Three detailed fluctuation theorems

Echo states for detailed fluctuation theorems

Detailed fluctuation theorems are statements about the probability distribution for the stochastic entropy production along a trajectory. It involves the consideration of a suitably transformed dynamics, such as the time reversed, the adjoint, or a combination of these. We identify specific, typically unique, initial conditions, called echo states, for which the final probability distribution of the transformed dynamics reproduces the initial distribution. In this case the detailed fluctuation theorems relate the stochastic entropy production of the direct process to that of the transformed one. We illustrate our results by an explicit analytical calculation and numerical simulations for a modulated two-state quantum dot.

Irreversible work and inner friction in quantum thermodynamic processes

We discuss the thermodynamics of closed quantum systems driven out of equilibrium by a change in a control parameter and undergoing a unitary process. We compare the work actually done on the system with the one that would be performed along ideal adiabatic and isothermal transformations. The comparison with the latter leads to the introduction of irreversible work, while that with the former leads to the introduction of inner friction. We show that these two quantities can be treated on an equal footing, as both can be linked with the heat exchanged in thermalization processes and both can be expressed as relative entropies. Furthermore, we show that a specific fluctuation relation for the entropy production associated with the inner friction exists, which allows the inner friction to be written in terms of its cumulants.

Thermodynamic costs of information processing in sensory adaptation

Biological sensory systems react to changes in their surroundings. They are characterized by fast response and slow adaptation to varying environmental cues. Insofar as sensory adaptive systems map environmental changes to changes of their internal degrees of freedom, they can be regarded as computational devices manipulating information. Landauer established that information is ultimately physical, and its manipulation subject to the entropic and energetic bounds of thermodynamics. Thus the fundamental costs of biological sensory adaptation can be elucidated by tracking how the information the system has about its environment is altered. These bounds are particularly relevant for small organisms, which unlike everyday computers, operate at very low energies. In this paper, we establish a general framework for the thermodynamics of information processing in sensing. With it, we quantify how during sensory adaptation information about the past is erased, while information about the present is gathered. This process produces entropy larger than the amount of old information erased and has an energetic cost bounded by the amount of new information written to memory. We apply these principles to the E. coli's chemotaxis pathway during binary ligand concentration changes. In this regime, we quantify the amount of information stored by each methyl group and show that receptors consume energy in the range of the information-theoretic minimum. Our work provides a basis for further inquiries into more complex phenomena, such as gradient sensing and frequency response.

General achievable bound of extractable work under feedback control

A general achievable upper bound of extractable work under feedback control is given, where nonequilibrium equalities are generalized so as to be applicable to error-free measurements. The upper bound involves a term which arises from the part of the process whose information becomes unavailable and is related to the weight of the singular part of the reference probability measure. The obtained upper bound of extractable work is more stringent than the hitherto known one and sets a general achievable bound for a given feedback protocol. Guiding principles of designing the optimal protocol are also suggested. Examples are presented to illustrate our general results.

Universal theory of efficiency fluctuations

Using the fluctuation theorem supplemented with geometric arguments, we derive universal features of the (long-time) efficiency fluctuations for thermal and isothermal machines operating under steady or periodic driving, close or far from equilibrium. In particular, the probabilities for observing the reversible efficiency and the least likely efficiency are identical to those of the same machine working under the time-reversed driving. For time-symmetric drivings, this reversible and the least probable efficiency coincide.

Heat fluctuations and initial ensembles

Time-integrated quantities such as work and heat increase incessantly in time during nonequilibrium processes near steady states. In the long-time limit, the average values of work and heat become asymptotically equivalent to each other, since they only differ by a finite energy change in average. However, the fluctuation theorem (FT) for the heat is found not to hold with the equilibrium initial ensemble, while the FT for the work holds. This reveals an intriguing effect of everlasting initial memory stored in rare events. We revisit the problem of a Brownian particle in a harmonic potential dragged with a constant velocity, which is in contact with a thermal reservoir. The heat and work fluctuations are investigated with initial Boltzmann ensembles at temperatures generally different from the reservoir temperature. We find that, in the infinite-time limit, the FT for the work is fully recovered for arbitrary initial temperatures, while the heat fluctuations significantly deviate from the FT characteristics except for the infinite initial-temperature limit (a uniform initial ensemble). Furthermore, we succeed in calculating finite-time corrections to the heat and work distributions analytically, using the modified saddle point integral method recently developed by us. Interestingly, we find noncommutativity between the infinite-time limit and the infinite-initial-temperature limit for the probability distribution function (PDF) of the heat.

Unfolding kinetics of periodic DNA hairpins

DNA hairpin molecules with periodic base sequences can be expected to exhibit a regular coarse-grained free energy landscape (FEL) as a function of the number of open base pairs and applied mechanical force. Using a commonly employed model, we first analyze for which types of sequences a particularly simple landscape structure is predicted, where forward and backward energy barriers between partly unfolded states are decreasing linearly with force. Stochastic unfolding trajectories for such molecules with simple FEL are subsequently generated by kinetic Monte Carlo simulations. Introducing probabilities that can be sampled from these trajectories, it is shown how the parameters characterizing the FEL can be estimated. Already 300 trajectories, as typically generated in experiments, provide faithful results for the FEL parameters.

Exact fluctuation theorem without ensemble quantities

Evaluating the entropy production (EP) along a stochastic trajectory requires the knowledge of the system probability distribution, an ensemble quantity notoriously difficult to measure. In this paper we show that the EP of nonautonomous systems in contact with multiple reservoirs can be expressed solely in terms of physical quantities measurable at the single-trajectory level with a suitable preparation of the initial condition. As a result, we identify universal energy and particle fluctuation relations valid for any measurement time. We apply our findings to an electronic junction model, which may be used to verify our prediction experimentally.

Symmetry for the duration of entropy-consuming intervals

We introduce the violation fraction υ as the cumulative fraction of time that a mesoscopic system spends consuming entropy at a single trajectory in phase space. We show that the fluctuations of this quantity are described in terms of a symmetry relation reminiscent of fluctuation theorems, which involve a function Φ, which can be interpreted as an entropy associated with the fluctuations of the violation fraction. The function Φ, when evaluated for arbitrary stochastic realizations of the violation fraction, is odd upon the symmetry transformations that are relevant for the associated stochastic entropy production. This fact leads to a detailed fluctuation theorem for the probability density function of Φ. We study the steady-state limit of this symmetry in the paradigmatic case of a colloidal particle dragged by optical tweezers through an aqueous solution. Finally, we briefly discuss possible applications of our results for the estimation of free-energy differences from single-molecule experiments.

Entropy increase in K-step Markovian and consistent dynamics of closed quantum systems

We consider sequences of measurements implemented by positive operator valued measures (POVMs). Starting from the assumption that these sequences may be described as consistent and Markovian, even and especially for closed quantum systems, we identify properties of the equilibrium state that coincide with the properties of typical pure quantum states. We define a physical entropy that converges against the standard entropies in the approach to equilibrium. Furthermore, strict limits to its possible decrease are derived on the basis of Renyi entropies. It is demonstrated that Landauer's principle follows directly from these limits. Since the above assumptions are rather strong, we exemplify the fact that they may nevertheless apply by checking them numerically for some transition paths in a concrete model.

Equivalence of two Bochkov-Kuzovlev equalities in quantum two-level systems

We present two kinds of Bochkov-Kuzovlev work equalities in a two-level system that is described by a quantum Markovian master equation. One is based on multiple time correlation functions and the other is based on the quantum trajectory viewpoint. We show that these two equalities are indeed equivalent. Importantly, this equivalence provides us a way to calculate the probability density function of the quantum work by solving the evolution equation for its characteristic function. We use a numerical model to verify these results.

Improved predictions of rare events using the Crooks fluctuation theorem

This article explores the applicability of concepts from nonequilibrium thermodynamics to rare event prediction. The Crooks fluctuation theorem is an equality constraint on the probability distribution of a thermodynamical observable. We consider as a prediction target the exceedance of a threshold of such an observable, where the magnitude of the threshold modulates the rareness of the event. A probability forecast is constructed for this event based on a small observational data set. A simple method is proposed that exploits the Crooks fluctuation theorem to estimate this probability. It is shown that this estimator has improved predictive skill compared to the relative frequency of exceedance in the data set. We quantify this improvement in two examples, and study its dependence on the threshold magnitude and sample size in different systems. Further improvements are achieved by combining the Crooks estimator with the frequency estimator.

Time reversibility and nonequilibrium thermodynamics of second-order stochastic processes

Nonequilibrium thermodynamics of a general second-order stochastic system is investigated. We prove that at steady state, under inversion of velocities, the condition of time reversibility over the phase space is equivalent to the antisymmetry of spatial flux and the symmetry of velocity flux. Then we show that the condition of time reversibility alone cannot always guarantee the Maxwell-Boltzmann distribution. Comparing the two conditions together, we find that the frictional force naturally emerges as the unique odd term of the total force at thermodynamic equilibrium, and is followed by the Einstein relation. The two conditions respectively correspond to two previously reported different entropy production rates. In the case where the external force is only position dependent, the two entropy production rates become one. We prove that such an entropy production rate can be decomposed into two non-negative terms, expressed respectively by the conditional mean and variance of the thermodynamic force associated with the irreversible velocity flux at any given spatial coordinate. In the small inertia limit, the former term becomes the entropy production rate of the corresponding overdamped dynamics, while the anomalous entropy production rate originates from the latter term. Furthermore, regarding the connection between the first law and second law, we find that in the steady state of such a limit, the anomalous entropy production rate is also the leading order of the Boltzmann-factor weighted difference between the spatial heat dissipation densities of the underdamped and overdamped dynamics, while their unweighted difference always tends to vanish.

Macroscopically deterministic Markovian thermalization in finite quantum spin systems

A key feature of nonequilibrium thermodynamics is the Markovian, deterministic relaxation of coarse observables such as, for example, the temperature difference between two macroscopic objects which evolves independently of almost all details of the initial state. We demonstrate that the unitary dynamics for moderately sized spin-1/2 systems may yield the same type of relaxation dynamics for a given magnetization difference. This observation might contribute to the understanding of the emergence of thermodynamics within closed quantum systems.

Statistics and Related Topics in Single-Molecule Biophysics

Since the universal acceptance of atoms and molecules as the fundamental constituents of matter in the early twentieth century, molecular physics, chemistry and molecular biology have all experienced major theoretical breakthroughs. To be able to actually "see" biological macromolecules, one at a time in action, one has to wait until the 1970s. Since then the field of single-molecule biophysics has witnessed extensive growth both in experiments and theory. A distinct feature of single-molecule biophysics is that the motions and interactions of molecules and the transformation of molecular species are necessarily described in the language of stochastic processes, whether one investigates equilibrium or nonequilibrium living behavior. For laboratory measurements following a biological process, if it is sampled over time on individual participating molecules, then the analysis of experimental data naturally calls for the inference of stochastic processes. The theoretical and experimental developments of single-molecule biophysics thus present interesting questions and unique opportunity for applied statisticians and probabilists. In this article, we review some important statistical developments in connection to single-molecule biophysics, emphasizing the application of stochastic-process theory and the statistical questions arising from modeling and analyzing experimental data.

Large deviation function and fluctuation theorem for classical particle transport

We analytically evaluate the large deviation function in a simple model of classical particle transfer between two reservoirs. We illustrate how the asymptotic long-time regime is reached starting from a special propagating initial condition. We show that the steady-state fluctuation theorem holds provided that the distribution of the particle number decays faster than an exponential, implying analyticity of the generating function and a discrete spectrum for its evolution operator.

Propensity approach to nonequilibrium thermodynamics of a chemical reaction network: controlling single E-coli β-galactosidase enzyme catalysis through the elementary reaction steps

In this work, we develop an approach to nonequilibrium thermodynamics of an open chemical reaction network in terms of the elementary reaction propensities. The method is akin to the microscopic formulation of the dissipation function in terms of the Kullback-Leibler distance of phase space trajectories in Hamiltonian system. The formalism is applied to a single oligomeric enzyme kinetics at chemiostatic condition that leads the reaction system to a nonequilibrium steady state, characterized by a positive total entropy production rate. Analytical expressions are derived, relating the individual reaction contributions towards the total entropy production rate with experimentally measurable reaction velocity. Taking a real case of Escherichia coli β-galactosidase enzyme obeying Michaelis-Menten kinetics, we thoroughly analyze the temporal as well as the steady state behavior of various thermodynamic quantities for each elementary reaction. This gives a useful insight in the relative magnitudes of various energy terms and the dissipated heat to sustain a steady state of the reaction system operating far-from-equilibrium. It is also observed that, the reaction is entropy-driven at low substrate concentration and becomes energy-driven as the substrate concentration rises.

Modulated two-level system: exact work statistics

We consider an open two-level system driven by a piecewise constant periodic field and described by a rate equation with Fermi, Bose, and Arrhenius rates, respectively. We derive an analytical expression for the generating function and large deviation function of the work performed by the field and show that a work fluctuation theorem holds.

Nonconvexity of the relative entropy for Markov dynamics: a Fisher information approach

We show via counterexamples that relative entropy between the solution of a Markovian master equation and the steady state is not a convex function of time. We thus disprove the hypotheses that a general evolution principle of thermodynamics based on the decrease of the nonadiabatic entropy production could hold. However, we argue that a large separation of typical decay times is necessary for nonconvex solutions to occur, making concave transients extremely short lived with respect to the main relaxation modes. We describe a general method based on the Fisher information matrix to discriminate between generators that admit nonconvex solutions and those that do not. While initial conditions leading to concave transients are shown to be extremely fine-tuned, by our method we are able to select nonconvex initial conditions that are arbitrarily close to the steady state. Convexity does occur when the system is close to satisfying detailed balance or, more generally, when certain normality conditions of the decay modes are satisfied. Our results circumscribe the range of validity of a conjecture by Maes et al. [Phys. Rev. Lett. 107, 010601 (2011)] regarding monotonicity of the large deviation rate functional for the occupation probability, showing that while the conjecture might hold in the long-time limit, the conditions for Lyapunov's second criterion for stability are not met.

Crooks fluctuation theorem for a process on a two-dimensional fluid field

We investigate the behavior of a two-dimensional inviscid and incompressible flow when pushed out of dynamical equilibrium. We use the two-dimensional vorticity equation with spectral truncation on a rectangular domain. For a sufficiently large number of degrees of freedom, the equilibrium statistics of the flow can be described through a canonical ensemble with two conserved quantities, energy and enstrophy. To perturb the system out of equilibrium, we change the shape of the domain according to a protocol, which changes the kinetic energy but leaves the enstrophy constant. We interpret this as doing work to the system. Evolving along a forward and its corresponding backward process, we find numerical evidence that the distributions of the work performed satisfy the Crooks relation. We confirm our results by proving the Crooks relation for this system rigorously.

Dissipation, generalized free energy, and a self-consistent nonequilibrium thermodynamics of chemically driven open subsystems

Nonequilibrium thermodynamics of a system situated in a sustained environment with influx and efflux is usually treated as a subsystem in a larger, closed "universe." A question remains with regard to what the minimally required description for the surrounding of such an open driven system is so that its nonequilibrium thermodynamics can be established solely based on the internal stochastic kinetics. We provide a solution to this problem using insights from studies of molecular motors in a chemical nonequilibrium steady state (NESS) with sustained external drive through a regenerating system or in a quasisteady state (QSS) with an excess amount of adenosine triphosphate (ATP), adenosine diphosphate (ADP), and inorganic phosphate (Pi). We introduce the key notion of minimal work that is needed, W(min), for the external regenerating system to sustain a NESS (e.g., maintaining constant concentrations of ATP, ADP and Pi for a molecular motor). Using a Markov (master-equation) description of a motor protein, we illustrate that the NESS and QSS have identical kinetics as well as the second law in terms of the same positive entropy production rate. The heat dissipation of a NESS without mechanical output is exactly the W(min). This provides a justification for introducing an ideal external regenerating system and yields a free-energy balance equation between the net free-energy input F(in) and total dissipation F(dis) in an NESS: F(in) consists of chemical input minus mechanical output; F(dis) consists of dissipative heat, i.e. the amount of useful energy becoming heat, which also equals the NESS entropy production. Furthermore, we show that for nonstationary systems, the F(dis) and F(in) correspond to the entropy production rate and housekeeping heat in stochastic thermodynamics and identify a relative entropy H as a generalized free energy. We reach a new formulation of Markovian nonequilibrium thermodynamics based on only the internal kinetic equation without further reference to the intrinsic degree of freedom within each Markov state. It includes an extended free-energy balance and a second law which are valid for driven stochastic dynamics with an ideal external regenerating system. Our result suggests new ingredients for a generalized thermodynamics of self-organization in driven systems.

Probing small-scale intermittency with a fluctuation theorem

We characterize statistical properties of the flow field in developed turbulence using concepts from stochastic thermodynamics. On the basis of data from a free air-jet experiment, we demonstrate how the dynamic fluctuations induced by small-scale intermittency generate analogs of entropy-consuming trajectories with sufficient weight to make fluctuation theorems observable at the macroscopic scale. We propose an integral fluctuation theorem for the entropy production associated with the stochastic evolution of velocity increments along the eddy hierarchy and demonstrate its extreme sensitivity to the accurate description of the tails of the velocity distributions.

Heat flux and entropy produced by thermal fluctuations

We report an experimental and theoretical analysis of the energy exchanged between two conductors kept at different temperature and coupled by the electric thermal noise. Experimentally we determine, as functions of the temperature difference, the heat flux, the out-of-equilibrium variance, and a conservation law for the fluctuating entropy, which we justify theoretically. The system is ruled by the same equations as two Brownian particles kept at different temperatures and coupled by an elastic force. Our results set strong constraints on the energy exchanged between coupled nanosystems held at different temperatures.

Fluctuation theorems and entropy production with odd-parity variables

We show that the total entropy production in stochastic processes with odd-parity variables (under time reversal) is separated into three parts, only two of which satisfy the integral fluctuation theorems in general. One is the usual excess contribution that can appear only transiently and is called nonadiabatic. Another one is attributed solely to the breakage of detailed balance. The last part that does not satisfy the fluctuation theorem comes from the steady-state distribution asymmetry for odd-parity variables that is activated in a nontransient manner. The latter two parts combine together as the housekeeping (adiabatic) contribution, whose positivity is not guaranteed except when the excess contribution completely vanishes. Our finding reveals that the equilibrium requires the steady-state distribution symmetry for odd-parity variables independently, in addition to the usual detailed balance.

Power fluctuation theorem for a Brownian harmonic oscillator

In this paper we study the validity of the total power fluctuation theorem spent on a Brownian harmonic oscillator when the system is driven out of equilibrium through the drag of the potential minimum. The theorem is first proved for an ordinary harmonic oscillator in two cases: The first one considers the particle in a thermal bath under the action of Gaussian white noise, and in the second one the drift is provided by an additional external Gaussian colored noise satisfying the characteristics of an Ornstein-Uhlenbeck process. We go further, by considering a charged harmonic oscillator under the action of an electromagnetic field. The theorem is also proven as in the two cases given above. In both of those cases, we illustrate the theorem for a uniform motion of the trap potential minimum and show that in the presence of external colored noise, the theorem is only valid in the stationary state.

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.

Fluctuation theorems and inequalities generalizing the second law of thermodynamics out of equilibrium

We present a general framework for systems which are prepared in a nonstationary nonequilibrium state in the absence of any perturbation and which are then further driven through the application of a time-dependent perturbation. By assumption, the evolution of the system must be described by Markovian dynamics. We distinguish two different situations depending on the way the nonequilibrium state is prepared; either it is created by some driving or it results from a relaxation following some initial nonstationary conditions. Our approach is based on a recent generalization of the Hatano-Sasa relation for nonstationary probability distributions. We also investigate whether a form of the second law holds for separate parts of the entropy production and for any nonstationary reference process, a question motivated by the work of M. Esposito et al. [Phys. Rev. Lett. 104, 090601 (2010)]. We find that although the special structure of the theorems derived in this reference is not recovered in the general case, detailed fluctuation theorems still hold separately for parts of the entropy production. These detailed fluctuation theorems contain interesting generalizations of the second law of thermodynamics for nonequilibrium systems.

Nonadiabatic entropy production for non-Markov dynamics

We extend the definition of nonadiabatic entropy production given for Markovian systems by Esposito and Van den Broeck [Phys. Rev. Lett. 104, 090601 (2010)], to arbitrary non-Markov ergodic dynamics. We also introduce a notion of stability characterizing non-Markovianity. For stable non-Markovian systems, the nonadiabatic entropy production satisfies an integral fluctuation theorem, leading to the second law of thermodynamics for transitions between nonequilibrium steady states. This quantity can also be written as a sum of products of generalized fluxes and forces, thus being suitable for thermodynamics. On the other hand, the generalized fluctuation-dissipation relation also holds, clarifying that the conditions for it to be satisfied are ergodicity and stability instead of Markovianity. We show that in spite of being counterintuitive, the stability criterion introduced in this work may be violated in non-Markovian systems even if they are ergodic, leading to a violation of the fluctuation theorem and the generalized fluctuation-dissipation relation. Stability represents then a necessary condition for the above properties to hold and explains why the generalized fluctuation-dissipation relation has remained elusive in the study of non-Markov systems exhibiting nonequilibrium steady states.

Entropy production from stochastic dynamics in discrete full phase space

The stochastic entropy generated during the evolution of a system interacting with an environment may be separated into three components, but only two of these have a non-negative mean. The third component of entropy production is associated with the relaxation of the system probability distribution towards a stationary state and with nonequilibrium constraints within the dynamics that break detailed balance. It exists when at least some of the coordinates of the system phase space change sign under time reversal, and when the stationary state is asymmetric in these coordinates. We illustrate the various components of entropy production, both in detail for particular trajectories and in the mean, using simple systems defined on a discrete phase space of spatial and velocity coordinates. These models capture features of the drift and diffusion of a particle in a physical system, including the processes of injection and removal and the effect of a temperature gradient. The examples demonstrate how entropy production in stochastic thermodynamics depends on the detail that is included in a model of the dynamics of a process. Entropy production from such a perspective is a measure of the failure of such models to meet Loschmidt's expectation of dynamic reversibility.

Nonequilibrium fluctuation theorem for systems under discrete and continuous feedback control

In the time reverse process of a feedback manipulated stochastic system, we allow performing measurements without violating causality. As a result we come across an entropy production due to the measurement process. This entropy production, in addition to the usual system and medium entropy production, constitutes the total entropy production of the combined system of the reservoir, the system, and the feedback controller. We show that this total entropy production of "full" system satisfies an integrated fluctuation theorem as well as a detailed fluctuation theorem as expected. We illustrate and verify this idea through explicit calculation and direct simulation in two examples.

Fluctuation relation for heat

We present a fluctuation relation for heat dissipation in a nonequilibrium system. A nonequilibrium work is known to obey the fluctuation theorem in any time interval t. Heat, which differs from work by an energy change, is shown to satisfy a modified fluctuation relation. Modification is brought about by the correlation between heat and energy change during nonequilibrium processes whose effect may not be negligible even in the t→∞ limit. The fluctuation relation is derived for overdamped Langevin equation systems, and tested in a linear diffusion system.

Fluctuation theorems for an asymmetric rotor in a granular gas

We investigate the validity of fluctuation theorems for an asymmetric rotor experiment in a granular gas. A first state, with a Gaussian distribution of the angular velocity, is found to be well described by a first order Langevin equation. We show that fluctuation theorems are valid for the injected work and for the total entropy production. In a second state, the angular velocity distribution is double peaked due to a spontaneous symmetry breaking: A convection roll develops in the granular gas, which strongly couples to the rotor. Surprisingly, in this case, similar symmetry relations hold, which lead to a good prediction for the height ratio of the two peaks.

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.

Nonequilibrium thermodynamics of stochastic systems with odd and even variables

The total entropy production of stochastic systems can be divided into three quantities. The first corresponds to the excess heat, while the second two comprise the housekeeping heat. We denote these two components the transient and generalized housekeeping heat and we obtain an integral fluctuation theorem for the latter, valid for all Markovian stochastic dynamics. A previously reported formalism is obtained when the stationary probability distribution is symmetric for all variables that are odd under time reversal, which restricts consideration of directional variables such as velocity.

Stochastic thermodynamics under coarse graining

A general formulation of stochastic thermodynamics is presented for open systems exchanging energy and particles with multiple reservoirs. By introducing a partition in terms of "mesostates" (e.g., sets of "microstates"), the consequence on the thermodynamic description of the system is studied in detail. When microstates within mesostates rapidly thermalize, the entire structure of the microscopic theory is recovered at the mesostate level. This is not the case when these microstates remain out of equilibrium, leading to additional contributions to the entropy balance. Some of our results are illustrated for a model of two coupled quantum dots.

Inequalities generalizing the second law of thermodynamics for transitions between nonstationary states

We discuss the consequences of a variant of the Hatano-Sasa relation in which a nonstationary distribution is used in place of the usual stationary one. We first show that this nonstationary distribution is related to a difference of traffic between the direct and dual dynamics. With this formalism, we extend the definition of the adiabatic and nonadiabatic entropies introduced by M. Esposito and C. Van den Broeck in Phys. Rev. Lett. 104, 090601 (2010) for the stationary case. We also obtain interesting second-law-like inequalities for transitions between nonstationary states.

Quantum-trajectory approach to the stochastic thermodynamics of a forced harmonic oscillator

I formulate a quantum stochastic thermodynamics for the quantum trajectories of a continuously monitored forced harmonic oscillator coupled to a thermal reservoir. Consistent trajectory-dependent definitions are introduced for work, heat, and entropy, through engineering the thermal reservoir from a sequence of two-level systems. Within this formalism the connection between irreversibility and entropy production is analyzed and confirmed by proving a detailed fluctuation theorem for quantum trajectories. Finally, possible experimental verifications are discussed.

Infinite family of second-law-like inequalities

The probability distribution function for an out of equilibrium system may sometimes be approximated by a physically motivated "trial" distribution. A particularly interesting case is when a driven system (e.g., active matter) is approximated by a thermodynamic one. We show here that every set of trial distributions yields an inequality playing the role of a generalization of the second law. The better the approximation is, the more constraining the inequality becomes: this suggests a criterion for its accuracy, as well as an optimization procedure that may be implemented numerically and even experimentally. The fluctuation relation behind this inequality, a natural and practical extension of the Hatano-Sasa theorem, does not rely on the a priori knowledge of the stationary probability distribution.

Nonequilibrium thermodynamics of feedback control

We establish a general theory of feedback control on classical stochastic thermodynamic systems and generalize nonequilibrium equalities such as the fluctuation theorem and the Jarzynski equality in the presence of feedback control with multiple measurements. Our results are generalizations of the previous relevant works to the situations with general measurements and multiple heat baths. The obtained equalities involve additional terms that characterize the information obtained by measurements or the efficacy of feedback control. A generalized Szilard engine and a feedback-controlled ratchet are shown to satisfy the derived equalities.

Modified fluctuation-dissipation and Einstein relation at nonequilibrium steady states

Starting from the pioneering work of Agarwal [G. S. Agarwal, Zeitschrift für Physik 252, 25 (1972)], we present a unified derivation of a number of modified fluctuation-dissipation relations (MFDR) that relate response to small perturbations around nonequilibrium steady states to steady-state correlations. Using this formalism we show the equivalence of velocity forms of MFDR derived using continuum Langevin and discrete master equation dynamics. The resulting additive correction to the Einstein relation is exemplified using a flashing ratchet model of molecular motors.

Energy dissipation in small-scale shape-change dynamics

Shape is an important feature of physical systems, although very seldom is it addressed in the framework of a quantitative description approach. In this paper we propose to interpret the shape of things as a physical manifestation of the content of information associated with each thing and show that a change of shape in a physical system is necessarily connected with a change of its entropy and thus involves energy. We estimate the amount of energy dissipated during a shape change and propose experimental tests to be performed in nanoscale systems to verify this prediction by measuring the expected dissipation in a few simple cases. Relevant implications in the design of future zero-power logic switches are discussed.

Transient-state fluctuationlike relation for the driving force on a biomolecule

In experiments and simulations the force acting on a single biomolecular system has been observed as a fluctuating quantity if the system is driven under constant velocity. We ask the question that is analogous to transient state entropy production and work fluctuation relations whether the force fluctuations observed in the single biomolecular system satisfy a transient state fluctuationlike relation, and the answer is in the affirmative. Using a constant velocity pulling steered molecular dynamics simulation study for protein unfolding, we confirm that the force fluctuations of this single biomolecular system satisfy a transient-state fluctuationlike relation 1/γ(T,v) ln[P(v)(+f)/P(v)(-f)] = f. P(v)(±f) is the probability of positive and negative values of forces f = f · for a given unfolding velocity of magnitude v and the pulling direction n, nis the unit vector of n, and γ(T,v) is a factor that depends on initial equilibrium temperature T and the unfolding velocity. For different unfolding velocities we find that the system in the nonequilibrium pulling region displays substantial negative fluctuation in its unfolding force when velocity decreases. A negative value of force may indicate the emergence of refolding behavior during protein unfolding. We also find that γ(T,v) ~ T(-δ)v(α) and the system relaxation time τ(T,v) ~ T(δ)v(-(1+α), where α and δ are scaling exponents.

Thermodynamics of a stochastic twin elevator

We study the nonequilibrium thermodynamics of a single particle with two available energy levels, in contact with a classical (Maxwell-Boltzmann) or quantum (Bose-Einstein) heat bath. The particle can undergo transitions between the levels via thermal activation or deactivation. The energy levels are alternately raised at a given rate regardless of occupation by the particle, maintaining a fixed energy gap equal to ε between them. We explicitly calculate the work, heat, and entropy production rates. The efficiency in both the classical and the quantum case goes to a limit between 100 and 50% that depends on the relative rates of particle transitions and level elevation. In the classical problem we explicitly find the large deviation functions for heat, work, and internal energy.

Geometrical expression of excess entropy production

We derive a geometrical expression of the excess entropy production for quasistatic transitions between nonequilibrium steady states of Markovian jump processes, which can be exactly applied to nonlinear and nonequilibrium situations. The obtained expression is geometrical; the excess entropy production depends only on a trajectory in the parameter space, analogous to the Berry phase in quantum mechanics. Our results imply that vector potentials are needed to construct the thermodynamics of nonequilibrium steady states.

Local kinetic interpretation of entropy production through reversed diffusion

The time reversal of stochastic diffusion processes is revisited with emphasis on the physical meaning of the time-reversed drift and the noise prescription in the case of multiplicative noise. The local kinematics and mechanics of free diffusion are linked to the hydrodynamic description. These properties also provide an interpretation of the Pope-Ching formula for the steady-state probability density function along with a geometric interpretation of the fluctuation-dissipation relation. Finally, the statistics of the local entropy production rate of diffusion are discussed in the light of local diffusion properties, and a stochastic differential equation for entropy production is obtained using the Girsanov theorem for reversed diffusion. The results are illustrated for the Ornstein-Uhlenbeck process.

Realm of validity of the Crooks relation

We consider the distribution P(Φ) of the Hatano-Sasa entropy, Φ, in reversible and irreversible processes, finding that the Crooks relation for the ratio of the probability density functions of the forward and backward processes, P(F)(Φ)/P(R)(-Φ)=e(Φ), is satisfied not only for reversible, but also for irreversible processes, in general, in the adiabatic limit of "slow processes." Focusing on systems with a finite set of discrete states (and no absorbing states), we observe that two-state systems always fulfill detailed balance, and obey the Crooks relation. We also identify a wide class of systems, with more than two states, that can be "coarse grained" into two-state systems and obey the Crooks relation despite their irreversibility and violation of detailed balance. We verify these results in selected cases numerically.

Work fluctuations in an elastic dumbbell model of polymers in planar elongational flow

We use a path-integral approach to calculate the distribution P(w,t) of the fluctuations in the work w at time t of a polymer molecule (modeled as an elastic dumbbell in a viscous solvent) that is acted on by an elongational flow field having a flow rate ̇γ. We find that P(w,t) is non-Gaussian and that, at long times, the ratio P(w,t)/P(-w,t) is equal to exp[w/(k(B)T)], independent of ̇γ. On the basis of this finding, we suggest that polymers in elongational flows satisfy a fluctuation theorem.