Entropy Anomaly in Langevin-Kramers Dynamics with a Temperature Gradient, Matrix Drag, and Magnetic Field

Abstract: We investigate entropy production in the small-mass (or overdamped) limit of Langevin-Kramers dynamics. The results generalize previous works to provide a rigorous derivation that covers systems with magnetic field as well as anisotropic (i.e. matrix-valued) drag and diffusion coefficients that satisfy a fluctuation-dissipation relation with state-dependent temperature. In particular, we derive an explicit formula for the anomalous entropy production which can be estimated from simulated paths of the overdamped system. As a part of this work, we develop a theory for homogenizing a class of integral processes involving the position and scaled-velocity variables. This allows us to rigorously identify the limit of the entropy produced in the environment, including a bound on the convergence rate.