Stochastic approach to equilibrium and nonequilibrium thermodynamics

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

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

Thermodynamics of a minimal interacting heat engine: Comparison between engine designs

Collective effects stemming from many interacting units have attracted remarkable recent interest, not only for their presence in several systems in nature but also for the possibility of being used for the construction of efficient engine setups. Notwithstanding, little is known about the influence of the engine design, and most studies are restricted to the simplest cases (e.g., simultaneous contact with two thermal baths), not necessarily constituting a realistic setup implementation. In order to investigate the design and its influence on the performance, we introduce the collisional also referred as sequential description for a minimal model for interacting heat engines, composed of two coupled nanomachines placed in contact with a distinct thermal reservoir and subjected to a nonequilibrium work source at each stage. Thermodynamic quantities are exactly obtained irrespective of the model details. Distinct kinds of work sources are investigated and the influence of the interaction, temperature, period, and time asymmetry has been undertaken. Results show that a careful design of interaction provides superior performance than the interactionless case, including optimal power outputs and efficiencies at maximum power greater than known bounds or even the system presenting efficiencies close to the ideal (Carnot) limit. As a complementary analysis, we also show that the case of the system simultaneously placed in contact with two thermal reservoirs constitutes a particular case of our framework.

Nonequilibrium Thermodynamics of the Majority Vote Model

The majority vote model is one of the simplest opinion systems yielding distinct phase transitions and has garnered significant interest in recent years. This model, as well as many other stochastic lattice models, are formulated in terms of stochastic rules with no connection to thermodynamics, precluding the achievement of quantities such as power and heat, as well as their behaviors at phase transition regimes. Here, we circumvent this limitation by introducing the idea of a distinct and well-defined thermal reservoir associated to each local configuration. Thermodynamic properties are derived for a generic majority vote model, irrespective of its neighborhood and lattice topology. The behavior of energy/heat fluxes at phase transitions, whether continuous or discontinuous, in regular and complex topologies, is investigated in detail. Unraveling the contribution of each local configuration explains the nature of the phase diagram and reveals how dissipation arises from the dynamics.

Stochastic thermodynamics of opinion dynamics models

We show that models of opinion formation and dissemination in a community of individuals can be framed within stochastic thermodynamics from which we can build a nonequilibrium thermodynamics of opinion dynamics. This is accomplished by decomposing the original transition rate that defines an opinion model into two or more transition rates, each representing the contact with heat reservoirs at different temperatures, and postulating an energy function. As the temperatures are distinct, heat fluxes are present even at the stationary state and linked to the production of entropy, the fundamental quantity that characterizes nonequilibrium states. We apply the present framework to a generic-vote model including the majority-vote model in a square lattice and in a cubic lattice. The fluxes and the rate of entropy production are calculated by numerical simulation and by the use of a pair approximation.

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.

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.

Information entropy and temperature of binary Markov chains

We propose two different approaches for introducing the information temperature of binary Nth-order Markov chains. The first approach is based on a comparison of Markov sequences with equilibrium Ising chains at given temperatures. The second approach uses probabilities of finite-length subsequences of symbols occurring, which determine their entropies. The derivative of the entropy with respect to the energy gives the information temperature measured on the scale of introduced energy. For the case of a nearest-neighbor spin-symbol interaction, both approaches give similar results. However, the method based on the correspondence of the N-step Markov and Ising chains appears to be very cumbersome for N>3. We also introduce the information temperature for the weakly correlated one-parametric Markov chains and present results for the stepwise and power memory functions. An application of the developed method to obtain the information temperature of some literary texts is given.

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

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

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.

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

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

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.

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.

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

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

Entropy production 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.

Analysis of earlier times and flux of entropy on the majority voter model with diffusion

We study the properties of nonequilibrium systems modelled as spin models without defined Hamiltonian as the majority voter model. This model has transition probabilities that do not satisfy the condition of detailed balance. The lack of detailed balance leads to entropy production phenomena, which are a hallmark of the irreversibility. By considering that voters can diffuse on the lattice we analyze how the entropy production and how the critical properties are affected by this diffusion. We also explore two important aspects of the diffusion effects on the majority voter model by studying entropy production and entropy flux via time-dependent and steady-state simulations. This study is completed by calculating some critical exponents as function of the diffusion probability.

General linear thermodynamics for periodically driven systems with multiple reservoirs

We derive a linear thermodynamics theory for general Markov dynamics with both steady-state and time-periodic drivings. Expressions for thermodynamic quantities, such as chemical work, heat, and entropy production are obtained in terms of equilibrium probability distribution and the drivings. The entropy production is derived as a bilinear function of thermodynamic forces and the associated fluxes. We derive explicit formulae for the Onsager coefficients and use them to verify the Onsager-Casimir reciprocal relations. Our results are illustrated on a periodically driven quantum dot in contact with two electron reservoirs and optimization protocols are discussed.

Entropy production as a tool for characterizing nonequilibrium phase transitions

Nonequilibrium phase transitions can be typified in a similar way to equilibrium systems, for instance, by the use of the order parameter. However, this characterization hides the irreversible character of the dynamics as well as its influence on the phase transition properties. Entropy production has been revealed to be an important concept for filling this gap since it vanishes identically for equilibrium systems and is positive for the nonequilibrium case. Based on distinct and general arguments, the characterization of phase transitions in terms of the entropy production is presented. Analysis for discontinuous and continuous phase transitions has been undertaken by taking regular and complex topologies within the framework of mean-field theory (MFT) and beyond the MFT. A general description of entropy production portraits for Z_{2} ("up-down") symmetry systems under the MFT is presented. Our main result is that a given phase transition, whether continuous or discontinuous has a specific entropy production hallmark. Our predictions are exemplified by an icon system, perhaps the simplest nonequilibrium model presenting an order-disorder phase transition and spontaneous symmetry breaking: the majority vote model. Our work paves the way to a systematic description and classification of nonequilibrium phase transitions through a key indicator of system irreversibility.

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, Entropy Generation, and Fokker-Planck Equations for Cancer Cell Growth

It is rather difficult to understand biological systems from a physics point of view, and understanding systems such as cancer is even more challenging. There are many factors affecting the dynamics of a cancer cell, and they can be understood approximately. We can apply the principles of non-equilibrium statistical mechanics and thermodynamics to have a greater understanding of such systems. Very much like other systems, living systems also transform energy and matter during metabolism, and according to the First Law of Thermodynamics, this could be described as a capacity to transform energy in a controlled way. The properties of cancer cells are different from regular cells. Cancer is a name used for a set of malignant cells that lost control over normal growth. Cancer can be described as an open, complex, dynamic, and self-organizing system. Cancer is considered as a non-linear dynamic system, which can be explained to a good degree using techniques from non-equilibrium statistical mechanics and thermodynamics. We will also look at such a system through its entropy due to to the interaction with the environment and within the system itself. Here, we have studied the entropy generation versus the entropy production approach, and have calculated the entropy of growth of cancer cells using Fokker-Planck equations.

Quantum thermal management devices based on strong coupling qubits

We study the performance of a thermal management device with small scales by considering a strong coupling between quantum qubits. A small change of the thermal current at the base will cause a great change to the thermal current at the emitter and collector, reaching its promise for large thermal amplification. The competition between the quantum coherence and the incoherence induces a significant variation in the amplification factor and consequently relates the thermal controls with quantum effects. The results obtained here will provide a feasible scheme for the realization of quantum thermal management devices.

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.

Full Statistics of Conjugated Thermodynamic Ensembles in Chains of Bistable Units

The statistical mechanics and the thermodynamics of small systems are characterized by the non-equivalence of the statistical ensembles. When concerning a polymer chain or an arbitrary chain of independent units, this concept leads to different force-extension responses for the isotensional (Gibbs) and the isometric (Helmholtz) thermodynamic ensembles for a limited number of units (far from the thermodynamic limit). While the average force-extension response has been largely investigated in both Gibbs and Helmholtz ensembles, the full statistical characterization of this thermo-mechanical behavior has not been approached by evaluating the corresponding probability densities. Therefore, we elaborate in this paper a technique for obtaining the probability density of the extension when force is applied (Gibbs ensemble) and the probability density of the force when the extension is prescribed (Helmholtz ensemble). This methodology, here developed at thermodynamic equilibrium, is applied to a specific chain composed of units characterized by a bistable potential energy, which is able to mimic the folding and unfolding of several macromolecules of biological origin.

Steady-state entropy: A proposal based on thermodynamic integration

Defining an entropy function out of equilibrium is an outstanding challenge. For stochastic lattice models in spatially uniform nonequilibrium steady states, definitions of temperature T and chemical potential μ have been verified using coexistence with heat and particle reservoirs. For an appropriate choice of exchange rates, T and μ satisfy the zeroth law, marking an important step in the development of steady-state thermodynamics. These results suggest that an associated steady-state entropy S_{th} be constructed via thermodynamic integration, using relations such as (∂S/∂E)_{V,N}=1/T, ensuring that derivatives of S_{th} with respect to energy and particle number yield the expected intensive parameters. We determine via direct calculation the stationary nonequilibrium probability distribution of the driven lattice gas with nearest-neighbor exclusion, the Katz-Lebowitz-Spohn driven lattice gas, and a two-temperature Ising model so that we may evaluate the Shannon entropy S_{S} as well as S_{th} defined above. Although the two entropies are identical in equilibrium (as expected), they differ out of equilibrium; for small values of the drive, D, we find |S_{S}-S_{th}|∝D^{2}, as expected on the basis of symmetry. We verify that S_{th} is not a state function: changes ΔS_{th} depend not only on the initial and final points, but also on the path in parameter space. The inequivalence of S_{S} and S_{th} implies that derivatives of S_{S} are not predictive of coexistence. In other words, a nonequilibrium steady state is not determined by maximizing the Shannon entropy. Our results cast doubt on the possibility of defining a state function that plays the role of a thermodynamic entropy for nonequilibrium steady states.

Local Concentration Deviations in a Glycolytic Model of Nonequilibrium Thermodynamics: Emergence of Bistability from Thermodynamic Theories due to Violation of the Lyapunov Stability Theory

The thermodynamics of nonequilibrium states in the reversible Sel'kov model, a mathematical model of glycolytic oscillations, is reported in terms of the Lyapunov properties of the second differential of its local equilibrium entropy ( S) and that of its entropy production (e.p.) function (σ) per unit volume. This theory interprets the appropriate limit of validity of the generalized Le Chatelier-Braun (LCB) principle for stable nonequilibrium and equilibrium steady states obeying the Lyapunov stability postulate and its implications in terms of the local concentration deviations of the reacting intermediate species S(ATP) and P(ADP) in response to external excitations. The local concentration deviations of the reacting intermediates are reported to be asymmetric for stable steady states in this model system obeying the Lyapunov stability postulate out of equilibrium (both linear and nonlinear domains), whereas symmetrical local concentration deviations prevail at the state of thermodynamic equilibrium, which however never exists in a living cell. In the unstable steady states in this model reaction, as for example, along a limit cycle trajectory not obeying any Lyapunov stability postulate, the two bistable e.p. branches characterized by two forms of deviation product function δ _sδ _p may be identified separated by a large δ _p > 0 value ( p being scaled concentration of the species P) for dσ > 0 and dσ < 0, respectively, which may be generalized as LCB principle for bistability/hysteresis in this model reaction. The method outlined here may be applied safely to other well-known two-variable models of chemistry/biology. For an appropriate three-variable model with one variable in a pseudo-steady-state approximation, this method may be applicable, albeit with some constraints.

Stochastic thermodynamics and entropy production of chemical reaction systems

We investigate the nonequilibrium stationary states of systems consisting of chemical reactions among molecules of several chemical species. To this end, we introduce and develop a stochastic formulation of nonequilibrium thermodynamics of chemical reaction systems based on a master equation defined on the space of microscopic chemical states and on appropriate definitions of entropy and entropy production. The system is in contact with a heat reservoir and is placed out of equilibrium by the contact with particle reservoirs. In our approach, the fluxes of various types, such as the heat and particle fluxes, play a fundamental role in characterizing the nonequilibrium chemical state. We show that the rate of entropy production in the stationary nonequilibrium state is a bilinear form in the affinities and the fluxes of reaction, which are expressed in terms of rate constants and transition rates, respectively. We also show how the description in terms of microscopic states can be reduced to a description in terms of the numbers of particles of each species, from which follows the chemical master equation. As an example, we calculate the rate of entropy production of the first and second Schlögl reaction models.

Three-stage stochastic pump: Another type of Onsager-Casimir symmetry and results far from equilibrium

The stochastic thermodynamic analysis of a time-periodic single particle pump sequentially exposed to three thermochemical reservoirs is presented. The analysis provides explicit results for flux, thermodynamic force, entropy production, work, and heat. These results apply near equilibrium as well as far from equilibrium. In the linear response regime, a different type of Onsager-Casimir symmetry is uncovered. The Onsager matrix becomes symmetric in the limit of zero dissipation.

Derivation of Markov processes that violate detailed balance

Time-reversal symmetry of the microscopic laws dictates that the equilibrium distribution of a stochastic process must obey the condition of detailed balance. However, cyclic Markov processes that do not admit equilibrium distributions with detailed balance are often used to model systems driven out of equilibrium by external agents. I show that for a Markov model without detailed balance, an extended Markov model can be constructed, which explicitly includes the degrees of freedom for the driving agent and satisfies the detailed balance condition. The original cyclic Markov model for the driven system is then recovered as an approximation at early times by summing over the degrees of freedom for the driving agent. I also show that the widely accepted expression for the entropy production in a cyclic Markov model is actually a time derivative of an entropy component in the extended model. Further, I present an analytic expression for the entropy component that is hidden in the cyclic Markov model.

Stochastic thermodynamics for a periodically driven single-particle pump

We present the stochastic thermodynamic analysis of a time-periodic single-particle pump, including explicit results for flux, thermodynamic force, entropy production, work, heat, and efficiency. These results are valid far from equilibrium. The deviations from the linear (Onsager) regime are discussed.

Quantum Fokker-Planck-Kramers equation and entropy production

We use a canonical quantization procedure to set up a quantum Fokker-Planck-Kramers equation that accounts for quantum dissipation in a thermal environment. The dissipation term is chosen to ensure that the thermodynamic equilibrium is described by the Gibbs state. An expression for the quantum entropy production that properly describes quantum systems in a nonequilibrium stationary state is also provided. The time-dependent solution is given for a quantum harmonic oscillator in contact with a heat bath. We also obtain the stationary solution for a system of two coupled harmonic oscillators in contact with reservoirs at distinct temperatures, from which we obtain the entropy production and the quantum thermal conductance.

Critical behavior in a stochastic model of vector mediated epidemics

The extreme vulnerability of humans to new and old pathogens is constantly highlighted by unbound outbreaks of epidemics. This vulnerability is both direct, producing illness in humans (dengue, malaria), and also indirect, affecting its supplies (bird and swine flu, Pierce disease, and olive quick decline syndrome). In most cases, the pathogens responsible for an illness spread through vectors. In general, disease evolution may be an uncontrollable propagation or a transient outbreak with limited diffusion. This depends on the physiological parameters of hosts and vectors (susceptibility to the illness, virulence, chronicity of the disease, lifetime of the vectors, etc.). In this perspective and with these motivations, we analyzed a stochastic lattice model able to capture the critical behavior of such epidemics over a limited time horizon and with a finite amount of resources. The model exhibits a critical line of transition that separates spreading and non-spreading phases. The critical line is studied with new analytical methods and direct simulations. Critical exponents are found to be the same as those of dynamical percolation.

Power-Efficiency-Dissipation Relations in Linear Thermodynamics

We derive general relations between the maximum power, maximum efficiency, and minimum dissipation regimes from linear irreversible thermodynamics. The relations simplify further in the presence of a particular symmetry of the Onsager matrix, which can be derived from detailed balance. The results are illustrated on a periodically driven system and a three-terminal device subject to an external magnetic field.

Nonequilibrium thermodynamic potentials for continuous-time Markov chains

We connect the rare fluctuations of an equilibrium (EQ) process and the typical fluctuations of a nonequilibrium (NE) stationary process. In the framework of large deviation theory, this observation allows us to introduce NE thermodynamic potentials. For continuous-time Markov chains, we identify the relevant pairs of conjugated variables and propose two NE ensembles: one with fixed dynamics and fluctuating time-averaged variables, and another with fixed time-averaged variables, but a fluctuating dynamics. Accordingly, we show that NE processes are equivalent to conditioned EQ processes ensuring that NE potentials are Legendre dual. We find a variational principle satisfied by the NE potentials that reach their maximum in the NE stationary state and whose first derivatives produce the NE equations of state and second derivatives produce the NE Maxwell relations generalizing the Onsager reciprocity relations.

Onsager Coefficients in Periodically Driven Systems

We evaluate the Onsager matrix for a system under time-periodic driving by considering all its Fourier components. By application of the second law, we prove that all the fluxes converge to zero in the limit of zero dissipation. Reversible efficiency can never be reached at finite power. The implication for an Onsager matrix, describing reduced fluxes, is that its determinant has to vanish. In the particular case of only two fluxes, the corresponding Onsager matrix becomes symmetric.

Stochastic thermodynamics for linear kinetic equations

Stochastic thermodynamics is formulated for variables that are odd under time reversal. The invariance under spatial rotation of the collision rates due to the isotropy of the heat bath is shown to be a crucial ingredient. An alternative detailed fluctuation theorem is derived, expressed solely in terms of forward statistics. It is illustrated for a linear kinetic equation with kangaroo rates.