Entropy production in full phase space for continuous stochastic dynamics

Stochastic Entropy Production for Classical and Quantum Dynamical Systems with Restricted Diffusion

Modeling the evolution of a system using stochastic dynamics typically implies increasing subjective uncertainty in the adopted state of the system and its environment as time progresses, and stochastic entropy production has been developed as a measure of this change. In some situations, the evolution of stochastic entropy production can be described using an Itô process, but mathematical difficulties can emerge if diffusion in the system phase space happens to be restricted to a subspace of a lower dimension. This situation can arise if there are constants of the motion, for example, or more generally when there are functions of the coordinates that evolve without noise. More simply, difficulties can emerge if there are more coordinates than there are independent noises. We show how the problem of computing the stochastic entropy production in such a situation can be overcome. We illustrate the approach using a simple case of diffusion on an ellipse. We go on to consider an open three-level quantum system modeled within a framework of Markovian quantum state diffusion. We show how a nonequilibrium stationary state of the system, with a constant mean rate of stochastic entropy production, can be established under suitable environmental couplings.

Stochastic Entropy Production Associated with Quantum Measurement in a Framework of Markovian Quantum State Diffusion

The reduced density matrix that characterises the state of an open quantum system is a projection from the full density matrix of the quantum system and its environment, and there are many full density matrices consistent with a given reduced version. Without a specification of relevant details of the environment, the time evolution of a reduced density matrix is therefore typically unpredictable, even if the dynamics of the full density matrix are deterministic. With this in mind, we investigate a two-level open quantum system using a framework of quantum state diffusion. We consider the pseudorandom evolution of its reduced density matrix when subjected to an environment-driven process that performs a continuous quantum measurement of a system observable, invoking dynamics that asymptotically send the system to one of the relevant eigenstates. The unpredictability is characterised by a stochastic entropy production, the average of which corresponds to an increase in the subjective uncertainty of the quantum state adopted by the system and environment, given the underspecified dynamics. This differs from a change in von Neumann entropy, and can continue indefinitely as the system is guided towards an eigenstate. As one would expect, the simultaneous measurement of two non-commuting observables within the same framework does not send the system to an eigenstate. Instead, the probability density function describing the reduced density matrix of the system becomes stationary over a continuum of pure states, a situation characterised by zero further stochastic entropy production. Transitions between such stationary states, brought about by changes in the relative strengths of the two measurement processes, give rise to finite positive mean stochastic entropy production. The framework investigated can offer useful perspectives on both the dynamics and irreversible thermodynamics of measurement in quantum systems.

Thermodynamic variational relation

In systems far from equilibrium, the statistics of observables are connected to entropy production, leading to the thermodynamic uncertainty relation (TUR). However, the derivation of TURs often involves constraining the parity of observables, such as considering asymmetric currents, making it unsuitable for the general case. We propose a thermodynamic variational relation (TVR) between the statistics of general observables and entropy production, based on the variational representation of f divergences. From this result, we derive a universal TUR and other relations for higher-order statistics of observables.

Entropy production and collective excitations of crystals out of equilibrium: The concept of entropons

We study the collective vibrational excitations of crystals under out-of-equilibrium steady conditions that give rise to entropy production. Their excitation spectrum comprises equilibriumlike phonons of thermal origin and additional collective excitations called entropons because each of them represents a mode of spectral entropy production. Entropons coexist with phonons and dominate them when the system is far from equilibrium while they are negligible in near-equilibrium regimes. The concept of entropons has been recently introduced and verified in a special case of crystals formed by self-propelled particles. Here we show that entropons exist in a broader class of active crystals that are intrinsically out of equilibrium and characterized by the lack of detailed balance. After a general derivation, several explicit examples are discussed, including crystals consisting of particles with alignment interactions and frictional contact forces.

Entropons as collective excitations in active solids

The vibrational dynamics of solids is described by phonons constituting basic collective excitations in equilibrium crystals. Here, we consider a non-equilibrium active solid, formed by self-propelled particles, which bring the system into a non-equilibrium steady-state. We identify novel vibrational collective excitations of non-equilibrium (active) origin, which coexist with phonons and dominate over them when the system is far from equilibrium. These vibrational excitations are interpreted in the framework of non-equilibrium physics, in particular, stochastic thermodynamics. We call them "entropons" because they are the modes of spectral entropy production (at a given frequency and wave vector). The existence of entropons could be verified in future experiments on dense self-propelled colloidal Janus particles and granular active matter, as well as in living systems, such as dense cell monolayers.

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.

First and second laws of information processing by nonequilibrium dynamical states

The averaged steady-state surprisal links a driven stochastic system's information processing to its nonequilibrium thermodynamic response. By explicitly accounting for the effects of nonequilibrium steady states, a decomposition of the surprisal results in an information processing first law that extends and tightens-to strict equalities-various information processing second laws. Applying stochastic thermodynamics' integral fluctuation theorems then shows that the decomposition reduces to the second laws under appropriate limits. In unifying them, the first law paves the way to identifying the mechanisms by which nonequilibrium steady-state systems leverage information-bearing degrees of freedom to extract heat. To illustrate, we analyze an autonomous Maxwellian information ratchet that tunably violates detailed balance in its effective dynamics. This demonstrates how the presence of nonequilibrium steady states qualitatively alters an information engine's allowed functionality.

Signatures of irreversibility in microscopic models of flocking

Flocking in d=2 is a genuine nonequilibrium phenomenon for which irreversibility is an essential ingredient. We study a class of minimal flocking models whose only source of irreversibility is self-propulsion and use the entropy production rate (EPR) to quantify the departure from equilibrium across their phase diagrams. The EPR is maximal in the vicinity of the order-disorder transition, where reshuffling of the interaction network is fast. We show that signatures of irreversibility come in the form of asymmetries in the steady-state distribution of the flock's microstates. These asymmetries occur as consequences of the time-reversal symmetry breaking in the considered self-propelled systems, independently of the interaction details. In the case of metric pairwise forces, they reduce to local asymmetries in the distribution of pairs of particles. This study suggests a possible use of pair asymmetries both to quantify the departure from equilibrium and to learn relevant information about aligning interaction potentials from data.

Stochastic motion in phase space on a surface of constant energy

We study closed systems of particles that are subject to stochastic forces in addition to the conservative forces. The stochastic equations of motion are set up in such a way that the energy is strictly conserved at all times. To ensure this conservation law, the evolution equation for the probability density is derived using an appropriate interpretation of the stochastic equation of motion that is not the Itô nor the Stratonovic interpretation. The trajectories in phase space are restricted to the surface of constant energy. Despite this restriction, the entropy is shown to increase with time, expressing irreversible behavior and relaxation to equilibrium. This main result of the present approach contrasts with that given by the Liouville equation, which also describes closed systems, but does not show irreversibility.

Thermodynamic uncertainty relation for Langevin dynamics by scaling time

The thermodynamic uncertainty relation (TUR) quantifies a relationship between current fluctuations and dissipation in out-of-equilibrium overdamped Langevin dynamics, making it a natural counterpart of the fluctuation-dissipation theorem in equilibrium statistical mechanics. For underdamped Langevin dynamics, the situation is known to be more complicated with dynamical activity also playing a role in limiting the magnitude of current fluctuations. Progress on those underdamped TUR-like bounds has largely come from applications of the information-theoretic Cramér-Rao inequality. Here, we present an alternative perspective by employing large deviation theory. The approach offers a general unified treatment of TUR-like bounds for both overdamped and underdamped Langevin dynamics built upon current fluctuations achieved by scaling time. The bounds we derive following this approach are similar to known results but with differences we discuss and rationalize.

Geometric decomposition of entropy production into excess, housekeeping, and coupling parts

For a generic overdamped Langevin dynamics driven out of equilibrium by both time-dependent and nonconservative forces, the entropy production rate can be decomposed into two positive terms, termed excess and housekeeping entropy. However, this decomposition is not unique: There are two distinct decompositions, one due to Hatano and Sasa, the other one due to Maes and Netočný. Here we establish the connection between these two decompositions and provide a simple, geometric interpretation. We show that this leads to a decomposition of the entropy production rate into three positive terms, which we call the excess, housekeeping, and coupling part, respectively. The coupling part characterizes the interplay between the time-dependent and nonconservative forces. We also derive thermodynamic uncertainty relations for the excess and housekeeping entropy in both the Hatano-Sasa and Maes-Netočný decomposition and show that all quantities obey integral fluctuation theorems. We illustrate the decomposition into three terms using a solvable example of a dragged particle in a nonconservative force field.

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.

Dynamics of Entropy Production Rate in Two Coupled Bosonic Modes Interacting with a Thermal Reservoir

The Markovian time evolution of the entropy production rate is studied as a measure of irreversibility generated in a bipartite quantum system consisting of two coupled bosonic modes immersed in a common thermal environment. The dynamics of the system is described in the framework of the formalism of the theory of open quantum systems based on completely positive quantum dynamical semigroups, for initial two-mode squeezed thermal states, squeezed vacuum states, thermal states and coherent states. We show that the rate of the entropy production of the initial state and nonequilibrium stationary state, and the time evolution of the rate of entropy production, strongly depend on the parameters of the initial Gaussian state (squeezing parameter and average thermal photon numbers), frequencies of modes, parameters characterising the thermal environment (temperature and dissipation coefficient), and the strength of coupling between the two modes. We also provide a comparison of the behaviour of entropy production rate and Rényi-2 mutual information present in the considered system.

Scaling of the entropy production rate in a φ^{4} model of active matter

In active φ^{4} field theories the nonequilibrium terms play an important role in describing active phase separation; however, they are irrelevant, in the renormalization group sense, at the critical point. Their irrelevance makes the critical exponents the same as those of the Ising universality class. Despite their irrelevance, they contribute to a nontrivial scaling of the entropy production rate at criticality. We consider the nonequilibrium dynamics of a nonconserved scalar field φ (Model A) driven out-of-equilibrium by a persistent noise that is correlated on a finite timescale τ, as in the case of active baths. We perform the computation of the density of entropy production rate σ and we study its scaling near the critical point. We find that similar to the case of active Model A, and although the nonlinearities responsible for nonvanishing entropy production rates in the two models are quite different, the irrelevant parameter τ makes the critical dynamics irreversible.

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.

Excess and loss of entropy production for different levels of coarse graining

We investigate the effect of coarse graining on the thermodynamic properties of a system, focusing on entropy production. As a case of study, we consider a one-dimensional colloidal particle in contact with a thermal bath, moving in a sinusoidal potential and driven out of equilibrium by a small constant force. Different levels of coarse graining are evaluated: At first, we compare the results in the underdamped dynamics with those in the overdamped one (first coarse graining). For large values of the friction coefficient, the two dynamics have the same thermodynamics properties, while, for smaller friction values, the overdamped approximation produces an excess of entropy production with respect to that of the underdamped dynamics. Moreover, for further smaller values of the drag coefficient, the excess of entropy production turns into a loss. These regimes are explained by evaluating the jump statistics, observing that the inertia is able to induce multiple jumps and affect the average jump rate. The periodic shape of the potential allows us to approximate the continuous dynamics via a Markov chain after the introduction of a suitable time and space discretization (second level of coarse graining). This discretization procedure is implemented starting both from the underdamped and the overdamped evolution and is analyzed for different values of the friction coefficient.

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.

Compatibility of Carnot efficiency with finite power in an underdamped Brownian Carnot cycle in small temperature-difference regime

We study the possibility of achieving the Carnot efficiency in a finite-power underdamped Brownian Carnot cycle. Recently, it was reported that the Carnot efficiency is achievable in a general class of finite-power Carnot cycles in the vanishing limit of the relaxation times. Thus, it may be interesting to clarify how the efficiency and power depend on the relaxation times by using a specific model. By evaluating the heat-leakage effect intrinsic in the underdamped dynamics with the instantaneous adiabatic processes, we demonstrate that the compatibility of the Carnot efficiency and finite power is achieved in the vanishing limit of the relaxation times in the small temperature-difference regime. Furthermore, we show that this result is consistent with a trade-off relation between power and efficiency by explicitly deriving the relation of our cycle in terms of the relaxation times.

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 thermodynamics of systems with a continuous space of states

We analyze the stochastic thermodynamics of systems with a continuous space of states. The evolution equation, the rate of entropy production, and other results are obtained by a continuous time limit of a discrete time formulation. We point out the role of time reversal and of the dissipation part of the probability current on the production of entropy. We show that the rate of entropy production is a bilinear form in the components of the dissipation probability current with coefficients being the components of the precision matrix related to the Gaussian noise. We have also analyzed a type of noise that makes the energy function to be strictly constant along the stochastic trajectory, being appropriate to describe an isolated system. This type of noise leads to nonzero entropy production and thus to an increase of entropy in the system. This result contrasts with the invariance of the entropy predicted by the Liouville equation, which also describes an isolated system.

Free diffusion bounds the precision of currents in underdamped dynamics

The putative generalization of the thermodynamic uncertainty relation (TUR) to underdamped dynamics is still an open problem. So far, bounds that have been derived for such a dynamics are not particularly transparent and they do not converge to the known TUR in the overdamped limit. Furthermore, it was found that there are restrictions for a TUR to hold such as the absence of a magnetic field. In this article we first analyze the properties of driven free diffusion in the underdamped regime and show that it inherently violates the overdamped TUR for finite times. Based on numerical evidence, we then conjecture a bound for one-dimensional driven diffusion in a potential which is based on the result for free diffusion. This bound converges to the known overdamped TUR in the corresponding limit. Moreover, the conjectured bound holds for observables that involve higher powers of the velocity as long as the observable is odd under time reversal. Finally, we address the applicability of this bound to underdamped dynamics in higher dimensions.

Estimating entropy production by machine learning of short-time fluctuating currents

Thermodynamic uncertainty relations (TURs) are the inequalities which give lower bounds on the entropy production rate using only the mean and the variance of fluctuating currents. Since the TURs do not refer to the full details of the stochastic dynamics, it would be promising to apply the TURs for estimating the entropy production rate from a limited set of trajectory data corresponding to the dynamics. Here we investigate a theoretical framework for estimation of the entropy production rate using the TURs along with machine learning techniques without prior knowledge of the parameters of the stochastic dynamics. Specifically, we derive a TUR for the short-time region and prove that it can provide the exact value, not only a lower bound, of the entropy production rate for Langevin dynamics, if the observed current is optimally chosen. This formulation naturally includes a generalization of the TURs with the partial entropy production of subsystems under autonomous interaction, which reveals the hierarchical structure of the estimation. We then construct estimators on the basis of the short-time TUR and machine learning techniques such as the gradient ascent. By performing numerical experiments, we demonstrate that our learning protocol performs well even in nonlinear Langevin dynamics. We also discuss the case of Markov jump processes, where the exact estimation is shown to be impossible in general. Our result provides a platform that can be applied to a broad class of stochastic dynamics out of equilibrium, including biological systems.

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.

Information ratchet with time-varying temperature

We discuss a thermodynamic process with information and justify a general form of fluctuation relation. It shows that the fluctuation relation is valid whatever it is the temperature or Hamiltonian that drives the system out of equilibrium state. Based on the stochastic equation we obtain a nonequilibrium equality that involves both information and time-varying temperature. Through the processing of a harmonic system we demonstrate the validity of the equality by converting information into work. We also discuss the general second law of thermodynamics with time-varying temperature and verify its validity in an example by using information to reduce the total entropy.

Periodically driven harmonic Langevin systems

Motivated to understand the asymptotic behavior of periodically driven thermodynamic systems, we study the prototypical example of Brownian particle, overdamped and underdamped, in harmonic potentials subjected to periodic driving. The harmonic strength and the coefficients of drift and diffusion are all taken to be T-periodic. We obtain the asymptotic distributions almost exactly treating driving nonperturbatively. In the underdamped case, we exploit the underlying SL_{2} symmetry to obtain the asymptotic state, and to study the dynamics and fluctuations of energies and entropy. We further obtain the two-time correlation functions and investigate the responses to drift and diffusion perturbations in the presence of driving.

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.

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

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

Thermodynamic uncertainty 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.

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.

Irreversibility and emergent structure in active matter

Active matter is rapidly becoming a key paradigm of out-of-equilibrium soft matter exhibiting complex collective phenomena, yet the thermodynamics of such systems remain poorly understood. In this article we study the dynamical irreversibility of large-scale active systems capable of motility-induced phase separation and polar alignment. We use a model with momenta in both translational and rotational degrees of freedom, revealing a hidden component not previously reported in the literature. Steady-state irreversibility is quantified at each point in the phase diagram which exhibits sharp discontinuities at phase transitions. Identification of the irreversibility in individual particles lays the groundwork for discussion of the thermodynamics of microfeatures, such as defects in the emergent structure. The interpretation of the time reversal symmetry in the dynamics of the particles is found to be crucial.

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.

Boltzmann stochastic thermodynamics

The Boltzmann kinetic equation is obtained from an integrodifferential master equation that describes a stochastic dynamics in phase space of an isolated thermodynamic system. The stochastic evolution yields a generation of entropy, leading to an increase of Gibbs entropy, in contrast to a Hamiltonian dynamics, described by the Liouville equation, for which the entropy is constant in time. By considering transition rates corresponding to collisions of two particles, the Boltzmann equation is attained. When the angle of the scattering produced by collisions is small, the master equation is shown to be reduced to a differential equation of the Fokker-Planck type. When the dynamics is of the Hamiltonian type, the master equation reduces to the Liouville equation. The present approach is understood as a stochastic interpretation of the reasonings employed by Maxwell and Boltzmann in the kinetic theory of gases regarding the microscopic time evolution.

Entropy production and heat capacity of systems under time-dependent oscillating temperature

Using stochastic thermodynamics, we determine the entropy production and the dynamic heat capacity of systems subject to a sinusoidally time-dependent temperature, in which case the systems are permanently out of thermodynamic equilibrium, inducing a continuous generation of entropy. The systems evolve in time according to a Fokker-Planck or a Fokker-Planck-Kramers equation. Solutions of these equations, for the case of harmonic forces, are found exactly, from which the heat flux, the production of entropy, and the dynamic heat capacity are obtained as functions of the frequency of the temperature modulation. These last two quantities are shown to be related to the real and imaginary parts of the complex heat capacity.

Experimental Determination of Irreversible Entropy Production in out-of-Equilibrium Mesoscopic Quantum Systems

By making use of a recently proposed framework for the inference of thermodynamic irreversibility in bosonic quantum systems, we experimentally measure and characterize the entropy production rates in the nonequilibrium steady state of two different physical systems-a micromechanical resonator and a Bose-Einstein condensate-each coupled to a high finesse cavity and hence also subject to optical loss. Key features of our setups, such as the cooling of the mechanical resonator and signatures of a structural quantum phase transition in the condensate, are reflected in the entropy production rates. Our work demonstrates the possibility to explore irreversibility in driven mesoscopic quantum systems and paves the way to a systematic experimental assessment of entropy production beyond the microscopic limit.

Entropy anomaly and linear irreversible thermodynamics

The irreversible currents and entropy production rate of a dilute colloidal suspension are calculated using linear irreversible thermodynamics and the linear response theory. The "anomalous" or "hidden" entropy that has been the subject of recent discussion in the context of stochastic thermodynamics is fully accounted for in these classical frameworks. We show that the two distinct formulations lead to identical results as long as the local equilibrium assumption, or equivalently, the linear response theory, is valid.

Entropic bounds on currents in Langevin systems

We derive a bound on generalized currents for Langevin systems in terms of the total entropy production in the system and its environment. For overdamped dynamics, any generalized current is bounded by the total rate of entropy production. We show that this entropic bound on the magnitude of generalized currents imposes power-efficiency tradeoff relations for ratchets in contact with a heat bath: Maximum efficiency-Carnot efficiency for a Smoluchowski-Feynman ratchet and unity for a flashing or rocking ratchet-can only be reached at vanishing power output. For underdamped dynamics, while there may be reversible currents that are not bounded by the entropy production rate, we show that the output power and heat absorption rate are irreversible currents and thus obey the same bound. As a consequence, a power-efficiency tradeoff relation holds not only for underdamped ratchets but also for periodically driven heat engines. For weak driving, the bound results in additional constraints on the Onsager matrix beyond those imposed by the second law. Finally, we discuss the connection between heat and entropy in a nonthermal situation where the friction and noise intensity are state dependent.

Entropy production for complex Langevin equations

We study irreversible processes for nonlinear oscillators networks described by complex-valued Langevin equations that account for coupling to different thermochemical baths. Dissipation is introduced via non-Hermitian terms in the Hamiltonian of the model. We apply the stochastic thermodynamics formalism to compute explicit expressions for the entropy production rates. We discuss in particular the nonequilibrium steady states of the network characterized by a constant production rate of entropy and flows of energy and particle currents. For two specific examples, a one-dimensional chain and a dimer, numerical calculations are presented. The role of asymmetric coupling among the oscillators on the entropy production is illustrated.

Transfer entropy in physical systems and the arrow of time

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

Numerical determination of entropy associated with excess heat in steady-state thermodynamics

We numerically determine the global entropy for heat-conducting states, which is connected to the so-called excess heat considered as a basic quantity for steady-state thermodynamics in nonequilibrium. We adopt an efficient method to estimate the global entropy from the bare heat current and find that the obtained entropy agrees with the familiar local equilibrium hypothesis well. Our method possesses a wider applicability than local equilibrium and opens a possibility to compare thermodynamic properties of complex systems in nonequilibrium with those in the local equilibrium. We further investigate the global entropy for heat-conducting states and find that it exhibits both extensive and additive properties; however, the two properties do not degenerate each other differently from those at equilibrium. The separation of the extensivity and additivity makes it difficult to apply powerful thermodynamic methods to the nonequilibrium steady states.

Entropy production of a Brownian ellipsoid in the overdamped limit

We analyze the translational and rotational motion of an ellipsoidal Brownian particle from the viewpoint of stochastic thermodynamics. The particle's Brownian motion is driven by external forces and torques and takes place in an heterogeneous thermal environment where friction coefficients and (local) temperature depend on space and time. Our analysis of the particle's stochastic thermodynamics is based on the entropy production associated with single particle trajectories. It is motivated by the recent discovery that the overdamped limit of vanishing inertia effects (as compared to viscous fricion) produces a so-called "anomalous" contribution to the entropy production, which has no counterpart in the overdamped approximation, when inertia effects are simply discarded. Here we show that rotational Brownian motion in the overdamped limit generates an additional contribution to the "anomalous" entropy. We calculate its specific form by performing a systematic singular perturbation analysis for the generating function of the entropy production. As a side result, we also obtain the (well-known) equations of motion in the overdamped limit. We furthermore investigate the effects of particle shape and give explicit expressions of the "anomalous entropy" for prolate and oblate spheroids and for near-spherical Brownian particles.

Maximum entropy principle for stationary states underpinned by stochastic thermodynamics

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

Stochastic entropy production arising from nonstationary thermal transport

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

Stochastic thermodynamics of macrospins with fluctuating amplitude and direction

We consider stochastic energy balance and entropy production (EP) in a generalized Langevin dynamics of macrospins, allowing for both amplitude and direction fluctuations, under external magnetic field. EP is calculated using a Fokker-Planck equation, distinguishing between reversible and irreversible parts of probability currents. The system entropy increases due to irreversible non-equilibrium processes, and reduces as heat dissipates to the surrounding environment. Using path probability distributions of time-forward trajectories and conjugate trajectories under time reversal, we obtain fluctuation theorems (FT) for total stochastic EP. We show that the choice of conjugate trajectories is crucial in obtaining entropy-like quantities that obey FTs.

Work relations for a system governed by Tsallis statistics

We derive analogs of the Jarzynski equality and Crooks relation to characterize the nonequilibrium work associated with changes in the spring constant of an overdamped oscillator in a quadratically varying spatial temperature profile. The stationary state of such an oscillator is described by Tsallis statistics, and the work relations for certain processes may be expressed in terms of q-exponentials. We suggest that these identities might be a feature of nonequilibrium processes in circumstances where Tsallis distributions are found.

Stochastic approach to equilibrium and nonequilibrium thermodynamics

We develop the stochastic approach to thermodynamics based on stochastic dynamics, which can be discrete (master equation) and continuous (Fokker-Planck equation), and on two assumptions concerning entropy. The first is the definition of entropy itself and the second the definition of entropy production rate, which is non-negative and vanishes in thermodynamic equilibrium. Based on these assumptions, we study interacting systems with many degrees of freedom in equilibrium or out of thermodynamic equilibrium and how the macroscopic laws are derived from the stochastic dynamics. These studies include the quasiequilibrium processes; the convexity of the equilibrium surface; the monotonic time behavior of thermodynamic potentials, including entropy; the bilinear form of the entropy production rate; the Onsager coefficients and reciprocal relations; and the nonequilibrium steady states of chemical reactions.

Heat fluctuations and initial ensembles

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

Time reversibility and nonequilibrium thermodynamics of second-order stochastic processes

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

Work fluctuations in a time-dependent harmonic potential: rigorous results beyond the overdamped limit

We investigate the stochastic motion of a Brownian particle in the harmonic potential with a time-dependent force constant. It may describe the motion of a colloidal particle in an optical trap where the potential well is formed by a time-dependent field. We use the path integral formalism to solve the Langevin equation and the associated Fokker-Planck (Kramers) equation. Rigorous relations are derived to generate the probability density function for the time-dependent nonequilibrium work production beyond the overdamped limit. We find that the work distribution exhibits an exponential tail with a power-law prefactor, accompanied by an interesting oscillatory feature (multiple pseudo-locking-unlocking transitions) due to the inertial effect. Some exactly solvable cases are discussed in the overdamped limit.

Fluctuation theorems and entropy production with odd-parity variables

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

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.