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    Variational formulation of stochastic thermodynamics: Finite-dimensional systems

    Héctor Vaquero del Pino1,*, François Gay-Balmaz2,†, Hiroaki Yoshimura3, and Lock Yue Chew1,‡

    • *Contact author: hector001@e.ntu.edu.sg
    • †Contact author: francois.gb@ntu.edu.sg
    • ‡Contact author: lockyue@ntu.edu.sg

    Phys. Rev. E 113, 054107 – Published 6 May, 2026

    DOI: https://doi.org/10.1103/xrbh-7fhd

    Abstract

    In this paper, we develop a variational foundation for stochastic thermodynamics of finite-dimensional, continuous-time systems. Requiring the second law (non-negative average total entropy production) systematically yields a consistent thermodynamic structure from which novel generalized fluctuation-dissipation relations emerge naturally, ensuring local detailed balance. This principle extends key results of stochastic thermodynamics including an individual trajectory level description of both configurational and thermal variables and fluctuation theorems in an extended thermodynamic phase space. It applies to both closed and open systems, while accommodating state-dependent parameters, nonlinear couplings between configurational and thermal degrees of freedom, and cross-correlated noise consistent with Onsager symmetry. This is achieved by establishing a unified geometric framework in which stochastic thermodynamics emerges from a generalized Lagrange-d'Alembert principle, building on the variational structure introduced by Gay-Balmaz and Yoshimura [Philos Trans. R. Soc. A 381, 2256 (2023)]. Irreversible and stochastic forces are incorporated through nonlinear nonholonomic constraints, with entropy treated as an independent dynamical variable. This work provides an approach for thermodynamically consistent modeling of stochastic systems and paves the way to applications in continuum systems such as active and complex fluids.

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