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Abstract Many-body dynamical models in which Boltzmann statistics can be derived directly from the underlying dynamical laws without invoking the fundamental postulates of statistical mechanics are scarce. Interestingly, one such model is found in econophysics and in chemistry classrooms: the money game, in which players exchange money randomly in a process that resembles elastic intermolecular collisions in a gas, giving rise to the Boltzmann distribution of money owned by each player. Although this model offers a pedagogical example that demonstrates the origins of Boltzmann statistics, such demonstrations usually rely on computer simulations. In fact, a proof of the exponential steady-state distribution in this model has only become available in recent years. Here, we study this random money/energy exchange model and its extensions using a simple mean-field-type approach that examines the properties of the one-dimensional random walk performed by one of its participants. We give a simple derivation of the Boltzmann steady-state distribution in this model. Breaking the time-reversal symmetry of the game by modifying its rules results in non-Boltzmann steady-state statistics. In particular, introducing ‘unfair’ exchange rules in which a poorer player is more likely to give money to a richer player than to receive money from that richer player, results in an analytically provable Pareto-type power-law distribution of the money in the limit where the number of players is infinite, with a finite fraction of players in the ‘ground state’ (i.e. with zero money). For a finite number of players, however, the game may give rise to a bimodal distribution of money and to bistable dynamics, in which a participant’s wealth jumps between poor and rich states. The latter corresponds to a scenario where the player accumulates nearly all the available money in the game. The time evolution of a player’s wealth in this case can be thought of as a ‘chemical reaction’, where a transition between ‘reactants’ (rich state) and ‘products’ (poor state) involves crossing a large free energy barrier. We thus analyze the trajectories generated from the game using ideas from the theory of transition paths and highlight non-Markovian effects in the barrier crossing dynamics. 

A recent ground-breaking experimental study [Lyons et al., Phys. Rev. X 14(1), 011017 (2024)] reports on measuring the temporal duration and the spatial extent of failed attempts to cross an activation barrier (i.e., “loops”) for a folding transition in a single molecule and for a Brownian particle trapped within a bistable potential. Within the model of diffusive dynamics, however, both of these quantities are, on average, exactly zero because of the recrossings of the barrier region boundary. That is, an observer endowed with infinite spatial and temporal resolution would find that finite loops do not exist (or, more precisely, form a set of measure zero). Here we develop a description of the experiment that takes the “fuzziness” of the boundaries caused by finite experimental resolution into account and show how the experimental uncertainty of localizing the point, in time and space, where the barrier is crossed leads to observable distributions of loop times and sizes. Although these distributions generally depend on the experimental resolution, this dependence, in certain cases, may amount to a simple resolution-dependent factor and, therefore, the experiments do probe inherent properties of barrier crossing dynamics. 

Single-molecule fluorescence resonance energy transfer (FRET) experiments are commonly used to study the dynamics of molecular machines. While in vivo molecular processes often break time-reversal symmetry, the temporal directionality of cyclically operating molecular machines is often not evident from single-molecule FRET trajectories, especially in the most common two-color FRET studies. Solving a more quantitative problem of estimating the energy dissipation/entropy production by a molecular machine from single-molecule data is even more challenging. Here, we present a critical assessment of several practical methods of doing so, including Markov-model-based methods and a model-free approach based on an information-theoretical measure of entropy production that quantifies how (statistically) dissimilar observed photon sequences are from their time reverses. The Markov model approach is computationally feasible and may outperform model free approaches, but its performance strongly depends on how well the assumed model approximates the true microscopic dynamics. Markov models are also not guaranteed to give a lower bound on dissipation. Meanwhile, model-free, information-theoretical methods systematically underestimate entropy production at low photoemission rates, and long memory effects in the photon sequences make these methods demanding computationally. There is no clear winner among the approaches studied here, and all methods deserve to belong to a comprehensive data analysis toolkit. 

Many nonequilibrium, active processes are observed at a coarse-grained level, where different microscopic configurations are projected onto the same observable state. Such “lumped” observables display memory, and in many cases, the irreversible character of the underlying microscopic dynamics becomes blurred, e.g., when the projection hides dissipative cycles. As a result, the observations appear less irreversible, and it is very challenging to infer the degree of broken time-reversal symmetry. Here we show, contrary to intuition, that by ignoring parts of the already coarse-grained state space we may—via a process called milestoning—improve entropy-production estimates. We present diverse examples where milestoning systematically renders observations “closer to underlying microscopic dynamics” and thereby improves thermodynamic inference from lumped data assuming a given range of memory, and we hypothesize that this effect is quite general. Moreover, whereas the correct general physical definition of time reversal in the presence of memory remains unknown, we here show by means of physically relevant examples that at least for semi-Markov processes of first and second order, waiting-time contributions arising from adopting a naive Markovian definition of time reversal generally must be discarded. 

Whether single-molecule trajectories, observed experimentally or in molecular simulations, can be described using simple models such as biased diffusion is a subject of considerable debate. Memory effects and anomalous diffusion have been reported in a number of studies, but directly inferring such effects from trajectories, especially given limited temporal and/or spatial resolution, has been a challenge. Recently, we proposed that this can be achieved with information-theoretical analysis of trajectories, which is based on the general observation that non-Markov effects make trajectories more predictable and, thus, more “compressible” by lossless compression algorithms. Toy models where discrete molecular states evolve in time were shown to be amenable to such analysis, but its application to continuous trajectories presents a challenge: the trajectories need to be digitized first, and digitization itself introduces non-Markov effects that depend on the specifics of how trajectories are sampled. Here we develop a milestoning-based method for information-theoretical analysis of continuous trajectories and show its utility in application to Markov and non-Markov models and to trajectories obtained from molecular simulations. 

Knots in proteins and DNA are known to have significant effect on their equilibrium and dynamic properties as well as on their function. While knot dynamics and thermodynamics in electrically neutral and uniformly charged polymer chains are relatively well understood, proteins are generally polyampholytes, with varied charge distributions along their backbones. Here we use simulations of knotted polymer chains to show that variation in the charge distribution on a polyampholyte chain with zero net charge leads to significant variation in the resulting knot dynamics, with some charge distributions resulting in long-lived metastable knots that escape the (open-ended) chain on a timescale that is much longer than that for knots in electrically neutral chains. The knot dynamics in such systems can be described, quantitatively, using a simple one-dimensional model where the knot undergoes biased Brownian motion along a “reaction coordinate”, equal to the knot size, in the presence of a potential of mean force. In this picture, long-lived knots result from charge sequences that create large electrostatic barriers to knot escape. This model allows us to predict knot lifetimes even when those times are not directly accessible by simulations. 

Single-molecule and single-particle tracking experiments are typically unable to resolve fine details of thermal motion at short timescales where trajectories are continuous. We show that, when a diffusive trajectory [Formula: see text] is sampled at finite time intervals δt, the resulting error in measuring the first passage time to a given domain can exceed the time resolution of the measurement by more than an order of magnitude. Such surprisingly large errors originate from the fact that the trajectory may enter and exit the domain while being unobserved, thereby lengthening the apparent first passage time by an amount that is larger than δt. Such systematic errors are particularly important in single-molecule studies of barrier crossing dynamics. We show that the correct first passage times, as well as other properties of the trajectories such as splitting probabilities, can be recovered via a stochastic algorithm that reintroduces unobserved first passage events probabilistically.