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Information-thermodynamic principles unveil the response of complex networks to perturbations

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Abstract

Understanding how complex networks respond to perturbations is key to uncovering their functional organization. We show that, for a maximum-entropy perturbation prior, standard diffusion cannot increase response entropy, a measure of the diversity of the system's response. To overcome this limitation, we develop a density-matrix-based information thermodynamics of perturbation responses along arbitrary dynamical trajectories. We show that this framework is grounded in an information-theoretic principle of least dissipation and introduces a generalized free energy that quantifies deviations from an instantaneous diffusive reference. We then illustrate the formalism using nonlinear complex networks, revealing regimes of enhanced response diversity that cannot be captured by standard diffusive descriptions.

Introduction

A defining feature of complex systems is not only their structure, but also their response to perturbations [1, 2, 3, 4].

Systems with similar unperturbed trajectories may react very differently to small disturbances, revealing latent structural and dynamical properties [5, 6]. Characterizing perturbation responses therefore provides a fundamental lens on the organization and function of complex networks, since perturbation propagation reveals how information, uncertainty, and functional variability are redistributed by the interplay between structure and dynamics [4, 5, 7, 8].

Standard diffusive dynamics offers a tractable class of network processes: its evolution is linear and governed by a time-independent, often symmetric, operator, under which perturbations evolve as well. Diffusion models phenomena ranging from consensus formation [9] to epidemic spreading [10, 11] and migration [12], and often approximates nonlinear dynamics near steady states [13]. Recently, a density matrix formalism [14], analogous to equilibrium statistical mechanics, enabled a thermodynamic description of networks coupled to diffusion. This diffusive information–thermodynamic framework has been applied to network classification [15, 16], phase transitions [17], centrality [18], robustness [19], functional fragility [20], structural sparsity [8], and renormalization group approaches [21, 22].

Despite these advances, it remains unclear whether diffusion provides an exhaustive description, or whether a more general thermodynamic framework is needed to capture behaviors beyond it. This is especially relevant for real networks, which often operate in dynamical regimes far from steady states. As non-equilibrium thermodynamics and statistical mechanics [23, 24, 25] describe phenomena inaccessible to equilibrium approaches, an analogous extension may be required for network responses governed by general time-dependent and non-normal operators [26].

In this article, we explore the theoretical limits of the diffusive approach commonly adopted in the network density matrix literature, which relies on a time-independent normal evolution operator and on maximum-entropy assumptions for the prior distribution of perturbations. In particular, we show that, under these common assumptions, the entropy derivative is constrained to be non-positive. This contrasts with real systems, which may maintain or increase functional diversity. We therefore construct a general information-thermodynamic framework capable of describing the response to perturbations at any point along a complex system trajectory and with a time-dependent non-normal evolution operator. This framework is based on an information-theoretic least dissipation principle, analogous in spirit to the Onsager–Rayleigh principle, and establishes a formal correspondence between non-equilibrium thermodynamics and network response theory.

Results

Network density matrices

The network density matrix formalism [14, 20] provides an information–thermodynamic framework to describe perturbation propagation in an NN-dimensional complex network with adjacency matrix A\mathbf{A}, whose state ∣x(t)⟩\lvert x(t)\rangle follows the non-linear dynamics ddt∣x(t)⟩=v(∣x(t)⟩;A)\frac{d}{dt}\lvert x(t)\rangle= \mathbf{v}(\lvert x(t)\rangle;\mathbf{A}). Perturbations are small shifts ∣δx(t)⟩\lvert\delta x(t)\rangle of the system state ∣x(t)⟩\lvert x(t)\rangle (see Appendix A). Denoting by ∣i⟩\lvert i\rangle the canonical basis vector associated with node ii, the response of individual nodes to a perturbation mode ∣δx(t)⟩|\delta x(t)\rangle is quantified through its projection onto this basis. The absolute response intensity is ∣δxi(t)∣=⟨δx(t)∣i⟩2|\delta x_i(t)|=\sqrt{\langle\delta x(t)|i\rangle^2}, while the dynamical correlation between nodes jj and ii is δxj(t)δxi(t)=⟨j∣δx(t)⟩⟨δx(t)∣i⟩\delta x_j(t)\delta x_i(t)=\langle j|\delta x(t)\rangle\langle\delta x(t)|i\rangle. Both are encoded in the local propagator u(t)=∣δx(t)⟩⟨δx(t)∣\mathbf{u}(t)=|\delta x(t)\rangle\langle\delta x(t)|, which describes the spreading of a single perturbation mode.

SymbolDynamicsx˙i=\dot{x}_i=
EEpidemics (SIS)−Bxi+R∑jAij(1−xi)xj-Bx_i+R\sum_j A_{ij}(1-x_i)x_j
NVNoisy voterA−Bxi+Cki∑jAijxjA-Bx_i+\frac{C}{k_i}\sum_j A_{ij}x_j
P\mathbb{P}Population−Bxib+R∑jAijxja-Bx_i^b+R\sum_j A_{ij}x_j^a
NNeuronal−xi+R∑j=1NAijtanh⁡(xj)-x_i+R\sum_{j=1}^{N}A_{ij}\tanh(x_j)
B\mathbb{B}BiochemicalF−Bxi−R∑jAijxixjF-Bx_i-R\sum_j A_{ij}x_ix_j

Table 1. Dynamical equations of complex networks considered in this article.

A single perturbation generally cannot characterize the full network response, since different initial directions may produce distinct dynamics and the actual perturbation is often unknown. We therefore use an ensemble of MM possible initial perturbations, Ψ={δxα(t0)}α=0,…,M−1\Psi=\{\delta x^\alpha(t_0)\}_{\alpha=0,\ldots,M-1}, where each mode δxα\delta x^\alpha occurs at time t0t_0 with probability pαp_\alpha and evolves under the Jacobian J=∂v∂x\mathbf{J}=\frac{\partial\mathbf{v}}{\partial\mathbf{x}} (see Tab. I). To span all perturbation directions, we choose M=NM=N orthogonal modes.

The propagation of information through the network is then described by the statistical propagator U(t)=∑α=0N−1pαuα(t)\mathbf{U}(t)=\sum_{\alpha=0}^{N-1}p_\alpha\mathbf{u}^\alpha(t), where uα(t)\mathbf{u}^\alpha(t) is the local propagator of mode α\alpha. Its trace, Z(t)≡Tr⁡(U(t))Z(t)\equiv\operatorname{Tr}(\mathbf{U}(t)), equals the total weighted ensemble strength. The normalization of U(t)\mathbf{U}(t) gives the network density matrix

ρ(t)=U(t)Z(t).(1)\rho(t)=\frac{\mathbf{U}(t)}{Z(t)}. \tag*{(1)}

This positive, unit-trace operator encodes the distribution of the perturbation ensemble across network nodes and modes.

Without prior information on pαp_\alpha, the maximum entropy principle [27, 28] assigns probability 1/N1/N to each mode. A standard choice for Ψ\Psi is the canonical basis, with perturbations initially localized on single nodes [8, 14, 17, 20, 21]. To isolate the effect of the evolution operator, throughout the main text we adopt this maximum-entropy prior. for the initial perturbation ensemble, ρ(t0)=I/N\rho(t_0) = I/N, unless otherwise specified. This keeps the initial ensemble fixed when comparing different evolution operators and avoids introducing an additional directional bias through the perturbation prior. The role of non-uniform priors, including their possible effect on the sign of the entropy rate, is discussed in Appendix § 1.5.

For diffusive dynamics, this framework is formally connected to equilibrium statistical mechanics and the Gibbs ensemble of densities [29] (see Appendix B). Moreover, by selecting this uniform prior for the initial perturbation distribution, the density matrix formally coincides with the normalized left Cauchy–Green tensor of classical dynamical systems theory [30]. Therefore, the density-matrix representation does not introduce additional microscopic information with respect to tangent-space dynamics, but changes the descriptive level by recasting the collective response to perturbations as a statistical state. This representation makes it possible to summarize high-dimensional response dynamics through a small set of macroscopic thermodynamic observables and to apply statistical and variational tools to characterize the joint effects of network structure and dynamics across scales.

The density matrix flow equation and entropy evolution

The first step toward a response theory for complex interconnected systems along general trajectories is to understand how the evolution deforms the density operator ρ(t)\rho(t) describing response modes. For perturbations evolving under a time-dependent, generally non-symmetric J(x(t))\mathbf{J}(\mathbf{x}(t)), differentiating the density matrix (Appendix C) yields the equation governing its flow on the manifold of all admissible density matrices:

ρ˙=Jρ+ρJT−2ρ Tr⁡(ρJ).(2)\dot{\rho} = \mathbf{J}\rho+ \rho\mathbf{J}^{T} - 2\rho\,\operatorname{Tr}(\rho\mathbf{J}). \tag*{(2)}

The first two terms describe the local deformation of ρ\rho induced by J(x(t))\mathbf{J}(\mathbf{x}(t)), including stretching and directional changes of perturbation modes. The third term preserves Tr⁡(ρ)=1\operatorname{Tr}(\rho) = 1 and thus contains Tr⁡(ρJ)\operatorname{Tr}(\rho\mathbf{J}), linked to the local stretching rate of an infinitesimal volume around the trajectory.

We then exploit the flow equation to explore the role of symmetric and antisymmetric dynamical features [31].

Decomposing J\mathbf{J} into its symmetric part D\mathbf{D} and antisymmetric part C\mathbf{C} gives

ρ˙={D,ρ}−2ρTr⁡(ρD)+[C,ρ],(3)\dot{\rho} = \{\mathbf{D}, \rho\} - 2\rho\operatorname{Tr}(\rho\mathbf{D}) + [\mathbf{C}, \rho], \tag*{(3)}

where {⋅,⋅}\{\cdot,\cdot\} and [⋅,⋅][\cdot,\cdot] denote anticommutator and commutator. Eigenvalue and eigenvector perturbation theory [32] (Appendix C) shows that D\mathbf{D} affects both eigenvalues and eigenvectors of ρ\rho, while C\mathbf{C} only rotates eigenvectors unitarily. Thus, D\mathbf{D} represents the dissipative part of the evolution, changing the relative relevance of perturbations, whereas C\mathbf{C} is conservative. Consistently, only D\mathbf{D} enters the normalization term, since Tr⁡(ρJ)=Tr⁡(ρD)\operatorname{Tr}(\rho\mathbf{J}) = \operatorname{Tr}(\rho\mathbf{D}). The diffusive case is recovered by setting C=0\mathbf{C} = 0 and assuming time independence of D\mathbf{D}.

The conservative part can always be removed by rotating ρ(t)\rho(t) and D(t)\mathbf{D}(t) through O(t,t0)=Texp⁡[∫t0tds C(s)]\mathbf{O}(t,t_0) = \mathcal{T}\exp\left[\int_{t_0}^{t} \mathrm{d}s\,\mathbf{C}(s)\right], where T\mathcal{T} is the time-ordered exponential. In this dissipative frame, σ(t)≡O−1ρ(t)O\sigma(t) \equiv\mathbf{O}^{-1}\rho(t)\mathbf{O} evolves only under Q(t)≡O−1D(t)O\mathbf{Q}(t) \equiv\mathbf{O}^{-1}\mathbf{D}(t)\mathbf{O}:

σ˙={Q,σ}−2σTr⁡(σQ).(4)\dot{\sigma} = \{\mathbf{Q},\sigma\} - 2\sigma\operatorname{Tr}(\sigma\mathbf{Q}). \tag*{(4)}

This rotation preserves relevant thermodynamic quantities such as the Von Neumann entropy SS and Tr⁡(ρJ)\operatorname{Tr}(\rho\mathbf{J}), since they are invariant under unitary transformations. Despite this formal mapping, the time dependence and the non-normality of the evolution operator in the general case mark a fundamental difference from the time-independent and symmetric diffusive case.

We exploit the flow equation to study the evolution of the Von Neumann entropy S=−Tr⁡(ρlog⁡ρ)S = -\operatorname{Tr}(\rho\log\rho), which measures the functional diversity of the response through the relative importance of its modes. Our goal is to identify differences from the time-independent diffusive case. Substituting the flow equation into the entropy derivative yields

S˙=−2Cov⁡ρ(D,log⁡ρ),(5)\dot{S} = -2\operatorname{Cov}_{\rho}(\mathbf{D},\log\rho), \tag*{(5)}

where Cov⁡ρ(⋅,⋅)\operatorname{Cov}_{\rho}(\cdot,\cdot) denotes the covariance with respect to ρ\rho [33]. By the Cauchy–Schwarz inequality, we then obtain

∣S˙∣≤2Var⁡ρ(D)Var⁡ρ(log⁡ρ).(6)|\dot{S}| \le2\sqrt{\operatorname{Var}_{\rho}(\mathbf{D})\operatorname{Var}_{\rho}(\log\rho)}. \tag*{(6)}

This is an upper bound on the entropy rate [34] and sets a scale-dependent limit to changes in functional diversity.

Given a scale tt, we define the instantaneous Gibbsian reference as γ(t)=e2tD(t)Tr⁡(e2tD(t))\gamma(t)=\frac{e^{2t\mathbf{D}(t)}}{\operatorname{Tr}(e^{2t\mathbf{D}(t)})}, obtained by freezing the symmetric operator D(t)\mathbf{D}(t) at that time. We call γ(t)\gamma(t) the instantaneous diffusive reference, interpreting it as the effective diffusive process locally approximating the real dynamics. The bound in Eq. (6) is saturated when log⁡ρ=aD+bI\log\rho=a\mathbf{D}+b\mathbf{I}, with a,b∈Ra,b\in\mathbb{R}. As a special case, this occurs when the actual density operator coincides with γ(t)\gamma(t) at the corresponding scale.

Aside from the comparison with its instantaneous diffusive counterpart, we also contrast the entropy derivative of a system evolving under non-linear dynamics with that of a network with the same adjacency matrix evolving under Laplacian diffusion (Figure 1–a).

Beyond diffusion: nonlinear dynamics systematically alters the evolution of the entropy rate

Figure 1. Beyond diffusion: nonlinear dynamics systematically alters the evolution of the entropy rate. (a) The same network can display different entropy production rate profiles under different dynamics. The figure shows the temporal distance ∣Δt∣|\Delta t| between the peaks of ∣S˙∣|\dot{S}| for Laplacian diffusion and biochemical dynamics (B) in Erdős–Rényi, Barabási–Albert, and stochastic block model networks with average degree ⟨k⟩∼8\langle k\rangle\sim8 and N=100N=100, over 100 realizations each. All the networks exhibit distributions not centered at zero, indicating a clear difference between diffusive and non-diffusive dynamics. (b) The C. elegans nervous system network [35] is used to compare the evolution of normalized entropy under Laplacian diffusion and neuronal dynamics (N) across different coupling strengths RR, using a low-activity initial condition. For neuronal dynamics, 30 inhibitory-link assignments are considered per RR, with inhibitory probability 26% [20]. The range of values of RR explored spans the dynamical scale around 1/⟨Re⁡(λmax⁡)⟩1/\langle\operatorname{Re}(\lambda_{\max})\rangle, where ⟨Re⁡(λmax⁡)⟩∼9.7\langle\operatorname{Re}(\lambda_{\max})\rangle\sim9.7 denotes the ensemble-averaged real part of the largest eigenvalue of the signed adjacency matrix. This choice is motivated by the widespread interest in critical and near-critical dynamical regimes in the study of neuronal dynamics [36]. Unlike diffusion, nonlinear neuronal dynamics can show regions with S˙>0\dot{S}>0; the figure reports the median total time with positive entropy derivative across coupling strengths, with shading between the 16% and 84% quantiles. These regions are consistently present at higher RR.

Network H-theorem. Both diffusive approximations of complex network dynamics discussed in the previous section exhibit deviations from their non-diffusive counterparts. Although these differences can be significant,

they do not seem to involve features that are, in principle, theoretically incompatible with a time-independent and symmetric diffusive approximation.

However, one phenomenon cannot be captured in such a framework: entropy increase, i.e. a positive entropy derivative S˙>0\dot{S} > 0. In real systems, we observe phases where the diversity of responses to perturbations increases, due to both structural and dynamical effects. In the time-independent and symmetric diffusive case, instead, the entropy derivative is always non-positive. Indeed, for a constant and symmetric evolution operator D\mathbf{D} and a maximum–entropy prior, Eq. (5) reduces to S˙=−4tVar⁡ρ(D)\dot{S} = -4t\operatorname{Var}_{\rho}(\mathbf{D}); since the variance is non-negative, S˙≤0\dot{S} \le0 (Appendix § 1.4). This is analogous to the Boltzmann H-theorem [37], but with an inverted sign due to the different interpretation of entropy in our context, where we start from a maximum–entropy state. This bound has a clear physical interpretation: if the evolution operator is constant and symmetric and we assume a maximum–entropy prior, the diversity of the response to perturbations of a complex network cannot increase in time. For this reason, a non-diffusive information-thermodynamic framework is required to fully explain the response to perturbations along a general dynamical trajectory, where a non-uniform perturbation prior, time dependence, or non-normality of the evolution operator may each yield S˙>0\dot{S} > 0. Indeed, Eq. (5) shows that the sign of the entropy rate is not determined by the instantaneous symmetric operator D\mathbf{D} alone, but by its relation to the current density operator, which contains the accumulated effect of both the initial perturbation ensemble and the preceding dynamics. Let ρ=∑ipi∣pi⟩⟨pi∣\rho= \sum_i p_i |p_i\rangle\langle p_i| and define di(ρ)≡⟨pi∣D∣pi⟩d_i^{(\rho)} \equiv\langle p_i|\mathbf{D}|p_i\rangle and ⟨D⟩=Tr⁡(Dρ)\langle\mathbf{D}\rangle= \operatorname{Tr}(\mathbf{D}\rho), where di(ρ)d_i^{(\rho)} is the instantaneous stretching rate along the ith response direction. Then, equation (5) can be rewritten as

S˙=−2∑ipi(log⁡pi−⟨log⁡ρ⟩)(di(ρ)−⟨D⟩).(7)\dot{S} = -2\sum_i p_i\left(\log p_i - \langle\log\rho\rangle\right)\left(d_i^{(\rho)} - \langle\mathbf{D}\rangle\right). \tag*{(7)}

Hence, the sign of S˙\dot{S} is controlled by the correlation between the accumulated relevance of each response mode, encoded by log⁡pi\log p_i and shaped by both the initial prior and the previous evolution along the trajectory, and its instantaneous stretching, represented by di(ρ)d_i^{(\rho)}. In particular, S˙>0\dot{S} > 0 when these two quantities are negatively correlated. Physically, this occurs when modes that were previously weakly represented undergo comparatively stronger instantaneous stretching, thereby redistributing the response toward previously suppressed directions. This mech...anism is absent in the standard diffusive case, for which log⁡ρ=2tD−(log⁡Z) I\log\rho= 2tD - (\log Z)\,I, so that mode relevance remains locked to the fixed stretching rates and cannot become anticorrelated with them, whereas such an anticorrelation may occur whenever this relation no longer holds (Appendices § 1.5– § 1.6– § 1.7).

To test whether this thermodynamic signature can be associated with concrete dynamical features, we consider the C. elegans neuronal network with nonlinear neuronal dynamics (N). In the low-activity regime, the system has a linear-stability threshold around Rc≃0.1R_c \simeq0.1, above which the Jacobian can acquire eigenvalues with positive real part, signaling the onset of locally unstable modes in the linearized dynamics. We therefore examine whether the occurrence of S˙>0\dot{S} > 0 changes across this threshold. In this system, the total time spent with S˙>0\dot{S} > 0 becomes appreciable above RcR_c and increases at stronger coupling, whereas it remains identically zero for Laplacian diffusion (Figure 1b). This association does not imply a general one-to-one correspondence between local instability and positive entropy production, whose sign depends on the instantaneous correlation between the response density and the symmetric part of the Jacobian. Rather, it shows that, in this nonlinear system, S˙>0\dot{S} > 0 captures a change in perturbation-response organization occurring across a dynamical stability threshold that the diffusive description cannot reproduce.

Informational least-dissipation principle

Because of the intrinsic limits of the diffusive approach, we develop an information-thermodynamic framework to describe responses to perturbations along general trajectories. We provide a theoretical foundation for the relevant thermodynamic quantities, working for simplicity in the fully dissipative frame; the conservative part can be restored by an appropriate rotation, and the fundamental thermodynamic quantities are invariant under this rotation.

The evolution of all thermodynamic quantities is determined by the flow of the density operator σ\sigma. Thus, we seek a foundational principle from which it can be derived (Appendix § 1.8). For this purpose, we consider the manifold of density matrices endowed with the Bures metric [38, 39], defining the infinitesimal distance between σ\sigma and σ+dσ\sigma+ \mathrm{d}\sigma:

gσ(dσ,dσ)=Tr⁡(Kσ(dσ)dσ),(8)g_{\sigma}(\mathrm{d}\sigma,\mathrm{d}\sigma)=\operatorname{Tr}(\mathbf{K}_{\sigma}(\mathrm{d}\sigma)\mathrm{d}\sigma), \tag*{(8)}

where Kσ(dσ)\mathbf{K}_{\sigma}(\mathrm{d}\sigma) satisfies σK+Kσ=dσ\sigma\mathbf{K}+\mathbf{K}\sigma=\mathrm{d}\sigma. We interpret this metric as the informational cost of distinguishing neighboring density operators. Unit trace preservation restricts admissible variations to traceless dσ\mathrm{d}\sigma, equivalently gσ(σ,dσ)=0g_{\sigma}(\sigma,\mathrm{d}\sigma)=0. We assume that the system’s intrinsic evolution drives its response to perturbations. Accordingly, we introduce the potential U(σ)=−2Tr⁡(Qσ)U(\sigma)=-2\operatorname{Tr}(\mathbf{Q}\sigma), measuring alignment between the intrinsic evolution operator Q\mathbf{Q} and the density operator. This generalizes the energy-like role that the Laplacian L\mathbf{L} has in the diffusive limit. We now state the following variational principle: at any scale tt associated with a driving Q(t)\mathbf{Q}(t), the density operator follows the trace-preserving path with the least informational cost that maximizes the instantaneous alignment with Q(t)\mathbf{Q}(t). This is obtained by minimizing

R=gσ(σ˙,σ˙)+U˙+αgσ(σ,σ˙),(9)\mathcal{R}=g_{\sigma}(\dot{\sigma},\dot{\sigma})+\dot{U}+\alpha g_{\sigma}(\sigma,\dot{\sigma}), \tag*{(9)}

under gσ(σ,σ˙)=0g_{\sigma}(\sigma,\dot{\sigma})=0, enforced by the Lagrange multiplier α\alpha. Imposing δδσ˙R=0\frac{\delta}{\delta\dot{\sigma}}\mathcal{R}=0 recovers the density matrix flow equation. The principle determines the dissipative structure, while the conservative part is a gauge choice recoverable by rotating back to the original frame.

This is an informational least dissipation principle, based on the cost of distinguishing neighboring density operators. It is analogous to the Onsager–Rayleigh least dissipation principle [24, 25], and R\mathcal{R} has the same formal structure as the Rayleigh dissipation functional [40]. Moreover, the variational formulation rewrites σ˙\dot{\sigma} as a gradient flow driven by the gradient of the time-dependent potential UU with respect to the Bures metric (Appendix I). This supports the extension of U(t)=−2Tr⁡(Jρ)U(t)=-2\operatorname{Tr}(\mathbf{J}\rho) as a thermodynamic potential governing the density flow, interpreted as the average contraction (U>0U>0) or expansion rate (U<0U<0) of perturbations (Figure 2).

Time evolution of the informational potential $U(t)$ and of the free energy difference $\Delta F(t)$ for various dynamical processes on empirical networks and their synthetic model counterparts

Figure 2. Time evolution of the informational potential U(t)U(t) and of the free energy difference ΔF(t)\Delta F(t) for various dynamical processes on empirical networks and their synthetic model counterparts. The informational potential U(t)U(t) quantifies the average tendency to amplify or curb perturbations, while ΔF(t)=F−Fγ\Delta F(t) = F - F_\gamma measures the distance between a nonlinear system response and its instantaneous diffusive counterpart. We compare these quantities on empirical networks with averages over 100 configuration model (CM) and Erdős–Rényi (ER) realizations. Noisy voter dynamics (NV) on a dolphin social network (a) has a time-independent, non-symmetric operator J: since U(t)U(t) depends only on its symmetric part, the profile is purely contractive and diffusion-like, while the antisymmetric part yields a non-zero distance from diffusion, highlighting the effects of non-normality. SIS dynamics (E) on a contact network [42] (b) and population dynamics (P) on a trophic network [43] (c) alternate expansive and contractive phases due to the time dependence of the evolution operator. Overall, empirical networks are often farther from diffusion than synthetic counterparts, as complex structure amplifies the effects of asymmetry, non-normality, and Jacobian time dependence.

*Generalized free energy—*After the introduction of the generalized framework, we examine its relation to the diffusive approximation at scale tt. Following non-equilibrium thermodynamics [24, 25], we combine the potential UU with the Von Neumann entropy into the generalized free energy F≡U−1tS\mathcal{F}\equiv U-\frac{1}{t}S. This yields a measure of the distance from the instantaneous diffusive reference γ(t)\gamma(t), quantifying how well the local perturbation response is approximated by diffusion. Indeed, with some algebra,

F=Fγ+1tDKL(ρ∥γ),(10)\mathcal{F} = F_{\gamma} + \frac{1}{t}D_{KL}(\rho\|\gamma), \tag*{(10)}

where Fγ=−1tlog⁡[Tr⁡(e2tD)]F_{\gamma}=-\frac{1}{t}\log[\operatorname{Tr}(e^{2tD})] is the Gibbsian free energy of γ\gamma and DKL(ρ∥γ)D_{KL}(\rho\|\gamma) is the Kullback–Leibler divergence between ρ\rho and γ\gamma. Thus, DKLD_{KL} emerges as a thermodynamically motivated measure of the distance between a system density operator and its Gibbsian approximation.

We evaluate this divergence on real-world networks with appropriate dynamics, comparing them with configuration-model and Erdős–Rényi counterparts with the same number of nodes and comparable average degree (Figure 2). Two distinct comparisons are involved. For each structure–dynamics pair, DKL(ρ∥γ)D_{KL}(\rho\|\gamma) measures the departure of the actual perturbation response from its own instantaneous diffusive reference. These distances can then be compared across network ensembles. Although no strict ordering holds at every time, we observe a recurrent tendency for empirical networks to depart more strongly from their diffusive references than configuration-model networks, and for the latter to depart more strongly than Erdős–Rényi networks.

This tendency admits a natural information-theoretic interpretation. In maximum-entropy approaches, complexity can be quantified by the information not captured by reconstructions based on a restricted set of constraints [41]. The three network classes considered here define an analogous hierarchy of structural information: Erdős–Rényi networks retain essentially only network size and mean density, the configuration model additionally preserves the degree sequence, while empirical networks retain correlations and higher-order organization removed by randomization. Our framework provides a thermodynamically motivated dynamical counterpart of such complexity measures. Since the response state ρ(t)\rho(t) is generated by J[x(t);A]\mathbf{J}[\mathbf{x}(t);\mathbf{A}], structural information retained in A\mathbf{A} can be reflected in the organization of the perturbation response. Accordingly, DKL(ρ∥γ)D_{KL}(\rho\|\gamma) quantifies the response information that is not reducible to the corresponding instantaneous Gibbsian approximation. The recurrent hierarchy in Fig. 2 therefore suggests that progressively richer structural organization is accompanied, in the systems considered here, by progressively less reducible dynamical responses. We stress that this is an information-theoretic interpretation of the observed statistical tendency rather than as a universal pointwise inequality holding for every realization and time.

Conclusions and outlook

Real-world complex networks exhibit heterogeneous responses to perturbations. Using information-thermodynamic arguments, we showed that standard diffusive approaches with time-independent evolution operators cannot capture this richness, as they fail to describe transient increases in response diversity. This motivates a trajectory-based formalism covering broad dynamical regimes, including far from steady state ones.

We developed an information-thermodynamic framework based on a least dissipation variational principle, establishing a correspondence with Onsager non-equilibrium thermodynamics analogous to the link between the diffusive-like case and equilibrium thermodynamics. This paves the way for the extension of many tools previously applied successfully in the diffusive-like case to a broader dynamical landscape. Moreover, current renormalization group techniques for complex networks [21, 22] are based on the preservation of the dissipative structure of Laplacian diffusion across time scales. Our formalism manages to encode the dissipative structure of many dynamics at any scale tt in R(t)\mathcal{R}(t), opening the possibility for a network renormalization group that incorporates both structural and dynamical features governing information spreading: a key step toward a general renormalization theory for interacting complex systems.

The normalization-preserving factor in the flow equation is consistent with analogous terms in probability-density equations defined on systems whose intrinsic dynamics are not probability preserving, such as the classical Liouville equation for non-Hamiltonian systems [23] or the Lindblad equation for open quantum systems [44]. A structure combining intrinsic evolution with a normalization term linear in the distribution and proportional to the generator average is also typical of replicator dynamics [45]. Thus, equation (2) can be viewed as a generalized matrix replicator equation [46], where J(x(t))\mathbf{J}(\mathbf{x}(t)) acts as a fitness matrix for ρ\rho, aligning perturbation ensembles with instantaneous evolution directions. These links may connect the framework to Bayesian inference [47] and support new network inference techniques.

Author contributions. A.F.B. and M.D.D. designed the study, performed the theoretical analysis and wrote the manuscript. A.F.B. performed the numerical experiments.

Competing interests. The authors declare no competing interests.

Appendices

Response to perturbations of a dynamical system

We consider a complex system composed of a set of NN interacting units, or nodes. At any time tt, each node ii is associated with a state variable xi(t)x_i(t), and the collective state of the system is represented by the NN-dimensional vector ∣x(t)⟩\lvert\mathbf{x}(t)\rangle. The time evolution of the system is determined by both its structure and its dynamics. Structural interactions are encoded in an adjacency matrix A\mathbf{A}, whose entry AijA_{ij} represents the strength of the interaction from node jj to node ii, while the dynamics are specified by a generally nonlinear vector field v(∣x(t)⟩;A)\mathbf{v}(\lvert x(t)\rangle;\mathbf{A}).

Throughout this letter, we focus on systems governed by first-order differential equations, ddt∣x(t)⟩=v(∣x(t)⟩;A)\frac{d}{dt}\lvert x(t)\rangle=\mathbf{v}(\lvert x(t)\rangle;\mathbf{A}).

To probe the system’s sensitivity to perturbations, we consider a small displacement ∣δx(t)⟩\lvert\delta x(t)\rangle of the state vector.

Linearizing the dynamics around the trajectory ∣x(t)⟩\lvert x(t)\rangle, the evolution of the perturbation is governed by the Jacobian matrix J\mathbf{J}, with elements Jij=∂vi∂xjJ_{ij}=\frac{\partial v_i}{\partial x_j}, according to

ddt∣δx(t)⟩=J(x(t))∣δx(t)⟩.(11)\frac{d}{dt}\lvert\delta x(t)\rangle=\mathbf{J}(x(t))\lvert\delta x(t)\rangle. \tag*{(11)}

The Jacobian is evaluated along the trajectory generated by v(∣x(t)⟩;A)\mathbf{v}(\lvert x(t)\rangle;\mathbf{A}) together with the chosen initial condition.

Our aim is to characterize the response to perturbations of a complex system along any trajectory generated by v(∣x(t)⟩;A)\mathbf{v}(\lvert x(t)\rangle;\mathbf{A}), given an initial condition ∣x(t0)⟩=∣x0⟩\lvert x(t_0)\rangle=\lvert x_0\rangle.

Correspondence between the diffusive case and equilibrium statistical mechanics

For diffusive dynamics, the evolution of the system is determined by a linear vector field, v(∣x(t)⟩;A)=−L∣x(t)⟩\mathbf{v}(\lvert x(t)\rangle;\mathbf{A})=-\mathbf{L}\lvert x(t)\rangle, where, in the common case of Laplacian diffusion, L\mathbf{L} is a time-independent Laplacian matrix [48], with entries Lij=kiδij−AijL_{ij}=k_i\delta_{ij}-A_{ij} and kik_i denoting the degree of node ii. In the case of Laplacian diffusion on an undirected network, equation (A.1) can then be solved with constant J=−L\mathbf{J}=-\mathbf{L}, yielding the density matrix at any propagation scale tt as

ρ(t)=e−2tLTr⁡(e−2tL).(12)\rho(t)=\frac{e^{-2t\mathbf{L}}}{\operatorname{Tr}(e^{-2t\mathbf{L}})}. \tag*{(12)}

Formally, the density matrix defined in equation (B.1) is equivalent to a canonical Gibbs state associated with the network Laplacian [49], with L\mathbf{L} playing the role of a Hamiltonian-like operator and tt acting as a scale parameter, as the classical inverse temperature β\beta of equilibrium statistical mechanics. This correspondence establishes a direct link between diffusion on networks and equilibrium statistical mechanics, enabling the construction of an information–thermodynamic framework for diffusive dynamics [29]. In this framework, ρ\rho acts as a density operator and ZZ plays the role of a partition function, from which a free energy F=−1tlog⁡(Z)F=-\frac{1}{t}\log(Z) can be defined.

This quantity has been interpreted as a measure of the speed of information propagation across the network [50].

The associated Von Neumann entropy, S=−Tr⁡(ρlog⁡ρ)S=-\operatorname{Tr}(\rho\log\rho), quantifies how evenly perturbation modes contribute to the system’s response. High entropy corresponds to a broad distribution of contributing modes, while low entropy indicates the dominance of a small number of modes. The entropy is maximized when all modes contribute equally, yielding S=log⁡NS=\log N, which provides a natural normalization such that the normalized entropy satisfies S∈[0,1]S\in[0,1]. Within this interpretation, the entropy captures the functional diversity of the system’s response to perturbations.

The free energy FF, entropy SS, and Laplacian L\mathbf{L} satisfy the information-theoretic relation [51]

F=U−1tS(13)F=U-\frac{1}{t}S \tag*{(13)}

where U=2Tr⁡(Lρ)U=2\operatorname{Tr}(\mathbf{L}\rho) defines an average internal energy consistent with the role of −L-\mathbf{L} as an evolution operator.

At the scale t=0t=0, this energy has a clear physical interpretation as it is proportional to the number of edges in the network.

Density flow equation

Given an ensemble of orthogonal perturbations Ψt={δxα(t)}α=0,…,N−1\Psi_t=\{\delta x^\alpha(t)\}_{\alpha=0,\ldots,N-1}, we build the associated density matrix as

ρ(t)=∑αpα∣δxα(t)⟩⟨δxα(t)∣Z(t)=U(t)Z(t)(14)\rho(t)=\sum_{\alpha}p_\alpha\frac{|\delta x^\alpha(t)\rangle\langle\delta x^\alpha(t)|}{Z(t)}=\frac{\mathcal{U}(t)}{Z(t)} \tag*{(14)}

where the {pα}α=0,…,N−1\{p_\alpha\}_{\alpha=0,\ldots,N-1} are the initial probabilities assigned to each perturbation mode and

Z(t)=Tr⁡(∑αpα∣δxα(t)⟩⟨δxα(t)∣)(15)Z(t)=\operatorname{Tr}\left(\sum_{\alpha}p_\alpha|\delta x^\alpha(t)\rangle\langle\delta x^\alpha(t)|\right) \tag*{(15)}

By using (A.1), we derive that

ddtU=JU+UJT(16)\frac{d}{dt}\mathcal{U}=\mathbf{J}\mathcal{U}+\mathcal{U}\mathbf{J}^{\mathsf{T}} \tag*{(16)}

and

ddt1Z=−1Z2[2Tr⁡(UJ)]=−2Tr⁡(ρJ)Z.(17)\frac{d}{dt}\frac{1}{Z}=-\frac{1}{Z^2}\left[2\operatorname{Tr}(UJ)\right]=-2\frac{\operatorname{Tr}(\rho J)}{Z}. \tag*{(17)}

Then, exploiting (C.3) and (C.4), we directly recover the flow equation by applying the time derivative to the definition in (C.1):

ρ˙=Jρ+ρJT−2ρTr⁡(ρJ).(18)\dot{\rho}=J\rho+\rho J^{T}-2\rho\operatorname{Tr}(\rho J). \tag*{(18)}

Now, consider an ensemble of perturbations Ψt0={δxα(t0)}α=0,…,N−1\Psi_{t_0}=\{\delta x^{\alpha}(t_0)\}_{\alpha=0,\ldots,N-1} that is an orthonormal basis at time t0t_0. We associate to it a density operator ρ(t0)\rho(t_0), whose evolution is given by equation (2). Given the initial perturbation density operator ρ(t0)\rho(t_0), the solution of equation (2) is

ρ(t)=Φ(t,t0)ρ(t0)Φ(t,t0)TTr⁡[Φ(t,t0)ρ(t0)Φ(t,t0)T],(19)\rho(t)=\frac{\Phi(t,t_0)\rho(t_0)\Phi(t,t_0)^{T}}{\operatorname{Tr}[\Phi(t,t_0)\rho(t_0)\Phi(t,t_0)^{T}]}, \tag*{(19)}

in which Φ(t,t0)=T{exp⁡[∫t0tds J(s)]}\Phi(t,t_0)=\mathcal{T}\left\{\exp\left[\int_{t_0}^{t} \mathrm{d}s\,J(s)\right]\right\} is the time-ordered exponential built from the Jacobian, and ΦT\Phi^{T} is the anti-time-ordered exponential built from its transpose. This general solution yields a density matrix that is a matrix functional ρ[x(t);t]\rho[x(t);t] of the trajectory x(t)x(t) and allows for the direct extension of many of the applications previously cited for the diffusive case to the general one.

We want to investigate how the symmetric part DD and the antisymmetric part CC of JJ influence the evolution of the eigenvalues and eigenvectors of (C.6). We begin by substituting this separation into the flow equation, obtaining

ρ˙={D,ρ}−2ρTr⁡(ρD)+[C,ρ].(20)\dot{\rho}=\{D,\rho\}-2\rho\operatorname{Tr}(\rho D)+[C,\rho]. \tag*{(20)}

According to Rayleigh’s matrix perturbation formulas, given a matrix MM with starting eigenvalues mim_i and associated eigenvectors ∣mi⟩|m_i\rangle, the shifted matrix B=M+δMB=M+\delta M has eigenvalues

bi=mi+⟨mi∣δM∣mi⟩,(21)b_i=m_i+\langle m_i|\delta M|m_i\rangle, \tag*{(21)}

and eigenvectors

∣bi⟩=∣mi⟩+∑j≠i⟨mj∣δM∣mi⟩mi−mj∣mj⟩,(22)\lvert b_i\rangle= \lvert m_i\rangle+ \sum_{j \ne i} \frac{\langle m_j \lvert\delta M \rvert m_i\rangle}{m_i-m_j}\lvert m_j\rangle, \tag*{(22)}

for a small enough shift δM\delta M. We can apply these formulas to the density matrix evolution considering the shift δρ=δtdρdt\delta\rho= \delta t \frac{d\rho}{dt}, and substitute the explicit form of the flow equation. By doing so and indicating with pi(t)p_i(t) and ∣pi(t)⟩\lvert p_i(t)\rangle respectively the eigenvalues and the eigenvectors of ρ\rho at time tt, we get for the eigenvalues

pi(t+δt)=pi(t)[1+2δt(⟨pi(t)∣D∣pi(t)⟩−Tr⁡(ρD))](23)p_i(t+\delta t)=p_i(t)\left[1+2\delta t\left(\langle p_i(t)\lvert D\rvert p_i(t)\rangle-\operatorname{Tr}(\rho D)\right)\right] \tag*{(23)}

and, for the eigenvectors,

∣pi(t+δt)⟩=∣pi(t)⟩+δt∑j≠ipi(t)+pj(t)pi(t)−pj(t)[⟨pj(t)∣D∣pi(t)⟩+⟨pj(t)∣C∣pi(t)⟩]∣pj(t)⟩.(24)\lvert p_i(t+\delta t)\rangle=\lvert p_i(t)\rangle+\delta t\sum_{j\ne i}\frac{p_i(t)+p_j(t)}{p_i(t)-p_j(t)}\left[\langle p_j(t)\lvert D\rvert p_i(t)\rangle+\langle p_j(t)\lvert C\rvert p_i(t)\rangle\right]\lvert p_j(t)\rangle. \tag*{(24)}

This shows that the symmetric part DD affects both the eigenvalues and eigenvectors, while the antisymmetric part CC only acts on the eigenvectors, generating a unitary rotational evolution.

Network H-theorem

In this section, we characterize the conditions under which the response entropy is guaranteed to be non-increasing. For a density operator ρ(t)\rho(t) evolving according to the previously discussed flow equation, the entropy rate is

S˙=−2Cov⁡ρ(D,log⁡ρ).(25)\dot{S}=-2\operatorname{Cov}_{\rho}(D,\log\rho). \tag*{(25)}

Therefore, at any given time, the general instantaneous condition to have a non-increasing entropy is

S˙(t)≤0⟺Cov⁡ρ(D,log⁡ρ)≥0.(26)\dot{S}(t)\le0 \Longleftrightarrow\operatorname{Cov}_{\rho}(D,\log\rho)\ge0. \tag*{(26)}

In particular, the sign of S˙\dot{S} is not determined by the instantaneous symmetric operator D(t)D(t) alone, but by its relation to the current density operator ρ(t)\rho(t), which contains the accumulated effect of both the initial perturbation ensemble and the preceding dynamics.

The physical content of the H-theorem lies in identifying classes of evolution for which the features of the underlying dynamics and of the chosen prior always forbid an increase of entropy. A relevant class of this kind is represented by dynamics with a time-independent normal evolution operator J\mathbf{J} starting from a maximum entropy prior ρ(0)=I/N\rho(0) = \mathbf{I}/N. Indeed, in this case,

ρ(t)=eJteJTtTr⁡(eJteJTt)=e2tDTr⁡(e2tD),(27)\rho(t) = \frac{e^{\mathbf{J}t}e^{\mathbf{J}^{T}t}}{\operatorname{Tr}(e^{\mathbf{J}t}e^{\mathbf{J}^{T}t})} = \frac{e^{2t\mathbf{D}}}{\operatorname{Tr}(e^{2t\mathbf{D}})}, \tag*{(27)}

hence,

log⁡ρ(t)=2tD−log⁡Z(t)I,(28)\log\rho(t) = 2t\mathbf{D} - \log Z(t)\mathbf{I}, \tag*{(28)}

and Eq. (D.1) gives

S˙(t)=−4tVar⁡ρ(t)(D)≤0.(29)\dot{S}(t) = -4t\operatorname{Var}_{\rho(t)}(\mathbf{D}) \le0. \tag*{(29)}

The time-independent symmetric diffusive case discussed in the main text corresponds to the special case J=D\mathbf{J} = \mathbf{D}.

By imposing a few additional constraints on this class, the theorem can be extended to dynamics governed by a symmetric time-dependent evolution operator. In particular, we require a symmetric time-dependent operator D(t)\mathbf{D}(t) satisfying

[D(t),D(s)]=0∀ s,t,(30)[\mathbf{D}(t), \mathbf{D}(s)] = 0 \qquad\forall\,s,t, \tag*{(30)}

and assume that the ordering of its eigenvalues,

d1(t)≥d2(t)≥⋯≥dN(t),(31)d_1(t) \ge d_2(t) \ge\cdots\ge d_N(t), \tag*{(31)}

is preserved throughout the interval of interest. In this case, starting from ρ(0)=I/N\rho(0) = \mathbf{I}/N and defining the accumulated stretching rates as

Ai(t)=∫0tdi(s) ds,(32)A_i(t) = \int_0^t d_i(s)\,\mathrm{d}s, \tag*{(32)}

the eigenvalues of the density operator are

pi(t)=exp⁡[2Ai(t)]∑jexp⁡[2Aj(t)].(33)p_i(t)=\frac{\exp[2A_i(t)]}{\sum_j \exp[2A_j(t)]}. \tag*{(33)}

Since the ordering of the instantaneous stretching rates is preserved, it follows that

di(t)≥dj(t)⟹Ai(t)≥Aj(t)(i<j).(34)d_i(t) \ge d_j(t) \quad\Longrightarrow\quad A_i(t) \ge A_j(t) \qquad(i<j). \tag*{(34)}

Writing the covariance in equation (D.1) in the common eigenbasis of D(t)\mathbf{D}(t) and ρ(t)\boldsymbol{\rho}(t), and using log⁡pi(t)=2Ai(t)−log⁡Z(t)\log p_i(t)=2A_i(t)-\log Z(t), we obtain

S˙(t)=−4[∑ipi(t)di(t)Ai(t)−(∑ipi(t)di(t))(∑jpj(t)Aj(t))].(35)\dot{S}(t)=-4\left[\sum_i p_i(t)d_i(t)A_i(t)-\left(\sum_i p_i(t)d_i(t)\right)\left(\sum_j p_j(t)A_j(t)\right)\right]. \tag*{(35)}

Using ∑ipi=1\sum_i p_i=1 and symmetrizing, this becomes

S˙(t)=−4∑i<jpi(t)pj(t)[di(t)−dj(t)][Ai(t)−Aj(t)]≤0.(36)\dot{S}(t)=-4\sum_{i<j}p_i(t)p_j(t)\left[d_i(t)-d_j(t)\right]\left[A_i(t)-A_j(t)\right]\le0. \tag*{(36)}

Indeed, each term in the sum is non-negative because the instantaneous and accumulated stretching rates have the same ordering. Therefore, the entropy remains non-increasing throughout any interval over which this ordering is preserved.

Aside from the theorem’s range of applicability, it is important to investigate its limitations and the mechanisms that may induce S˙(t)>0\dot{S}(t)>0. In the following sections, we therefore discuss explicitly how entropy can increase when the assumptions on the initial perturbation ensemble or the evolution operator are relaxed. Specifically, we start from the time-independent, symmetric diffusive case with a maximum-entropy prior and examine separately the effects of introducing a biased prior, non-normality, and time dependence, showing through examples how each of these elements can induce time intervals with S˙>0\dot{S}>0. Indeed, the examples will identify three distinct mechanisms that influence the sign of the entropy derivative. A non-uniform prior changes the initial relation between the density operator and the stretching directions even for ordinary diffusion. Time dependence can reverse the accumulated concentration of response modes even when the instantaneous evolution operator is symmetric. Non-normality can dynamically rotate response directions relative to the corresponding symmetric stretching operator even for a constant evolution generator.

Dependence on the perturbation prior

The maximum-entropy prior is essential to the monotonicity result that we obtain in the main text for the standard diffusive case. To show this, we consider the time-independent symmetric diffusion operator J=L\mathbf{J}=\mathbf{L}, but choose the non-uniform initial density

ρ(0)=ecLTr⁡(ecL),c>0.(37)\rho(0)=\frac{e^{c\mathbf{L}}}{\operatorname{Tr}(e^{c\mathbf{L}})}, \qquad c>0. \tag*{(37)}

Since ρ(0)\rho(0) commutes with L\mathbf{L}, its evolution is

ρ(t)=e−tLρ(0)e−tLTr⁡[e−tLρ(0)e−tL]=e(c−2t)LTr⁡[e(c−2t)L].(38)\rho(t)=\frac{e^{-t\mathbf{L}}\rho(0)e^{-t\mathbf{L}}}{\operatorname{Tr}[e^{-t\mathbf{L}}\rho(0)e^{-t\mathbf{L}}]}=\frac{e^{(c-2t)\mathbf{L}}}{\operatorname{Tr}[e^{(c-2t)\mathbf{L}}]}. \tag*{(38)}

Therefore,

log⁡ρ(t)=(c−2t)L−log⁡Z(t)I.(39)\log\rho(t)=(c-2t)\mathbf{L}-\log Z(t)\mathbf{I}. \tag*{(39)}

Since D=−L\mathbf{D}=-\mathbf{L}, Eq. (D.1) becomes

S˙(t)=2(c−2t)Var⁡ρ(t)(L).(40)\dot{S}(t)=2(c-2t)\operatorname{Var}_{\rho(t)}(\mathbf{L}). \tag*{(40)}

For every nontrivial L\mathbf{L}, it follows that

S˙(t)>0,0<t<c2.(41)\dot{S}(t)>0,\qquad0<t<\frac{c}{2}. \tag*{(41)}

At t=c/2t=c/2, ρ=I/N\rho=\mathbf{I}/N and the entropy reaches its maximum, after which the usual diffusive entropy decrease is recovered.

Thus, diffusion alone does not determine the sign of the entropy rate. A biased perturbation prior may initially evolve toward a more uniform response distribution and therefore produce S˙>0\dot{S}>0 even under a constant symmetric diffusion operator. The maximum-entropy prior adopted in the main text removes this independent source of directional bias and allows us to isolate the effect of the evolution operator.

Time dependence

Time dependence provides a distinct mechanism for breaking entropy monotonicity, even when the evolution operator is symmetric and commutes with itself at different times. To see this, consider

J(t)=D(t)=a(t)(100−1),a(t)=1−2t,0≤t≤1.(42)\mathbf{J}(t)=\mathbf{D}(t)=a(t)\begin{pmatrix}1 & 0 \\ 0 & -1\end{pmatrix}, \qquad a(t)=1-2t,\qquad0\le t\le1. \tag*{(42)}

The generator is symmetric for every tt, and

[D(t),D(s)]=0∀ s,t.(43)[\mathbf{D}(t),\mathbf{D}(s)]=0\qquad\forall\,s,t. \tag*{(43)}

Starting again from ρ(0)=I/2\rho(0)=\mathbf{I}/2, define

A(t)=∫0ta(s) ds=t−t2.(44)A(t)=\int_{0}^{t}a(s)\,\mathrm{d}s=t-t^{2}. \tag*{(44)}

The density operator becomes

ρ(t)=exp⁡[2A(t)σz]Tr⁡exp⁡[2A(t)σz],(45)\rho(t)=\frac{\exp[2A(t)\sigma_z]}{\operatorname{Tr}\exp[2A(t)\sigma_z]}, \tag*{(45)}

where σz=diag⁡(1,−1)\sigma_z=\operatorname{diag}(1,-1). Its entropy is

S(t)=log⁡[2cosh⁡(2A(t))]−2A(t)tanh⁡(2A(t)),(46)S(t)=\log[2\cosh(2A(t))]-2A(t)\tanh(2A(t)), \tag*{(46)}

and therefore

S˙(t)=−4A(t)a(t)sech⁡2(2A(t)).(47)\dot{S}(t)=-4A(t)a(t)\operatorname{sech}^{2}(2A(t)). \tag*{(47)}

Since A(t)>0A(t)>0 for 0<t<10<t<1,

S˙(t)<0,0<t<12,(48)\dot{S}(t)<0,\qquad0<t<\frac{1}{2}, \tag*{(48)}

whereas

S˙(t)>0,12<t<1.(49)\dot{S}(t)>0,\qquad\frac{1}{2}<t<1. \tag*{(49)}

At t=1t = 1, A(1)=0A(1) = 0 and the maximum-entropy state is recovered.

This example also clarifies the conditions required for a time-dependent extension of the HH-theorem. Pairwise commutation and a common eigenbasis are not sufficient if the ordering of the instantaneous stretching rates changes during the evolution.

Non-normality of the evolution operator

Time dependence of the evolution operator and a biased prior are not required to obtain a positive entropy derivative; indeed, non-normality can also generate intervals with S˙>0\dot{S} > 0. To isolate its effect, consider the constant two-dimensional linear evolution operator

J=−γI+A,A=(0−αα−10),α>1.(50)\mathbf{J} = -\gamma\mathbf{I} + \mathbf{A}, \qquad\mathbf{A} = \begin{pmatrix} 0 & -\alpha\\ \alpha^{-1} & 0 \end{pmatrix}, \qquad\alpha> 1. \tag*{(50)}

For α≠1\alpha\ne1,

AAT≠ATA,(51)\mathbf{A}\mathbf{A}^{\mathsf{T}} \ne\mathbf{A}^{\mathsf{T}}\mathbf{A}, \tag*{(51)}

so that J\mathbf{J} is non-normal. The optional isotropic contribution −γI-\gamma\mathbf{I}, with γ>0\gamma> 0, makes the linear dynamics asymptotically stable, but cancels out of the normalized density operator and therefore does not affect S(t)S(t).

Since

A2=−I,(52)\mathbf{A}^{2} = -\mathbf{I}, \tag*{(52)}

we have

eAt=(cos⁡t)I+(sin⁡t)A.(53)e^{\mathbf{A}t} = (\cos t)\mathbf{I} + (\sin t)\mathbf{A}. \tag*{(53)}

Starting from the maximum-entropy state ρ(0)=I/2\rho(0) = \mathbf{I}/2, let

Φ(t)=eAt.(54)\boldsymbol{\Phi}(t) = e^{\mathbf{A}t}. \tag*{(54)}

The density operator is then

ρ(t)=Φ(t)ΦT(t)Tr⁡[Φ(t)ΦT(t)].(55)\rho(t) = \frac{\boldsymbol{\Phi}(t)\boldsymbol{\Phi}^{\mathsf{T}}(t)}{\operatorname{Tr}\left[\boldsymbol{\Phi}(t)\boldsymbol{\Phi}^{\mathsf{T}}(t)\right]}. \tag*{(55)}

The determinant of Φ(t)ΦT(t)\boldsymbol{\Phi}(t)\boldsymbol{\Phi}^{\mathsf{T}}(t) is unity, while its trace is

τ(t)≡Tr⁡[Φ(t)ΦT(t)]=2+(α−α−1)2sin⁡2t,(56)\tau(t) \equiv\operatorname{Tr}\left[\boldsymbol{\Phi}(t)\boldsymbol{\Phi}^{\mathsf{T}}(t)\right] = 2 + \left(\alpha-\alpha^{-1}\right)^2\sin^2 t, \tag*{(56)}

from which it follows that τ(t)≥2\tau(t) \ge2. The two eigenvalues of ρ(t)\rho(t) are therefore

p±(t)=12[1±1−4τ2(t)],(57)p_{\pm}(t) = \frac{1}{2}\left[1 \pm\sqrt{1-\frac{4}{\tau^2(t)}}\right], \tag*{(57)}

and the entropy is

S(t)=−p+log⁡p+−p−log⁡p−.(58)S(t) = -p_{+}\log p_{+} - p_{-}\log p_{-}. \tag*{(58)}

Using the chain rule, we write the time derivative of the entropy as

S˙=(∂S∂p+)(∂p+∂τ)τ˙;(59)\dot{S} = \left(\frac{\partial S}{\partial p_{+}}\right)\left(\frac{\partial p_{+}}{\partial\tau}\right)\dot{\tau}; \tag*{(59)}

and observe that its sign can change only through the factor τ˙\dot{\tau}. Indeed, whenever S˙≠0\dot{S} \ne0, and hence τ>2\tau> 2, we have

∂S∂p+<0\frac{\partial S}{\partial p_{+}} < 0

and

∂p+∂τ>0.\frac{\partial p_{+}}{\partial\tau} > 0.

Thus, since

τ˙(t)=(α−α−1)2sin⁡(2t),(60)\dot{\tau}(t) = \left(\alpha-\alpha^{-1}\right)^2\sin(2t), \tag*{(60)}

the entropy decreases for 0<t<π/20 < t < \pi/2, but increases for

π2<t<π,S˙(t)>0.(61)\frac{\pi}{2} < t < \pi,\qquad\dot{S}(t) > 0. \tag*{(61)}

At t=πt=\pi, Φ=−I\boldsymbol{\Phi}=-\mathbf{I}, and the maximum-entropy state ρ=I/2\rho=\mathbf{I}/2 is recovered.

This example shows that a system with a constant evolution operator and starting from the same maximum-entropy prior used in the main text can exhibit finite intervals of increasing response entropy solely as a consequence of non-normality. In terms of the decomposition J=D+C\mathbf{J}=\mathbf{D}+\mathbf{C}, the antisymmetric contribution C\mathbf{C} does not directly change the eigenvalues of ρ\rho at a given instant. For a non-normal generator, however, [D,C]≠0[\mathbf{D},\mathbf{C}] \ne0, and the rotation induced by C\mathbf{C} continuously changes the orientation of the response eigenvectors relative to the stretching directions of D\mathbf{D}. This modifies their subsequent evolution and can reverse the sign of the covariance in Eq. (D.1).

Derivation of the flow equation from the least dissipation principle

We consider the manifold D\mathcal{D} of full-rank density operators σ\sigma with Tr⁡σ=1\operatorname{Tr}\sigma= 1, endowed with the Bures metric. Given a tangent vector XX at σ\sigma, we define the operator Kσ(X)K_{\sigma}(X) as the unique solution of the equation

σKσ(X)+Kσ(X)σ=X.(62)\sigma K_{\sigma}(X) + K_{\sigma}(X)\sigma= X. \tag*{(62)}

Given two tangent vectors XX and YY, the Bures metric is then defined as:

gσ(X,Y)=Tr⁡(Kσ(X)Y),(63)g_{\sigma}(X,Y) = \operatorname{Tr}\bigl(K_{\sigma}(X)Y\bigr), \tag*{(63)}

which is symmetric and positive definite on the space of trace-preserving variations. Since Tr⁡σ=1\operatorname{Tr}\sigma= 1 at any scale tt, admissible velocities satisfy Tr⁡σ˙=0\operatorname{Tr}\dot{\sigma} = 0. Using (H.1) with X=σX = \sigma, we find Kσ(σ)=12IK_{\sigma}(\sigma) = \frac{1}{2}I, hence we write this constraint as

gσ(σ,σ˙)=12Tr⁡(σ˙)=0.(64)g_{\sigma}(\sigma,\dot{\sigma}) = \frac{1}{2}\operatorname{Tr}(\dot{\sigma}) = 0. \tag*{(64)}

Moreover, varying the tangent vector at fixed σ\sigma, we have

δgσ(X,X)=Tr⁡(δKσ(X)X)+Tr⁡(Kσ(X)δX).(65)\delta g_{\sigma}(X,X) = \operatorname{Tr}\bigl(\delta K_{\sigma}(X)X\bigr) + \operatorname{Tr}\bigl(K_{\sigma}(X)\delta X\bigr). \tag*{(65)}

Then, exploiting (H.1), we write

Tr⁡(δKσ(X)X)=Tr⁡(δKσ(X)σKσ(X))+Tr⁡(δKσ(X)Kσ(X)σ).(66)\operatorname{Tr}\bigl(\delta K_{\sigma}(X)X\bigr) = \operatorname{Tr}\bigl(\delta K_{\sigma}(X)\sigma K_{\sigma}(X)\bigr) + \operatorname{Tr}\bigl(\delta K_{\sigma}(X)K_{\sigma}(X)\sigma\bigr). \tag*{(66)}

Applying the cyclic property of the trace to the second term of the right hand side of this equation, we get to

Tr⁡(δKσ(X)Kσ(X)σ)=Tr⁡(σδKσ(X)Kσ(X))(67)\operatorname{Tr}\bigl(\delta K_{\sigma}(X)K_{\sigma}(X)\sigma\bigr) = \operatorname{Tr}\bigl(\sigma\delta K_{\sigma}(X)K_{\sigma}(X)\bigr) \tag*{(67)}

Subsequently, noticing that σδKσ(X)+δKσ(X)σ=δX\sigma\delta K_\sigma(X) + \delta K_\sigma(X)\sigma= \delta X and considering together (H.5) and (H.6), we obtain

Tr⁡(δKσ(X)X)=Tr⁡(Kσ(X)δX),(68)\operatorname{Tr}(\delta K_\sigma(X)X) = \operatorname{Tr}(K_\sigma(X)\delta X), \tag*{(68)}

which yields δgσ(X,X)=2Tr⁡(Kσ(X)δX)\delta g_\sigma(X,X) = 2\operatorname{Tr}(K_\sigma(X)\delta X) and thus

δgσ(X,X)δX=2Kσ(X).(69)\frac{\delta g_\sigma(X,X)}{\delta X} = 2K_\sigma(X). \tag*{(69)}

We introduce the informational potential

U(σ,t)=−2Tr⁡(Q(t)σ),(70)U(\sigma,t) = -2\operatorname{Tr}(Q(t)\sigma), \tag*{(70)}

and the dissipation functional

R=gσ(σ˙,σ˙)+U˙+αgσ(σ,σ˙),(71)\mathcal{R} = g_\sigma(\dot{\sigma},\dot{\sigma}) + \dot{U} + \alpha g_\sigma(\sigma,\dot{\sigma}), \tag*{(71)}

where the term with α\alpha enforces the constraint (H.3) and U˙=−2Tr⁡(Qσ˙)−2Tr⁡(Q˙σ)\dot{U} = -2\operatorname{Tr}(Q\dot{\sigma}) - 2\operatorname{Tr}(\dot{Q}\sigma). Varying (H.10) with respect to σ˙\dot{\sigma} at fixed (σ,t)(\sigma,t) and then imposing δδσ˙R=0\frac{\delta}{\delta\dot{\sigma}}\mathcal{R} = 0, yields

2Kσ(σ˙)−2Q+α2I=0,(72)2K_\sigma(\dot{\sigma}) - 2Q + \frac{\alpha}{2}I = 0, \tag*{(72)}

or equivalently

Kσ(σ˙)=Q−α4I.(73)K_\sigma(\dot{\sigma}) = Q - \frac{\alpha}{4}I. \tag*{(73)}

Using (H.1) with X=σ˙X = \dot{\sigma} and (H.12),

σ˙=σKσ(σ˙)+Kσ(σ˙)σ={Q,σ}−α2σ.(74)\dot{\sigma} = \sigma K_\sigma(\dot{\sigma}) + K_\sigma(\dot{\sigma})\sigma= \{Q,\sigma\} - \frac{\alpha}{2}\sigma. \tag*{(74)}

Imposing Tr⁡σ˙=0\operatorname{Tr}\dot{\sigma} = 0 fixes α=4Tr⁡(Qσ)\alpha= 4\operatorname{Tr}(Q\sigma), leading to

σ˙={Q,σ}−2Tr⁡(Qσ)σ.(75)\dot{\sigma} = \{Q,\sigma\} - 2\operatorname{Tr}(Q\sigma)\sigma. \tag*{(75)}

Density flow equation as a gradient flow

The differential of the time-dependent informational potential UU along a traceless direction X\mathbf{X} is

dUσ[X]=−2Tr⁡(QX).(76)dU_{\sigma}[\mathbf{X}] = -2\operatorname{Tr}(\mathbf{Q}\mathbf{X}). \tag*{(76)}

On the subspace of traceless directions, the Riemannian gradient ∇gU\nabla_{g}U is defined by

gσ(∇gU,X)=dUσ[X],∀ X with Tr⁡X=0.(77)g_{\sigma}(\nabla_{g}U,\mathbf{X}) = dU_{\sigma}[\mathbf{X}], \quad\forall\ \mathbf{X}\ \text{with}\ \operatorname{Tr}\mathbf{X}=0. \tag*{(77)}

This is satisfied by

Kσ(∇gU)=−2(Q−Tr⁡(Qσ)I),(78)K_{\sigma}(\nabla_{g}U) = -2\left(\mathbf{Q} - \operatorname{Tr}(\mathbf{Q}\sigma)I\right), \tag*{(78)}

which yields

∇gU=−2{Q,σ}+4Tr⁡(Qσ)σ.(79)\nabla_{g}U = -2\{\mathbf{Q},\sigma\} + 4\operatorname{Tr}(\mathbf{Q}\sigma)\sigma. \tag*{(79)}

Therefore, the flow (H.14) can be written as

σ˙=−12∇gU(σ),(80)\dot{\sigma} = -\frac{1}{2}\nabla_{g}U(\sigma), \tag*{(80)}

showing that the density operator follows a gradient flow with respect to the Bures metric with a time-dependent potential UU.

References and Notes

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