Entropy production in irreversible systems described by a Fokker-Planck equation

Second law and entropy production in a nonextensive system

A model of superconducting vortices under overdamped motion is currently used for describing type-II superconductors. Recently, this model has been identified to a nonlinear Fokker-Planck equation and associated to an entropic form characteristic of nonextensive statistical mechanics, S(2)(t)≡S((q)=2)(t). In the present work, we consider a system of superconducting vortices under overdamped motion, following an irreversible process, so that by using the corresponding nonlinear Fokker-Planck equation, the entropy time rate [dS(2)(t)/dt] is investigated. Both entropy production and entropy flux from the system to its surroundings are analyzed. Molecular dynamics simulations are carried for this process, showing a good agreement between the numerical and analytical results. It is shown that the second law holds within the present framework, and we exhibit the increase of S(2)(t) with time, up to its stationary-state value.

Active Brownian particles: entropy production and fluctuation response

Within the Rayleigh-Helmholtz model of active Brownian particles, activity is due to a nonlinear velocity-dependent force. In the presence of external trapping potential or constant force, the steady state of the system breaks detailed balance producing a net entropy. Using molecular dynamics simulations, we obtain the probability distributions of entropy production in these steady states. The distribution functions obey fluctuation theorems for entropy production. Using the simulation, we further show that the steady-state response function obeys a modified fluctuation-dissipation relation.

Trajectory Entropy of Continuous Stochastic Processes at Equilibrium

We propose to quantify the trajectory entropy of a dynamic system as the information content in excess of a free-diffusion reference model. The space-time trajectory is now the dynamic variable, and its path probability is given by the Onsager-Machlup action. For the time propagation of the overdamped Langevin equation, we solved the action path integral in the continuum limit and arrived at an exact analytical expression that emerged as a simple functional of the deterministic mean force and the stochastic diffusion. This work may have direct implications in chemical and phase equilibria, bond isomerization, and conformational changes in biological macromolecules as well transport problems in general.

Nonequilibrium steady state of the kinetic Glauber-Ising model under an alternating magnetic field

When periodically driven by an external magnetic field, a spin system can enter a phase of steady entrained oscillations with nonequilibrium probability distribution function. We consider an arbitrary magnetic field switching its direction with frequency comparable with the spin-flip rate and show that the resulting nonequilibrium probability distribution can be related to the system equilibrium distribution in the presence of a constant magnetic field of the same magnitude. We derive convenient approximate expressions for this exact relation and discuss their implications.

Generalized entropy production phenomena: a master-equation approach

The time rate of generalized entropic forms, defined in terms of discrete probabilities following a master equation, is investigated. Both contributions, namely entropy production and flux, are obtained, extending works carried previously for the Boltzmann-Gibbs entropy to a wide class of entropic forms. Particularly, it is shown that the entropy-production contribution is always non-negative for such entropies. Some illustrative examples for known generalized entropic forms in the literature are also worked out. Since generalized entropies have been lately associated with several complex systems in nature, the present analysis should be applicable to irreversible processes in these systems.

Energy transfer in a molecular motor in the Kramers regime

We present a theoretical treatment of energy transfer in a molecular motor described in terms of overdamped Brownian motion on a multidimensional tilted periodic potential. The tilt represents a thermodynamic force driving the system out of equilibrium and, for nonseparable potentials, energy transfer occurs between degrees of freedom. For deep potential wells, the continuous theory transforms to a discrete master equation that is tractable analytically. We use this master equation to derive formal expressions for the hopping rates, drift and diffusion, and the efficiency and rate of energy transfer in terms of the thermodynamic force. These results span both strong and weak coupling between degrees of freedom, describe the near and far from equilibrium regimes, and are consistent with generalized detailed balance and the Onsager relations. We thereby derive a number of diverse results for molecular motors within a single theoretical framework.

Entropy production and nonlinear Fokker-Planck equations

The entropy time rate of systems described by nonlinear Fokker-Planck equations--which are directly related to generalized entropic forms--is analyzed. Both entropy production, associated with irreversible processes, and entropy flux from the system to its surroundings are studied. Some examples of known generalized entropic forms are considered, and particularly, the flux and production of the Boltzmann-Gibbs entropy, obtained from the linear Fokker-Planck equation, are recovered as particular cases. Since nonlinear Fokker-Planck equations are appropriate for the dynamical behavior of several physical phenomena in nature, like many within the realm of complex systems, the present analysis should be applicable to irreversible processes in a large class of nonlinear systems, such as those described by Tsallis and Kaniadakis entropies.

Stochastic thermodynamics, fluctuation theorems and molecular machines

Stochastic thermodynamics as reviewed here systematically provides a framework for extending the notions of classical thermodynamics such as work, heat and entropy production to the level of individual trajectories of well-defined non-equilibrium ensembles. It applies whenever a non-equilibrium process is still coupled to one (or several) heat bath(s) of constant temperature. Paradigmatic systems are single colloidal particles in time-dependent laser traps, polymers in external flow, enzymes and molecular motors in single molecule assays, small biochemical networks and thermoelectric devices involving single electron transport. For such systems, a first-law like energy balance can be identified along fluctuating trajectories. For a basic Markovian dynamics implemented either on the continuum level with Langevin equations or on a discrete set of states as a master equation, thermodynamic consistency imposes a local-detailed balance constraint on noise and rates, respectively. Various integral and detailed fluctuation theorems, which are derived here in a unifying approach from one master theorem, constrain the probability distributions for work, heat and entropy production depending on the nature of the system and the choice of non-equilibrium conditions. For non-equilibrium steady states, particularly strong results hold like a generalized fluctuation-dissipation theorem involving entropy production. Ramifications and applications of these concepts include optimal driving between specified states in finite time, the role of measurement-based feedback processes and the relation between dissipation and irreversibility. Efficiency and, in particular, efficiency at maximum power can be discussed systematically beyond the linear response regime for two classes of molecular machines, isothermal ones such as molecular motors, and heat engines such as thermoelectric devices, using a common framework based on a cycle decomposition of entropy production.

Entropy production in full phase space for continuous stochastic dynamics

Total entropy production and its three constituent components are described both as fluctuating trajectory-dependent quantities and as averaged contributions in the context of the continuous Markovian dynamics, described by stochastic differential equations with multiplicative noise, of systems with both odd and even coordinates with respect to time reversal, such as dynamics in full phase space. Two of these constituent quantities obey integral fluctuation theorems and are thus rigorously positive in the mean due to Jensen's inequality. The third, however, is not and furthermore cannot be uniquely associated with irreversibility arising from relaxation, nor with the breakage of detailed balance brought about by nonequilibrium constraints. The properties of the various contributions to total entropy production are explored through the consideration of two examples: steady-state heat conduction due to a temperature gradient, and transitions between stationary states of drift diffusion on a ring, both in the context of the full phase space dynamics of a single Brownian particle.

Entropy production in nonequilibrium systems at stationary states

We present a stochastic approach to nonequilibrium thermodynamics based on the expression of the entropy production rate advanced by Schnakenberg for systems described by a master equation. From the microscopic Schnakenberg expression we get the macroscopic bilinear form for the entropy production rate in terms of fluxes and forces. This is performed by placing the system in contact with two reservoirs with distinct sets of thermodynamic fields and by assuming an appropriate form for the transition rate. The approach is applied to an interacting lattice gas model in contact with two heat and particle reservoirs. On a square lattice, a continuous symmetry breaking phase transition takes place such that at the nonequilibrium ordered phase a heat flow sets in even when the temperatures of the reservoirs are the same. The entropy production rate is found to have a singularity at the critical point of the linear-logarithm type.