Broken detailed balance and entropy production in directed networks.

Abstract

The structure of a complex network plays a crucial role in determining its dynamical properties. In this paper , we show that the the degree to which a network is directed and hierarchically organized is closely associated with the degree to which its dynamics break detailed balance and produce entropy. We consider a range of dynamical processes and show how different directed network features affect their entropy production rate. We begin with an analytical treatment of a two-node network followed by numerical simulations of synthetic networks using the preferential attachment and Erdös-Renyi algorithms. Next, we analyze a collection of 97 empirical networks to determine the effect of complex real-world topologies. Finally, we present a simple method for inferring broken detailed balance and directed network structure from multivariate time series and apply our method to identify non-equilibrium dynamics and hierarchical organisation in both human neuroimaging and financial time series. Overall, our results shed light on the consequences of directed network structure on non-equilibrium dynamics and highlight the importance and ubiquity of hierarchical organisation and non-equilibrium dynamics in real-world systems.