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Time-symmetric current and its fluctuation response relation around nonequilibrium stalling stationary state

Naoto Shiraishi Department of Physics, Gakushuin University, 1-5-1 Mejiro, Toshima-ku, Tokyo 171-8588, Japan
Abstract

We propose a time-symmetric counterpart of the current in stochastic thermodynamics named time-symmetric current. This quantity is defined with empirical measures and thus is symmetric under time reversal, while its ensemble average reproduces the amount of average current. We prove that this time-symmetric current satisfies the fluctuation-response relation in the conventional form with sign inversion. Remarkably, this fluctuation-response relation holds not only around equilibrium states but also around nonequilibrium stationary states if observed currents stall. The obtained relation also serves as an experimental tool for calculating the value of a bare transition rate by measuring only time-integrated empirical measures.

preprint: APS/123-QEDpreprint: APS/123-QED

Introduction.— The fluctuation-response relation is one of the most important relations in nonequilibrium statistical mechanics, which reveals a nontrivial connection between the equilibrium fluctuation of currents and the response of current to external perturbations. This relation was first discovered by Johnson Joh28 in experiments of electrical conduction, and then theoretically derived by Nyquist Nyq28 from the consistency with the second law of thermodynamics. The Kubo formula Kub57 can be understood as a refinement of the fluctuation-response relation from a microscopic viewpoint.

The extension and generalization of the fluctuation-response relation to nonequilibrium stationary systems have been investigated intensively. Various formal extensions have been widely investigated by e.g., replacing the time-evolution operator or the initial distribution YK67 ; Aga72 ; TT74 ; HT82 ; PJP09 ; SS10 ; CGH21 (see recent reviews EMbook ; Mar08 ; CG11 ; BM13 ; Mae20 and references therein). The fluctuation theorem ECM93 ; GC95 ; Kur98 ; Mae99 ; Jar97 is sometimes regarded as a generalization of the fluctuation-response relation to processes far from equilibrium. Another interesting generalization is seen in the Harada-Sasa relation HS05 , in which the violation of the fluctuation-response relation in Langevin systems is directly related to the stationary heat dissipation. The thermodynamic uncertainty relation BS15 ; Ging16 ; GRH17 is now understood as a kind of inequality between the fluctuation and the response to perturbations DS20 ; LGU20 ; KS20 ; Shi21 ; DS21 . The trade-off inequality between heat current and entropy production SST16 ; SS19 can also be understood as a generalization of the fluctuation-response relation to nonequilibrium regimes. Investigation of equalities and inequalities generalizing the fluctuation-response relation based on stochastic thermodynamics have continued APE16 ; OGH20 .

Previous studies mostly concern the fluctuation and the response of time-antisymmetric quantities such as currents, which are easily connected to thermodynamic irreversibility. Instead, we here consider the fluctuation and the response of time-symmetric quantities. Two prominent examples of time-symmetric quantities are the empirical measure (staying time at a given state) and activity (the number of jumps), which have been mentioned as key quantities to understand nonequilibrium stationary systems RM07 ; Maes1 ; Maes2 ; Mae20 . Equilibrium systems are characterized solely by the ratio of forward and backward transition rates due to the detailed-balance condition. By contrast, nonequilibrium stationary systems are sensitive to e.g., coefficients of transition rates and escape rates, which are quantified by time-symmetric quantities. In fact, several relations for nonequilibrium stationary systems accompany the empirical measure DV75 ; Shi13 ; BFG15 ; MNW08 ; MN14 and the activity Maes1 ; Maes2 ; Gar07 ; LAW07 ; BT12 ; Shi21 . A few studies MW06 ; Mae20b tried to find out fluctuation-response relations on time-symmetric quantities, though these quantities are not so simple. Despite their importance, the physical role of time-symmetric quantities has still not been fully understood.

In this Letter, we propose a novel time-symmetric quantity, a time-symmetric current, which is constructed with empirical measures. Despite its time-symmetric property, the time-symmetric current also behaves as a kind of current in that its ensemble average is equal to the conventional current. We prove that the time-symmetric current satisfies the fluctuation-response relation in the conventional form with sign inversion. Interestingly, this fluctuation-response relation holds not only around equilibrium systems but also around nonequilibrium stationary systems if the observed current stalls.

The obtained relation can be transformed into an expression of activity, or a bare single transition rate, only in terms of cumulative empirical measures. Recent experiments on molecular motors KSS14 ; NT21 find that not the ratio of transition rates but the value of a single transition rate plays an important role to understand the specialty of molecular motors. Our result may help to evaluate a single transition rate and reveal its roles in experiments.

Setup and main result.— We consider stationary continuous-time Markov jump processes on discrete states in 0tτ0\leq t\leq\tau. We finally take the long-time limit τ\tau\to\infty. The time evolution of the probability distribution 𝒑\bm{p} follows the master equation

ddt𝒑(t)=R𝒑(t),\frac{d}{dt}\bm{p}(t)=R\bm{p}(t), (1)

where RR is a transition matrix. We assume the local detailed-balance condition, which leads to the expression of the entropy production rate σ˙(t)\dot{\sigma}(t) as

σ˙(t)=i,jRijpj(t)lnRijpj(t)Rjipi(t).\dot{\sigma}(t)=\sum_{i,j}R_{ij}p_{j}(t)\ln\frac{R_{ij}p_{j}(t)}{R_{ji}p_{i}(t)}. (2)

Let τ\left\langle\cdot\right\rangle^{\tau} be an ensemble average of an observable in the stationary state in the time interval 0tτ0\leq t\leq\tau. The bracket without superscript \left\langle\cdot\right\rangle represents its long-time average: X^:=limτ1τX^τ\langle\hat{X}\rangle:=\lim_{\tau\to\infty}\frac{1}{\tau}\langle\hat{X}\rangle^{\tau}.

The cumulative current from a state ii to another state jj, defined as 𝒥^ij:=n^ijn^ji\hat{{\cal J}}_{ij}:=\hat{n}_{ij}-\hat{n}_{ji}, is a key time-antisymmetric quantity in stochastic thermodynamics, where n^ij\hat{n}_{ij} is the number of jumps from the state jj to ii. Analogously to this, we introduce a key quantity named cumulative time-symmetric current ^ij\hat{{\cal I}}_{ij}, which is a current-like but time-symmetric quantity defined as

^ij:=Rijτ^jRjiτ^i.\hat{{\cal I}}_{ij}:=R_{ij}\hat{\tau}_{j}-R_{ji}\hat{\tau}_{i}. (3)

Here, τ^i:=0τ𝑑tδw(t),wi\hat{\tau}_{i}:=\int_{0}^{\tau}dt\delta_{w(t),w_{i}} is the empirical staying time (see Fig. 1). The current and the time-symmetric current have the same ensemble average

Jij:=𝒥^ij=^ij=:Iij.J_{ij}:=\langle\hat{{\cal J}}_{ij}\rangle=\langle\hat{{\cal I}}_{ij}\rangle=:I_{ij}. (4)

On the other hand, under the time-reversal of trajectories (ΓΓ\Gamma\to\Gamma^{\dagger}), the current changes its sign, 𝒥(Γ)=𝒥(Γ){\cal J}(\Gamma^{\dagger})=-{\cal J}(\Gamma), while the time-symmetric current is kept invariant, (Γ)=(Γ){\cal I}(\Gamma^{\dagger})={\cal I}(\Gamma).

Refer to caption
Figure 1: (a): Example of a state space of Markov jump processes on five states labeled from 1 to 5. We here consider ^13\hat{{\cal I}}_{13}. The corresponding edge is drawn in red. (b): Example of a trajectory Γ\Gamma in this Markov process. The sums of lines with dark orange and light orange represent τ^3\hat{\tau}_{3} and τ^1\hat{\tau}_{1}, respectively. Using these two quantities, the value of ^13\hat{{\cal I}}_{13} is determined.

We consider time-symmetric thermodynamic currents Ia:=(i,j)dijaIij=(i,j)dijaJijI_{a}:=\sum_{(i,j)}d^{a}_{ij}I_{ij}=\sum_{(i,j)}d^{a}_{ij}J_{ij} with general weights dijad^{a}_{ij}. Its conjugate force hah_{a} satisfies σ˙=ahaIa=ahaJa\dot{\sigma}=\sum_{a}h_{a}I_{a}=\sum_{a}h_{a}J_{a}, where we set the Boltzmann constant to unity and aa is a label of the types of currents. Note that ^ij\hat{{\cal I}}_{ij} and ^a:=(i,j)dija^ij\hat{{\cal I}}_{a}:=\sum_{(i,j)}d^{a}_{ij}\hat{{\cal I}}_{ij} depend on 𝒉\bm{h} through the transition rates RijR_{ij} and RjiR_{ji}. Manifesting the 𝒉\bm{h}-dependence of them, we also express ^ij,𝒉\hat{{\cal I}}_{ij,\bm{h}} and ^a,𝒉\hat{{\cal I}}_{a,\bm{h}}.

The conventional fluctuation-response relation reads haJa=12(𝒥^a)2\partial_{h_{a}}J_{a}=\frac{1}{2}\langle(\hat{{\cal J}}_{a})^{2}\rangle around equilibrium states, and is recently extended to nonequilibrium stationary states with stalling JaJ_{a} in a microscopic sense (i.e., Jij=0J_{ij}=0 for all i,ji,j with nonzero dijad^{a}_{ij}APE16 . Analogously, we find a fluctuation-response relation for a time-symmetric current

^a,𝒉𝒉ha|𝒉=𝒉=12(^a,𝒉)2𝒉,\left.\frac{\partial\langle\hat{{\cal I}}_{a,\bm{h}^{*}}\rangle_{\bm{h}}}{\partial h_{a}}\right|_{\bm{h}=\bm{h}^{*}}=-\frac{1}{2}\langle(\hat{{\cal I}}_{a,\bm{h}^{*}})^{2}\rangle_{\bm{h}^{*}}, (5)

which is valid around any equilibrium states and nonequilibrium stalling states. This is our main result of this Letter. Here, 𝒉\bm{h}^{*} is a parameter where the current JaJ_{a} stalls in the microscopic sense, and 𝒉\langle\cdot\rangle_{\bm{h}} is the stationary ensemble average with the parameter 𝒉\bm{h}. We remark that the left derivative only concerns the path probabilities and does not touch the observable ^a\hat{{\cal I}}_{a}. The relation (5) suggests that the time-symmetric current defined as Eq. (3) is a reasonable time-symmetric counterpart of the current JJ.

Refer to caption
Figure 2: State space of the toy model. An enzyme E involves two different reaction paths: E\leftrightarrowEA\leftrightarrowEP\leftrightarrowE and E\leftrightarrowEB\leftrightarrowEP\leftrightarrowE. Two substances, A and B, and a product, P, are supplied from three different chemical baths. We also label the four states, E, EA, EP, and EB as 1,2,3, and 4.

Demonstration with a toy model.— We here numerically demonstrate the validity of Eq. (5) in a simple stationary chemical-reaction model. Consider an enzyme E which generates a product P in two different ways: consuming a substrate A or another substrate B in chemical baths. Two reaction networks are expressed as (see Fig. 2)

E(+A) \leftrightarrow EA \leftrightarrow EP \leftrightarrow E(+P),
E(+B) \leftrightarrow EB \leftrightarrow EP \leftrightarrow E(+P).

The reactions E(+A)\leftrightarrowEA, E(+B)\leftrightarrowEB, and E(+P)\leftrightarrowEP are driven by the chemical baths of A, B, and P, respectively, and the reactions EA\leftrightarrowEP and EB\leftrightarrowEP are driven by a heat bath. For brevity, we label four states E, EA, EP, and EB as 1, 2, 3, and 4, respectively.

We set transition rates of this model as R21=2R_{21}=2, R12=2R_{12}=2, R32=R23=kR_{32}=R_{23}=k, R31=1R_{31}=1, R13=2eh/2R_{13}=2e^{-h/2}, R43=3R_{43}=3, R34=2R_{34}=2, R41=rR_{41}=r, and R14=2R_{14}=2 with h=0h=0 and take the time-scale separation limit kk\to\infty first, so that the probability distribution between states 2 and 3 is always in local equilibrium. We examine the relation (5) for a time-symmetric current from 1 to 3. We compute three quantities; the minus of the left-hand side and the right-hand side of Eq. (5) (i.e., 12^312𝒉\frac{1}{2}\langle\hat{{\cal I}}_{31}^{2}\rangle_{\bm{h}^{*}} and x31^31,𝒉𝒉-\partial_{x_{31}}\langle\hat{{\cal I}}_{31,\bm{h}}\rangle_{\bm{h}^{*}}), and the current from 11 to 33 with changing the value of rr.

The results are plotted in Fig. 3, where the orange, blue, and green graphs represent the values of 12^312𝒉\frac{1}{2}\langle\hat{{\cal I}}_{31}^{2}\rangle_{\bm{h}^{*}}, x31^31,𝒉𝒉-\partial_{x_{31}}\langle\hat{{\cal I}}_{31,\bm{h}}\rangle_{\bm{h}^{*}}, and J31J_{31}, respectively. These graphs clearly show that although both sides of Eq. (5) take different values in general, they coincide if the current between 11 and 33 vanishes (i.e., r=3r=3; the dashed line in Fig. 3), which confirms the validity of Eq. (5). We remark that the system is in a nonequilibrium stationary state, not in equilibrium, at r=3r=3.

Refer to caption
Figure 3: Plots of 12^312𝒉\frac{1}{2}\langle\hat{{\cal I}}_{31}^{2}\rangle_{\bm{h}^{*}}(orange), x31^31,𝒉𝒉-\partial_{x_{31}}\langle\hat{{\cal I}}_{31,\bm{h}}\rangle_{\bm{h}^{*}}(blue), and J31J_{31}(green) with respect to a parameter rr in the toy model. The edge between 1 and 3 stalls at k=3k=3, and at this time 12^312𝒉\frac{1}{2}\langle\hat{{\cal I}}_{31}^{2}\rangle_{\bm{h}^{*}} and x31^31,𝒉𝒉-\partial_{x_{31}}\langle\hat{{\cal I}}_{31,\bm{h}}\rangle_{\bm{h}^{*}} take the same value.

Theoretical background of Eq. (5).— The fluctuation-response relation (5) is derived from that for a single edge and double edges, which are the fundamental relations in the theoretical aspect. We suppose that we can solely change the strength of driving from ii to jj, that is, the transition rates RjiR_{ji} and RijR_{ij}. We employ a set of parameters on each edge 𝒙\bm{x} such that xijln(Rij/Rji)=1\partial_{x_{ij}}\ln({R_{ij}}/{R_{ji}})=1. The time-symmetric current ^ij,𝒙\hat{{\cal I}}_{ij,\bm{x}} is defined in a similar manner to ^ij,𝒉\hat{{\cal I}}_{ij,\bm{h}}.

Let 𝒙\bm{x}^{*} be a parameter with which the probability current between ii and jj stalls: Jij(𝒙)=Rij(𝒙)pjss(𝒙)Rji(𝒙)piss(𝒙)=0J_{ij}(\bm{x}^{*})=R_{ij}(\bm{x}^{*})p^{\rm ss}_{j}(\bm{x}^{*})-R_{ji}(\bm{x}^{*})p^{\rm ss}_{i}(\bm{x}^{*})=0. Here, 𝒑ss(𝒙)\bm{p}^{\rm ss}(\bm{x}) is the stationary probability distribution at the parameter 𝒙\bm{x}. We emphasize that the system at 𝒙=𝒙\bm{x}=\bm{x}^{*} may have finite currents except the edge ijij and thus is in a highly nonequilibrium steady state in general. In this setting, we have the following fluctuation-response relation around the stalling state with 𝒙=𝒙\bm{x}=\bm{x}^{*}:

^ij,𝒙𝒙xij|𝒙=𝒙\displaystyle\left.\frac{\partial\langle\hat{{\cal I}}_{ij,\bm{x}^{*}}\rangle_{\bm{x}}}{\partial x_{ij}}\right|_{\bm{x}=\bm{x}^{*}} =12^ij,𝒙2𝒙,\displaystyle=-\frac{1}{2}\langle\hat{{\cal I}}_{ij,\bm{x}^{*}}^{2}\rangle_{\bm{x}^{*}}, (6)
^kl,𝒙𝒙xij+^ij,𝒙𝒙xkl|𝒙=𝒙\displaystyle\frac{\partial\langle\hat{{\cal I}}_{kl,\bm{x}^{*}}\rangle_{\bm{x}}}{\partial x_{ij}}+\left.\frac{\partial\langle\hat{{\cal I}}_{ij,\bm{x}^{*}}\rangle_{\bm{x}}}{\partial x_{kl}}\right|_{\bm{x}=\bm{x}^{*}} =^ij,𝒙^kl,𝒙𝒙.\displaystyle=-\langle\hat{{\cal I}}_{ij,\bm{x}^{*}}\hat{{\cal I}}_{kl,\bm{x}^{*}}\rangle_{\bm{x}^{*}}. (7)

Using haln(Rij/Rji)=dija{\partial_{h_{a}}}\ln(R_{ij}/R_{ji})=d^{a}_{ij}, above relations directly imply the main result (5). We shall prove Eqs. (6) and (7) at the end of this Letter. Note that if the system is around equilibrium, the counterpart of the Onsager reciprocity relation xij^kl,𝒙𝒙=xkl^ij,𝒙𝒙\partial_{x_{ij}}\langle\hat{{\cal I}}_{kl,\bm{x}^{*}}\rangle_{\bm{x}}=\partial_{x_{kl}}\langle\hat{{\cal I}}_{ij,\bm{x}^{*}}\rangle_{\bm{x}} is also satisfied.

Determining bare transition rate and activity.— The obtained fluctuation-response relation (6) leads to the detection of a bare transition rate (and activity) by quantifying empirical measures. To demonstrate this, we construct the following quantity named as twisted empirical measure

𝒞^ij,𝒙:=τ^jpjss(𝒙)τ^ipiss(𝒙),\hat{{\cal C}}_{ij,\bm{x}}:=\frac{\hat{\tau}_{j}}{p^{\rm ss}_{j}(\bm{x})}-\frac{\hat{\tau}_{i}}{p^{\rm ss}_{i}(\bm{x})}, (8)

which quantifies the difference of empirical measures relative to its average between the states ii and jj. At stalling states, Rji(𝒙)piss(𝒙)=Rij(𝒙)pjss(𝒙)R_{ji}(\bm{x}^{*})p^{\rm ss}_{i}(\bm{x}^{*})=R_{ij}(\bm{x}^{*})p^{\rm ss}_{j}(\bm{x}^{*}) is satisfied, and thus the twisted empirical measure is connected to the time-symmetric current as

^ij,𝒙=Rij(𝒙)pjss(𝒙)𝒞^ij,𝒙.\hat{{\cal I}}_{ij,\bm{x}^{*}}=R_{ij}(\bm{x}^{*})p^{\rm ss}_{j}(\bm{x}^{*})\hat{{\cal C}}_{ij,\bm{x}^{*}}. (9)

Note that Rij(𝒙)pjss(𝒙)R_{ij}(\bm{x}^{*})p^{\rm ss}_{j}(\bm{x}^{*}) is the half of the activity, or traffic, Aij(𝒙):=Rji(𝒙)piss(𝒙)+Rij(𝒙)pjss(𝒙)A_{ij}(\bm{x}^{*}):=R_{ji}(\bm{x}^{*})p^{\rm ss}_{i}(\bm{x}^{*})+R_{ij}(\bm{x}^{*})p^{\rm ss}_{j}(\bm{x}^{*}) in case of stalling.

We consider the response of a twisted empirical measure 𝒞^ij,𝒙𝒙=𝒙:=xij𝒞^ij,𝒙𝒙|𝒙=𝒙{\langle\hat{{\cal C}}_{ij,\bm{x}^{*}}\rangle^{\prime}}_{\bm{x}=\bm{x}^{*}}:=\left.\partial_{x_{ij}}\langle\hat{{\cal C}}_{ij,\bm{x}^{*}}\rangle_{\bm{x}}\right|_{\bm{x}=\bm{x}^{*}}, which is equal to the derivative of the stochastic entropy difference between the states ii and jj:

𝒞^ij,𝒙𝒙=𝒙=xijln(pjss(𝒙)piss(𝒙))|𝒙=𝒙.{\langle\hat{{\cal C}}_{ij,\bm{x}^{*}}\rangle^{\prime}}_{\bm{x}=\bm{x}^{*}}=\left.\partial_{x_{ij}}\ln\left(\frac{p^{\rm ss}_{j}(\bm{x})}{p^{\rm ss}_{i}(\bm{x})}\right)\right|_{\bm{x}=\bm{x}^{*}}. (10)

Then, the fluctuation-response relation (6) is also written as

𝒞^ij,𝒙𝒙=𝒙𝒞^ij,𝒙2𝒙=12Rij(𝒙)pjss(𝒙)=14Aij(𝒙).\frac{{\langle\hat{{\cal C}}_{ij,\bm{x}^{*}}\rangle^{\prime}}_{\bm{x}=\bm{x}^{*}}}{\langle\hat{{\cal C}}_{ij,\bm{x}^{*}}^{2}\rangle_{\bm{x}^{*}}}=\frac{1}{2}R_{ij}(\bm{x}^{*})p^{\rm ss}_{j}(\bm{x}^{*})=\frac{1}{4}A_{ij}(\bm{x}^{*}). (11)

By dividing both sides by pjss(𝒙)p^{\rm ss}_{j}(\bm{x}^{*}), the left-hand side consists of only empirical measures, and the right-hand side becomes the bare transition rate Rij(𝒙)R_{ij}(\bm{x}^{*}). In other words, this relation provides an expression of a bare transition rate only in terms of empirical measures. In the experimental aspect, this bridges a bare transition rate RijR_{ij}, which is usually considered to be measured only through real-time observations, to a cumulative quantity with empirical measures 𝒞{\cal C}. This relation may help experimental detection of transition rates, where they are intractable through direct measurements. We note that even if systems of our interest are not stalling, as long as we can tune other transition rates with keeping the transition rates of our interest RijR_{ij} and RjiR_{ji} unchanged, then we can modify other transition rates to make the edge ijij stalling and successfully apply Eq. (11) to calculate RijR_{ij}.

Proof of Eqs. (6) and (7).— To prove Eqs. (6) and (7), we employ two different partial entropy productions; the original, or passive, partial entropy production SS15 and the informed one PE17 ; Bis17 . The partial entropy production is a generalization of entropy production to a subset of transitions, which has various applications from information thermodynamics SIKS15 ; SMS16 , the efficiency of autonomous engines  Shi15 ; Shi17 , to the inference of dissipation Bis17 ; Mar19 . Both partial entropy productions satisfy fluctuation theorems, which lead to two different fluctuation-response relations on currents SS15 ; APE16 . For self-containedness, we provide the proofs of these two fluctuation theorems in the Supplementary material Supple . We shall derive Eqs. (6) and (7) by considering the difference between these two fluctuation-response relations.

We start from the following partial entropy production with setting observed transitions Ω\Omega as the edges ijij and klkl:

σ^Ω:=\displaystyle\hat{\sigma}_{\Omega}:= e=(i,j),(k,l)ae(𝒙)𝒥^eJe(𝒙)𝒞^e,𝒙,\displaystyle\sum_{e=(i,j),(k,l)}a_{e}(\bm{x})\hat{{\cal J}}_{e}-J_{e}(\bm{x})\hat{{\cal C}}_{e,\bm{x}}, (12)

where aij(𝒙):=ln(Rij(𝒙)pjss(𝒙)/Rji(𝒙)piss(𝒙))a_{ij}(\bm{x}):=\ln({R_{ij}(\bm{x})p^{\rm ss}_{j}(\bm{x})}/{R_{ji}(\bm{x})p^{\rm ss}_{i}(\bm{x})}) represents the total force associated with this edge. This partial entropy production satisfies the fluctuation theorem SS15 ; Supple

eσ^Ω𝒙τ=1\left\langle e^{-\hat{\sigma}_{\Omega}}\right\rangle_{\bm{x}}^{\tau}=1 (13)

for the stationary system with parameter 𝒙\bm{x}.

Following the standard technique to derive the fluctuation-response relation from the fluctuation theorem Nak11 (see also Supple ), we expand Eq. (13) with 𝒂\bm{a} around the stalling state (𝒙=𝒙\bm{x}=\bm{x}^{*}). Here we note that aij(𝒙)a_{ij}(\bm{x}) is a small parameter around the stalling state of the order of Δ𝒙:=𝒙𝒙\mathit{\Delta}\bm{x}:=\bm{x}-\bm{x}^{*}. With keeping in mind Jij(𝒙)𝒞^ij,𝒙=(eaij(𝒙)1)Rji(𝒙)piss(𝒙)𝒞^ij,𝒙=aij(𝒙)^ij,𝒙+O(aij(𝒙)2)J_{ij}(\bm{x})\hat{{\cal C}}_{ij,\bm{x}}=(e^{a_{ij}(\bm{x})}-1)R_{ji}(\bm{x})p^{\rm ss}_{i}(\bm{x})\hat{{\cal C}}_{ij,\bm{x}}=a_{ij}(\bm{x})\hat{{\cal I}}_{ij,\bm{x}}+O(a_{ij}(\bm{x})^{2}), the coefficients of aij2a_{ij}^{2} and aijakla_{ij}a_{kl} in this expansion yield

Jij(𝒂)aij|𝒂=𝟎\displaystyle\left.\frac{\partial J_{ij}(\bm{a})}{\partial a_{ij}}\right|_{\bm{a}={\bm{0}}} =12(𝒥^ij2𝒙+^ij,𝒙2𝒙)=Rij(𝒙)pjss(𝒙),\displaystyle=\frac{1}{2}(\langle\hat{{\cal J}}_{ij}^{2}\rangle_{\bm{x}^{*}}+\langle\hat{{\cal I}}_{ij,\bm{x}^{*}}^{2}\rangle_{\bm{x}^{*}})={R_{ij}(\bm{x}^{*})p^{\rm ss}_{j}(\bm{x}^{*})}, (14)
0\displaystyle 0 =𝒥^ij𝒥^kl𝒙+^ij,𝒙^kl,𝒙𝒙,\displaystyle=\langle\hat{{\cal J}}_{ij}\hat{{\cal J}}_{kl}\rangle_{\bm{x}^{*}}+\langle\hat{{\cal I}}_{ij,\bm{x}^{*}}\hat{{\cal I}}_{kl,\bm{x}^{*}}\rangle_{\bm{x}^{*}}, (15)

respectively. We here used two relations: First is aklJij=aijJkl=0\partial_{a_{kl}}J_{ij}=\partial_{a_{ij}}J_{kl}=0 and xijJij=Rijpjss\partial_{x_{ij}}J_{ij}=R_{ij}p^{\rm ss}_{j} around the stalling states, which follows from Jij=aijRijpjss+O({aij,akl}2)J_{ij}=a_{ij}R_{ij}p^{\rm ss}_{j}+O(\{a_{ij},a_{kl}\}^{2}). Second is the following relation

^ij,𝒙𝒥^kl𝒙+^kl,𝒙𝒥^ij𝒙=0,\langle\hat{{\cal I}}_{ij,\bm{x}^{*}}\hat{{\cal J}}_{kl}\rangle_{\bm{x}^{*}}+\langle\hat{{\cal I}}_{kl,\bm{x}^{*}}\hat{{\cal J}}_{ij}\rangle_{\bm{x}^{*}}=0, (16)

which holds including the case with i=ki=k and j=lj=l. This relation can be easily shown in equilibrium states by using the time-reversal symmetry. In contrast, it is not easy to prove Eq. (16) in the nonequilibrium stalling states. We prove it by applying the method of generating functions and the perturbation expansion of eigenvalues, which is presented in the Supplementary material Supple .

Next, the informed partial entropy production with the same Ω\Omega

σ^ΩI:=𝒥^ijlnRij(𝒙)pjss(𝒙)Rji(𝒙)piss(𝒙)+𝒥^kllnRkl(𝒙)plss(𝒙)Rlk(𝒙)pkss(𝒙)\hat{\sigma}_{\Omega}^{\rm I}:=\hat{{\cal J}}_{ij}\ln\frac{R_{ij}(\bm{x})p^{\rm ss}_{j}(\bm{x}^{*})}{R_{ji}(\bm{x})p^{\rm ss}_{i}(\bm{x}^{*})}+\hat{{\cal J}}_{kl}\ln\frac{R_{kl}(\bm{x})p^{\rm ss}_{l}(\bm{x}^{*})}{R_{lk}(\bm{x})p^{\rm ss}_{k}(\bm{x}^{*})} (17)

satisfies the fluctuation theorem PE17 ; Supple

eσ^ΩI𝒙|𝒑(𝒙)τ=1,\langle e^{-\hat{\sigma}_{\Omega}^{\rm I}}\rangle_{\bm{x}|\bm{p}(\bm{x}^{*})}^{\tau}=1, (18)

where 𝒙|𝒑(𝒙)τ\langle\cdot\rangle_{\bm{x}|\bm{p}(\bm{x}^{*})}^{\tau} is the ensemble average with the transition rate R(𝒙)R(\bm{x}) and the initial distribution 𝒑(𝒙)\bm{p}(\bm{x}^{*}). Remark that the coefficient of 𝒥^ij\hat{{\cal J}}_{ij} is slightly different from a(𝒙)a(\bm{x}) in that the transition rates (i.e., the heat term) is fixed at the stalling state 𝒙\bm{x}^{*}, not the actual transition rates with 𝒙\bm{x}. We expand it with Δ𝒙\mathit{\Delta}\bm{x} around the stalling state with taking the long-time limit τ\tau\to\infty, whose coefficients of Δxij2\mathit{\Delta}x_{ij}^{2} and ΔxijΔxkl\mathit{\Delta}x_{ij}\mathit{\Delta}x_{kl} yield

Jij(𝒙)xij|𝒙=𝒙\displaystyle\left.\frac{\partial J_{ij}(\bm{x})}{\partial x_{ij}}\right|_{\bm{x}=\bm{x}^{*}} =12𝒥^ij2𝒙,\displaystyle=\frac{1}{2}\langle\hat{{\cal J}}_{ij}^{2}\rangle_{\bm{x}^{*}}, (19)
Jkl(𝒙)xij+Jij(𝒙)xkl|𝒙=𝒙\displaystyle\frac{\partial J_{kl}(\bm{x})}{\partial x_{ij}}+\left.\frac{\partial J_{ij}(\bm{x})}{\partial x_{kl}}\right|_{\bm{x}=\bm{x}^{*}} =𝒥^ij𝒥^kl𝒙.\displaystyle=\langle\hat{{\cal J}}_{ij}\hat{{\cal J}}_{kl}\rangle_{\bm{x}^{*}}. (20)

The Jacobian matrix from 𝒙\bm{x} to 𝒂\bm{a} at the stalling state 𝒙=𝒙\bm{x}=\bm{x}^{*} is expressed as

aklxij|𝒙=𝒙=δ(i,j),(k,l)+1Rkl(𝒙)plss(𝒙)^kl,𝒙𝒙xij|𝒙=𝒙,\left.\frac{\partial a_{kl}}{\partial x_{ij}}\right|_{\bm{x}=\bm{x}^{*}}=\delta_{(i,j),(k,l)}+\frac{1}{R_{kl}(\bm{x}^{*})p^{\rm ss}_{l}(\bm{x}^{*})}\left.\frac{\partial\langle\hat{{\cal I}}_{kl,\bm{x}^{*}}\rangle_{\bm{x}}}{\partial x_{ij}}\right|_{\bm{x}=\bm{x}^{*}}, (21)

which follows from akl=xkl+ln(pl/pk)a_{kl}=x_{kl}+\ln(p_{l}/p_{k}) and Eqs. (9) and (10). Finally, we transform Eqs. (19) and (20) from the derivative with 𝒙\bm{x} to that with 𝒂\bm{a} as xij=(xijaij)aij+(xijakl)akl\partial_{x_{ij}}=(\partial_{x_{ij}}a_{ij})\partial_{a_{ij}}+(\partial_{x_{ij}}a_{kl})\partial_{a_{kl}} with plugging Eqs (21) and (14), and then subtract Eqs. (14) and (15) respectively, which leads to the desired relations (6) and (7).

Discussion.— We introduced the time-symmetric current, whose ensemble average coincides with the conventional current while it is time-symmetric. We showed that this symmetric current satisfies the fluctuation-response relation (5) with the same form as the conventional one with sign inversion. This fluctuation-response relation holds not only around equilibrium states but also around nonequilibrium stationary states if the observed edges stall. Experimental verifications and applications of this relation will be fruitful tasks.

One big remaining question is the deep physical meaning of the time-symmetric current {\cal I}. We discussed the similarity of the time-symmetric current to the conventional current, while its time-symmetric face will part ways with the conventional current. With recalling the importance of time-symmetric quantities in nonequilibrium stationary states, our results, together with the investigation of the specialty of time-symmetric properties, will serve as an important step toward the full understanding of nonequilibrium physics.


Acknowledgement.— The author thanks Keiji Saito for fruitful discussion. The author thanks Takayuki Ariga, Christian Maes, Yohei Nakayama, and Shin-ichi Sasa for helpful comments. NS is supported by JSPS KAKENHI Grants-in-Aid for Early-Career Scientists Grant Number JP19K14615.

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Supplemental Material for
“Time-symmetric current and its fluctuation response relation around nonequilibrium stalling stationary state”
Naoto Shiraishi1

1Department of Physics, Gakushuin University, 1-5-1 Mejiro, Toshima-ku, Tokyo 171-8588, Japan

In this Supplemental Material, we provide proof of a relation whose proof is not presented in the main text. In addition, for the self-containedness of this manuscript, we provide the derivation of two fluctuation theorems for partial entropy productions, whose proofs are presented in Ref. SS15 and Refs. APE16 ; PE17 , and the derivation of fluctuation-response relation from the fluctuation theorem. This Supplemental Material has reference numbers in common with the main text.


A. Proof of Eq. (16)

Here, we prove Eq. (16) (𝒥^ij^kl,𝒙𝒙+^kl,𝒙𝒥^ij𝒙=0\langle\hat{{\cal J}}_{ij}\hat{{\cal I}}_{kl,\bm{x}^{*}}\rangle_{\bm{x}^{*}}+\langle\hat{{\cal I}}_{kl,\bm{x}^{*}}\hat{{\cal J}}_{ij}\rangle_{\bm{x}^{*}}=0) under the stalling condition Jij(𝒙)=Jkl(𝒙)=0J_{ij}(\bm{x}^{*})=J_{kl}(\bm{x}^{*})=0. More precisely, we consider a discrete-time Markov chain given by 𝒑(n+1)=T𝒑(n)\bm{p}(n+1)=T\bm{p}(n) with a diagonalizable transition matrix TT, and prove 𝒥^ij^kl,𝒙𝒙+^kl,𝒙𝒥^ij𝒙=0\langle\hat{{\cal J}}_{ij}\hat{{\cal I}}_{kl,\bm{x}^{*}}\rangle_{\bm{x}^{*}}+\langle\hat{{\cal I}}_{kl,\bm{x}^{*}}\hat{{\cal J}}_{ij}\rangle_{\bm{x}^{*}}=0 for this process. To reduce the above result to continuous-time Markov jump processes, we set Tij=δij+RijΔtT_{ij}=\delta_{ij}+R_{ij}\mathit{\Delta}t and take Δt0\mathit{\Delta}t\to 0 limit. Since diagonalizable matrices are dense in the space of matrices, our claim is shown to be valid for any transition matrices TT by resorting to the continuity of quantities with respect to the change in matrix elements.

We treat the case of i=ki=k and j=lj=l in detail, and then explain the case of i=ki=k but jlj\neq l. Since the case of iki\neq k and jlj\neq l is essentially the same as the above latter case, we just comment on this case briefly.


Case of i=ki=k and j=lj=l

For brevity of explanation, we set i=1i=1 and j=2j=2. Since we only consider the system at x=x\bm{x}=\bm{x}^{*} in the following, we drop the symbol x\bm{x}^{*} for brevity. We compute 1τ𝒥^12^ij,xx\frac{1}{\tau}\langle\hat{{\cal J}}_{12}\hat{{\cal I}}_{ij,\bm{x}^{*}}\rangle_{\bm{x}^{*}} by using the method of generating functions. Based on the transition matrix TT, we construct a transition matrix with counting fields T(n1,n2,m)T^{\prime}(n_{1},n_{2},m) as

Tij={Tijj1,2,Tijen1j=1andi2,Tijen1+mj=1andi=2,Tijen2j=2andi1,Tijen2mj=2andi=1.T^{\prime}_{ij}=\begin{cases}T_{ij}&j\neq 1,2,\\ T_{ij}e^{n_{1}}&j=1\ {\rm and}\ i\neq 2,\\ T_{ij}e^{n_{1}+m}&j=1\ {\rm and}\ i=2,\\ T_{ij}e^{n_{2}}&j=2\ {\rm and}\ i\neq 1,\\ T_{ij}e^{n_{2}-m}&j=2\ {\rm and}\ i=1.\\ \end{cases} (S.1)

This matrix can be expressed as

T=(T11en1T12en2mT13T1nT21en1+mT22en2T23T2nT31en1T32en2T33T3nTn1en1Tn2en2Tn3Tnn).T^{\prime}=\begin{pmatrix}T_{11}e^{n_{1}}&T_{12}e^{n_{2}-m}&T_{13}&\cdots&T_{1n}\\ T_{21}e^{n_{1}+m}&T_{22}e^{n_{2}}&T_{23}&\cdots&T_{2n}\\ T_{31}e^{n_{1}}&T_{32}e^{n_{2}}&T_{33}&\cdots&T_{3n}\\ \vdots&\vdots&\vdots&\ddots&\vdots\\ T_{n1}e^{n_{1}}&T_{n2}e^{n_{2}}&T_{n3}&\cdots&T_{nn}\\ \end{pmatrix}. (S.2)

Its largest eigenvalue λ\lambda^{\prime} has the information of ^\hat{{\cal I}} and 𝒥^\hat{{\cal J}} in the form of

mlnλ|n1,n2,m=0\displaystyle\left.\frac{\partial}{\partial m}\ln\lambda^{\prime}\right|_{n_{1},n_{2},m=0} =𝒥^ij,\displaystyle=\langle\hat{{\cal J}}_{ij}\rangle, (S.3)
(T212mn1lnλ|n1,n2,m=0T122mn2lnλ|n1,n2,m=0)\displaystyle\left(T_{21}\left.\frac{\partial^{2}}{\partial m\partial n_{1}}\ln\lambda^{\prime}\right|_{n_{1},n_{2},m=0}-T_{12}\left.\frac{\partial^{2}}{\partial m\partial n_{2}}\ln\lambda^{\prime}\right|_{n_{1},n_{2},m=0}\right) =𝒥^ij^ij.\displaystyle=\langle\hat{{\cal J}}_{ij}\hat{{\cal I}}_{ij}\rangle. (S.4)

Since all the derivatives in this section are taken at n1,n2,m=0n_{1},n_{2},m=0, in the following we drop the symbol |n1,n2,m=0\left.\right|_{n_{1},n_{2},m=0} for brevity.

Let λk\lambda^{k}, pk\bm{p}^{k}, and uk\bm{u}^{k} be the kk-th eigenvalue and corresponding right and left eigenvectors of TT normalized as ukpk=1\bm{u}^{k}\cdot\bm{p}^{k}=1. We know that λ1=1\lambda^{1}=1, p1=pss\bm{p}^{1}=\bm{p}^{\rm ss}, and u1=(111)\bm{u}^{1}=\begin{pmatrix}1&1&\cdots&1\end{pmatrix}. Since we finally set n1n_{1}, n2n_{2}, and mm to zero, we regard TT^{\prime} as a perturbed matrix from TT in the following form:

T=T+V,V:=(T11(en11)T12(en2m1)00T21(en1+m1)T22(en21)00T31(en11)T32(en21)00Tn1(en11)Tn2(en21)00).T^{\prime}=T+V,\hskip 15.0ptV:=\begin{pmatrix}T_{11}(e^{n_{1}}-1)&T_{12}(e^{n_{2}-m}-1)&0&\cdots&0\\ T_{21}(e^{n_{1}+m}-1)&T_{22}(e^{n_{2}}-1)&0&\cdots&0\\ T_{31}(e^{n_{1}}-1)&T_{32}(e^{n_{2}}-1)&0&\cdots&0\\ \vdots&\vdots&\vdots&\ddots&\vdots\\ T_{n1}(e^{n_{1}}-1)&T_{n2}(e^{n_{2}}-1)&0&\cdots&0\\ \end{pmatrix}. (S.5)

On the basis of this observation, we expand λ\lambda^{\prime} and corresponding eigenvector p\bm{p}^{\prime} from λ1=1\lambda^{1}=1 and p1=pss\bm{p}^{1}=\bm{p}^{\rm ss} in terms of n1n_{1}, n2n_{2}, and mm. Following the standard perturbation method, we have

λ=λ1+𝒖1V𝒑1k(1)(𝒖kV𝒑0)(𝒖0V𝒑k)λk1+O({n1,n2,m}3),\lambda^{\prime}=\lambda^{1}+\bm{u}^{1}V\bm{p}^{1}-\sum_{k(\neq 1)}\frac{(\bm{u}^{k}V\bm{p}^{0})(\bm{u}^{0}V\bm{p}^{k})}{\lambda^{k}-1}+O(\{n_{1},n_{2},m\}^{3}), (S.6)

where the last term O({n1,n2,m}3)O(\{n_{1},n_{2},m\}^{3}) means that this quantity is higher or equal to the third order of n1n_{1}, n2n_{2}, and mm. A direct calculation yields

𝒖1V𝒑1\displaystyle\bm{u}^{1}V\bm{p}^{1} =[n1+n122+T21(m+n1m+m22)]p1ss+[n2+n222+T12(m+n2m+m22)]p2ss+O({n1,n2,m}3),\displaystyle=\left[n_{1}+\frac{n_{1}^{2}}{2}+T_{21}\left(m+n_{1}m+\frac{m^{2}}{2}\right)\right]p^{\rm ss}_{1}+\left[n_{2}+\frac{n_{2}^{2}}{2}+T_{12}\left(m+n_{2}m+\frac{m^{2}}{2}\right)\right]p^{\rm ss}_{2}+O(\{n_{1},n_{2},m\}^{3}), (S.7)
𝒖kV𝒑0\displaystyle\bm{u}^{k}V\bm{p}^{0} =λku1kp1ssn1+λku2kp2ssn2+(T21u2kp1ssT12u1kp2ss)m+O({n1,n2,m}2),\displaystyle=\lambda^{k}u_{1}^{k}p^{\rm ss}_{1}n_{1}+\lambda^{k}u_{2}^{k}p^{\rm ss}_{2}n_{2}+(T_{21}u^{k}_{2}p^{\rm ss}_{1}-T_{12}u^{k}_{1}p^{\rm ss}_{2})m+O(\{n_{1},n_{2},m\}^{2}), (S.8)
𝒖0V𝒑k\displaystyle\bm{u}^{0}V\bm{p}^{k} =p1kn1+p2kn2+(T21p1kT12p2k)m+O({n1,n2,m}2).\displaystyle=p^{k}_{1}n_{1}+p^{k}_{2}n_{2}+(T_{21}p^{k}_{1}-T_{12}p^{k}_{2})m+O(\{n_{1},n_{2},m\}^{2}). (S.9)

With noting the relation

λm=λmlnλ=λ𝒥^ij=0\frac{\partial\lambda^{\prime}}{\partial m}=\lambda^{\prime}\frac{\partial}{\partial m}\ln\lambda^{\prime}=\lambda^{\prime}\langle\hat{{\cal J}}_{ij}\rangle=0 (S.10)

at the stalling condition x=x\bm{x}=\bm{x}^{*}, we observe

2mn1lnλ=1λ2(2λmn1λmλn1)=1λ22λmn1.\frac{\partial^{2}}{\partial m\partial n_{1}}\ln\lambda^{\prime}=\frac{1}{\lambda^{\prime 2}}\left(\frac{\partial^{2}\lambda^{\prime}}{\partial m\partial n_{1}}-\frac{\partial\lambda^{\prime}}{\partial m}\frac{\partial\lambda^{\prime}}{\partial n_{1}}\right)=\frac{1}{\lambda^{\prime 2}}\frac{\partial^{2}\lambda^{\prime}}{\partial m\partial n_{1}}. (S.11)

Thus, to prove Eq. (16) it suffices to show

T212λmn1T122λmn2=0.T_{21}\frac{\partial^{2}\lambda^{\prime}}{\partial m\partial n_{1}}-T_{12}\frac{\partial^{2}\lambda^{\prime}}{\partial m\partial n_{2}}=0. (S.12)

These two derivatives are computed as

2λmn1\displaystyle\frac{\partial^{2}\lambda^{\prime}}{\partial m\partial n_{1}} =T21p1ssk(1)1λk1[λku1kp1ss(T21p1kT12p2k)+p1k(T21u2kp1ssT12u1kp2ss)],\displaystyle=T_{21}p^{\rm ss}_{1}-\sum_{k(\neq 1)}\frac{1}{\lambda^{k}-1}\left[\lambda^{k}u^{k}_{1}p^{\rm ss}_{1}(T_{21}p^{k}_{1}-T_{12}p^{k}_{2})+p^{k}_{1}(T_{21}u^{k}_{2}p^{\rm ss}_{1}-T_{12}u^{k}_{1}p^{\rm ss}_{2})\right], (S.13)
2λmn2\displaystyle\frac{\partial^{2}\lambda^{\prime}}{\partial m\partial n_{2}} =T12p2ssk(1)1λk1[λku2kp2ss(T21p1kT12p2k)+p2k(T21u2kp1ssT12u1kp2ss)].\displaystyle=-T_{12}p^{\rm ss}_{2}-\sum_{k(\neq 1)}\frac{1}{\lambda^{k}-1}\left[\lambda^{k}u^{k}_{2}p^{\rm ss}_{2}(T_{21}p^{k}_{1}-T_{12}p^{k}_{2})+p^{k}_{2}(T_{21}u^{k}_{2}p^{\rm ss}_{1}-T_{12}u^{k}_{1}p^{\rm ss}_{2})\right]. (S.14)

Using the stalling condition T12p2ss=T21p1ssT_{12}p^{\rm ss}_{2}=T_{21}p^{\rm ss}_{1}, the left-hand side of Eq. (S.12) is calculated as

T212λmn1T122λmn2=\displaystyle T_{21}\frac{\partial^{2}\lambda^{\prime}}{\partial m\partial n_{1}}-T_{12}\frac{\partial^{2}\lambda^{\prime}}{\partial m\partial n_{2}}= T212p1ssk(1)1λk1[λku1kT21p1ss(T21p1kT12p2k)+T21p1k(u2ku1k)T21p1ss]\displaystyle T^{2}_{21}p^{\rm ss}_{1}-\sum_{k(\neq 1)}\frac{1}{\lambda^{k}-1}\left[\lambda^{k}u^{k}_{1}T_{21}p^{\rm ss}_{1}(T_{21}p^{k}_{1}-T_{12}p^{k}_{2})+T_{21}p^{k}_{1}(u^{k}_{2}-u^{k}_{1})T_{21}p^{\rm ss}_{1}\right]
+T12T21p1ss+k(1)1λk1[λku2kT21p1ss(T21p1kT12p2k)+T12p2k(u2ku1k)T21p1ss]\displaystyle+T_{12}T_{21}p^{\rm ss}_{1}+\sum_{k(\neq 1)}\frac{1}{\lambda^{k}-1}\left[\lambda^{k}u^{k}_{2}T_{21}p^{\rm ss}_{1}(T_{21}p^{k}_{1}-T_{12}p^{k}_{2})+T_{12}p^{k}_{2}(u^{k}_{2}-u^{k}_{1})T_{21}p^{\rm ss}_{1}\right]
=\displaystyle= T21p1ss[T21+T12k1)(u1ku2k)(T21p1kT12p2k)].\displaystyle T_{21}p^{\rm ss}_{1}\left[T_{21}+T_{12}-\sum_{k\neq 1)}(u^{k}_{1}-u^{k}_{2})(T_{21}p^{k}_{1}-T_{12}p^{k}_{2})\right]. (S.15)

Finally, we recall the relation

k𝒑k𝒖k=I,\sum_{k}\bm{p}^{k}\cdot\bm{u}^{k}=I, (S.16)

which suggests

k(1)uikpjk=δijui1pj1=δijpjss.\sum_{k(\neq 1)}u_{i}^{k}p^{k}_{j}=\delta_{ij}-u^{1}_{i}p^{1}_{j}=\delta_{ij}-p^{\rm ss}_{j}. (S.17)

Plugging this relation into Eq. (S.15), we arrive at the desired result (S.12):

T21+T12k1)(u1ku2k)(T21p1kT12p2k)=T21+T12[T21(1p1ss)+T21p1ss+T12(1p2ss)+T12p2ss]=0.T_{21}+T_{12}-\sum_{k\neq 1)}(u^{k}_{1}-u^{k}_{2})(T_{21}p^{k}_{1}-T_{12}p^{k}_{2})=T_{21}+T_{12}-\left[T_{21}(1-p^{\rm ss}_{1})+T_{21}p^{\rm ss}_{1}+T_{12}(1-p^{\rm ss}_{2})+T_{12}p^{\rm ss}_{2}\right]=0. (S.18)

Case of i=ki=k and jlj\neq l

For brevity of explanation, we set i=1i=1, j=2j=2, and l=3l=3. The transition matrix with counting fields T(n1,n3,m)T^{\prime}(n_{1},n_{3},m) is set as

T=(T11en1T12emT13en3T1nT21en1+mT22T23en3T2nT31en1T32T33en3T3nTn1en1Tn2Tn3en3Tnn).T^{\prime}=\begin{pmatrix}T_{11}e^{n_{1}}&T_{12}e^{-m}&T_{13}e^{n_{3}}&\cdots&T_{1n}\\ T_{21}e^{n_{1}+m}&T_{22}&T_{23}e^{n_{3}}&\cdots&T_{2n}\\ T_{31}e^{n_{1}}&T_{32}&T_{33}e^{n_{3}}&\cdots&T_{3n}\\ \vdots&\vdots&\vdots&\ddots&\vdots\\ T_{n1}e^{n_{1}}&T_{n2}&T_{n3}e^{n_{3}}&\cdots&T_{nn}\\ \end{pmatrix}. (S.19)

A direct calculation yields

𝒖1V𝒑1\displaystyle\bm{u}^{1}V\bm{p}^{1} =[n1+n122+T21(m+n1m+m22)]p1ss+[T12(m+m22)]p2ss+[n3+n322]p3ss+O({n1,n3,m}3),\displaystyle=\left[n_{1}+\frac{n_{1}^{2}}{2}+T_{21}\left(m+n_{1}m+\frac{m^{2}}{2}\right)\right]p^{\rm ss}_{1}+\left[T_{12}\left(m+\frac{m^{2}}{2}\right)\right]p^{\rm ss}_{2}+\left[n_{3}+\frac{n_{3}^{2}}{2}\right]p^{\rm ss}_{3}+O(\{n_{1},n_{3},m\}^{3}), (S.20)
𝒖kV𝒑0\displaystyle\bm{u}^{k}V\bm{p}^{0} =λku1kp1ssn1+λku3kp3ssn3+(T21u2kp1ssT12u1kp2ss)m+O({n1,n2,m}2),\displaystyle=\lambda^{k}u_{1}^{k}p^{\rm ss}_{1}n_{1}+\lambda^{k}u_{3}^{k}p^{\rm ss}_{3}n_{3}+(T_{21}u^{k}_{2}p^{\rm ss}_{1}-T_{12}u^{k}_{1}p^{\rm ss}_{2})m+O(\{n_{1},n_{2},m\}^{2}), (S.21)
𝒖0V𝒑k\displaystyle\bm{u}^{0}V\bm{p}^{k} =p1kn1+p3kn3+(T21p1kT12p2k)m+O({n1,n2,m}2).\displaystyle=p^{k}_{1}n_{1}+p^{k}_{3}n_{3}+(T_{21}p^{k}_{1}-T_{12}p^{k}_{2})m+O(\{n_{1},n_{2},m\}^{2}). (S.22)

Again, the cross correlation term 𝒥^12^13,xx\langle\hat{{\cal J}}_{12}\hat{{\cal I}}_{13,\bm{x}^{*}}\rangle_{\bm{x}^{*}} is written as

𝒥^21^31,𝒙𝒙=T312λmn1T132λmn3\langle\hat{{\cal J}}_{21}\hat{{\cal I}}_{31,\bm{x}^{*}}\rangle_{\bm{x}^{*}}=T_{31}\frac{\partial^{2}\lambda^{\prime}}{\partial m\partial n_{1}}-T_{13}\frac{\partial^{2}\lambda^{\prime}}{\partial m\partial n_{3}} (S.23)

Two derivatives are computed as

2λmn1\displaystyle\frac{\partial^{2}\lambda^{\prime}}{\partial m\partial n_{1}} =T21p1ssk(1)1λk1[λku1kp1ss(T21p1kT12p2k)+p1k(T21u2kp1ssT12u1kp2ss)],\displaystyle=T_{21}p^{\rm ss}_{1}-\sum_{k(\neq 1)}\frac{1}{\lambda^{k}-1}\left[\lambda^{k}u^{k}_{1}p^{\rm ss}_{1}(T_{21}p^{k}_{1}-T_{12}p^{k}_{2})+p^{k}_{1}(T_{21}u^{k}_{2}p^{\rm ss}_{1}-T_{12}u^{k}_{1}p^{\rm ss}_{2})\right], (S.24)
2λmn3\displaystyle\frac{\partial^{2}\lambda^{\prime}}{\partial m\partial n_{3}} =k(1)1λk1[λku3kp3ss(T21p1kT12p2k)+p3k(T21u2kp1ssT12u1kp2ss)].\displaystyle=-\sum_{k(\neq 1)}\frac{1}{\lambda^{k}-1}\left[\lambda^{k}u^{k}_{3}p^{\rm ss}_{3}(T_{21}p^{k}_{1}-T_{12}p^{k}_{2})+p^{k}_{3}(T_{21}u^{k}_{2}p^{\rm ss}_{1}-T_{12}u^{k}_{1}p^{\rm ss}_{2})\right]. (S.25)

Another cross term 𝒥^13^12,xx\langle\hat{{\cal J}}_{13}\hat{{\cal I}}_{12,\bm{x}^{*}}\rangle_{\bm{x}^{*}} is expressed in a similar manner. Using the stalling conditions T12p2ss=T21p1ssT_{12}p^{\rm ss}_{2}=T_{21}p^{\rm ss}_{1} and T13p3ss=T31p1ssT_{13}p^{\rm ss}_{3}=T_{31}p^{\rm ss}_{1}, we have

𝒥^21^31,𝒙𝒙+𝒥^31^21,𝒙𝒙=\displaystyle\langle\hat{{\cal J}}_{21}\hat{{\cal I}}_{31,\bm{x}^{*}}\rangle_{\bm{x}^{*}}+\langle\hat{{\cal J}}_{31}\hat{{\cal I}}_{21,\bm{x}^{*}}\rangle_{\bm{x}^{*}}= T31T21p1ssk(1)T31λk1[λku1kp1ss(T21p1kT12p2k)+p1k(T21u2kp1ssT12u1kp2ss)]\displaystyle T_{31}T_{21}p^{\rm ss}_{1}-\sum_{k(\neq 1)}\frac{T_{31}}{\lambda^{k}-1}\left[\lambda^{k}u^{k}_{1}p^{\rm ss}_{1}(T_{21}p^{k}_{1}-T_{12}p^{k}_{2})+p^{k}_{1}(T_{21}u^{k}_{2}p^{\rm ss}_{1}-T_{12}u^{k}_{1}p^{\rm ss}_{2})\right]
+k(1)T13λk1[λku3kp3ss(T21p1kT12p2k)+p3k(T21u2kp1ssT12u1kp2ss)]\displaystyle+\sum_{k(\neq 1)}\frac{T_{13}}{\lambda^{k}-1}\left[\lambda^{k}u^{k}_{3}p^{\rm ss}_{3}(T_{21}p^{k}_{1}-T_{12}p^{k}_{2})+p^{k}_{3}(T_{21}u^{k}_{2}p^{\rm ss}_{1}-T_{12}u^{k}_{1}p^{\rm ss}_{2})\right]
+T31T21p1ssk(1)T21λk1[λku1kp1ss(T31p1kT13p3k)+p1k(T31u3kp1ssT13u1kp3ss)]\displaystyle+T_{31}T_{21}p^{\rm ss}_{1}-\sum_{k(\neq 1)}\frac{T_{21}}{\lambda^{k}-1}\left[\lambda^{k}u^{k}_{1}p^{\rm ss}_{1}(T_{31}p^{k}_{1}-T_{13}p^{k}_{3})+p^{k}_{1}(T_{31}u^{k}_{3}p^{\rm ss}_{1}-T_{13}u^{k}_{1}p^{\rm ss}_{3})\right]
+k(1)T12λk1[λku2kp2ss(T31p1kT13p3k)+p2k(T31u3kp1ssT13u1kp3ss)]\displaystyle+\sum_{k(\neq 1)}\frac{T_{12}}{\lambda^{k}-1}\left[\lambda^{k}u^{k}_{2}p^{\rm ss}_{2}(T_{31}p^{k}_{1}-T_{13}p^{k}_{3})+p^{k}_{2}(T_{31}u^{k}_{3}p^{\rm ss}_{1}-T_{13}u^{k}_{1}p^{\rm ss}_{3})\right]
=\displaystyle= 2T31T21p1ssk(1)[(u1ku3k)(T21p1kT12p2k)T31+(u1ku2k)(T31p1kT13p3k)T21]p1ss.\displaystyle 2T_{31}T_{21}p^{\rm ss}_{1}-\sum_{k(\neq 1)}[(u_{1}^{k}-u_{3}^{k})(T_{21}p_{1}^{k}-T_{12}p_{2}^{k})T_{31}+(u_{1}^{k}-u_{2}^{k})(T_{31}p_{1}^{k}-T_{13}p_{3}^{k})T_{21}]p^{\rm ss}_{1}. (S.26)

Using Eq. (S.17), the right-hand side turns out to be zero.


Case of iki\neq k and jlj\neq l

For brevity of explanation, we set i=1i=1, j=2j=2, k=3k=3, and l=4l=4.

Calculation for this case is essentially the same as the case of i=ki=k and jlj\neq l. With the same notation, the result is expressed as

𝒥^21^43,𝒙𝒙+𝒥^43^21,𝒙𝒙=\displaystyle\langle\hat{{\cal J}}_{21}\hat{{\cal I}}_{43,\bm{x}^{*}}\rangle_{\bm{x}^{*}}+\langle\hat{{\cal J}}_{43}\hat{{\cal I}}_{21,\bm{x}^{*}}\rangle_{\bm{x}^{*}}= k(1)T43λk1[λku3kp3ss(T21p1kT12p2k)+p3k(T21u2kp1ssT12u1kp2ss)]\displaystyle-\sum_{k(\neq 1)}\frac{T_{43}}{\lambda^{k}-1}\left[\lambda^{k}u^{k}_{3}p^{\rm ss}_{3}(T_{21}p^{k}_{1}-T_{12}p^{k}_{2})+p^{k}_{3}(T_{21}u^{k}_{2}p^{\rm ss}_{1}-T_{12}u^{k}_{1}p^{\rm ss}_{2})\right]
+k(1)T34λk1[λku4kp4ss(T21p1kT12p2k)+p4k(T21u2kp1ssT12u1kp2ss)]\displaystyle+\sum_{k(\neq 1)}\frac{T_{34}}{\lambda^{k}-1}\left[\lambda^{k}u^{k}_{4}p^{\rm ss}_{4}(T_{21}p^{k}_{1}-T_{12}p^{k}_{2})+p^{k}_{4}(T_{21}u^{k}_{2}p^{\rm ss}_{1}-T_{12}u^{k}_{1}p^{\rm ss}_{2})\right]
k(1)T21λk1[λku1kp1ss(T43p3kT34p4k)+p1k(T43u4kp3ssT34u3kp4ss)]\displaystyle-\sum_{k(\neq 1)}\frac{T_{21}}{\lambda^{k}-1}\left[\lambda^{k}u^{k}_{1}p^{\rm ss}_{1}(T_{43}p^{k}_{3}-T_{34}p^{k}_{4})+p^{k}_{1}(T_{43}u^{k}_{4}p^{\rm ss}_{3}-T_{34}u^{k}_{3}p^{\rm ss}_{4})\right]
+k(1)T12λk1[λku2kp2ss(T43p3kT34p4k)+p2k(T43u4kp3ssT34u3kp4ss)]\displaystyle+\sum_{k(\neq 1)}\frac{T_{12}}{\lambda^{k}-1}\left[\lambda^{k}u^{k}_{2}p^{\rm ss}_{2}(T_{43}p^{k}_{3}-T_{34}p^{k}_{4})+p^{k}_{2}(T_{43}u^{k}_{4}p^{\rm ss}_{3}-T_{34}u^{k}_{3}p^{\rm ss}_{4})\right]
=\displaystyle= k(1)(u3ku4k)(T21p1kT12p2k)T43p3ss+(u1ku2k)(T43p3kT34p4k)T21p1ss.\displaystyle-\sum_{k(\neq 1)}(u_{3}^{k}-u_{4}^{k})(T_{21}p_{1}^{k}-T_{12}p_{2}^{k})T_{43}p^{\rm ss}_{3}+(u_{1}^{k}-u_{2}^{k})(T_{43}p_{3}^{k}-T_{34}p_{4}^{k})T_{21}p^{\rm ss}_{1}. (S.27)

Using Eq. (S.17), the right-hand side turns out to be zero.


B. Derivations of two fluctuation theorems on partial entropy productions

Proof of Eq. (13)

We shall prove the fluctuation theorem

eσ^Ω𝒙τ=1,\left\langle e^{-\hat{\sigma}_{\Omega}}\right\rangle_{\bm{x}}^{\tau}=1, (S.28)

with the partial entropy production for a set of edges Ω\Omega

σ^Ω:=\displaystyle\hat{\sigma}_{\Omega}:= eΩae(𝒙)𝒥^eJe(𝒙)𝒞^e,𝒙.\displaystyle\sum_{e\in\Omega}a_{e}(\bm{x})\hat{{\cal J}}_{e}-J_{e}(\bm{x})\hat{{\cal C}}_{e,\bm{x}}. (S.29)

Here, aija_{ij} the total force associated with the edge

aij(𝒙):=lnRij(𝒙)pjss(𝒙)Rji(𝒙)piss(𝒙).a_{ij}(\bm{x}):=\ln\frac{R_{ij}(\bm{x})p^{\rm ss}_{j}(\bm{x})}{R_{ji}(\bm{x})p^{\rm ss}_{i}(\bm{x})}. (S.30)

Since the parameter x\bm{x} is fixed in this discussion, we drop x\bm{x} dependence in the following.

To prove this, we introduce another transition rate PP^{\prime} defined as

Rij={Rij:(i,j)Ω,Rjipisspjss:(i,j)Ω.R^{\prime}_{ij}=\begin{cases}R_{ij}&:(i,j)\in\Omega,\\ &\\ \displaystyle\frac{R_{ji}p^{\rm ss}_{i}}{p^{\rm ss}_{j}}&:(i,j)\notin\Omega.\end{cases} (S.31)

Its escape rate ej:=Rjj=i(j)Rije^{\prime}_{j}:=-R^{\prime}_{jj}=\sum_{i(\neq j)}R^{\prime}_{ij} is calculated as

ej=\displaystyle e^{\prime}_{j}= i:(i,j)ΩRjipisspjss+i:(i,j)ΩRij=i:(i,j)ΩRij+RjipissRijpjsspjss+i:(i,j)ΩRij=ej+Jj,Ωcpjss,\displaystyle\sum_{i:(i,j)\notin\Omega}\frac{R_{ji}p^{\rm ss}_{i}}{p^{\rm ss}_{j}}+\sum_{i:(i,j)\in\Omega}R_{ij}=\sum_{i:(i,j)\notin\Omega}R_{ij}+\frac{R_{ji}p^{\rm ss}_{i}-R_{ij}p^{\rm ss}_{j}}{p^{\rm ss}_{j}}+\sum_{i:(i,j)\in\Omega}R_{ij}=e_{j}+\frac{J_{j,\Omega^{\mathrm{c}}}}{p^{\rm ss}_{j}}, (S.32)

where jj runs all states neighboring jj, and we defined Jj,Ωc:=i:(i,j)ΩJji=i:(i,j)ΩRjipissRijpjssJ_{j,\Omega^{\mathrm{c}}}:=\sum_{i:(i,j)\notin\Omega}J_{ji}=\sum_{i:(i,j)\notin\Omega}R_{ji}p^{\rm ss}_{i}-R_{ij}p^{\rm ss}_{j} as the current to the state jj only through edges in Ωc\Omega^{\rm c}. We define Jj,ΩJ_{j,\Omega} in a similar manner.

We next compute the contribution to eσ^Ωe^{-\hat{\sigma}_{\Omega}} from each single jump iji\to j. For the case of (i,j)Ω(i,j)\in\Omega, we have

Rjieaji𝒥^ji=RjiRijRjipjsspiss=Rijpjsspiss,R_{ji}e^{-a_{ji}\hat{{\cal J}}_{ji}}=R_{ji}\cdot\frac{R_{ij}}{R_{ji}}\frac{p^{\rm ss}_{j}}{p^{\rm ss}_{i}}=R^{\prime}_{ij}\frac{p^{\rm ss}_{j}}{p^{\rm ss}_{i}}, (S.33)

and for the case of (i,j)Ω(i,j)\notin\Omega, we again have

Rjieaji𝒥^ji=Rji1=Rijpjsspiss.R_{ji}e^{-a_{ji}\hat{{\cal J}}_{ji}}=R_{ji}\cdot 1=R^{\prime}_{ij}\frac{p^{\rm ss}_{j}}{p^{\rm ss}_{i}}. (S.34)

Hence,

Rjieaji𝒥^ji=RijpjsspissR_{ji}e^{-a_{ji}\hat{{\cal J}}_{ji}}=R^{\prime}_{ij}\frac{p^{\rm ss}_{j}}{p^{\rm ss}_{i}} (S.35)

holds for any transition iji\to j. Using this, we arrive at the desired relation

eσ^Ω𝒙τ=\displaystyle\left\langle e^{-\hat{\sigma}_{\Omega}}\right\rangle_{\bm{x}}^{\tau}= 𝑑Γpw0ss(i=1NRwi,wi1)(i=0Netiti+1ewi𝑑t)eeΩae(𝒙)𝒥^e+Je(𝒙)𝒞^e,𝒙\displaystyle\int d\Gamma p^{\rm ss}_{w^{0}}\cdot\left(\prod_{i=1}^{N}R_{w^{i},w^{i-1}}\right)\left(\prod_{i=0}^{N}e^{-\int_{t^{i}}^{t^{i+1}}e_{w^{i}}dt}\right)\cdot e^{-\sum_{e\in\Omega}a_{e}(\bm{x})\hat{{\cal J}}_{e}+J_{e}(\bm{x})\hat{{\cal C}}_{e,\bm{x}}}
=\displaystyle= 𝑑Γpw0ss(i=1Npwisspwi1ssRwi1wi)(i=0Netiti+1ewi𝑑ttiti+1Jwi,Ωc/pwiss𝑑t)\displaystyle\int d\Gamma p^{\rm ss}_{w^{0}}\cdot\left(\prod_{i=1}^{N}\frac{p^{\rm ss}_{w^{i}}}{p^{\rm ss}_{w^{i-1}}}R^{\prime}_{w^{i-1}w^{i}}\right)\left(\prod_{i=0}^{N}e^{-\int_{t^{i}}^{t^{i+1}}e_{w^{i}}dt-\int_{t^{i}}^{t^{i+1}}J_{w^{i},\Omega^{\mathrm{c}}}/p^{\rm ss}_{w^{i}}dt}\right)
=\displaystyle= 𝑑ΓpwNss(i=1NRwi1wi)(i=0Netiti+1ewi𝑑t)\displaystyle\int d\Gamma p^{\rm ss}_{w^{N}}\cdot\left(\prod_{i=1}^{N}R^{\prime}_{w^{i-1}w^{i}}\right)\left(\prod_{i=0}^{N}e^{-\int_{t^{i}}^{t^{i+1}}e^{\prime}_{w^{i}}dt}\right)
=\displaystyle= 𝑑ΓP(Γ)\displaystyle\int d\Gamma P^{\prime}(\Gamma^{\dagger})
=\displaystyle= 1.\displaystyle 1. (S.36)

Here, P(Γ)P^{\prime}(\Gamma) is the path probability with the transition rate RR^{\prime}, and Γ\Gamma is a trajectory where the number of jumps is NN and the ii-th jump occurs from a state wi1w^{i-1} to another state wiw^{i} at time tit^{i}. In the third line, we used Jw,Ω+Jw,Ωc=ddtpwss=0J_{w,\Omega}+J_{w,\Omega^{\mathrm{c}}}=\frac{d}{dt}p^{\rm ss}_{w}=0.


Proof of Eq. (18)

We next prove the fluctuation theorem

eσ^ΩI𝒙|𝒑(𝒙)τ=1\langle e^{-\hat{\sigma}_{\Omega}^{\rm I}}\rangle_{\bm{x}|\bm{p}(\bm{x}^{*})}^{\tau}=1 (S.37)

with the informed partial entropy production

σ^ΩI:=eΩ𝒥^eF~e𝒙.\hat{\sigma}_{\Omega}^{\rm I}:=\sum_{e\in\Omega}\hat{{\cal J}}_{e}\tilde{F}^{\bm{x}}_{e}. (S.38)

Here, F~ex\tilde{F}^{\bm{x}}_{e} is an informed force defined as

F~ij𝒙:=lnRij(𝒙)pjss(𝒙)Rji(𝒙)piss(𝒙).\tilde{F}^{\bm{x}}_{ij}:=\ln\frac{R_{ij}(\bm{x})p^{\rm ss}_{j}(\bm{x}^{*})}{R_{ji}(\bm{x})p^{\rm ss}_{i}(\bm{x}^{*})}. (S.39)

In the following, we abbreviate piss(x)p^{\rm ss}_{i}(\bm{x}^{*}) as pip^{*}_{i} for brevity.

We introduce another transition rate R(x){R^{\prime}}({\bm{x}}) such that

Rij(𝒙)={Rij(𝒙)(i,j)Ω,Rji(𝒙)pipj(i,j)Ω.{R^{\prime}}_{ij}({\bm{x}})=\begin{cases}R_{ij}({\bm{x}})&(i,j)\in\Omega,\\ \frac{R_{ji}({\bm{x}})p_{i}^{*}}{p_{j}^{*}}&(i,j)\notin\Omega.\end{cases} (S.40)

This transition rate is the same as the original transition rate if (i,j)Ω(i,j)\in\Omega, and is the dual transition rate at x=x\bm{x}=\bm{x}^{*} if (i,j)Ω(i,j)\notin\Omega (we note Rji(x)=Rji(x)R_{ji}(\bm{x})=R_{ji}(\bm{x}^{*}) for (i,j)Ω(i,j)\notin\Omega). Notably, the escape rate of R(x){R^{\prime}}({\bm{x}}) denoted by ex{e^{\prime}}^{\bm{x}} is the same as that of R(x)R({\bm{x}}), which can be shown as

ej𝒙=i(j)Rij(𝒙)=i:(i,j)ΩRij(𝒙)+i:(i,j)ΩRji(𝒙)pipj=i:(i,j)ΩRij(𝒙)+i:(i,j)ΩRij(𝒙)=ej𝒙,{e^{\prime}}_{j}^{\bm{x}}=\sum_{i(\neq j)}{R^{\prime}}_{ij}({\bm{x}})=\sum_{i:(i,j)\in\Omega}R_{ij}({\bm{x}})+\sum_{i:(i,j)\notin\Omega}\frac{R_{ji}(\bm{x})p_{i}^{*}}{p_{j}^{*}}=\sum_{i:(i,j)\in\Omega}R_{ij}({\bm{x}})+\sum_{i:(i,j)\notin\Omega}R_{ij}(\bm{x})=e_{j}^{\bm{x}}, (S.41)

where the second equality follows from

i:(i,j)ΩRji(𝒙)pipj=i:(i,j)ΩRji(𝒙)pipj=i(j)Rij(𝒙)i:(i,j)ΩRji(𝒙)pipj=i:(i,j)ΩRij(𝒙)=i:(i,j)ΩRij(𝒙).\sum_{i:(i,j)\notin\Omega}\frac{R_{ji}(\bm{x})p_{i}^{*}}{p_{j}^{*}}=\sum_{i:(i,j)\notin\Omega}\frac{R_{ji}(\bm{x}^{*})p_{i}^{*}}{p_{j}^{*}}=\sum_{i(\neq j)}{R}_{ij}({\bm{x}^{*}})-\sum_{i:(i,j)\in\Omega}\frac{R_{ji}(\bm{x}^{*})p_{i}^{*}}{p_{j}^{*}}=\sum_{i:(i,j)\notin\Omega}{R}_{ij}({\bm{x}^{*}})=\sum_{i:(i,j)\notin\Omega}R_{ij}(\bm{x}). (S.42)

In the second equality, we used the stationary condition i(j)Rij(x)pjRji(x)pi\sum_{i(\neq j)}R_{ij}(\bm{x}^{*})p_{j}^{*}-R_{ji}(\bm{x}^{*})p_{i}^{*}, and in third equality we used the stalling condition Rji(x)pi=Rij(x)pjR_{ji}(\bm{x}^{*})p_{i}^{*}=R_{ij}({\bm{x}^{*}})p_{j}^{*} for (i,j)Ω(i,j)\in\Omega.

We now consider the contribution to eσ^ΩIe^{-\hat{\sigma}_{\Omega}^{\rm I}} from each single jump www^{\prime}\to w. If (i,j)Ω(i,j)\in\Omega, we have

Rij(𝒙)eF~ij𝒙𝒥^ij=Rji(𝒙)pipj,R_{ij}(\bm{x})e^{-\tilde{F}^{\bm{x}}_{ij}\hat{{\cal J}}_{ij}}={R^{\prime}}_{ji}(\bm{x})\frac{p^{*}_{i}}{p^{*}_{j}}, (S.43)

and if (i,j)Ω(i,j)\notin\Omega, we again have

Rij(𝒙)=Rji(𝒙)pipj.R_{ij}(\bm{x})={R^{\prime}}_{ji}(\bm{x})\frac{p^{*}_{i}}{p^{*}_{j}}. (S.44)

We then obtain

P𝒙(Γ)eσ^ΩI=\displaystyle P^{\bm{x}}(\Gamma)e^{-\hat{\sigma}^{\rm I}_{\Omega}}= pw0(i=1Npwipwi1)(i=1NRwi1,wi(𝒙))(i=0Ne(ti+1ti)ewi)\displaystyle p^{*}_{w^{0}}\cdot\left(\prod_{i=1}^{N}\frac{p^{*}_{w^{i}}}{p^{*}_{w^{i-1}}}\right)\cdot\left(\prod_{i=1}^{N}{R^{\prime}}_{w^{i-1},w^{i}}({\bm{x}})\right)\cdot\left(\prod_{i=0}^{N}e^{-(t^{i+1}-t^{i})e^{\prime}_{w^{i}}}\right)
=\displaystyle= pwN(i=1NRwi1,wi(𝒙))(i=0Ne(ti+1ti)ewi)\displaystyle p^{*}_{w^{N}}\cdot\left(\prod_{i=1}^{N}{R^{\prime}}_{w^{i-1},w^{i}}({\bm{x}})\right)\cdot\left(\prod_{i=0}^{N}e^{-(t^{i+1}-t^{i})e^{\prime}_{w^{i}}}\right)
=\displaystyle= P𝒙(Γ),\displaystyle{P^{\prime}}^{\bm{x}}(\Gamma^{\dagger}), (S.45)

where the initial distribution of Px{P^{\prime}}^{\bm{x}} is set to p\bm{p}^{*}. By integrating both sides with Γ\Gamma, we obtain Eq. (18).


C. Derivation of fluctuation-response relation from integral fluctuation theorem

We here briefly explain a standard technique to derive a fluctuation-response relation from an integral fluctuation theorem. Suppose that the entropy production is written as

σ^=F𝒥^F.\hat{\sigma}=F\hat{{\cal J}}^{F}. (S.46)

With regarding FF as a small parameter, we perform the Taylor expansion of the exponential function in the integral fluctuation theorem as

1=eσ^F=1F𝒥^FF+12(F𝒥^F)2F+.1=\langle e^{-\hat{\sigma}}\rangle_{F}=1-\langle F\hat{{\cal J}}^{F}\rangle_{F}+\frac{1}{2}\langle(F\hat{{\cal J}}^{F})^{2}\rangle_{F}+\cdots. (S.47)

Since F\langle\cdot\rangle_{F} is also a function of FF, this bracket can also be expanded as

F=0+FFF|F=0+F222F2F|F=0.\langle\cdot\rangle_{F}=\langle\cdot\rangle_{0}+F\left.\frac{\partial}{\partial F}\langle\cdot\rangle_{F}\right|_{F=0}+\left.\frac{F^{2}}{2}\frac{\partial^{2}}{\partial F^{2}}\langle\cdot\rangle_{F}\right|_{F=0}\cdots. (S.48)

These two expansions suggest

1=\displaystyle 1= 1F𝒥^F0+F2F𝒥^FF|F=0+F22(𝒥^F)20+O(F3).\displaystyle 1-F\langle\hat{{\cal J}}^{F}\rangle_{0}+F^{2}\left.\frac{\partial}{\partial F}\langle\hat{{\cal J}}^{F}\rangle_{F}\right|_{F=0}+\frac{F^{2}}{2}\langle(\hat{{\cal J}}^{F})^{2}\rangle_{0}+O(F^{3}). (S.49)

Comparing the coefficients of F2F^{2}, we find the fluctuation-response relation:

F𝒥^FF|F=0=12(𝒥^F)20.\left.\frac{\partial}{\partial F}\langle\hat{{\cal J}}^{F}\rangle_{F}\right|_{F=0}=\frac{1}{2}\langle(\hat{{\cal J}}^{F})^{2}\rangle_{0}. (S.50)