Three faces of the second law. I. Master equation formulation

Information geometry approach to quantum stochastic thermodynamics

Recent advancements have revealed new links between information geometry and classical stochastic thermodynamics, particularly through the Fisher information (FI) with respect to time. Recognizing the nonuniqueness of the quantum Fisher metric in Hilbert space, we exploit the fact that any quantum Fisher information (QFI) can be decomposed into a metric-independent incoherent part and a metric-dependent coherent contribution. We demonstrate that the incoherent component of any QFI can be directly linked to entropic acceleration, and for GKSL dynamics with local detailed balance, to the rate of change of generalized thermodynamic forces and entropic flow, paralleling the classical results. Furthermore, we tighten a classical uncertainty relation between the geometric uncertainty of a path in state space and the time-averaged rate of information change and demonstrate that it also holds for quantum systems. We generalize a classical geometric bound on the entropy rate for far-from-equilibrium processes by incorporating a nonnegative quantum contribution that arises from the geometric action due to coherent dynamics. Finally, we apply an information-geometric analysis to the recently proposed quantum-thermodynamic Mpemba effect, demonstrating this framework's ability to capture thermodynamic phenomena.

A local-global principle for nonequilibrium steady states

The global steady state of a system in thermal equilibrium exponentially favors configurations with lesser energy. This principle is a powerful explanation of self-organization because energy is a local property of configurations. For nonequilibrium systems, there is no such property for which an analogous principle holds, hence no common explanation of the diverse forms of self-organization they exhibit. However, a flurry of recent empirical results has shown that a local property of configurations called "rattling" predicts the steady states of some nonequilibrium systems, leading to claims of a far-reaching principle of nonequilibrium self-organization. But for which nonequilibrium systems is rattling accurate, and why? We develop a theory of rattling in terms of Markov processes that gives simple and precise answers to these key questions. Our results show that rattling predicts a broader class of nonequilibrium steady states than has been claimed and for different reasons than have been suggested. Its predictions hold to an extent determined by the relative variance of, and correlation between, the local and global "parts" of a steady state. We show how these quantities characterize the local-global relationships of various random walks on random graphs, spin-glass dynamics, and models of animal collective behavior. Surprisingly, we find that the core idea of rattling is so general as to apply to equilibrium and nonequilibrium systems alike.

Stochastic thermodynamics of Brownian motion in a flowing fluid

We study stochastic thermodynamics of overdamped Brownian motion in a flowing fluid. Unlike some previous papers, we treat the effects of the flow field as a nonconservational driving force acting on the Brownian particle. This allows us to apply the theoretical formalism developed in a recent paper for general nonconservative Langevin dynamics. We define heat and work both at the trajectory level and at the ensemble level, and prove the second law of thermodynamics explicitly. The entropy production is decomposed into a housekeeping part and an excess part, both of which are non-negative at the ensemble level. Fluctuation theorems are derived for the housekeeping work, the excess work, and the total work, which are further verified using numerical simulations. A comparison between our theory and an earlier theory by Speck et al. [Phys. Rev. Lett. 100, 178302 (2008)0031-900710.1103/PhysRevLett.100.178302] is also carried out.

Information Thermodynamics: From Physics to Neuroscience

This paper provides a perspective on applying the concepts of information thermodynamics, developed recently in non-equilibrium statistical physics, to problems in theoretical neuroscience. Historically, information and energy in neuroscience have been treated separately, in contrast to physics approaches, where the relationship of entropy production with heat is a central idea. It is argued here that also in neural systems, information and energy can be considered within the same theoretical framework. Starting from basic ideas of thermodynamics and information theory on a classic Brownian particle, it is shown how noisy neural networks can infer its probabilistic motion. The decoding of the particle motion by neurons is performed with some accuracy, and it has some energy cost, and both can be determined using information thermodynamics. In a similar fashion, we also discuss how neural networks in the brain can learn the particle velocity and maintain that information in the weights of plastic synapses from a physical point of view. Generally, it is shown how the framework of stochastic and information thermodynamics can be used practically to study neural inference, learning, and information storing.

General framework for quantifying dissipation pathways in open quantum systems. I. Theoretical formulation

We present a general and practical theoretical framework to investigate how energy is dissipated in open quantum system dynamics. This is performed by quantifying the contributions of individual bath components to the overall dissipation of the system. The framework is based on the Nakajima-Zwanzig projection operator technique, which allows us to express the rate of energy dissipation into a specific bath degree of freedom by using traces of operator products. The approach captures system-bath interactions to all orders, but is based on second-order perturbation theory on the off-diagonal subsystem's couplings and a Markovian description of the bath. The usefulness of our theory is demonstrated by applying it to various models of open quantum systems involving harmonic oscillators or spin baths and connecting the outcomes to existing results such as our previously reported formula derived for locally coupled harmonic baths [Kim and Franco, J. Chem. Phys. 154, 084109 (2021)]. We also prove that the dissipation calculated by our theory rigorously satisfies thermodynamic principles such as energy conservation and detailed balance. Overall, the strategy can be used to develop the theory and simulation of dissipation pathways to interpret and engineer the dynamics of open quantum systems.

Bounds on the rates of statistical divergences and mutual information via stochastic thermodynamics

Statistical divergences are important tools in data analysis, information theory, and statistical physics, and there exist well-known inequalities on their bounds. However, in many circumstances involving temporal evolution, one needs limitations on the rates of such quantities instead. Here, several general upper bounds on the rates of some f-divergences are derived, valid for any type of stochastic dynamics (both Markovian and non-Markovian), in terms of information-like and/or thermodynamic observables. As special cases, the analytical bounds on the rate of mutual information are obtained. The major role in all those limitations is played by temporal Fisher information, characterizing the speed of global system dynamics, and some of them contain entropy production, suggesting a link with stochastic thermodynamics. Indeed, the derived inequalities can be used for estimation of minimal dissipation and global speed in thermodynamic stochastic systems. Specific applications of these inequalities in physics and neuroscience are given, which include the bounds on the rates of free energy and work in nonequilibrium systems, limits on the speed of information gain in learning synapses, as well as the bounds on the speed of predictive inference and learning rate. Overall, the derived bounds can be applied to any complex network of interacting elements, where predictability and thermodynamics of network dynamics are of prime concern.

Multicyclic Norias: A First-Transition Approach to Extreme Values of the Currents

For continuous-time Markov chains we prove that, depending on the notion of effective affinity F, the probability of an edge current to ever become negative is either 1 if F < 0 else ∼ exp - F . The result generalizes a "noria" formula to multicyclic networks. We give operational insights on the effective affinity and compare several estimators, arguing that stopping problems may be more accurate in assessing the nonequilibrium nature of a system according to a local observer. Finally we elaborate on the similarity with the Boltzmann formula. The results are based on a constructive first-transition approach.

Entropic Dynamics of Mutations in SARS-CoV-2 Genomic Sequences

In this paper, we investigate a certain class of mutations in genomic sequences by studying the evolution of the entropy and relative entropy associated with the base frequencies of a given genomic sequence. Even if the method is, in principle, applicable to every sequence which varies randomly, the case of SARS-CoV-2 RNA genome is particularly interesting to analyze, due to the richness of the available sequence database containing more than a million sequences. Our model is able to track known features of the mutation dynamics like the Cytosine-Thymine bias, but also to reveal new features of the virus mutation dynamics. We show that these new findings can be studied using an approach that combines the mean field approximation of a Markov dynamics within a stochastic thermodynamics framework.

Thermokinetic relations

Thermokinetic relations bound thermodynamic quantities, such as entropy production of a physical system over a certain time interval, with statistics of kinetic (or dynamical) observables, such as mean total variation of the observable over the time interval. We introduce a thermokinetic relation to bound the entropy production or the nonadiabatic (or excess) entropy production for overdamped Markov jump processes, possibly with time-varying rates and nonstationary distributions. For stationary cases, this bound is akin to a thermodynamic uncertainty relation, only involving absolute fluctuations rather than the mean square, thereby offering a better lower bound far from equilibrium. For nonstationary cases, this bound generalizes (classical) speed limits, where the kinetic term is not necessarily the activity (number of jumps) but any trajectory observable of interest. As a consequence, in the task of driving a system from a given probability distribution to another, we find a tradeoff between nonadiabatic entropy production and housekeeping entropy production: the latter can be increased to decrease the former, although to a limited extent. We also find constraints specific to constant-rate Markov processes. We illustrate our thermokinetic relations on simple examples from biophysics and computing devices.

General limit to thermodynamic annealing performance

Annealing has proven highly successful in finding minima in a cost landscape. Yet, depending on the landscape, systems often converge towards local minima rather than global ones. In this Letter, we analyze the conditions for which annealing is approximately successful in finite time. We connect annealing to stochastic thermodynamics to derive a general bound on the distance between the system state at the end of the annealing and the ground state of the landscape. This distance depends on the amount of state updates of the system and the accumulation of nonequilibrium energy, two protocol and energy landscape-dependent quantities which we show are in a trade-off relation. We describe how to bound the two quantities both analytically and physically. This offers a general approach to assess the performance of annealing from accessible parameters, both for simulated and physical implementations.

Fluctuation theorems and thermodynamic inequalities for nonequilibrium processes stopped at stochastic times

We investigate the thermodynamics of general nonequilibrium processes stopped at stochastic times. We propose a systematic strategy for constructing fluctuation-theorem-like martingales for each thermodynamic functional, yielding a family of stopping-time fluctuation theorems. We derive second-law-like thermodynamic inequalities for the mean thermodynamic functional at stochastic stopping times, the bounds of which are even stronger than the thermodynamic inequalities resulting from the traditional fluctuation theorems when the stopping time is reduced to a deterministic one. Numerical verification is carried out for three well-known thermodynamic functionals, namely, entropy production, free energy dissipation, and dissipative work. These universal equalities and inequalities are valid for arbitrary stopping strategies, and thus provide a comprehensive framework with insights into the fundamental principles governing nonequilibrium systems.

Bound on annealing performance from stochastic thermodynamics, with application to simulated annealing

Annealing is the process of gradually lowering the temperature of a system to guide it towards its lowest energy states. In an accompanying paper [Y. Luo et al., Phys. Rev. E 108, L052105 (2023)10.1103/PhysRevE.108.L052105], we derived a general bound on annealing performance by connecting annealing with stochastic thermodynamics tools, including a speed limit on state transformation from entropy production. We here describe the derivation of the general bound in detail. In addition, we analyze the case of simulated annealing with Glauber dynamics in depth. We show how to bound the two case-specific quantities appearing in the bound, namely the activity, a measure of the number of microstate jumps, and the change in relative entropy between the state and the instantaneous thermal state, which is due to temperature variation. We exemplify the arguments by numerical simulations on the Sherrington-Kirkpatrick (SK) model of spin glasses.

Energy Conversion and Entropy Production in Biased Random Walk Processes-From Discrete Modeling to the Continuous Limit

We considered discrete and continuous representations of a thermodynamic process in which a random walker (e.g., a molecular motor on a molecular track) uses periodically pumped energy (work) to pass N sites and move energetically downhill while dissipating heat. Interestingly, we found that, starting from a discrete model, the limit in which the motion becomes continuous in space and time (N→∞) is not unique and depends on what physical observables are assumed to be unchanged in the process. In particular, one may (as usually done) choose to keep the speed and diffusion coefficient fixed during this limiting process, in which case, the entropy production is affected. In addition, we also studied processes in which the entropy production is kept constant as N→∞ at the cost of a modified speed or diffusion coefficient. Furthermore, we also combined this dynamics with work against an opposing force, which made it possible to study the effect of discretization of the process on the thermodynamic efficiency of transferring the power input to the power output. Interestingly, we found that the efficiency was increased in the limit of N→∞. Finally, we investigated the same process when transitions between sites can only happen at finite time intervals and studied the impact of this time discretization on the thermodynamic variables as the continuous limit is approached.

Stochastic Thermodynamics of Multiple Co-Evolving Systems-Beyond Multipartite Processes

Many dynamical systems consist of multiple, co-evolving subsystems (i.e., they have multiple degrees of freedom). Often, the dynamics of one or more of these subsystems will not directly depend on the state of some other subsystems, resulting in a network of dependencies governing the dynamics. How does this dependency network affect the full system's thermodynamics? Prior studies on the stochastic thermodynamics of multipartite processes have addressed this question by assuming that, in addition to the constraints of the dependency network, only one subsystem is allowed to change state at a time. However, in many real systems, such as chemical reaction networks or electronic circuits, multiple subsystems can-or must-change state together. Here, we investigate the thermodynamics of such composite processes, in which multiple subsystems are allowed to change state simultaneously. We first present new, strictly positive lower bounds on entropy production in composite processes. We then present thermodynamic uncertainty relations for information flows in composite processes. We end with strengthened speed limits for composite processes.

Universal energy-accuracy tradeoffs in nonequilibrium cellular sensing

We combine stochastic thermodynamics, large deviation theory, and information theory to derive fundamental limits on the accuracy with which single cell receptors can estimate external concentrations. As expected, if the estimation is performed by an ideal observer of the entire trajectory of receptor states, then no energy consuming nonequilibrium receptor that can be divided into bound and unbound states can outperform an equilibrium two-state receptor. However, when the estimation is performed by a simple observer that measures the fraction of time the receptor is bound, we derive a fundamental limit on the accuracy of general nonequilibrium receptors as a function of energy consumption. We further derive and exploit explicit formulas to numerically estimate a Pareto-optimal tradeoff between accuracy and energy. We find this tradeoff can be achieved by nonuniform ring receptors with a number of states that necessarily increases with energy. Our results yield a thermodynamic uncertainty relation for the time a physical system spends in a pool of states and generalize the classic Berg-Purcell limit [H. C. Berg and E. M. Purcell, Biophys. J. 20, 193 (1977)0006-349510.1016/S0006-3495(77)85544-6] on cellular sensing along multiple dimensions.

Thermodynamic bounds on ultrasensitivity in covalent switching

Switch-like motifs are among the basic building blocks of biochemical networks. A common motif that can serve as an ultrasensitive switch consists of two enzymes acting antagonistically on a substrate, one making and the other removing a covalent modification. To work as a switch, such covalent modification cycles must be held out of thermodynamic equilibrium by continuous expenditure of energy. Here, we exploit the linear framework for timescale separation to establish tight bounds on the performance of any covalent-modification switch in terms of the chemical potential difference driving the cycle. The bounds apply to arbitrary enzyme mechanisms, not just Michaelis-Menten, with arbitrary rate constants and thereby reflect fundamental physical constraints on covalent switching.

Thermodynamic uncertainty relations for steady-state thermodynamics

A system can be driven out of equilibrium by both time-dependent and nonconservative forces, which gives rise to a decomposition of the dissipation into two nonnegative components, called the excess and housekeeping entropy productions. We derive thermodynamic uncertainty relations for the excess and housekeeping entropy. These can be used as tools to estimate the individual components, which are in general difficult to measure directly. We introduce a decomposition of an arbitrary current into housekeeping and excess parts, which provide lower bounds on the respective entropy production. Furthermore, we also provide a geometric interpretation of the decomposition and show that the uncertainties of the two components are not independent, but rather have to obey a joint uncertainty relation, which also yields a tighter bound on the total entropy production. We apply our results to a paradigmatic example that illustrates the physical interpretation of the components of the current and how to estimate the entropy production.

Direct Route to Thermodynamic Uncertainty Relations and Their Saturation

Thermodynamic uncertainty relations (TURs) bound the dissipation in nonequilibrium systems from below by fluctuations of an observed current. Contrasting the elaborate techniques employed in existing proofs, we here prove TURs directly from the Langevin equation. This establishes the TUR as an inherent property of overdamped stochastic equations of motion. In addition, we extend the transient TUR to currents and densities with explicit time dependence. By including current-density correlations we, moreover, derive a new sharpened TUR for transient dynamics. Our arguably simplest and most direct proof, together with the new generalizations, allows us to systematically determine conditions under which the different TURs saturate and thus allows for a more accurate thermodynamic inference. Finally, we outline the direct proof also for Markov jump dynamics.

Obtaining efficient collisional engines via velocity-dependent drivings

Brownian particles interacting sequentially with distinct temperatures and driving forces at each stroke have been tackled as a reliable alternative for the construction of engine setups. However, they can behave very inefficiently depending on the driving used for the work source and/or when temperatures of each stage are very different from each other. Inspired by some models for molecular motors and recent experimental studies, a coupling between driving and velocities is introduced and detail investigated from stochastic thermodynamics. Exact expressions for thermodynamic quantities and distinct maximization routes have been obtained. The search of an optimal coupling provides a substantial increase of engine performance (mainly efficiency), even for large ΔT. A simple and general argument for the optimal coupling can be estimated, irrespective of the driving and other model details.

Nonequilibrium Equation of State for Open Hamiltonian Systems Maintained in Nonequilibrium Steady States

We establish the nonequilibrium equation of state in the stochastic thermodynamics framework for open Hamiltonian systems in contact with multiple heat baths governed by the Langevin equation and the Fokker-Planck equation. The derived nonequilibrium equation of state is an integral part of the nonequilibrium steady-state thermodynamics, and it reduces to the equilibrium equation of state when all the heat baths have the same temperature. We find that the nonequilibrium equation of state can be separated into two parts. One part has the form of the equilibrium equation of state, with the equilibrium temperature replaced by the average temperature of the heat baths. The other part depends on the temperature differences of the heat baths and represents nonequilibrium corrections. For systems with harmonic potentials, the nonequilibrium correction part is linear in the temperature differences of the heat baths. For more general open Hamiltonian systems, it may contain higher powers of the temperature differences. Another important feature of the nonequilibrium equation of state is that, in addition to the temperatures of the heat baths, it also depends on the friction coefficients arising from system-bath interactions in general. This suggests that it represents a relational condition between the system and the heat baths instead of the intrinsic properties of the system itself. In addition, when the potential energy is a homogeneous function, we find that the product of the generalized force and the generalized coordinate is proportional to the nonequilibrium internal energy, which is an alternative form of the nonequilibrium equation of state. Our findings may provide insights into the nonequilibrium equation of state for more general nonequilibrium open systems, including active matter and living organisms. Results in this work with suitable extension may find potential applications in nanoelectronics and biophysics including molecular motors and cells.

Information-geometric structure for chemical thermodynamics: An explicit construction of dual affine coordinates

We construct an information-geometric structure for chemical thermodynamics, applicable to a wide range of chemical reaction systems including nonideal and open systems. For this purpose, we explicitly construct dual affine coordinate systems, which completely designate an information-geometric structure, using the extent of reactions and the affinities of reactions as coordinates on a linearly constrained space of amounts of substances. The resulting structure induces a metric and a divergence (a function of two distributions of amounts), both expressed with chemical potentials. These quantities have been partially known for ideal-dilute solutions, but their extensions for nonideal solutions and the complete underlying structure are novel. The constructed geometry is a generalization of dual affine coordinates for stochastic thermodynamics. For example, the metric and the divergence are generalizations of the Fisher information and the Kullback-Leibler divergence. As an application, we identify the chemical-thermodynamic analog of the Hatano-Sasa excess entropy production using our divergence.

Emergent second law for non-equilibrium steady states

The Gibbs distribution universally characterizes states of thermal equilibrium. In order to extend the Gibbs distribution to non-equilibrium steady states, one must relate the self-information \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${{{{{{{\mathcal{I}}}}}}}}(x)=-\!\log ({P}_{{{{{{{{\rm{ss}}}}}}}}}(x))$$\end{document}I(x)=−log(Pss(x)) of microstate x to measurable physical quantities. This is a central problem in non-equilibrium statistical physics. By considering open systems described by stochastic dynamics which become deterministic in the macroscopic limit, we show that changes \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${{\Delta }}{{{{{{{\mathcal{I}}}}}}}}={{{{{{{\mathcal{I}}}}}}}}({x}_{t})-{{{{{{{\mathcal{I}}}}}}}}({x}_{0})$$\end{document}ΔI=I(xt)−I(x0) in steady state self-information along deterministic trajectories can be bounded by the macroscopic entropy production Σ. This bound takes the form of an emergent second law \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${{\Sigma }}+{k}_{b}{{\Delta }}{{{{{{{\mathcal{I}}}}}}}}\,\ge \,0$$\end{document}Σ+kbΔI≥0, which contains the usual second law Σ ≥ 0 as a corollary, and is saturated in the linear regime close to equilibrium. We thus obtain a tighter version of the second law of thermodynamics that provides a link between the deterministic relaxation of a system and the non-equilibrium fluctuations at steady state. In addition to its fundamental value, our result leads to novel methods for computing non-equilibrium distributions, providing a deterministic alternative to Gillespie simulations or spectral methods.

Contrary to states of thermal equilibrium, there is no universal characterization of non-equilibrium steady states displaying constant flows of energy and/or matter. Here, the authors make progress in this direction by deriving an emergent and stricter version of the second law of thermodynamics.

Stochastic thermodynamics in a non-Markovian dynamical system

The developing field of stochastic thermodynamics extends concepts of macroscopic thermodynamics such as entropy production and work to the microscopic level of individual trajectories taken by a system through phase space. The scheme involves coupling the system to an environment-typically a source of Markovian noise that affects the dynamics of the system. Here we extend this framework to consider a non-Markovian environment, one whose dynamics have memory and which create additional correlations with the system variables, and illustrate this with a selection of simple examples. Such an environment produces a rich variety of behavior. In particular, for a case of thermal relaxation, the distributions of entropy produced under the non-Markovian dynamics differ from the equivalent case of Markovian dynamics only by a delay time. When a time-dependent external work protocol is turned on, the system's correlations with the environment can either assist or hinder its approach to equilibrium, and affect its production of entropy, depending on the coupling strength between the system and environment.

Kinetic Proofreading

Biochemistry and molecular biology rely on the recognition of structural complementarity between molecules. Molecular interactions must be both quickly reversible, i.e., tenuous, and specific. How the cell reconciles these conflicting demands is the subject of this article. The problem and its theoretical solution are discussed within the wider theoretical context of the thermodynamics of stochastic processes (stochastic thermodynamics). The solution-an irreversible reaction cycle that decreases internal error at the expense of entropy export into the environment-is shown to be widely employed by biological processes that transmit genetic and regulatory information. Expected final online publication date for the Annual Review of Biochemistry, Volume 91 is June 2022. Please see http://www.annualreviews.org/page/journal/pubdates for revised estimates.

Relationship between Schreiber's transfer entropy and Liang-Kleeman information flow from the perspective of stochastic thermodynamics

Schreiber's transfer entropy is an important index for investigating the causal relationship between random variables. The Liang-Kleeman information flow is another analysis to demonstrate the causality within dynamical systems. Horowitz's information flow is introduced through multicomponent stochastic thermodynamics. In this study, I elucidate the relationship between Schreiber's transfer entropy and the Liang-Kleeman information flow through Horowitz's information flow. I consider the case in which the system changes according to the stochastic differential equation. I find that the Liang-Kleeman and Horowitz information flows differ by a term derived from the stochastic fluctuation. I also show that Schreiber's transfer entropy is not less than Horowitz's information flow. This study helps unify various indexes that determine the causal relationship between variables.

Power statistics of Otto heat engines with the Mpemba effect

The Mpemba effect is a counterintuitive relaxation phenomenon whereby a system with a higher initial temperature may cool down to the thermal state faster than an identical system that was initially prepared at a lower temperature. Here, we investigate heat and work in a Markovian state transition system with cyclic switching hot-cold temperatures, which operates as an Otto heat engine working in long but finite time, either with or without the Mpemba effect. Under the condition of the periodic steady state having been reached, the time durations of the heating and cooling relaxation processes are determined by exploring a distance-from-equilibrium equivalent to the Kullback-Leibler divergence. We then numerically evaluate and compare the averages and variances of both the work and the power output of two scenarios with and without the Mpemba effect. The results show that the Markovian Mpemba effect can enhance the machine performance by significantly increasing the power output for a given efficiency without sacrificing the stability.

Fluctuation theorem for irreversible entropy production in electrical conduction

Linear irreversible thermodynamics predicts that the entropy production rate can become negative. We demonstrate this prediction for metals under AC driving whose conductivity is well described by the Drude-Sommerfeld model. We then show that these negative rates are fully compatible with stochastic thermodynamics, namely, that the entropy production does fulfill a fluctuation theorem. The analysis is concluded with the observation that the stochastic entropy production as defined by the surprisal or ignorance of the Shannon information does not agree with the phenomenological approach.

Dependence of integrated, instantaneous, and fluctuating entropy production on the initial state in quantum and classical processes

We consider the additional entropy production (EP) incurred by a fixed quantum or classical process on some initial state ρ, above the minimum EP incurred by the same process on any initial state. We show that this additional EP, which we term the "mismatch cost of ρ," has a universal information-theoretic form: it is given by the contraction of the relative entropy between ρ and the least-dissipative initial state φ over time. We derive versions of this result for integrated EP incurred over the course of a process, for trajectory-level fluctuating EP, and for instantaneous EP rate. We also show that mismatch cost for fluctuating EP obeys an integral fluctuation theorem. Our results demonstrate a fundamental relationship between thermodynamic irreversibility (generation of EP) and logical irreversibility (inability to know the initial state corresponding to a given final state). We use this relationship to derive quantitative bounds on the thermodynamics of quantum error correction and to propose a thermodynamically operationalized measure of the logical irreversibility of a quantum channel. Our results hold for both finite- and infinite-dimensional systems, and generalize beyond EP to many other thermodynamic costs, including nonadiabatic EP, free-energy loss, and entropy gain.

Current fluctuations in nonequilibrium discontinuous phase transitions

Discontinuous phase transitions out of equilibrium can be characterized by the behavior of macroscopic stochastic currents. But while much is known about the average current, the situation is much less understood for higher statistics. In this paper, we address the consequences of the diverging metastability lifetime-a hallmark of discontinuous transitions-in the fluctuations of arbitrary thermodynamic currents, including the entropy production. In particular, we center our discussion on the conditional statistics, given which phase the system is in. We highlight the interplay between integration window and metastability lifetime, which is not manifested in the average current, but strongly influences the fluctuations. We introduce conditional currents and find, among other predictions, their connection to average and scaled variance through a finite-time version of large deviation theory and a minimal model. Our results are then further verified in two paradigmatic models of discontinuous transitions: Schlögl's model of chemical reactions, and a 12-state Potts model subject to two baths at different temperatures.

Estimating Entropy Production from Waiting Time Distributions

Living systems operate far from thermal equilibrium by converting the chemical potential of ATP into mechanical work to achieve growth, replication, or locomotion. Given time series observations of intra-, inter-, or multicellular processes, a key challenge is to detect nonequilibrium behavior and quantify the rate of free energy consumption. Obtaining reliable bounds on energy consumption and entropy production directly from experimental data remains difficult in practice, as many degrees of freedom typically are hidden to the observer, so that the accessible coarse-grained dynamics may not obviously violate detailed balance. Here, we introduce a novel method for bounding the entropy production of physical and living systems which uses only the waiting time statistics of hidden Markov processes and, hence, can be directly applied to experimental data. By determining a universal limiting curve, we infer entropy production bounds from experimental data for gene regulatory networks, mammalian behavioral dynamics, and numerous other biological processes. Further considering the asymptotic limit of increasingly precise biological timers, we estimate the necessary entropic cost of heartbeat regulation in humans, dogs, and mice.

Entropy production given constraints on the energy functions

We consider the problem of driving a finite-state classical system from some initial distribution p to some final distribution p^{'} with vanishing entropy production (EP), under the constraint that the driving protocols can only use some limited set of energy functions E. Assuming no other constraints on the driving protocol, we derive a simple condition that guarantees that such a transformation can be carried out, which is stated in terms of the smallest probabilities in {p,p^{'}} and a graph-theoretic property defined in terms of E. Our results imply that a surprisingly small amount of control over the energy function is sufficient (in particular, any transformation p→p^{'} can be carried out as soon as one can control some one-dimensional parameter of the energy function, e.g., the energy of a single state). We also derive a lower bound on the EP under more general constraints on the transition rates, which is formulated in terms of a convex optimization problem.

Landscape-Flux Framework for Nonequilibrium Dynamics and Thermodynamics of Open Hamiltonian Systems Coupled to Multiple Heat Baths

We establish a nonequilibrium dynamic and thermodynamic formalism in the landscape-flux framework for open Hamiltonian systems in contact with multiple heat baths governed by stochastic dynamics. To systematically characterize nonequilibrium steady states, the nonequilibrium trinity construct is developed, which consists of detailed balance breaking, nonequilibrium potential landscape, and irreversible probability flux. We demonstrate that the temperature difference of the heat baths is the physical origin of detailed balance breaking, which generates the nonequilibrium potential landscape characterizing the nonequilibrium statistics and creates the irreversible probability flux signifying time irreversibility, with the latter two aspects closely connected. It is shown that the stochastic dynamics of the system can be formulated in the landscape-flux form, where the reversible force drives the conservative Hamiltonian dynamics, the irreversible force consisting of a landscape gradient force and an irreversible flux force drives the dissipative dynamics, and the stochastic force adds random fluctuations to the dynamics. The possible connection of the nonequilibrium trinity construct to nonequilibrium phase transitions is also suggested. A set of nonequilibrium thermodynamic equations, applicable to both nonequilibrium steady states and transient relaxation processes, is constructed. We find that an additional thermodynamic quantity, named the mixing entropy production rate, enters the nonequilibrium thermodynamic equations. It arises from the interplay between detailed balance breaking and transient relaxation, and it also relies on the conservative dynamics. At the nonequilibrium steady state, the heat flow, entropy flow, and entropy production are demonstrated to be thermodynamic manifestations of the nonequilibrium trinity construct. The general nonequilibrium formalism is applied to a class of solvable systems consisting of coupled harmonic oscillators. A more specific example of two harmonic oscillators coupled to two heat baths is worked out in detail. The example may facilitate connection with experiments.

Joint statistics of work and entropy production along quantum trajectories

In thermodynamics, entropy production and work quantify irreversibility and the consumption of useful energy, respectively, when a system is driven out of equilibrium. For quantum systems, these quantities can be identified at the stochastic level by unravelling the system's evolution in terms of quantum jump trajectories. We here derive a general formula for computing the joint statistics of work and entropy production in Markovian driven quantum systems, whose instantaneous steady states are of Gibbs form. If the driven system remains close to the instantaneous Gibbs state at all times, then we show that the corresponding two-variable cumulant generating function implies a joint detailed fluctuation theorem so long as detailed balance is satisfied. As a corollary, we derive a modified fluctuation-dissipation relation (FDR) for the entropy production alone, applicable to transitions between arbitrary steady states, and for systems that violate detailed balance. This FDR contains a term arising from genuinely quantum fluctuations, and extends an analogous relation from classical thermodynamics to the quantum regime.

Thermodynamic Uncertainty Relation in Slowly Driven Quantum Heat Engines

Thermodynamic uncertainty relations express a trade-off between precision, defined as the noise-to-signal ratio of a generic current, and the amount of associated entropy production. These results have deep consequences for autonomous heat engines operating at steady state, imposing an upper bound for their efficiency in terms of the power yield and its fluctuations. In the present Letter we analyze a different class of heat engines, namely, those which are operating in the periodic slow-driving regime. We show that an alternative TUR is satisfied, which is less restrictive than that of steady-state engines: it allows for engines that produce finite power, with small power fluctuations, to operate close to reversibility. The bound further incorporates the effect of quantum fluctuations, which reduces engine efficiency relative to the average power and reliability. We finally illustrate our findings in the experimentally relevant model of a single-ion heat engine.

Entropy production and Onsager reciprocal relations describing the relaxation to equilibrium in stochastic thermodynamics

We study the relation between stochastic thermodynamics and nonequilibrium thermodynamics by evaluating the entropy production and the relation between fluxes and forces in a harmonic system with N particles in contact with N different reservoirs. We suppose that the system is in a nonequilibrium stationary state in a first phase and we study the relaxation to equilibrium in a second phase. During this relaxation, we can identify the linear relation between fluxes and forces satisfying the Onsager reciprocity and we obtain a nonlinear expression for the entropy production. Only when forces and fluxes are small does the entropic production turn into a quadratic form in the forces, as predicted by the Onsager theory.

Fluctuations in irreversible quantum Otto engines

We derive the general probability distribution function of stochastic work for quantum Otto engines in which both the isochoric and driving processes are irreversible due to finite time duration. The time-dependent work fluctuations, average work, and thermodynamic efficiency are explicitly obtained for a complete cycle operating with an analytically solvable two-level system. The effects of the irreversibility originating from finite-time cycle operation on the thermodynamic efficiency, work fluctuations, and relative power fluctuations are discussed.

Thermodynamics of structure-forming systems

Structure-forming systems are ubiquitous in nature, ranging from atoms building molecules to self-assembly of colloidal amphibolic particles. The understanding of the underlying thermodynamics of such systems remains an important problem. Here, we derive the entropy for structure-forming systems that differs from Boltzmann-Gibbs entropy by a term that explicitly captures clustered states. For large systems and low concentrations the approach is equivalent to the grand-canonical ensemble; for small systems we find significant deviations. We derive the detailed fluctuation theorem and Crooks' work fluctuation theorem for structure-forming systems. The connection to the theory of particle self-assembly is discussed. We apply the results to several physical systems. We present the phase diagram for patchy particles described by the Kern-Frenkel potential. We show that the Curie-Weiss model with molecule structures exhibits a first-order phase transition.

Uncertainty Relations and Fluctuation Theorems for Bayes Nets

Recent research has considered the stochastic thermodynamics of multiple interacting systems, representing the overall system as a Bayes net. I derive fluctuation theorems governing the entropy production (EP) of arbitrary sets of the systems in such a Bayes net. I also derive "conditional" fluctuation theorems, governing the distribution of EP in one set of systems conditioned on the EP of a different set of systems. I then derive thermodynamic uncertainty relations relating the EP of the overall system to the precisions of probability currents within the individual systems.

Entropy Production in Exactly Solvable Systems

The rate of entropy production by a stochastic process quantifies how far it is from thermodynamic equilibrium. Equivalently, entropy production captures the degree to which global detailed balance and time-reversal symmetry are broken. Despite abundant references to entropy production in the literature and its many applications in the study of non-equilibrium stochastic particle systems, a comprehensive list of typical examples illustrating the fundamentals of entropy production is lacking. Here, we present a brief, self-contained review of entropy production and calculate it from first principles in a catalogue of exactly solvable setups, encompassing both discrete- and continuous-state Markov processes, as well as single- and multiple-particle systems. The examples covered in this work provide a stepping stone for further studies on entropy production of more complex systems, such as many-particle active matter, as well as a benchmark for the development of alternative mathematical formalisms.

Stochastic approach to entropy production in chemical chaos

Methods are presented to evaluate the entropy production rate in stochastic reactive systems. These methods are shown to be consistent with known results from nonequilibrium chemical thermodynamics. Moreover, it is proved that the time average of the entropy production rate can be decomposed into the contributions of the cycles obtained from the stoichiometric matrix in both stochastic processes and deterministic systems. These methods are applied to a complex reaction network constructed on the basis of Rössler's reinjection principle and featuring chemical chaos.

Thermodynamic Uncertainty Relation for Arbitrary Initial States

The thermodynamic uncertainty relation (TUR) describes a trade-off relation between nonequilibrium currents and entropy production and serves as a fundamental principle of nonequilibrium thermodynamics. However, currently known TURs presuppose either specific initial states or an infinite-time average, which severely limits the range of applicability. Here we derive a finite-time TUR valid for arbitrary initial states from the Cramér-Rao inequality. We find that the variance of an accumulated current is bounded from below by the instantaneous current at the final time, which suggests that "the boundary is constrained by the bulk". We apply our results to feedback-controlled processes and successfully explain a recent experiment which reports a violation of a modified TUR with feedback control. We also derive a TUR that is linear in the total entropy production and valid for discrete-time Markov chains with nonsteady initial states. The obtained bound exponentially improves the existing bounds in a discrete-time regime.

Quantum Otto engine working with interacting spin systems: Finite power performance in stochastic thermodynamics

A quantum Otto engine using two-interacting spins as its working medium is analyzed within framework of stochastic thermodynamics. The time-dependent power fluctuations and average power are explicitly derived for a complete cycle of engine operation. We find that the efficiency and power fluctuations are affected significantly by interparticle interactions, but both of them become interaction-independent under maximal power via optimizing the external control parameter. The behavior of the efficiency at maximum power is further explained by analyzing the optimal protocol of the engine.

Experimental Assessment of Entropy Production in a Continuously Measured Mechanical Resonator

The information on a quantum process acquired through measurements plays a crucial role in the determination of its nonequilibrium thermodynamic properties. We report on the experimental inference of the stochastic entropy production rate for a continuously monitored mesoscopic quantum system. We consider an optomechanical system subjected to continuous displacement Gaussian measurements and characterize the entropy production rate of the individual trajectories followed by the system in its stochastic dynamics, employing a phase-space description in terms of the Wigner entropy. Owing to the specific regime of our experiment, we are able to single out the informational contribution to the entropy production arising from conditioning the state on the measurement outcomes. Our experiment embodies a significant step towards the demonstration of full-scale control of fundamental thermodynamic processes at the mesoscopic quantum scale.

Validity of path thermodynamics in reactive systems

Path thermodynamic formulation of nonequilibrium reactive systems is considered. It is shown through simple practical examples that this approach can lead to results that contradict well established thermodynamic properties of such systems. Rigorous mathematical analysis confirming this fact is presented.

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.

Thermodynamics of Markov processes with nonextensive entropy and free energy

Statistical thermodynamics of small systems shows dramatic differences from normal systems. Parallel to the recently presented steady-state thermodynamic formalism for master equation and Fokker-Planck equation, we show that a "thermodynamic" theory can also be developed based on Tsallis' generalized entropy S^{(q)}=∑_{i=1}^{N}(p_{i}-p_{i}^{q})/[q(q-1)] and Shiino's generalized free energy F^{(q)}=[∑_{i=1}^{N}p_{i}(p_{i}/π_{i})^{q-1}-1]/[q(q-1)], where π_{i} is the stationary distribution. dF^{(q)}/dt=-f_{d}^{(q)}≤0 and it is zero if and only if the system is in its stationary state. dS^{(q)}/dt-Q_{ex}^{(q)}=f_{d}^{(q)}, where Q_{ex}^{(q)} characterizes the heat exchange. For systems approaching equilibrium with detailed balance, f_{d}^{(q)} is the product of Onsager's thermodynamic flux and force. However, it is discovered that the Onsager's force is nonlocal. This is a consequence of the particular transformation invariance for zero energy of Tsallis' statistics.

Effective thermodynamics of two interacting underdamped Brownian particles

Starting from the stochastic thermodynamics description of two coupled underdamped Brownian particles, we showcase and compare three different coarse-graining schemes leading to an effective thermodynamic description for the first of the two particles: marginalization over one particle, bipartite structure with information flows, and the Hamiltonian of mean force formalism. In the limit of time-scale separation where the second particle with a fast relaxation time scale locally equilibrates with respect to the coordinates of the first slowly relaxing particle, the effective thermodynamics resulting from the first and third approach are shown to capture the full thermodynamics and to coincide with each other. In the bipartite approach, the slow part does not, in general, allow for an exact thermodynamic description as the entropic exchange between the particles is ignored. Physically, the second particle effectively becomes part of the heat reservoir. In the limit where the second particle becomes heavy and thus deterministic, the effective thermodynamics of the first two coarse-graining methods coincide with the full one. The Hamiltonian of mean force formalism, however, is shown to be incompatible with that limit. Physically, the second particle becomes a work source. These theoretical results are illustrated using an exactly solvable harmonic model.

Decomposing information into copying versus transformation

In many real-world systems, information can be transmitted in two qualitatively different ways: by copying or by transformation. Copying occurs when messages are transmitted without modification, e.g. when an offspring receives an unaltered copy of a gene from its parent. Transformation occurs when messages are modified systematically during transmission, e.g. when mutational biases occur during genetic replication. Standard information-theoretic measures do not distinguish these two modes of information transfer, although they may reflect different mechanisms and have different functional consequences. Starting from a few simple axioms, we derive a decomposition of mutual information into the information transmitted by copying versus the information transmitted by transformation. We begin with a decomposition that applies when the source and destination of the channel have the same set of messages and a notion of message identity exists. We then generalize our decomposition to other kinds of channels, which can involve different source and destination sets and broader notions of similarity. In addition, we show that copy information can be interpreted as the minimal work needed by a physical copying process, which is relevant for understanding the physics of replication. We use the proposed decomposition to explore a model of amino acid substitution rates. Our results apply to any system in which the fidelity of copying, rather than simple predictability, is of critical relevance.

Effective Equilibrium in Out-of-Equilibrium Interacting Coupled Nanoconductors

In the present work, we study a mesoscopic system consisting of a double quantum dot in which both quantum dots or artificial atoms are electrostatically coupled. Each dot is additionally tunnel coupled to two electronic reservoirs and driven far from equilibrium by external voltage differences. Our objective is to find configurations of these biases such that the current through one of the dots vanishes. In this situation, the validity of the fluctuation–dissipation theorem and Onsager’s reciprocity relations has been established. In our analysis, we employ a master equation formalism for a minimum model of four charge states, and limit ourselves to the sequential tunneling regime. We numerically study those configurations far from equilibrium for which we obtain a stalling current. In this scenario, we explicitly verify the fluctuation–dissipation theorem, as well as Onsager’s reciprocity relations, which are originally formulated for systems in which quantum transport takes place in the linear regime.

Stochastic thermodynamics with odd controlling parameters

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