Thermodynamic uncertainty relation for biomolecular processes

Symmetry-induced fluctuation relations for dynamical observables irrespective of their behavior under time reversal

We extend previous work to describe a class of fluctuation relations (FRs) that emerge as a consequence of symmetries at the level of stochastic trajectories in Markov chains. We prove that given such a symmetry, and for a suitable dynamical observable, it is always possible to obtain a FR under a biased dynamics corresponding to the so-called generalized Doob transform. The general transformations of the dynamics that we consider go beyond time-reversal or spatial isometries, and an implication is the existence of FRs for observables irrespective of their behavior under time reversal, for example for time-symmetric observables rather than currents. We further show how to deduce in the long-time limit these FRs from the symmetry properties of the generator of the dynamics. We illustrate our results with four examples that highlight the novel features of our work.

Thermodynamic uncertainty relations and molecular-scale energy conversion

The thermodynamic uncertainty relation (TUR) is a universal constraint for nonequilibrium steady states that requires the entropy production rate to be greater than the relative magnitude of current fluctuations. It has potentially important implications for the thermodynamic efficiency of molecular-scale energy conversion in both biological and artificial systems. An alternative multidimensional thermodynamic uncertainty relation (MTUR) has also been proposed. In this paper we apply the TUR and the MTUR to a description of molecular-scale energy conversion that explicitly contains the degrees of freedom exchanging energy via a time-independent multidimensional periodic potential. The TUR and the MTUR are found to be universal lower bounds on the entropy generation rate and provide upper bounds on the thermodynamic efficiency. The TUR is found to provide only a weak bound while the MTUR provides a much tighter constraint by taking into account correlations between degrees of freedom. The MTUR is found to provide a tight bound in the near or far from equilibrium regimes but not in the intermediate force regime. Collectively, these results demonstrate that the MTUR is more appropriate than the TUR for energy conversion processes, but that both diverge from the actual entropy generation in certain regimes.

The thermodynamic uncertainty relation in biochemical oscillations

Living systems regulate many aspects of their behaviour through periodic oscillations of molecular concentrations, which function as 'biochemical clocks.' The chemical reactions that drive these clocks are intrinsically stochastic at the molecular level, so that the duration of a full oscillation cycle is subject to random fluctuations. Their success in carrying out their biological function is thought to depend on the degree to which these fluctuations in the cycle period can be suppressed. Biochemical oscillators also require a constant supply of free energy in order to break detailed balance and maintain their cyclic dynamics. For a given free energy budget, the recently discovered 'thermodynamic uncertainty relation' yields the magnitude of period fluctuations in the most precise conceivable free-running clock. In this paper, we show that computational models of real biochemical clocks severely underperform this optimum, with fluctuations several orders of magnitude larger than the theoretical minimum. We argue that this suboptimal performance is due to the small number of internal states per molecule in these models, combined with the high level of thermodynamic force required to maintain the system in the oscillatory phase. We introduce a new model with a tunable number of internal states per molecule and confirm that it approaches the optimal precision as this number increases.

Thermodynamics of the Coarse-Graining Master Equation

We study the coarse-graining approach to derive a generator for the evolution of an open quantum system over a finite time interval. The approach does not require a secular approximation but nevertheless generally leads to a Lindblad-Gorini-Kossakowski-Sudarshan generator. By combining the formalism with full counting statistics, we can demonstrate a consistent thermodynamic framework, once the switching work required for the coupling and decoupling with the reservoir is included. Particularly, we can write the second law in standard form, with the only difference that heat currents must be defined with respect to the reservoir. We exemplify our findings with simple but pedagogical examples.

Entropy production estimation with optimal current

Entropy production characterizes the thermodynamic irreversibility and reflects the amount of heat dissipated into the environment and free energy lost in nonequilibrium systems. According to the thermodynamic uncertainty relation, we propose a deterministic method to estimate the entropy production from a single trajectory of system states. We explicitly and approximately compute an optimal current that yields the tightest lower bound using predetermined basis currents. Notably, the obtained tightest lower bound is intimately related to the multidimensional thermodynamic uncertainty relation. By proving the saturation of the thermodynamic uncertainty relation in the short-time limit, the exact estimate of the entropy production can be obtained for overdamped Langevin systems, irrespective of the underlying dynamics. For Markov jump processes, because the attainability of the thermodynamic uncertainty relation is not theoretically ensured, the proposed method provides the tightest lower bound for the entropy production. When entropy production is the optimal current, a more accurate estimate can be further obtained using the integral fluctuation theorem. We illustrate the proposed method using three systems: a four-state Markov chain, a periodically driven particle, and a multiple bead-spring model. The estimated results in all examples empirically verify the effectiveness and efficiency of the proposed method.

Thermodynamic Cost, Speed, Fluctuations, and Error Reduction of Biological Copy Machines

Due to large fluctuations in cellular environments, transfer of information in biological processes without regulation is error-prone. The mechanistic details of error-reducing mechanisms in biological copying processes have been a subject of active research; however, how error reduction of a process is balanced with its thermodynamic cost and dynamical properties remain largely unexplored. Here, we study the error reducing strategies in light of the recently discovered thermodynamic uncertainty relation (TUR) that sets a physical bound to the cost-precision trade-off for dissipative processes. We found that the two representative copying processes, DNA replication by the exonuclease-deficient T7 DNA polymerase and mRNA translation by the E. coli ribosome, reduce the error rates to biologically acceptable levels while also optimizing the processes close to the physical limit dictated by TUR.

Inferring Entropy Production from Short Experiments

We provide a strategy for the exact inference of the average as well as the fluctuations of the entropy production in nonequilibrium systems in the steady state, from the measurements of arbitrary current fluctuations. Our results are built upon the finite-time generalization of the thermodynamic uncertainty relation, and require only very short time series data from experiments. We illustrate our results with exact and numerical solutions for two colloidal heat engines.

Fluctuation-response inequality out of equilibrium

We present an approach to response around arbitrary out-of-equilibrium states in the form of a fluctuation-response inequality (FRI). We study the response of an observable to a perturbation of the underlying stochastic dynamics. We find that the magnitude of the response is bounded from above by the fluctuations of the observable in the unperturbed system and the Kullback-Leibler divergence between the probability densities describing the perturbed and the unperturbed system. This establishes a connection between linear response and concepts of information theory. We show that in many physical situations, the relative entropy may be expressed in terms of physical observables. As a direct consequence of this FRI, we show that for steady-state particle transport, the differential mobility is bounded by the diffusivity. For a "virtual" perturbation proportional to the local mean velocity, we recover the thermodynamic uncertainty relation (TUR) for steady-state transport processes. Finally, we use the FRI to derive a generalization of the uncertainty relation to arbitrary dynamics, which involves higher-order cumulants of the observable. We provide an explicit example, in which the TUR is violated but its generalization is satisfied with equality.

Nonlinear Thermoelectricity with Electron-Hole Symmetric Systems

In the linear regime, thermoelectric effects between two conductors are possible only in the presence of an explicit breaking of the electron-hole symmetry. We consider a tunnel junction between two electrodes and show that this condition is no longer required outside the linear regime. In particular, we demonstrate that a thermally biased junction can display an absolute negative conductance, and hence thermoelectric power, at a small but finite voltage bias, provided that the density of states of one of the electrodes is gapped and the other is monotonically decreasing. We consider a prototype system that fulfills these requirements, namely, a tunnel junction between two different superconductors where the Josephson contribution is suppressed. We discuss this nonlinear thermoelectric effect based on the spontaneous breaking of electron-hole symmetry in the system, characterize its main figures of merit, and discuss some possible applications.

Efficiencies of molecular motors: a comprehensible overview

Many biological molecular motors can operate specifically and robustly at the highly fluctuating nano-scale. How these molecules achieve such remarkable functions is an intriguing question that requires various notions and quantifications of efficiency associated with the operations and energy transduction of these nano-machines. Here we give a short review of some important concepts of motor efficiencies, including the thermodynamic, Stokes, and generalized and transport efficiencies, as well as some implications provided by the thermodynamic uncertainty relations recently developed in nonequilibrium physics.

Entropy production and heat transport in harmonic chains under time-dependent periodic drivings

Using stochastic thermodynamics, the properties of interacting linear chains subject to periodic drivings are investigated. The systems are described by Fokker-Planck-Kramers equation and exact solutions are obtained as functions of the modulation frequency and strength constants. Analysis will be carried out for short and long chains. In the former case, explicit expressions are derived for a chain of two particles, in which the entropy production is written down as a bilinear function of thermodynamic forces and fluxes, whose associated Onsager coefficients are evaluated for distinct kinds of periodic drivings. The limit of long chains is analyzed by means of a protocol in which the intermediate temperatures are self-consistently chosen and the entropy production is decomposed as a sum of two individual contributions, one coming from real baths (placed at extremities of lattice) and other from self-consistent baths. Whenever the former dominates for short chains, the latter contribution prevails for long ones. The thermal reservoirs lead to a heat flux according to Fourier's law.

High chemical affinity increases the robustness of biochemical oscillations

Biochemical oscillations are ubiquitous in nature and allow organisms to properly time their biological functions. In this paper, we consider minimal Markov state models of nonequilibrium biochemical networks that support oscillations. We obtain analytical expressions for the coherence and period of oscillations in these networks. These quantities are expected to depend on all details of the transition rates in the Markov state model. However, our analytical calculations reveal that driving the system out of equilibrium makes many of these details-specifically, the location and arrangement of the transition rates-irrelevant to the coherence and period of oscillations. This theoretical prediction is confirmed by excellent agreement with numerical results. As a consequence, the coherence and period of oscillations can be robustly maintained in the presence of fluctuations in the irrelevant variables. While recent work has established that increasing energy consumption improves the coherence of oscillations, our findings suggest that it plays the additional role of making the coherence and the average period of oscillations robust to fluctuations in rates that can result from the noisy environment of the cell.

Energy dissipation bounds for autonomous thermodynamic cycles

How much free energy is irreversibly lost during a thermodynamic process? For deterministic protocols, lower bounds on energy dissipation arise from the thermodynamic friction associated with pushing a system out of equilibrium in finite time. Recent work has also bounded the cost of precisely moving a single degree of freedom. Using stochastic thermodynamics, we compute the total energy cost of an autonomously controlled system by considering both thermodynamic friction and the entropic cost of precisely directing a single control parameter. Our result suggests a challenge to the usual understanding of the adiabatic limit: Here, even infinitely slow protocols are energetically irreversible.

Thermodynamics of switching in multistable non-equilibrium systems

Multistable non-equilibrium systems are abundant outcomes of nonlinear dynamics with feedback, but still relatively little is known about what determines the stability of the steady states and their switching rates in terms of entropy and entropy production. Here, we will link fluctuation theorems for the entropy production along trajectories with the action obtainable from the Freidlin-Wentzell theorem to elucidate the thermodynamics of switching between states in the large volume limit of multistable systems. We find that the entropy production at steady state plays no role, but the entropy production during switching is key. Steady-state entropy and diffusive noise strength can be neglected in this limit. The relevance to biological, ecological, and climate models is apparent.

Kinetic proofreading and the limits of thermodynamic uncertainty

To mitigate errors induced by the cell's heterogeneous noisy environment, its main information channels and production networks utilize the kinetic proofreading (KPR) mechanism. Here, we examine two extensively studied KPR circuits, DNA replication by the T7 DNA polymerase and translation by the E. coli ribosome. Using experimental data, we analyze the performance of these two vital systems in light of the fundamental bounds set by the recently discovered thermodynamic uncertainty relation (TUR), which places an inherent trade-off between the precision of a desirable output and the amount of energy dissipation required. We show that the DNA polymerase operates close to the TUR lower bound, while the ribosome operates ∼5 times farther from this bound. This difference originates from the enhanced binding discrimination of the polymerase which allows it to operate effectively as a reduced reaction cycle prioritizing correct product formation. We show that approaching this limit also decouples the thermodynamic uncertainty factor from speed and error, thereby relaxing the accuracy-speed trade-off of the system. Altogether, our results show that operating near this reduced cycle limit not only minimizes thermodynamic uncertainty, but also results in global performance enhancement of KPR circuits.

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.

Dissipation in Non-Steady State Regulatory Circuits

In order to respond to environmental signals, cells often use small molecular circuits to transmit information about their surroundings. Recently, motivated by specific examples in signaling and gene regulation, a body of work has focused on the properties of circuits that function out of equilibrium and dissipate energy. We briefly review the probabilistic measures of information and dissipation and use simple models to discuss and illustrate trade-offs between information and dissipation in biological circuits. We find that circuits with non-steady state initial conditions can transmit more information at small readout delays than steady state circuits. The dissipative cost of this additional information proves marginal compared to the steady state dissipation. Feedback does not significantly increase the transmitted information for out of steady state circuits but does decrease dissipative costs. Lastly, we discuss the case of bursty gene regulatory circuits that, even in the fast switching limit, function out of equilibrium.

On the Statistical Mechanics of Life: Schrödinger Revisited

We study the statistical underpinnings of life, in particular its increase in order and complexity over evolutionary time. We question some common assumptions about the thermodynamics of life. We recall that contrary to widespread belief, even in a closed system entropy growth can accompany an increase in macroscopic order. We view metabolism in living things as microscopic variables directly driven by the second law of thermodynamics, while viewing the macroscopic variables of structure, complexity and homeostasis as mechanisms that are entropically favored because they open channels for entropy to grow via metabolism. This perspective reverses the conventional relation between structure and metabolism, by emphasizing the role of structure for metabolism rather than the converse. Structure extends in time, preserving information along generations, particularly in the genetic code, but also in human culture. We argue that increasing complexity is an inevitable tendency for systems with these dynamics and explain this with the notion of metastable states, which are enclosed regions of the phase-space that we call “bubbles,” and channels between these, which are discovered by random motion of the system. We consider that more complex systems inhabit larger bubbles (have more available states), and also that larger bubbles are more easily entered and less easily exited than small bubbles. The result is that the system entropically wanders into ever-larger bubbles in the foamy phase space, becoming more complex over time. This formulation makes intuitive why the increase in order/complexity over time is often stepwise and sometimes collapses catastrophically, as in biological extinction.

Work Fluctuations in Slow Processes: Quantum Signatures and Optimal Control

An important result in classical stochastic thermodynamics is the work fluctuation-dissipation relation (FDR), which states that the dissipated work done along a slow process is proportional to the resulting work fluctuations. We show that slowly driven quantum systems violate this FDR whenever quantum coherence is generated along the protocol, and we derive a quantum generalization of the work FDR. The additional quantum terms in the FDR are found to lead to a non-Gaussian work distribution. Fundamentally, our result shows that quantum fluctuations prohibit finding slow protocols that minimize both dissipation and fluctuations simultaneously, in contrast to classical slow processes. Instead, we develop a quantum geometric framework to find processes with an optimal trade-off between the two quantities.

Hyperaccurate currents in stochastic thermodynamics

Thermodynamic observables of mesoscopic systems can be expressed as integrated empirical currents. Their fluctuations are bound by thermodynamic uncertainty relations. We introduce the hyperaccurate current as the integrated empirical current with the least fluctuations in a given nonequilibrium system. For steady-state systems described by overdamped Langevin equations, we derive an equation for the hyperaccurate current by means of a variational principle. We show that the hyperaccurate current coincides with the entropy production if and only if the latter saturates the thermodynamic uncertainty relation, and it can be substantially more precise otherwise. The hyperaccurate current can be used to improve estimates of entropy production from experimental data.

Thermodynamic uncertainty relation for underdamped Langevin systems driven by a velocity-dependent force

Recently, it has been shown that there is a trade-off relation between thermodynamic cost and current fluctuations, referred to as the thermodynamic uncertainty relation (TUR). The TUR has been derived for various processes, such as discrete-time Markov jump processes and overdamped Langevin dynamics. For underdamped dynamics, it has recently been reported that some modification is necessary for application of the TUR. However, the previous TUR for underdamped dynamics is not applicable to a system driven by a velocity-dependent force. In this study, we present a TUR, applicable to a system driven by a velocity-dependent force in the context of underdamped Langevin dynamics, by extending the theory of Vu and Hasegawa [Phys. Rev. E 100, 032130 (2019)2470-004510.1103/PhysRevE.100.032130]. We show that our TUR accurately describes the trade-off properties of a molecular refrigerator (cold damping), Brownian dynamics in a magnetic field, and an active particle system.

Exact distributions of currents and frenesy for Markov bridges

We consider discrete-time Markov bridges, chains whose initial and final states coincide. We derive exact finite-time formulae for the joint probability distributions of additive functionals of trajectories. We apply our theory to time-integrated currents and frenesy of enzymatic reactions, which may include absolutely irreversible transitions. We discuss the information that frenesy carries about the currents and show that bridges may violate known uncertainty relations in certain cases. Numerical simulations are in perfect agreement with our theory.

Thermodynamic uncertainty relation in thermal transport

We use the fundamental nonequilibrium steady-state fluctuation symmetry and derive a condition on the validity of the thermodynamic uncertainty relation (TUR) in thermal transport problems, classical and quantum alike. We test this condition and study the breakdown of the TUR in different thermal transport junctions of bosonic and electronic degrees of freedom. We prove that the TUR is valid in harmonic oscillator junctions. In contrast, in the nonequilibrium spin-boson model, which realizes many-body effects, it is satisfied in the Markovian limit, but violations arise as we tune (reduce) the cutoff frequency of the thermal baths, thus observing non-Markovian dynamics. We consider heat transport by noninteracting electrons in a tight-binding chain model. We show that the TUR is feasibly violated by tuning, e.g., the hybridization energy of the chain to the metal leads. These results manifest that the validity of the TUR relies on the statistics of the participating carriers, their interaction, and the nature of their couplings to the macroscopic contacts (metal electrodes and phonon baths).

Constraining the complexity of promoter dynamics using fluctuations in gene expression

Gene expression is an inherently stochastic process with transcription of mRNAs often occurring in bursts: short periods of activity followed by typically longer periods of inactivity. While a simple model involving switching between two promoter states has been widely used to analyze transcription dynamics, recent experimental observations have provided evidence for more complex kinetic schemes underlying bursting. Specifically, experiments provide evidence for complexity in promoter dynamics during the switch from the transcriptionally inactive to the transcriptionally active state. An open question in the field is: what is the minimal complexity needed to model promoter dynamics and how can we determine this? Here, we show that measurements of mRNA fluctuations can be used to set fundamental bounds on the complexity of promoter dynamics. We study models wherein the switching time distribution from transcriptionally inactive to active states is described by a general waiting-time distribution. Using approaches from renewal theory and queueing theory, we derive analytical expressions which connect the Fano factor of mRNA distributions to the waiting-time distribution for promoter switching between inactive and active states. The results derived lead to bounds on the minimal number of promoter states and thus allow us to derive bounds on the minimal complexity of promoter dynamics based on single-cell measurements of mRNA levels.

Uncertainty relations for underdamped Langevin dynamics

A trade-off between the precision of an arbitrary current and the dissipation, known as the thermodynamic uncertainty relation, has been investigated for various Markovian systems. Here, we study the thermodynamic uncertainty relation for underdamped Langevin dynamics. By employing information inequalities, we prove that for such systems, the relative fluctuation of a current at a steady state is constrained by both the entropy production and the average dynamical activity. We find that unlike what is the case for overdamped dynamics, the dynamical activity plays an important role in the bound. We illustrate our results with two systems, a single-well potential system and a periodically driven Brownian particle model, and numerically verify the inequalities.

Imitating nonequilibrium steady states using time-varying equilibrium force in many-body diffusive systems

An equivalence between nonequilibrium steady states (NESS) driven by a time-independent force and stochastic pumps (SP) stirred by a time-varying conservative force is studied for general many-body diffusive systems. When the particle density and current of NESS are imitated by SP time-averaged counterparts, we prove that the entropy production rate in the SP is always greater than that of the NESS, provided that the conductivity of the particle current is concave as a function of the particle density. Searching for a SP protocol that saturates the entropy production bound reveals an unexpected connection with traffic waves, where a high density region propagates against the direction of the particle current.

Probing complexity: thermodynamics and computational mechanics approaches to origins studies

This paper proposes new avenues for origins research that apply modern concepts from stochastic thermodynamics, information thermodynamics and complexity science. Most approaches to the emergence of life prioritize certain compounds, reaction pathways, environments or phenomena. What they all have in common is the objective of reaching a state that is recognizably alive, usually positing the need for an evolutionary process. As with life itself, this correlates with a growth in the complexity of the system over time. Complexity often takes the form of an intuition or a proxy for a phenomenon that defies complete understanding. However, recent progress in several theoretical fields allows the rigorous computation of complexity. We thus propose that measurement and control of the complexity and information content of origins-relevant systems can provide novel insights that are absent in other approaches. Since we have no guarantee that the earliest forms of life (or alien life) used the same materials and processes as extant life, an appeal to complexity and information processing provides a more objective and agnostic approach to the search for life's beginnings. This paper gives an accessible overview of the three relevant branches of modern thermodynamics. These frameworks are not commonly applied in origins studies, but are ideally suited to the analysis of such non-equilibrium systems. We present proposals for the application of these concepts in both theoretical and experimental origins settings.

Fluctuation Theorem Uncertainty Relation

The fluctuation theorem is the fundamental equality in nonequilibrium thermodynamics that is used to derive many important thermodynamic relations, such as the second law of thermodynamics and the Jarzynski equality. Recently, the thermodynamic uncertainty relation was discovered, which states that the fluctuation of observables is lower bounded by the entropy production. In the present Letter, we derive a thermodynamic uncertainty relation from the fluctuation theorem. We refer to the obtained relation as the fluctuation theorem uncertainty relation, and it is valid for arbitrary dynamics, stochastic as well as deterministic, and for arbitrary antisymmetric observables for which a fluctuation theorem holds. We apply the fluctuation theorem uncertainty relation to an overdamped Langevin dynamics for an antisymmetric observable. We demonstrate that the antisymmetric observable satisfies the fluctuation theorem uncertainty relation but does not satisfy the relation reported for current-type observables in continuous-time Markov chains. Moreover, we show that the fluctuation theorem uncertainty relation can handle systems controlled by time-symmetric external protocols, in which the lower bound is given by the work exerted on the systems.

Information-Theoretical Bound of the Irreversibility in Thermal Relaxation Processes

We establish that entropy production, which is crucial to the characterization of thermodynamic irreversibility, is obtained through a variational principle involving the Kulback-Leibler divergence. A simple application of this representation leads to an information-theoretical bound on entropy production in thermal relaxation processes; this is a stronger inequality than the conventional second law of thermodynamics. This bound is also interpreted as a constraint on the possible path of a thermal relaxation process in terms of information geometry. Our results reveal a hidden universal law inherent to general thermal relaxation processes.

Kinetic Uncertainty Relations for the Control of Stochastic Reaction Networks

Nonequilibrium stochastic reaction networks are commonly found in both biological and nonbiological systems, but have remained hard to analyze because small differences in rate functions or topology can change the dynamics drastically. Here, we conjecture exact quantitative inequalities that relate the extent of fluctuations in connected components, for various network topologies. Specifically, we find that regardless of how two components affect each other's production rates, it is impossible to suppress fluctuations below the uncontrolled equivalents for both components: one must increase its fluctuations for the other to be suppressed. For systems in which components control each other in ringlike structures, it appears that fluctuations can only be suppressed in one component if all other components instead increase fluctuations, compared to the case without control. Even the general N-component system-with arbitrary connections and parameters-must have at least one component with increased fluctuations to reduce fluctuations in others. In connected reaction networks it thus appears impossible to reduce the statistical uncertainty in all components, regardless of the control mechanisms or energy dissipation.

Thermodynamic Uncertainty Relations from Exchange Fluctuation Theorems

Thermodynamic uncertainty relations (TURs) place strict bounds on the fluctuations of thermodynamic quantities in terms of the associated entropy production. In this Letter, we identify the tightest (and saturable) matrix-valued TUR that can be derived from the exchange fluctuation theorems describing the statistics of heat and particle flow between multiple systems of arbitrary dimensions. Our result holds for both quantum and classical systems, undergoing general finite-time nonstationary processes. Moreover, it provides bounds not only for the variances, but also for the correlations between thermodynamic quantities. To demonstrate the relevance of TURs to the design of nanoscale machines, we consider the operation of a 2-qubit swap engine undergoing an Otto cycle and show how our results can be used to place strict bounds on the correlations between heat and work.

Theory of Nonequilibrium Free Energy Transduction by Molecular Machines

Biomolecular machines are protein complexes that convert between different forms of free energy. They are utilized in nature to accomplish many cellular tasks. As isothermal nonequilibrium stochastic objects at low Reynolds number, they face a distinct set of challenges compared with more familiar human-engineered macroscopic machines. Here we review central questions in their performance as free energy transducers, outline theoretical and modeling approaches to understand these questions, identify both physical limits on their operational characteristics and design principles for improving performance, and discuss emerging areas of research.

Power, Efficiency and Fluctuations in a Quantum Point Contact as Steady-State Thermoelectric Heat Engine

The trade-off between large power output, high efficiency and small fluctuations in the operation of heat engines has recently received interest in the context of thermodynamic uncertainty relations (TURs). Here we provide a concrete illustration of this trade-off by theoretically investigating the operation of a quantum point contact (QPC) with an energy-dependent transmission function as a steady-state thermoelectric heat engine. As a starting point, we review and extend previous analysis of the power production and efficiency. Thereafter the power fluctuations and the bound jointly imposed on the power, efficiency, and fluctuations by the TURs are analyzed as additional performance quantifiers. We allow for arbitrary smoothness of the transmission probability of the QPC, which exhibits a close to step-like dependence in energy, and consider both the linear and the non-linear regime of operation. It is found that for a broad range of parameters, the power production reaches nearly its theoretical maximum value, with efficiencies more than half of the Carnot efficiency and at the same time with rather small fluctuations. Moreover, we show that by demanding a non-zero power production, in the linear regime a stronger TUR can be formulated in terms of the thermoelectric figure of merit. Interestingly, this bound holds also in a wide parameter regime beyond linear response for our QPC device.

Inferring broken detailed balance in the absence of observable currents

Identifying dissipation is essential for understanding the physical mechanisms underlying nonequilibrium processes. In living systems, for example, the dissipation is directly related to the hydrolysis of fuel molecules such as adenosine triphosphate (ATP). Nevertheless, detecting broken time-reversal symmetry, which is the hallmark of dissipative processes, remains a challenge in the absence of observable directed motion, flows, or fluxes. Furthermore, quantifying the entropy production in a complex system requires detailed information about its dynamics and internal degrees of freedom. Here we introduce a novel approach to detect time irreversibility and estimate the entropy production from time-series measurements, even in the absence of observable currents. We apply our technique to two different physical systems, namely, a partially hidden network and a molecular motor. Our method does not require complete information about the system dynamics and thus provides a new tool for studying nonequilibrium phenomena.

Non-equilibrium systems with hidden states are relevant for biological systems such as molecular motors. Here the authors introduce a method for quantifying irreversibility in such a system by exploiting the fluctuations in the waiting times of time series data.

Nonlinear transport coefficients from large deviation functions

Nonlinear response occurs naturally when a strong perturbation takes a system far from equilibrium. Despite its omnipresence in nanoscale systems, it is difficult to predict in a general and efficient way. Here, we introduce a way to compute arbitrarily high order transport coefficients of stochastic systems, using the framework of large deviation theory. Leveraging time reversibility in the microscopic dynamics, we relate nonlinear response to equilibrium multitime correlation functions among both time reversal symmetric and asymmetric observables, which can be evaluated from derivatives of large deviation functions. This connection establishes a thermodynamiclike relation for nonequilibrium response and provides a practical route to its evaluation, as large deviation functions are amenable to importance sampling. We demonstrate the generality and efficiency of this method in predicting transport coefficients in single particle systems and an interacting system exhibiting thermal rectification.

Uncertainty relations for time-delayed Langevin systems

The thermodynamic uncertainty relation, which establishes a universal trade-off between nonequilibrium current fluctuations and dissipation, has been found for various Markovian systems. However, this relation has not been revealed for non-Markovian systems; therefore, we investigate the thermodynamic uncertainty relation for time-delayed Langevin systems. We prove that the fluctuation of arbitrary dynamical observables is constrained by the Kullback-Leibler divergence between the distributions of the forward path and its reversed counterpart. Specifically, for observables that are antisymmetric under time reversal, the fluctuation is bounded from below by a function of a quantity that can be identified as a generalization of the total entropy production in Markovian systems. We also provide a lower bound for arbitrary observables that are odd under position reversal. The term in this bound reflects the extent to which the position symmetry has been broken in the system and can be positive even in equilibrium. Our results hold for finite observation times and a large class of time-delayed systems because detailed underlying dynamics are not required for the derivation. We numerically verify the derived uncertainty relations using two single time-delay systems and one distributed time-delay system.

Operationally Accessible Bounds on Fluctuations and Entropy Production in Periodically Driven Systems

For periodically driven systems, we derive a family of inequalities that relate entropy production with experimentally accessible data for the mean, its dependence on driving frequency, and the variance of a large class of observables. With one of these relations, overall entropy production can be bounded by just observing the time spent in a set of states. Among further consequences, the thermodynamic efficiency both of isothermal cyclic engines like molecular motors under a periodic load and of cyclic heat engines can be bounded using experimental data without requiring knowledge of the specific interactions within the system. We illustrate these results for a driven three-level system and for a colloidal Stirling engine.

Breaking time-reversal symmetry for ratchet models of molecular machines

Biomolecular machines transduce free energy from one form to another to fulfill many important roles inside cells, with dissipation required to achieve directed progress. We investigate how to break time-reversal symmetry at a given dissipation cost by using deterministic protocols to drive systems over sawtooth potentials, which have frequently been used to model molecular machines as ratchets. Time asymmetry increases for sawtooth potentials with higher barriers and for driving potentials of intermediate width. For systems driven over a sawtooth potential according to a protocol, we find that symmetric sawtooths maximize time asymmetry, whereas earlier work examining ratchet models of molecular machines required asymmetric sawtooth potentials to achieve directed behavior. This distinction arises because deterministically driven machines are externally provided with direction, whereas autonomous machines must generate directed behavior.

Uncertainty relations in stochastic processes: An information inequality approach

The thermodynamic uncertainty relation is an inequality stating that it is impossible to attain higher precision than the bound defined by entropy production. In statistical inference theory, information inequalities assert that it is infeasible for any estimator to achieve an error smaller than the prescribed bound. Inspired by the similarity between the thermodynamic uncertainty relation and the information inequalities, we apply the latter to systems described by Langevin equations, and we derive the bound for the fluctuation of thermodynamic quantities. When applying the Cramér-Rao inequality, the obtained inequality reduces to the fluctuation-response inequality. We find that the thermodynamic uncertainty relation is a particular case of the Cramér-Rao inequality, in which the Fisher information is the total entropy production. Using the equality condition of the Cramér-Rao inequality, we find that the stochastic total entropy production is the only quantity that can attain equality in the thermodynamic uncertainty relation. Furthermore, we apply the Chapman-Robbins inequality and obtain a relation for the lower bound of the ratio between the variance and the sensitivity of systems in response to arbitrary perturbations.

Thermodynamic uncertainty relation in quantum thermoelectric junctions

Recently, a thermodynamic uncertainty relation (TUR) has been formulated for classical Markovian systems demonstrating trade-off between precision (current fluctuation) and cost (dissipation). Systems that violate the TUR are interesting as they overcome another trade-off relation concerning the efficiency of a heat engine, its power, and its stability (power fluctuations). Here, we analyze the root, extent, and impact on performance of TUR violations in quantum thermoelectric junctions at steady state. Considering noninteracting electrons, first we show that only the "classical" component of the current noise, arising from single-electron transfer events, follows the TUR. The remaining, "quantum" part of current noise is therefore responsible for the potential violation of the TUR in such quantum systems. Next, focusing on the resonant transport regime we determine the parameter range in which the violation of the TUR can be observed-for both voltage-biased junctions and thermoelectric engines. We illustrate our findings with exact numerical simulations of a serial double quantum dot system. Most significantly, we demonstrate that the TUR always holds in noninteracting thermoelectric generators when approaching the thermodynamic efficiency limit.

Quantifying dissipation using fluctuating currents

Systems coupled to multiple thermodynamic reservoirs can exhibit nonequilibrium dynamics, breaking detailed balance to generate currents. To power these currents, the entropy of the reservoirs increases. The rate of entropy production, or dissipation, is a measure of the statistical irreversibility of the nonequilibrium process. By measuring this irreversibility in several biological systems, recent experiments have detected that particular systems are not in equilibrium. Here we discuss three strategies to replace binary classification (equilibrium versus nonequilibrium) with a quantification of the entropy production rate. To illustrate, we generate time-series data for the evolution of an analytically tractable bead-spring model. Probability currents can be inferred and utilized to indirectly quantify the entropy production rate, but this approach requires prohibitive amounts of data in high-dimensional systems. This curse of dimensionality can be partially mitigated by using the thermodynamic uncertainty relation to bound the entropy production rate using statistical fluctuations in the probability currents.

The determination of entropy production from experimental data is a challenge but a recently introduced theoretical tool, the thermodynamic uncertainty relation, allows one to infer a lower bound on entropy production. Here the authors provide a critical assessment of the practical implementation of this tool.

Unraveling the Large Deviation Statistics of Markovian Open Quantum Systems

We analyze dynamical large deviations of quantum trajectories in Markovian open quantum systems in their full generality. We derive a quantum level-2.5 large deviation principle for these systems, which describes the joint fluctuations of time-averaged quantum jump rates and of the time-averaged quantum state for long times. Like its level-2.5 counterpart for classical continuous-time Markov chains (which it contains as a special case), this description is both explicit and complete, as the statistics of arbitrary time-extensive dynamical observables can be obtained by contraction from the explicit level-2.5 rate functional we derive. Our approach uses an unraveled representation of the quantum dynamics which allows these statistics to be obtained by analyzing a classical stochastic process in the space of pure states. For quantum reset processes we show that the unraveled dynamics is semi-Markovian and derive bounds on the asymptotic variance of the number of quantum jumps which generalize classical thermodynamic uncertainty relations. We finish by discussing how our level-2.5 approach can be used to study large deviations of nonlinear functions of the state, such as measures of entanglement.

Effect of a magnetic field on the thermodynamic uncertainty relation

The thermodynamic uncertainty relation provides a universal lower bound on the product of entropy production and the fluctuations of any current. While proven for Markov dynamics on a discrete set of states and for overdamped Langevin dynamics, its status for underdamped dynamics is still open. We consider a two-dimensional harmonically confined charged particle in a magnetic field under the action of an external torque. We show analytically that, depending on the sign of the magnetic field, the thermodynamic uncertainty relation does not hold for the currents associated with work and heat. A strong magnetic field can effectively localize the particle with concomitant bounded fluctuations and low dissipation. Numerical results for a three-dimensional variant and for further currents suggest that the existence of such a bound depends crucially on the specific current.

Heat flow due to time-delayed feedback

Many stochastic systems in biology, physics and technology involve discrete time delays in the underlying equations of motion, stemming, e. g., from finite signal transmission times, or a time lag between signal detection and adaption of an apparatus. From a mathematical perspective, delayed systems represent a special class of non-Markovian processes with delta-peaked memory kernels. It is well established that delays can induce intriguing behaviour, such as spontaneous oscillations, or resonance phenomena resulting from the interplay between delay and noise. However, the thermodynamics of delayed stochastic systems is still widely unexplored. This is especially true for continuous systems governed by nonlinear forces, which are omnipresent in realistic situations. We here present an analytical approach for the net steady-state heat rate in classical overdamped systems subject to time-delayed feedback. We show that the feedback inevitably leads to a finite heat flow even for vanishingly small delay times, and detect the nontrivial interplay of noise and delay as the underlying reason. To illustrate this point, and to provide an understanding of the heat flow at small delay times below the velocity-relaxation timescale, we compare with the case of underdamped motion where the phenomenon of "entropy pumping" has already been established. Application to an exemplary (overdamped) bistable system reveals that the feedback induces heating as well as cooling regimes and leads to a maximum of the medium entropy production at coherence resonance conditions. These observations are, in principle, measurable in experiments involving colloidal suspensions.

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.

Nonequilibrium fluctuations of a driven quantum heat engine via machine learning

We propose a machine-learning approach based on artificial neural network to efficiently obtain new insights on the role of geometric contributions to the nonequilibrium fluctuations of an adiabatically temperature-driven quantum heat engine coupled to a cavity. Using the artificial neural network we have explored the interplay between bunched and antibunched photon exchange statistics for different engine parameters. We report that beyond a pivotal cavity temperature, the Fano factor oscillates between giant and low values as a function of phase difference between the driving protocols. We further observe that the standard thermodynamic uncertainty relation is not valid when there are finite geometric contributions to the fluctuations but holds true for zero phase difference even in the presence of coherences.