right],\quad\bm{\eta}_{2}=\left[\begin{array}[]{c}1\\ -1\end{array}\right]. (S3)

By utilizing the eigenvalue method for solving systems of ordinary differential equations, we obtain

{𝒑(i)=c1𝜼1+c2𝜼2𝒑(f)=c1𝜼1+c2eλ2τ𝜼2\left\{\begin{aligned} &\bm{p}^{\text{(i)}}=c_{1}\bm{\eta}_{1}+c_{2}\bm{\eta}_{2}\\ &\bm{p}^{\text{(f)}}=c_{1}\bm{\eta}_{1}+c_{2}e^{\lambda_{2}\tau}\bm{\eta}_{2}\end{aligned}\right. (S4)

Given the two endpoints, solving the linear equations gives the steady states expressed in terms of 𝒲τ\mathcal{W}\tau,

p1(ss)=p1(i)+p1(f)p1(i)1e𝒲τ,p_{1}^{\text{(ss)}}=p_{1}^{\text{(i)}}+\frac{p_{1}^{\text{(f)}}-p_{1}^{\text{(i)}}}{1-e^{-\mathcal{W}\tau}}, (S5)

with p2(ss)=1p1(ss)p_{2}^{\text{(ss)}}=1-p_{1}^{\text{(ss)}}.

Appendix C Code for verifying Eqs. (11) and (13)

{python}

import numpy as np from scipy.linalg import expm, eig from scipy import special, stats import matplotlib.pyplot as plt plt.rcParams[’font.family’] = ’Times New Roman’ plt.rcParams[’mathtext.fontset’] = ’cm’ plt.rc(’text’, usetex=True)

def compute_steady_state_distribution(transition_matrix): ””” Computes the steady state distribution.

Args: transition_matrix (numpy.ndarray): The transition matrix of the Markov chain.

Returns: numpy.ndarray: The steady state distribution of the Markov chain. ””” eigen_values, eigen_vectors = eig(transition_matrix) idx = eigen_values.argsort()[::-1] eigen_values = eigen_values[idx] eigen_vectors = eigen_vectors[:, idx] steady_state_distribution = eigen_vectors[:, 0].real steady_state_distribution = steady_state_distribution / steady_state_distribution.sum() return steady_state_distribution

def compute_entropy_production(dimension): ””” Computes the non-adiabatic entropy production and bounds.

Args: dimension (int): number of states (dimension of transition rate matrix).

Returns: list: A list containing two entropy productions. ””” initial_distribution = np.random.rand(dimension) initial_distribution = initial_distribution / initial_distribution.sum() tau = 1.0 * np.random.rand() transition_matrix = np.zeros((dimension, dimension)) for j in range(dimension): for i in range(dimension): if i != j: transition_matrix[i][j] = np.random.rand() transition_matrix[j][j] = -transition_matrix[:, j].sum() final_distribution = np.matmul(expm(transition_matrix * tau), initial_distribution) mid_distribution = np.matmul(expm(transition_matrix * tau/2.0), initial_distribution) steady_state_distribution = compute_steady_state_distribution(transition_matrix) entropy_production = stats.entropy(initial_distribution, steady_state_distribution) - stats.entropy(final_distribution, steady_state_distribution) entropy_production_mid = stats.entropy(initial_distribution, steady_state_distribution) - stats.entropy(mid_distribution, steady_state_distribution) KL = stats.entropy(initial_distribution, final_distribution) # pseudo-coarse-grained (PCG) dyamics num = int(1 + (dimension - 1) * np.random.rand()) PCG_initial_distribution = initial_distribution[:num].sum() PCG_initial_distribution = np.array([PCG_initial_distribution, 1 - PCG_initial_distribution]) PCG_final_distribution = final_distribution[:num].sum() PCG_final_distribution = np.array([PCG_final_distribution, 1 - PCG_final_distribution]) PCG_steady_state_distribution_1 = PCG_initial_distribution[0] + (PCG_final_distribution[0] - PCG_initial_distribution[0]) / (1 - np.exp(transition_matrix.trace() * tau)) PCG_steady_state_distribution_2 = 1.0 - PCG_steady