Three detailed fluctuation theorems

Symmetry and its breaking in a path-integral approach to quantum Brownian motion

We study the Caldeira-Leggett model where a quantum Brownian particle interacts with an environment or a bath consisting of a collection of harmonic oscillators in the path-integral formalism. Compared to the contours that the paths take in the conventional Schwinger-Keldysh formalism, the paths in our study are deformed in the complex time plane as suggested by the recent study by C. Aron, G. Biroli, and L. F. Cugliandolo [SciPost Phys. 4, 008 (2018)10.21468/SciPostPhys.4.1.008]. This is done to investigate the connection between the symmetry properties in the Schwinger-Keldysh action and the equilibrium or nonequilibrium nature of the dynamics in an open quantum system. We derive the influence functional explicitly in this setting, which captures the effect of the coupling to the bath. We show that in equilibrium the action and the influence functional are invariant under a set of transformations of path-integral variables. The fluctuation-dissipation relation is obtained as a consequence of this symmetry. When the system is driven by an external time-dependent protocol, the symmetry is broken. From the terms that break the symmetry, we derive a quantum Jarzynski-like equality for a quantum mechanical worklike quantity given as a function of fluctuating quantum trajectory. In the classical limit, the transformations becomes those used in the functional integral formalism of the classical stochastic thermodynamics to derive the classical fluctuation theorem.

Thermodynamic uncertainty relations including measurement and feedback

Thermodynamic uncertainty relations quantify how the signal-to-noise ratio of a given observable is constrained by dissipation. Fluctuation relations generalize the second law of thermodynamics to stochastic processes. We show that any fluctuation relation directly implies a thermodynamic uncertainty relation, considerably increasing their range of applicability. In particular, we extend thermodynamic uncertainty relations to scenarios which include measurement and feedback. Since feedback generally breaks time-reversal invariance, the uncertainty relations involve quantities averaged over the forward and the backward experiment defined by the associated fluctuation relation. This implies that the signal-to-noise ratio of a given experiment can in principle become arbitrarily large as long as the corresponding backward experiment compensates, e.g., by being sufficiently noisy. We illustrate our results with the Szilard engine as well as work extraction by free energy reduction in a quantum dot.

Three heats in a strongly coupled system and bath

We investigate three kinds of heat produced in a system and a bath strongly coupled via an interaction Hamiltonian. By studying the energy flows between the system, the bath, and their interaction, we provide rigorous definitions of two types of heat, Q_{S} and Q_{B}, from the energy loss of the system and the energy gain of the bath, respectively. This is in contrast to the equivalence of Q_{S} and Q_{B}, which is commonly assumed to hold in the weak-coupling regime. The bath we consider is equipped with a thermostat which enables it to reach an equilibrium. We identify another kind of heat Q_{SB} from the energy dissipation of the bath into the superbath that provides the thermostat. We derive the fluctuation theorems (FTs) for the system variables and various heats, which are discussed in comparison with the FT for the total entropy production. We take an example of a sliding harmonic potential of a single Brownian particle in a fluid and calculate the three heats in a simplified model. These heats are found to equal, on average, in the steady state of energy, but show different fluctuations at all times.

Stochastic thermodynamics of a harmonically trapped colloid in linear mixed flow

In this paper, motivated by a general interest in the stochastic thermodynamics of small systems, we derive an exact expression-via path integrals-for the conditional probability density of a two-dimensional harmonically confined Brownian particle acted on by linear mixed flow. This expression is a generalization of the expression derived earlier by Foister and Van De Ven [J. Fluid Mech. 96, 105 (1980)10.1017/S0022112080002042] for the case of the corresponding free Brownian particle, and reduces to it in the appropriate unconfined limit. By considering the long-time limit of our calculated probability density function, we show that the flow-driven Brownian oscillator attains a well-defined steady state. We also show that, during the course of a transition from an initial flow-free thermal equilibrium state to the flow-driven steady state, the integral fluctuation theorem, the Jarzynski equality, and the Bochkov-Kuzovlev relation are all rigorously satisfied. Additionally, for the special cases of pure rotational flow we derive an exact expression for the distribution of the heat dissipated by the particle into the medium, and for the special case of pure elongational flow we derive an exact expression for the distribution of the total entropy change. Finally, by examining the system's stochastic thermodynamics along a reverse trajectory, we also demonstrate that in elongational flow the total entropy change satisfies a detailed fluctuation theorem.

The generalized Boltzmann distribution is the only distribution in which the Gibbs-Shannon entropy equals the thermodynamic entropy

We show that the generalized Boltzmann distribution is the only distribution for which the Gibbs-Shannon entropy equals the thermodynamic entropy. This result means that the thermodynamic entropy and the Gibbs-Shannon entropy are not generally equal, but rather the equality holds only in the special case where a system is in equilibrium with a reservoir.

Characterizing a Statistical Arrow of Time in Quantum Measurement Dynamics

In both thermodynamics and quantum mechanics, the arrow of time is characterized by the statistical likelihood of physical processes. We characterize this arrow of time for the continuous quantum measurement dynamics of a superconducting qubit. By experimentally tracking individual weak measurement trajectories, we compare the path probabilities of forward and backward-in-time evolution to develop an arrow of time statistic associated with measurement dynamics. We compare the statistics of individual trajectories to ensemble properties showing that the measurement dynamics obeys both detailed and integral fluctuation theorems, thus establishing the consistency between microscopic and macroscopic measurement dynamics.

Stochastic thermodynamics with odd controlling parameters

Stochastic thermodynamics extends the notions and relations of classical thermodynamics to small systems that experience strong fluctuations. The definitions of work and heat and the microscopically reversible condition are two key concepts in the current framework of stochastic thermodynamics. Herein, we apply stochastic thermodynamics to small systems with odd controlling parameters and find that the definition of heat and the microscopically reversible condition are incompatible. Such a contradiction also leads to a revision to the fluctuation theorems and nonequilibrium work relations. By introducing adjoint dynamics, we find that the total entropy production can be separated into three parts, with two of them satisfying the integral fluctuation theorem. Revising the definitions of work and heat and the microscopically reversible condition allows us to derive two sets of modified nonequilibrium work relations, including the Jarzynski equality, the detailed Crooks work relation, and the integral Crooks work relation. We consider the strategy of shortcuts to isothermality as an example and give a more sophisticated explanation for the Jarzynski-like equality derived from shortcuts to isothermality.

Quantum Martingale Theory and Entropy Production

We employ martingale theory to describe fluctuations of entropy production for open quantum systems in nonequilbrium steady states. Using the formalism of quantum jump trajectories, we identify a decomposition of entropy production into an exponential martingale and a purely quantum term, both obeying integral fluctuation theorems. An important consequence of this approach is the derivation of a set of genuine universal results for stopping-time and infimum statistics of stochastic entropy production. Finally, we complement the general formalism with numerical simulations of a qubit system.

Nonequilibrium driven by an external torque in the presence of a magnetic field

We investigate a two-dimensional motion of a colloid in a harmonic trap driven out of equilibrium by an external nonconservative force producing a torque in the presence of a uniform magnetic field applied perpendicular to the plane of motion. We find a circulating steady-state current diagnostic to nonequilibrium. Unlikely in the overdamped limit, inertial motion requires a sufficient central force to reach steady state. The magnetic field can enhance or depress central force depending on its direction. We find that steady state exists only for a proper range of parameters such as mass, viscosity coefficient, stiffness of the harmonic potential, and the magnetic field. We rigorously derive the existence condition for the steady state. We examine the combined influence of nonconservative force and magnetic field on nonequilibrium characteristics. We find non-Boltzmann steady-state probability density function and circulating probability current. We show that nonnegative entropy production is composed of usual heat dissipation and unconventional contribution from velocity-dependence of the Lorentz force. We derive the full list of correlation functions, including position-velocity correlation function originated from nonequilibrium circulation. We finally give rigorous expression for the violation of fluctuation-dissipation relation. We verify our analytical results by using the Monte Carlo simulation.

Thermodynamics of Quantum Information Flows

We report two results complementing the second law of thermodynamics for Markovian open quantum systems coupled to multiple reservoirs with different temperatures and chemical potentials. First, we derive a nonequilibrium free energy inequality providing an upper bound for a maximum power output, which for systems with inhomogeneous temperature is not equivalent to the Clausius inequality. Second, we derive local Clausius and free energy inequalities for subsystems of a composite system. These inequalities differ from the total system one by the presence of an information-related contribution and build the ground for thermodynamics of quantum information processing. Our theory is used to study an autonomous Maxwell demon.

Role of coherence in the nonequilibrium thermodynamics of quantum systems

Exploiting the relative entropy of coherence, we isolate the coherent contribution in the energetics of a driven nonequilibrium quantum system. We prove that a division of the irreversible work can be made into a coherent and incoherent part. This provides an operational criterion for quantifying the coherent contribution in a generic nonequilibrium transformation on a closed quantum system. We then study such a contribution in two physical models of a driven qubit and kicked rotor. In addition, we also show that coherence generation is connected to the nonadiabaticity of a processes, for which it gives the dominant contribution for slow-enough transformations. The amount of generated coherence in the energy eigenbasis is equivalent to the change in diagonal entropy, and here we show that it fulfills a fluctuation theorem.

Universal property of the housekeeping entropy production

The entropy production of a nonequilibrium system with broken detailed balance is a random variable whose mean value is nonnegative. The housekeeping entropy production, which is a part of total entropy production, is associated with the heat dissipation in maintaining a nonequilibrium steady state. We derive a Langevin-type stochastic differential equation for the housekeeping entropy production. The equation allows us to define a housekeeping entropic time τ. Remarkably it turns out that the probability distribution of the housekeeping entropy production at a fixed value of τ is given by the Gaussian distribution regardless of system details. The Gaussian distribution is universal for any systems, whether in the steady state or in the transient state and whether they are driven by time-independent or time-dependent driving forces. We demonstrate the universal distribution numerically for model systems.

Detailed Fluctuation Theorems: A Unifying Perspective

We present a general method to identify an arbitrary number of fluctuating quantities which satisfy a detailed fluctuation theorem for all times within the framework of time-inhomogeneous Markovian jump processes. In doing so, we provide a unified perspective on many fluctuation theorems derived in the literature. By complementing the stochastic dynamics with a thermodynamic structure (i.e., using stochastic thermodynamics), we also express these fluctuating quantities in terms of physical observables.

Stochastic Thermodynamic Interpretation of Information Geometry

In recent years, the unified theory of information and thermodynamics has been intensively discussed in the context of stochastic thermodynamics. The unified theory reveals that information theory would be useful to understand nonstationary dynamics of systems far from equilibrium. In this Letter, we have found a new link between stochastic thermodynamics and information theory well-known as information geometry. By applying this link, an information geometric inequality can be interpreted as a thermodynamic uncertainty relationship between speed and thermodynamic cost. We have numerically applied an information geometric inequality to a thermodynamic model of a biochemical enzyme reaction.

Derivation of Markov processes that violate detailed balance

Time-reversal symmetry of the microscopic laws dictates that the equilibrium distribution of a stochastic process must obey the condition of detailed balance. However, cyclic Markov processes that do not admit equilibrium distributions with detailed balance are often used to model systems driven out of equilibrium by external agents. I show that for a Markov model without detailed balance, an extended Markov model can be constructed, which explicitly includes the degrees of freedom for the driving agent and satisfies the detailed balance condition. The original cyclic Markov model for the driven system is then recovered as an approximation at early times by summing over the degrees of freedom for the driving agent. I also show that the widely accepted expression for the entropy production in a cyclic Markov model is actually a time derivative of an entropy component in the extended model. Further, I present an analytic expression for the entropy component that is hidden in the cyclic Markov model.

Limits of predictions in thermodynamic systems: a review

The past twenty years have seen a resurgence of interest in nonequilibrium thermodynamics, thanks to advances in the theory of stochastic processes and in their thermodynamic interpretation. Fluctuation theorems provide fundamental constraints on the dynamics of systems arbitrarily far from thermal equilibrium. Thermodynamic uncertainty relations bound the dissipative cost of precision in a wide variety of processes. Concepts of excess work and excess heat provide the basis for a complete thermodynamics of nonequilibrium steady states, including generalized Clausius relations and thermodynamic potentials. But these general results carry their own limitations: fluctuation theorems involve exponential averages that can depend sensitively on unobservably rare trajectories; steady-state thermodynamics makes use of a dual dynamics that lacks any direct physical interpretation. This review aims to present these central results of contemporary nonequilibrium thermodynamics in such a way that the power of each claim for making physical predictions can be clearly assessed, using examples from current topics in soft matter and biophysics.

Entropy Production and Fluctuation Theorems for Active Matter

Active biological systems reside far from equilibrium, dissipating heat even in their steady state, thus requiring an extension of conventional equilibrium thermodynamics and statistical mechanics. In this Letter, we have extended the emerging framework of stochastic thermodynamics to active matter. In particular, for the active Ornstein-Uhlenbeck model, we have provided consistent definitions of thermodynamic quantities such as work, energy, heat, entropy, and entropy production at the level of single, stochastic trajectories and derived related fluctuation relations. We have developed a generalization of the Clausius inequality, which is valid even in the presence of the non-Hamiltonian dynamics underlying active matter systems. We have illustrated our results with explicit numerical studies.

Kibble-Zurek scaling of the irreversible entropy production

If a system is driven at finite rate through a phase transition by varying an intensive parameter, the order parameter shatters into finite domains. The Kibble-Zurek mechanism predicts the typical size of these domains, which are governed only by the rate of driving and the spatial and dynamical critical exponents. We show that also the irreversible entropy production fulfills a universal behavior, which however is determined by an additional critical exponent corresponding to the intensive control parameter. Our universal prediction is numerically tested in two systems exhibiting noise-induced phase transitions.

Fluctuation theorem: A critical review

Fluctuation theorem for entropy production is revisited in the framework of stochastic processes. The applicability of the fluctuation theorem to physico-chemical systems and the resulting stochastic thermodynamics were analyzed. Some unexpected limitations are highlighted in the context of jump Markov processes. We have shown that these limitations handicap the ability of the resulting stochastic thermodynamics to correctly describe the state of non-equilibrium systems in terms of the thermodynamic properties of individual processes therein. Finally, we considered the case of diffusion processes and proved that the fluctuation theorem for entropy production becomes irrelevant at the stationary state in the case of one variable systems.

Shortcuts to isothermality and nonequilibrium work relations

In conventional thermodynamics, it is widely acknowledged that the realization of an isothermal process for a system requires a quasistatic controlling protocol. Here we propose and design a strategy to realize a finite-rate isothermal transition from an equilibrium state to another one at the same temperature, which is named the "shortcut to isothermality." By using shortcuts to isothermality, we derive three nonequilibrium work relations, including an identity between the free-energy difference and the mean work due to the potential of the original system, a Jarzynski-like equality, and the inverse relationship between the dissipated work and the total driving time. We numerically test these three relations by considering the motion of a Brownian particle trapped in a harmonic potential and dragged by a time-dependent force.

Upper bound for the average entropy production based on stochastic entropy extrema

The second law of thermodynamics, which asserts the non-negativity of the average total entropy production of a combined system and its environment, is a direct consequence of applying Jensen's inequality to a fluctuation relation. It is also possible, through this inequality, to determine an upper bound of the average total entropy production based on the entropies along the most extreme stochastic trajectories. In this work, we construct an upper bound inequality of the average of a convex function over a domain whose average is known. When applied to the various fluctuation relations, the upper bounds of the average total entropy production are established. Finally, by employing the result of Neri, Roldán, and Jülicher [Phys. Rev. X 7, 011019 (2017)]10.1103/PhysRevX.7.011019, we are able to show that the average total entropy production is bounded only by the total entropy production supremum, and vice versa, for a general nonequilibrium stationary system.

Information thermodynamics for feedback processes with the appearance of overshooting

We investigate feedback processes with measurement-induced protocols for particular tasks that drive systems in specified directions in state spaces. We focus on mutual information as a measure of correlation between system and memory, which has been known to play a crucial role for the second law of information thermodynamics. The performance of task is enhanced in the early stage of driving, along with the decrease of correlation and mutual information due to the passage from initial measurement. However, we find that the performance is suppressed if the time of driving exceeds a threshold, which we call feedback overshooting. We find that a type of correlation, anticorrelation, between system and memory is built up as a result of overshooting and gives rise to regaining mutual information. We examine the effect of overshooting in detail from two examples. We study the Szilard engine for the task of work extraction. We also study a recurrent feedback with finite time interval for the task to reduce the mean square distance of a colloid below the value by thermal fluctuation. We find that recurrent feedback is stable only for a moderate range of time intervals and the intensity of feedback protocol. We discuss the problem of divergence of mutual information for error-free measurement.

Nonequilibrium response of a voltage gated sodium ion channel and biophysical characterization of dynamic hysteresis

Here we have studied the dynamic as well as the non-equilibrium thermodynamic response properties of voltage-gated Na-ion channel. Using sinusoidally oscillating external voltage protocol we have both kinetically and energetically studied the non-equilibrium steady state properties of dynamic hysteresis in details. We have introduced a method of estimating the work done associated with the dynamic memory due to a cycle of oscillating voltage. We have quantitatively characterised the loop area of ionic current which gives information about the work done to sustain the dynamic memory only for ion conduction, while the loop area of total entropy production rate gives the estimate of work done for overall gating dynamics. The maximum dynamic memory of Na-channel not only depends on the frequency and amplitude but it also depends sensitively on the mean of the oscillating voltage and here we have shown how the system optimize the dynamic memory itself in the biophysical range of field parameters. The relation between the average ionic current with increasing frequency corresponds to the nature of the average dissipative work done at steady state. It is also important to understand that the utilization of the energy from the external field can not be directly obtained only from the measurement of ionic current but also requires nonequilibrium thermodynamic study.

Steady-state thermodynamics for population growth in fluctuating environments

We report that population dynamics in fluctuating environments is characterized by a mathematically equivalent structure to steady-state thermodynamics. By employing the structure, population growth in fluctuating environments is decomposed into housekeeping and excess parts. The housekeeping part represents the integral of the stationary growth rate for each condition during a history of the environmental change. The excess part accounts for the excess growth induced by environmental fluctuations. Focusing on the excess growth, we obtain a Clausius inequality, which gives the upper bound of the excess growth. The equality is shown to be achieved in quasistatic environmental changes. We also clarify that this bound can be evaluated by the "lineage fitness", which is an experimentally observable quantity.

Mesoscopic kinetic basis of macroscopic chemical thermodynamics: A mathematical theory

Gibbs' macroscopic chemical thermodynamics is one of the most important theories in chemistry. Generalizing it to mesoscaled nonequilibrium systems is essential to biophysics. The nonequilibrium stochastic thermodynamics of chemical reaction kinetics suggested a free energy balance equation dF^{(meso)}/dt=E_{in}-e_{p} in which the free energy input rate E_{in} and dissipation rate e_{p} are both non-negative, and E_{in}≤e_{p}. We prove that in the macroscopic limit by merely allowing the molecular numbers to be infinite, the generalized mesoscopic free energy F^{(meso)} converges to φ^{ss}, the large deviation rate function for the stationary distributions. This generalized macroscopic free energy φ^{ss} now satisfies a balance equation dφ^{ss}(x)/dt=cmf(x)-σ(x), in which x represents chemical concentration. The chemical motive force cmf(x) and entropy production rate σ(x) are both non-negative, and cmf(x)≤σ(x). The balance equation is valid generally in isothermal driven systems and is different from mechanical energy conservation and the first law; it is actually an unknown form of the second law. Consequences of the emergent thermodynamic quantities and equalities are further discussed. The emergent "law" is independent of underlying kinetic details. Our theory provides an example showing how a macroscopic law emerges from a level below.

Transfer entropy in physical systems and the arrow of time

Recent developments have cemented the realization that many concepts and quantities in thermodynamics and information theory are shared. In this paper, we consider a highly relevant quantity in information theory and complex systems, the transfer entropy, and explore its thermodynamic role by considering the implications of time reversal upon it. By doing so we highlight the role of information dynamics on the nuanced question of observer perspective within thermodynamics by relating the temporal irreversibility in the information dynamics to the configurational (or spatial) resolution of the thermodynamics. We then highlight its role in perhaps the most enduring paradox in modern physics, the manifestation of a (thermodynamic) arrow of time. We find that for systems that process information such as those undergoing feedback, a robust arrow of time can be formulated by considering both the apparent physical behavior which leads to conventional entropy production and the information dynamics which leads to a quantity we call the information theoretic arrow of time. We also offer an interpretation in terms of optimal encoding of observed physical behavior.

Heavy-tailed phase-space distributions beyond Boltzmann-Gibbs: Confined laser-cooled atoms in a nonthermal state

The Boltzmann-Gibbs density, a central result of equilibrium statistical mechanics, relates the energy of a system in contact with a thermal bath to its equilibrium statistics. This relation is lost for nonthermal systems such as cold atoms in optical lattices, where the heat bath is replaced with the laser beams of the lattice. We investigate in detail the stationary phase-space probability for Sisyphus cooling under harmonic confinement. In particular, we elucidate whether the total energy of the system still describes its stationary state statistics. We find that this is true for the center part of the phase-space density for deep lattices, where the Boltzmann-Gibbs density provides an approximate description. The relation between energy and statistics also persists for strong confinement and in the limit of high energies, where the system becomes underdamped. However, the phase-space density now exhibits heavy power-law tails. In all three cases we find expressions for the leading-order phase-space density and corrections which break the equivalence of probability and energy and violate energy equipartition. The nonequilibrium nature of the steady state is corroborated by explicit violations of detailed balance. We complement these analytical results with numerical simulations to map out the intricate structure of the phase-space density.

Work producing reservoirs: Stochastic thermodynamics with generalized Gibbs ensembles

We develop a consistent stochastic thermodynamics for environments composed of thermodynamic reservoirs in an external conservative force field, that is, environments described by the generalized or Gibbs canonical ensemble. We demonstrate that small systems weakly coupled to such reservoirs exchange both heat and work by verifying a local detailed balance relation for the induced stochastic dynamics. Based on this analysis, we help to rationalize the observation that nonthermal reservoirs can increase the efficiency of thermodynamic heat engines.

Entropy production and thermodynamic power of the squeezed thermal reservoir

We analyze the entropy production and the maximal extractable work from a squeezed thermal reservoir. The nonequilibrium quantum nature of the reservoir induces an entropy transfer with a coherent contribution while modifying its thermal part, allowing work extraction from a single reservoir, as well as great improvements in power and efficiency for quantum heat engines. Introducing a modified quantum Otto cycle, our approach fully characterizes operational regimes forbidden in the standard case, such as refrigeration and work extraction at the same time, accompanied by efficiencies equal to unity.

Entropy production in mesoscopic stochastic thermodynamics: nonequilibrium kinetic cycles driven by chemical potentials, temperatures, and mechanical forces

Nonequilibrium thermodynamics (NET) investigates processes in systems out of global equilibrium. On a mesoscopic level, it provides a statistical dynamic description of various complex phenomena such as chemical reactions, ion transport, diffusion, thermochemical, thermomechanical and mechanochemical fluxes. In the present review, we introduce a mesoscopic stochastic formulation of NET by analyzing entropy production in several simple examples. The fundamental role of nonequilibrium steady-state cycle kinetics is emphasized. The statistical mechanics of Onsager's reciprocal relations in this context is elucidated. Chemomechanical, thermomechanical, and enzyme-catalyzed thermochemical energy transduction processes are discussed. It is argued that mesoscopic stochastic NET in phase space provides a rigorous mathematical basis of fundamental concepts needed for understanding complex processes in chemistry, physics and biology. This theory is also relevant for nanoscale technological advances.

Nonequilibrium work energy relation for non-Hamiltonian dynamics

Recent years have witnessed major advances in our understanding of nonequilibrium processes. The Jarzynski equality, for example, provides a link between equilibrium free energy differences and finite-time nonequilibrium dynamics. We propose a generalization of this relation to non-Hamiltonian dynamics, relevant for active matter systems, continuous feedback, and computer simulation. Surprisingly, this relation allows us to calculate the free energy difference between the desired initial and final equilibrium states using arbitrary dynamics. As a practical matter, this dissociation between the dynamics and the initial and final states promises to facilitate a range of techniques for free energy estimation in a single universal expression.

Critical time scale of coarse-graining entropy production

We study coarse-grained entropy production in an asymmetric random walk system on a periodic one-dimensional lattice. In coarse-grained systems, the original dynamics are unavoidably destroyed, but the coarse-grained entropy production is not hidden below the critical time-scale separation. The hidden entropy production is rapidly increasing near the critical time-scale separation.

Nonequilibrium thermodynamic potentials for continuous-time Markov chains

We connect the rare fluctuations of an equilibrium (EQ) process and the typical fluctuations of a nonequilibrium (NE) stationary process. In the framework of large deviation theory, this observation allows us to introduce NE thermodynamic potentials. For continuous-time Markov chains, we identify the relevant pairs of conjugated variables and propose two NE ensembles: one with fixed dynamics and fluctuating time-averaged variables, and another with fixed time-averaged variables, but a fluctuating dynamics. Accordingly, we show that NE processes are equivalent to conditioned EQ processes ensuring that NE potentials are Legendre dual. We find a variational principle satisfied by the NE potentials that reach their maximum in the NE stationary state and whose first derivatives produce the NE equations of state and second derivatives produce the NE Maxwell relations generalizing the Onsager reciprocity relations.

Anomalous free energy changes induced by topology

We report that nontrivial topology of a driven Brownian particle restricted on a ring leads to anomalous behaviors on free energy change. Starting from steady states with identical distribution and current on the ring, free energy changes are distinct and nonperiodic after the system is driven by the same periodic force protocol. We demonstrate our observation in examples through both exact solutions and numerical simulations. The free energy calculated here can be measured in recent experimental systems.

Dissipative adaptation in driven self-assembly

In a collection of assembling particles that is allowed to reach thermal equilibrium, the energy of a given microscopic arrangement and the probability of observing the system in that arrangement obey a simple exponential relationship known as the Boltzmann distribution. Once the same thermally fluctuating particles are driven away from equilibrium by forces that do work on the system over time, however, it becomes significantly more challenging to relate the likelihood of a given outcome to familiar thermodynamic quantities. Nonetheless, it has long been appreciated that developing a sound and general understanding of the thermodynamics of such non-equilibrium scenarios could ultimately enable us to control and imitate the marvellous successes that living things achieve in driven self-assembly. Here, I suggest that such a theoretical understanding may at last be emerging, and trace its development from historic first steps to more recent discoveries. Focusing on these newer results, I propose that they imply a general thermodynamic mechanism for self-organization via dissipation of absorbed work that may be applicable in a broad class of driven many-body systems.

Maximum entropy principle for stationary states underpinned by stochastic thermodynamics

The selection of an equilibrium state by maximizing the entropy of a system, subject to certain constraints, is often powerfully motivated as an exercise in logical inference, a procedure where conclusions are reached on the basis of incomplete information. But such a framework can be more compelling if it is underpinned by dynamical arguments, and we show how this can be provided by stochastic thermodynamics, where an explicit link is made between the production of entropy and the stochastic dynamics of a system coupled to an environment. The separation of entropy production into three components allows us to select a stationary state by maximizing the change, averaged over all realizations of the motion, in the principal relaxational or nonadiabatic component, equivalent to requiring that this contribution to the entropy production should become time independent for all realizations. We show that this recovers the usual equilibrium probability density function (pdf) for a conservative system in an isothermal environment, as well as the stationary nonequilibrium pdf for a particle confined to a potential under nonisothermal conditions, and a particle subject to a constant nonconservative force under isothermal conditions. The two remaining components of entropy production account for a recently discussed thermodynamic anomaly between over- and underdamped treatments of the dynamics in the nonisothermal stationary state.

Investigating rare events with nonequilibrium work measurements. I. Nonequilibrium transition path probabilities

We have developed a formalism for investigating transition pathways and transition probabilities for rare events in biomolecular systems. In this paper, we set the theoretical framework for employing nonequilibrium work relations to estimate the relative reaction rates associated with different classes of transition pathways. Particularly, we derive an extension of Crook's transient fluctuation theorem, which relates the relative transition rates of driven systems in the forward and reverse directions, and allows for the calculation of these relative rates using work measurements (e.g., in Steered Molecular Dynamics). The formalism presented here can be combined with Transition Path Theory to relate the equilibrium and driven transition rates. The usefulness of this framework is illustrated by means of a Gaussian model and a driven proline dimer.

Inflow rate, a time-symmetric observable obeying fluctuation relations

While entropy changes are the usual subject of fluctuation theorems, we seek fluctuation relations involving time-symmetric quantities, namely observables that do not change sign if the trajectories are observed backward in time. We find detailed and integral fluctuation relations for the (time-integrated) difference between entrance rate and escape rate in mesoscopic jump systems. Such inflow rate, which is even under time reversal, represents the discrete-state equivalent of the phase-space contraction rate. Indeed, it becomes minus the divergence of forces in the continuum limit to overdamped diffusion. This establishes a formal connection between reversible deterministic systems and irreversible stochastic ones, confirming that fluctuation theorems are largely independent of the details of the underling dynamics.

Stochastic entropy production arising from nonstationary thermal transport

We compute statistical properties of the stochastic entropy production associated with the nonstationary transport of heat through a system coupled to a time dependent nonisothermal heat bath. We study the one-dimensional stochastic evolution of a bound particle in such an environment by solving the appropriate Langevin equation numerically, and by using an approximate analytic solution to the Kramers equation to determine the behavior of an ensemble of systems. We express the total stochastic entropy production in terms of a relaxational or nonadiabatic part together with two components of housekeeping entropy production and determine the distributions for each, demonstrating the importance of all three contributions for this system. We compare the results with an approximate analytic model of the mean behavior and we further demonstrate that the total entropy production and the relaxational component approximately satisfy detailed fluctuation relations for certain time intervals. Finally, we comment on the resemblance between the procedure for solving the Kramers equation and a constrained extremization, with respect to the probability density function, of the spatial density of the mean rate of production of stochastic entropy.

Nonequilibrium potential and fluctuation theorems for quantum maps

We derive a general fluctuation theorem for quantum maps. The theorem applies to a broad class of quantum dynamics, such as unitary evolution, decoherence, thermalization, and other types of evolution for quantum open systems. The theorem reproduces well-known fluctuation theorems in a single and simplified framework and extends the Hatano-Sasa theorem to quantum nonequilibrium processes. Moreover, it helps to elucidate the physical nature of the environment that induces a given dynamics in an open quantum system.

Dynamic memory of a single voltage-gated potassium ion channel: A stochastic nonequilibrium thermodynamic analysis

In this work, we have studied the stochastic response of a single voltage-gated potassium ion channel to a periodic external voltage that keeps the system out-of-equilibrium. The system exhibits memory, resulting from time-dependent driving, that is reflected in terms of dynamic hysteresis in the current-voltage characteristics. The hysteresis loop area has a maximum at some intermediate voltage frequency and disappears in the limits of low and high frequencies. However, the (average) dissipation at long-time limit increases and finally goes to saturation with rising frequency. This raises the question: how diminishing hysteresis can be associated with growing dissipation? To answer this, we have studied the nonequilibrium thermodynamics of the system and analyzed different thermodynamic functions which also exhibit hysteresis. Interestingly, by applying a temporal symmetry analysis in the high-frequency limit, we have analytically shown that hysteresis in some of the periodic responses of the system does not vanish. On the contrary, the rates of free energy and internal energy change of the system as well as the rate of dissipative work done on the system show growing hysteresis with frequency. Hence, although the current-voltage hysteresis disappears in the high-frequency limit, the memory of the ion channel is manifested through its specific nonequilibrium thermodynamic responses.

Entropy production in a non-Markovian environment

Stochastic thermodynamics and the associated fluctuation relations provide the means to extend the fundamental laws of thermodynamics to small scales and systems out of equilibrium. The fluctuating thermodynamic variables are usually treated in the context of either isolated Hamiltonian evolution, or Markovian dynamics in open systems. However, there is no reason a priori why the Markovian approximation should be valid in driven systems under nonequilibrium conditions. In this work, we introduce an explicitly non-Markovian model of dynamics of an open system, where the correlations between the system and the environment drive a subset of the environment out of equilibrium. Such an environment gives rise to a new type of non-Markovian entropy production term. Such non-Markovian components must be taken into account in order to recover the fluctuation relations for entropy. As a concrete example, we explicitly derive such modified fluctuation relations for the case of an overheated single electron box.

Stochastic thermodynamics for linear kinetic equations

Stochastic thermodynamics is formulated for variables that are odd under time reversal. The invariance under spatial rotation of the collision rates due to the isotropy of the heat bath is shown to be a crucial ingredient. An alternative detailed fluctuation theorem is derived, expressed solely in terms of forward statistics. It is illustrated for a linear kinetic equation with kangaroo rates.

Jarzynski equality, Crooks fluctuation theorem, and the fluctuation theorems of heat for arbitrary initial states

By taking full advantage of the dynamic property imposed by the detailed balance condition, we derive a new refined unified fluctuation theorem (FT) for general stochastic thermodynamic systems. This FT involves the joint probability distribution functions of the final phase-space point and a thermodynamic variable. Jarzynski equality, Crooks fluctuation theorem, and the FTs of heat as well as the trajectory entropy production can be regarded as special cases of this refined unified FT, and all of them are generalized to arbitrary initial distributions. We also find that the refined unified FT can easily reproduce the FTs for processes with the feedback control, due to its unconventional structure that separates the thermodynamic variable from the choices of initial distributions. Our result is heuristic for further understanding of the relations and distinctions between all kinds of FTs and might be valuable for studying thermodynamic processes with information exchange.

Work relations connecting nonequilibrium steady states without detailed balance

Bridging equilibrium and nonequilibrium statistical physics attracts sustained interest. Hallmarks of nonequilibrium systems include a breakdown of detailed balance, and an absence of a priori potential function corresponding to the Boltzmann-Gibbs distribution, without which classical equilibrium thermodynamical quantities could not be defined. Here, we construct dynamically the potential function through decomposing the system into a dissipative part and a conservative part, and develop a nonequilibrium theory by defining thermodynamical quantities based on the potential function. Concepts for equilibrium can thus be naturally extended to nonequilibrium steady state. We elucidate this procedure explicitly in a class of time-dependent linear diffusive systems without mathematical ambiguity. We further obtain the exact work distribution for an arbitrary control parameter, and work equalities connecting nonequilibrium steady states. Our results provide a direct generalization on Jarzynski equality and Crooks fluctuation theorem to systems without detailed balance.