Probability currents and entropy production in nonequilibrium lattice systems

Exact time-dependent thermodynamic relations for a Brownian particle moving in a ratchet potential coupled with quadratically decreasing temperature

The thermodynamic relations for a Brownian particle moving in a discrete ratchet potential coupled with quadratically decreasing temperature are explored as a function of time. We show that this thermal arrangement leads to a higher velocity (lower efficiency) compared to a Brownian particle operating between hot and cold baths, and a heat bath where the temperature linearly decreases along with the reaction coordinate. The results obtained in this study indicate that if the goal is to design a fast-moving motor, the quadratic thermal arrangement is more advantageous than the other two thermal arrangements. In contrast, the entropy, entropy production rate, and entropy extraction rate are significantly larger in the case of a quadratically decreasing temperature compared to the linearly decreasing temperature case and piecewise constant temperature case. Furthermore, the thermodynamic features of a system consisting of several Brownian ratchets arranged in a complex network are explored. The theoretical findings exhibit that as the network size increases, the entropy, entropy production, and entropy extraction of the system also increase, showing that these thermodynamic quantities exhibit extensive property. As a result, as the number of lattice sizes increases, thermodynamic relations such as entropy, entropy production, and entropy extraction also step up, confirming that these complex networks cannot be reduced to a corresponding one-dimensional lattice. However, in the long time limit, thermodynamic relations such as velocity, entropy production rate, and entropy extraction rate become independent of the network size. These results are also confirmed via a continuum Fokker-Planck model for the overdamped case.

Exact time-dependent analytical solutions for entropy production rate in a system operating in a heat bath in which temperature varies linearly in space

The nonequilibrium thermodynamics feature of a Brownian motor is investigated by obtaining exact time-dependent solutions. This in turn enables us to investigate not only the long time property (steady state) but also the short time the behavior of the system. The general expressions for the free energy, entropy production e[over ̇]_{p}(t) as well as entropy extraction h[over ̇]_{d}(t) rates are derived for a system that is genuinely driven out of equilibrium by time-independent force as well as by spatially varying thermal background. We show that for a system that operates between hot and cold reservoirs, most of the thermodynamics quantities approach a nonequilibrium steady state in the long time limit. The change in free energy becomes minimal at a steady state. However, for a system that operates in a heat bath where its temperature varies linearly in space, the entropy production and extraction rates approach a nonequilibrium steady state while the change in free energy varies linearly in space. This reveals that unlike systems at equilibrium, when systems are driven out of equilibrium, their free energy may not be minimized. The thermodynamic properties of a system that operates between the hot and cold baths are further compared and contrasted with a system that operates in a heat bath where its temperature varies linearly in space along with the reaction coordinate. We show that the entropy, entropy production, and extraction rates are considerably larger for the linearly varying temperature case than a system that operates between the hot and cold baths revealing such systems are inherently irreversible. For both cases, in the presence of load or when a distinct temperature difference is retained, the entropy S(t) monotonously increases with time and saturates to a constant value as t further steps up. The entropy production rate e[over ̇]_{p} decreases in time and at steady state, e[over ̇]_{p}=h[over ̇]_{d}>0, which agrees with the results shown in M. Asfaw's [Phys. Rev. E 89, 012143 (2014)1539-375510.1103/PhysRevE.89.012143; Phys. Rev. E 92, 032126 (2015)10.1103/PhysRevE.92.032126]. Moreover, the velocity, as well as the efficiency of the system that operates between the hot and cold baths, are also collated and contrasted with a system that operates in a heat bath where its temperature varies linearly in space along with the reaction coordinate. A system that operates between the hot and cold baths has significantly lower velocity but a higher efficiency in comparison with a linearly varying temperature case.

Effect of viscous friction on entropy, entropy production, and entropy extraction rates in underdamped and overdamped media

Considering viscous friction that varies spatially and temporally, the general expressions for entropy production, free energy, and entropy extraction rates are derived to a Brownian particle that walks in overdamped and underdamped media. Via the well known stochastic approaches to underdamped and overdamped media, the thermodynamic expressions are first derived at a trajectory level then generalized to an ensemble level. To study the nonequilibrium thermodynamic features of a Brownian particle that hops in a medium where its viscosity varies on time, a Brownian particle that walks on a periodic isothermal medium (in the presence or absence of load) is considered. The exact analytical results depict that in the absence of load f=0, the entropy production rate e[over ̇]_{p} approaches the entropy extraction rate h[over ̇]_{d}=0. This is reasonable since any system which is in contact with a uniform temperature should obey the detail balance condition in a long time limit. In the presence of load and when the viscous friction decreases either spatially or temporally, the entropy S(t) monotonously increases with time and saturates to a constant value as t further steps up. The entropy production rate e[over ̇]_{p} decreases in time and at steady state (in the presence of load) e[over ̇]_{p}=h[over ̇]_{d}>0. On the contrary, when the viscous friction increases either spatially or temporally, the rate of entropy production as well as the rate of entropy extraction monotonously steps up showing that such systems are inherently irreversible. Furthermore, considering a spatially varying viscosity, the nonequilibrium thermodynamic features of a Brownian particle that hops in a ratchet potential with load is explored. In this case, the direction of the particle velocity is dictated by the magnitude of the external load of f. Far from the stall load, e[over ̇]_{p}=h[over ̇]_{d}>0 and at stall force e[over ̇]_{p}=h[over ̇]_{d}=0 revealing the system is reversible at this particular choice of parameter. In the absence of load, e[over ̇]_{p}=h[over ̇]_{d}>0 as long as a distinct temperature difference is retained between the hot and cold baths. Moreover, considering a multiplicative noise, we explore the thermodynamic features of the model system.

Coarse graining of biochemical systems described by discrete stochastic dynamics

Many biological systems can be described by finite Markov models. A general method for simplifying master equations is presented that is based on merging adjacent states. The approach preserves the steady-state probability distribution and all steady-state fluxes except the one between the merged states. Different levels of coarse graining of the underlying microscopic dynamics can be obtained by iteration, with the result being independent of the order in which states are merged. A criterion for the optimal level of coarse graining or resolution of the process is proposed via a tradeoff between the simplicity of the coarse-grained model and the information loss relative to the original model. As a case study, the method is applied to the cycle kinetics of the molecular motor kinesin.

Entropy production and entropy extraction rates for a Brownian particle that walks in underdamped medium

The expressions for entropy production, free energy, and entropy extraction rates are derived for a Brownian particle that walks in an underdamped medium. Our analysis indicates that as long as the system is driven out of equilibrium, it constantly produces entropy at the same time it extracts entropy out of the system. At steady state, the rate of entropy production e[over ̇]_{p} balances the rate of entropy extraction h[over ̇]_{d}. At equilibrium both entropy production and extraction rates become zero. The entropy production and entropy extraction rates are also sensitive to time. As time progresses, both entropy production and extraction rates increase in time and saturate to constant values. Moreover, employing microscopic stochastic approach, several thermodynamic relations for different model systems are explored analytically and via numerical simulations by considering a Brownian particle that moves in overdamped medium. Our analysis indicates that the results obtained for underdamped cases quantitatively agree with overdamped cases at steady state. The fluctuation theorem is also discussed.

Entropy production in systems with random transition rates close to equilibrium

We study the entropy production of systems out of equilibrium using random networks. We focus on systems with a finite number of states described by a master equation close to equilibrium. The dynamics are mapped into a network of states (nodes) connected by transition rates (links). Using this framework, we analyze the entropy production of ensembles of randomly generated networks owing to specific constraints (e.g., size or symmetries) and identify the most important parameters that determine its value. This analysis gives a null-model estimation for the entropy production that can be used for comparison with specific systems.

Free energy and entropy production rate for a Brownian particle that walks on overdamped medium

We derive general expressions for the free energy, entropy production, and entropy extraction rates for a Brownian particle that walks in a viscous medium where the dynamics of its motion is governed by the Langevin equation. It is shown that, when the system is out of equilibrium, it constantly produces entropy and at the same time extracts entropy out of the system. Its entropy production and extraction rates decrease in time and saturate to a constant value. In the long-time limit, the rate of entropy production balances the rate of entropy extraction and, at equilibrium, both entropy production and extraction rates become zero. Moreover, considering different model systems, not only do we investigate how various thermodynamic quantities behave in time but also we discuss the fluctuation theorem in detail.

Probability-current analysis of energy transport in open quantum systems

We introduce a probability-current analysis of excitation energy transfer between states of an open quantum system. Expressing the energy transfer through currents of excitation probability between the states in a site representation enables us to gain key insights into the energy transfer dynamics. In particular, the analysis yields direct identification of the pathways of energy transport in large networks of sites and quantifies their relative weights, as well as the respective contributions of unitary dynamics, coherence, dephasing, and relaxation and dissipation processes to the energy transfer. It thus provides much more information than studying only excitation probabilities of the states as a function of time. Our analysis is general and can be readily applied to a broad range of dynamical descriptions of open quantum system dynamics with coupling to non-Markovian or Markovian environments.

Exact analytical thermodynamic expressions for a Brownian heat engine

The nonequilibrium thermodynamics feature of a Brownian motor operating between two different heat baths is explored as a function of time t. Using the Gibbs entropy and Schnakenberg microscopic stochastic approach, we find exact closed form expressions for the free energy, the rate of entropy production, and the rate of entropy flow from the system to the outside. We show that when the system is out of equilibrium, it constantly produces entropy and at the same time extracts entropy out of the system. Its entropy production and extraction rates decrease in time and saturate to a constant value. In the long time limit, the rate of entropy production balances the rate of entropy extraction, and at equilibrium both entropy production and extraction rates become zero. Furthermore, via the present model, many thermodynamic theories can be checked.

Evolutionary matching-pennies game on bipartite regular networks

Evolutionary games are studied here with two types of players located on a chessboard or on a bipartite random regular graph. Each player's income comes from matching-pennies games played with the four neighbors. The players can modify their own strategies according to a myopic strategy update resembling the Glauber dynamics for the kinetic Ising model. This dynamical rule drives the system into a stationary state where the two strategies are present with the same probability without correlations between the nearest neighbors while a weak correlation is induced between the second and the third neighbors. In stationary states, the deviation from the detailed balance is quantified by the evaluation of entropy production. Finally, our analysis is extended to evolutionary games where the uniform pair interactions are composed of an anticoordination game and a weak matching-pennies game. This system preserves the Ising type order-disorder transitions at a critical noise level decreasing with the strength of the matching-pennies component for both networks.

Stochastic thermodynamics, fluctuation theorems and molecular machines

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

Entropy production in nonequilibrium systems at stationary states

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