Stochastic thermodynamics of Langevin systems under time-delayed feedback control. II. Nonequilibrium steady-state fluctuations

Non-Markovian Feedback Control and Acausality: An Experimental Study

Causality is an important assumption underlying nonequilibrium generalizations of the second law of thermodynamics known as fluctuation relations. We here experimentally study the nonequilibrium statistical properties of the work and of the entropy production for an optically trapped, underdamped nanoparticle continuously subjected to a time-delayed feedback control. Whereas the non-Markovian feedback depends on the past position of the particle for a forward trajectory, it depends on its future position for a time-reversed path, and is therefore acausal. In the steady-state regime, we show that the corresponding fluctuation relations in the long-time limit exhibit a clear signature of this acausality, even though the time-reversed dynamics is not physically realizable.

Medium Entropy Reduction and Instability in Stochastic Systems with Distributed Delay

Many natural and artificial systems are subject to some sort of delay, which can be in the form of a single discrete delay or distributed over a range of times. Here, we discuss the impact of this distribution on (thermo-)dynamical properties of time-delayed stochastic systems. To this end, we study a simple classical model with white and colored noise, and focus on the class of Gamma-distributed delays which includes a variety of distinct delay distributions typical for feedback experiments and biological systems. A physical application is a colloid subject to time-delayed feedback control, which is, in principle, experimentally realizable by co-moving optical traps. We uncover several unexpected phenomena in regard to the system's linear stability and its thermodynamic properties. First, increasing the mean delay time can destabilize or stabilize the process, depending on the distribution of the delay. Second, for all considered distributions, the heat dissipated by the controlled system (e.g., the colloidal particle) can become negative, which implies that the delay force extracts energy and entropy of the bath. As we show here, this refrigerating effect is particularly pronounced for exponential delay. For a specific non-reciprocal realization of a control device, we find that the entropic costs, measured by the total entropy production of the system plus controller, are the lowest for exponential delay. The exponential delay further yields the largest stable parameter regions. In this sense, exponential delay represents the most effective and robust type of delayed feedback.

Thermodynamics of continuous non-Markovian feedback control

Feedback control mechanisms are ubiquitous in science and technology, and play an essential role in regulating physical, biological and engineering systems. The standard second law of thermodynamics does not hold in the presence of measurement and feedback. Most studies so far have extended the second law for discrete, Markovian feedback protocols; however, non-Markovian feedback is omnipresent in processes where the control signal is applied with a non-negligible delay. Here, we experimentally investigate the thermodynamics of continuous, time-delayed feedback control using the motion of an optically levitated, underdamped microparticle. We test the validity of a generalized second law which bounds the energy extracted from the system, and study the breakdown of feedback cooling for very large time delays.

Uncertainty relations for time-delayed Langevin systems

The thermodynamic uncertainty relation, which establishes a universal trade-off between nonequilibrium current fluctuations and dissipation, has been found for various Markovian systems. However, this relation has not been revealed for non-Markovian systems; therefore, we investigate the thermodynamic uncertainty relation for time-delayed Langevin systems. We prove that the fluctuation of arbitrary dynamical observables is constrained by the Kullback-Leibler divergence between the distributions of the forward path and its reversed counterpart. Specifically, for observables that are antisymmetric under time reversal, the fluctuation is bounded from below by a function of a quantity that can be identified as a generalization of the total entropy production in Markovian systems. We also provide a lower bound for arbitrary observables that are odd under position reversal. The term in this bound reflects the extent to which the position symmetry has been broken in the system and can be positive even in equilibrium. Our results hold for finite observation times and a large class of time-delayed systems because detailed underlying dynamics are not required for the derivation. We numerically verify the derived uncertainty relations using two single time-delay systems and one distributed time-delay system.

Heat flow due to time-delayed feedback

Many stochastic systems in biology, physics and technology involve discrete time delays in the underlying equations of motion, stemming, e. g., from finite signal transmission times, or a time lag between signal detection and adaption of an apparatus. From a mathematical perspective, delayed systems represent a special class of non-Markovian processes with delta-peaked memory kernels. It is well established that delays can induce intriguing behaviour, such as spontaneous oscillations, or resonance phenomena resulting from the interplay between delay and noise. However, the thermodynamics of delayed stochastic systems is still widely unexplored. This is especially true for continuous systems governed by nonlinear forces, which are omnipresent in realistic situations. We here present an analytical approach for the net steady-state heat rate in classical overdamped systems subject to time-delayed feedback. We show that the feedback inevitably leads to a finite heat flow even for vanishingly small delay times, and detect the nontrivial interplay of noise and delay as the underlying reason. To illustrate this point, and to provide an understanding of the heat flow at small delay times below the velocity-relaxation timescale, we compare with the case of underdamped motion where the phenomenon of "entropy pumping" has already been established. Application to an exemplary (overdamped) bistable system reveals that the feedback induces heating as well as cooling regimes and leads to a maximum of the medium entropy production at coherence resonance conditions. These observations are, in principle, measurable in experiments involving colloidal suspensions.