On extremals of the entropy production by ‘Langevin–Kramers’ dynamics

Abstract

We refer as ‘Langevin–Kramers’ dynamics to a class of stochastic differential systems exhibiting a degenerate ‘metriplectic’ structure. This means that the drift field can be decomposed into a symplectic and a gradient-like component with respect to a pseudo-metric tensor associated with random fluctuations affecting increments of only a sub-set of the degrees of freedom. Systems in this class are often encountered in applications as elementary models of Hamiltonian dynamics in a heat bath eventually relaxing to a Boltzmann steady state. Entropy production control in Langevin–Kramers models differs from the now well-understood case of Langevin–Smoluchowski dynamics for two reasons. First, the definition of entropy production stemming from fluctuation theorems specifies a cost functional which does not act coercively on all degrees of freedom of control protocols. Second, the presence of a symplectic structure imposes a non-local constraint on the class of admissible controls. Using Pontryagin control theory and restricting the attention to additive noise, we show that smooth protocols attaining extremal values of the entropy production appear generically in continuous parametric families as a consequence of a trade-off between smoothness of the admissible protocols and non-coercivity of the cost functional. Uniqueness is, however, always recovered in the over-damped limit as extremal equations reduce at leading order to the Monge–Ampère–Kantorovich optimal mass-transport equations.