Work fluctuations for a Brownian particle in a harmonic trap with fluctuating locations

Statistical mechanics of passive Brownian particles in a fluctuating harmonic trap

We consider passive Brownian particles trapped in an "imperfect" harmonic trap. The trap is imperfect because it is randomly turned off and on, and as a result particles fail to equilibrate. Another way to think about this is to say that a harmonic trap is time dependent on account of its strength evolving stochastically in time. Particles in such a system are passive and activity arises through external control of a trapping potential, thus, no internal energy is used to power particle motion. A stationary Fokker-Planck equation of this system can be represented as a third-order differential equation, and its solution, a stationary distribution, can be represented as a superposition of Gaussian distributions for different strengths of a harmonic trap. This permits us to interpret a stationary system as a system in equilibrium with quenched disorder.

Work Fluctuations for a Harmonically Confined Active Ornstein-Uhlenbeck Particle

We study the active work fluctuations of an active Ornstein-Uhlenbeck particle in the presence of a confining harmonic potential. We tackle the problem analytically both for stationary and generic uncorrelated initial states. Our results show that harmonic confinement can induce singularities in the active work rate function, with linear stretches at large positive and negative active work, at sufficiently large active and harmonic force constants. These singularities originate from big jumps in the displacement and in the active force, occurring at the initial or ending points of trajectories and marking the relevance of boundary terms in this problem.

Dynamical large deviations of linear diffusions

Linear diffusions are used to model a large number of stochastic processes in physics, including small mechanical and electrical systems perturbed by thermal noise, as well as Brownian particles controlled by electrical and optical forces. Here we use techniques from large deviation theory to study the statistics of time-integrated functionals of linear diffusions, considering three classes of functionals or observables relevant for nonequilibrium systems which involve linear or quadratic integrals of the state in time. For these, we derive exact results for the scaled cumulant generating function and the rate function, characterizing the fluctuations of observables in the long-time limit, and study in an exact way the set of paths or effective process that underlies these fluctuations. The results give a complete description of how fluctuations arise in linear diffusions in terms of effective forces that remain linear in the state or, alternatively, in terms of fluctuating densities and currents that solve Riccati-type equations. We illustrate these results using two common nonequilibrium models, namely, transverse diffusions in two dimensions involving a nonconservative rotating force, and two interacting particles in contact with heat baths at different temperatures.

Experimental verification of arcsine laws in mesoscopic nonequilibrium systems

A large number of processes in the mesoscopic world occur out of equilibrium, where the time evolution of a system becomes immensely important since it is driven principally by dissipative effects. Nonequilibrium steady states (NESS) represent a crucial category in such systems, where relaxation timescales are comparable to the operational timescales. In this study, we employ a model NESS stochastic system, which is comprised of a colloidal microparticle optically trapped in a viscous fluid, externally driven by a temporally correlated noise, and show that time-integrated observables such as the entropic current, the work done on the system or the work dissipated by it, follow the three Lévy arcsine laws [A. C. Barato et al., Phys. Rev. Lett. 121, 090601 (2018)0031-900710.1103/PhysRevLett.121.090601], in the large time limit. We discover that cumulative distributions converge faster to arcsine distributions when it is near equilibrium and the rate of entropy production is small, because in that case the entropic current has weaker temporal autocorrelation. We study this phenomenon by changing the strength of the added noise as well as by perturbing our system with a flow field produced by a microbubble at close proximity to the trapped particle. We confirm our experimental findings with theoretical simulations of the systems. Our work provides an interesting insight into the NESS statistics of the meso-regime, where stochastic fluctuations play a pivotal role.

Heat fluctuations in a harmonic chain of active particles

One of the major challenges in stochastic thermodynamics is to compute the distributions of stochastic observables for small-scale systems for which fluctuations play a significant role. Hitherto much theoretical and experimental research has focused on systems composed of passive Brownian particles. In this paper, we study the heat fluctuations in a system of interacting active particles. Specifically we consider a one-dimensional harmonic chain of N active Ornstein-Uhlenbeck particles, with the chain ends connected to heat baths of different temperatures. We compute the moment-generating function for the heat flow in the steady state. We employ our general framework to explicitly compute the moment-generating function for two example single-particle systems. Further, we analytically obtain the scaled cumulants for the heat flow for the chain. Numerical Langevin simulations confirm the long-time analytical expressions for first and second cumulants for the heat flow for a two-particle chain.

Work Fluctuations and Jarzynski Equality in Stochastic Resetting

We consider the paradigm of an overdamped Brownian particle in a potential well, which is modulated through an external protocol, in the presence of stochastic resetting. Thus, in addition to the short range diffusive motion, the particle also experiences intermittent long jumps that reset the particle back at a preferred location. Due to the modulation of the trap, work is done on the system and we investigate the statistical properties of the work fluctuations. We find that the distribution function of the work typically, in asymptotic times, converges to a universal Gaussian form for any protocol as long as that is also renewed after each resetting event. When observed for a finite time, we show that the system does not generically obey the Jarzynski equality that connects the finite time work fluctuations to the difference in free energy. Nonetheless, we identify herein a restricted set of protocols which embraces the relation. In stark contrast, the Jarzynski equality is always fulfilled when the protocols continue to evolve without being reset. We present a set of exactly solvable models, demonstrate the validation of our theory and carry out numerical simulations to illustrate these findings. Finally, we have pointed out possible realistic implementations for resetting in experiments using the so-called engineered swift equilibration.

Efficiency Fluctuations in Microscopic Machines

Nanoscale machines are strongly influenced by thermal fluctuations, contrary to their macroscopic counterparts. As a consequence, even the efficiency of such microscopic machines becomes a fluctuating random variable. Using geometric properties and the fluctuation theorem for the total entropy production, a "universal theory of efficiency fluctuations" at long times, for machines with a finite state space, was developed by Verley et al. [Nat. Commun. 5, 4721 (2014)NCAOBW2041-172310.1038/ncomms5721; Phys. Rev. E 90, 052145 (2014)PRESCM1539-375510.1103/PhysRevE.90.052145]. We extend this theory to machines with an arbitrary state space. Thereby, we work out more detailed prerequisites for the "universal features" and explain under which circumstances deviations can occur. We also illustrate our findings with exact results for two nontrivial models of colloidal engines.

Stochastic efficiency of an isothermal work-to-work converter engine

We investigate the efficiency of an isothermal Brownian work-to-work converter engine, composed of a Brownian particle coupled to a heat bath at a constant temperature. The system is maintained out of equilibrium by using two external time-dependent stochastic Gaussian forces, where one is called load force and the other is called drive force. Work done by these two forces are stochastic quantities. The efficiency of this small engine is defined as the ratio of stochastic work done against load force to stochastic work done by the drive force. The probability density function as well as large deviation function of the stochastic efficiency are studied analytically and verified by numerical simulations.

Integral fluctuation theorems for stochastic resetting systems

We study the stochastic thermodynamics of resetting systems. Violation of microreversibility means that the well-known derivations of fluctuations theorems break down for dynamics with resetting. Despite that we show that stochastic resetting systems satisfy two integral fluctuation theorems. The first is the Hatano-Sasa relation describing the transition between two steady states. The second integral fluctuation theorem involves a functional that includes both dynamical and thermodynamic contributions. We find that the second law-like inequality found by Fuchs et al. for resetting systems [Europhys. Lett. 113, 60009 (2016)EULEEJ0295-507510.1209/0295-5075/113/60009] can be recovered from this integral fluctuation theorem with the help of Jensen's inequality.

Driven inelastic Maxwell gas in one dimension

A lattice version of the driven inelastic Maxwell gas is studied in one dimension with periodic boundary conditions. Each site i of the lattice is assigned with a scalar "velocity," v_{i}. Nearest neighbors on the lattice interact, with a rate τ_{c}^{-1}, according to an inelastic collision rule. External driving, occurring with a rate τ_{w}^{-1}, sustains a steady state in the system. A set of closed coupled equations for the evolution of the variance and the two-point correlation is found. Steady-state values of the variance, as well as spatial correlation functions, are calculated. It is shown exactly that the correlation function decays exponentially with distance, and the correlation length for a large system is determined. Furthermore, the spatiotemporal correlation C(x,t)=〈v_{i}(0)v_{i+x}(t)〉 can also be obtained. We find that there is an interior region -x^{*}<x<x^{*}, where C(x,t) has a time-dependent form, whereas in the exterior region |x|>x^{*}, the correlation function remains the same as the initial form. C(x,t) exhibits second-order discontinuity at the transition points x=±x^{*}, and these transition points move away from the x=0 with a constant speed.

Symmetric exclusion processes on a ring with moving defects

We study symmetric simple exclusion processes (SSEP) on a ring in the presence of uniformly moving multiple defects or disorders-a generalization of the model we proposed earlier [Phys. Rev. E 89, 022138 (2014)PLEEE81539-375510.1103/PhysRevE.89.022138]. The defects move with uniform velocity and change the particle hopping rates locally. We explore the collective effects of the defects on the spatial structure and transport properties of the system. We also introduce an SSEP with ordered sequential (sitewise) update and elucidate the close connection with our model.

Dynamical transition in the temporal relaxation of stochastic processes under resetting

A stochastic process, when subject to resetting to its initial condition at a constant rate, generically reaches a nonequilibrium steady state. We study analytically how the steady state is approached in time and find an unusual relaxation mechanism in these systems. We show that as time progresses an inner core region around the resetting point reaches the steady state, while the region outside the core is still transient. The boundaries of the core region grow with time as power laws at late times with new exponents. Alternatively, at a fixed spatial point, the system undergoes a dynamical transition from the transient to the steady state at a characteristic space-dependent timescale t(*)(x). We calculate analytically in several examples the large deviation function associated with this spatiotemporal fluctuation and show that, generically, it has a second-order discontinuity at a pair of critical points characterizing the edges of the inner core. These singularities act as separatrices between typical and atypical trajectories. Our results are verified in the numerical simulations of several models, such as simple diffusion and fluctuating one-dimensional interfaces.

Work fluctuations for a Brownian particle driven by a correlated external random force

We have considered the underdamped motion of a Brownian particle in the presence of a correlated external random force. The force is modeled by an Ornstein-Uhlenbeck process. We investigate the fluctuations of the work done by the external force on the Brownian particle in a given time interval in the steady state. We calculate the large deviation functions as well as the complete asymptotic form of the probability density function of the performed work. We also discuss the symmetry properties of the large deviation functions for this system. Finally we perform numerical simulations and they are in a very good agreement with the analytic results.

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.

Modulated two-level system: exact work statistics

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