Three detailed fluctuation theorems

Empirical Study on Fluctuation Theorem for Volatility Cascade Processes in Stock Markets

This study investigates the properties of financial markets that arise from the multi-scale structure of volatility, particularly intermittency, by employing robust theoretical tools from nonequilibrium thermodynamics. Intermittency in velocity fields along spatial and temporal axes is a well-known phenomenon in developed turbulence, with extensive research dedicated to its structures and underlying mechanisms. In turbulence, such intermittency is explained through energy cascades, where energy injected at macroscopic scales is transferred to microscopic scales. Similarly, analogous cascade processes have been proposed to explain the intermittency observed in financial time series. In this work, we model volatility cascade processes in the stock market by applying the framework of stochastic thermodynamics to a Langevin system that describes the dynamics. We introduce thermodynamic concepts such as temperature, heat, work, and entropy into the analysis of financial markets. This framework allows for a detailed investigation of individual trajectories of volatility cascades across longer to shorter time scales. Further, we conduct an empirical study primarily using the normalized average of intraday logarithmic stock prices of the constituent stocks in the FTSE 100 Index listed on the London Stock Exchange (LSE), along with two additional data sets from the Tokyo Stock Exchange (TSE). Our Langevin-based model successfully reproduces the empirical distribution of volatility-defined as the absolute value of the wavelet coefficients across time scales-and the cascade trajectories satisfy the Integral Fluctuation Theorem associated with entropy production. A detailed analysis of the cascade trajectories reveals that, for the LSE data set, volatility cascades from larger to smaller time scales occur in a causal manner along the temporal axis, consistent with known stylized facts of financial time series. In contrast, for the two data sets from the TSE, while similar behavior is observed at smaller time scales, anti-causal behavior emerges at longer time scales.

Stochastic thermodynamic bounds on logical circuit operation

Using a thermodynamically consistent, mesoscopic model for modern complementary metal-oxide-semiconductor transistors, we study an array of logical circuits and explore how their function is constrained by recent thermodynamic uncertainty relations when operating near thermal energies. For a single NOT gate, we find operating direction-dependent dynamics and a trade-off between dissipated heat and operation time certainty. For a memory storage device, we find an exponential relationship between the memory retention time and energy required to sustain that memory state. For a clock, we find that the certainty in the cycle time is maximized at biasing voltages near thermal energy, as is the trade-off between this certainty and the heat dissipated per cycle. We identify a control mechanism that can increase the cycle time certainty without an offsetting increase in heat dissipation by working at a resonance condition for the clock. These results provide a framework for assessing the thermodynamic costs of realistic computing devices, allowing for circuits to be designed and controlled for thermodynamically optimal operation.

Stochastic Thermodynamics of a Linear Optical Cavity Driven on Resonance

We present a complete framework of stochastic thermodynamics for a single-mode linear optical cavity driven on resonance. We first show that the steady-state intracavity field follows the equilibrium Boltzmann distribution. The effective temperature is given by the noise variance, and the equilibration rate is the dissipation rate. Next, we derive expressions for internal energy, work, heat, and free energy of light in a cavity and formulate the first and second laws of thermodynamics for this system. We then analyze fluctuations in work and heat and show that they obey universal statistical relations known as fluctuation theorems. Finite time corrections to the fluctuation theorems are also discussed. Additionally, we show that work fluctuations obey Crooks' fluctuation theorem which is a paradigm for understanding emergent phenomena and estimating free energy differences. The significance of our results is twofold. On one hand, our work positions optical cavities as a unique platform for fundamental studies of stochastic thermodynamics. On the other hand, our work paves the way for improving the energy efficiency and information processing capabilities of laser-driven optical resonators using a thermodynamics based prescription.

Unified hierarchical relationship between thermodynamic tradeoff relations

Recent years have witnessed a surge of discoveries in the studies of thermodynamic inequalities: the thermodynamic uncertainty relation (TUR) and the entropic bound (EB) provide a lower bound on the entropy production (EP) in terms of nonequilibrium currents; the classical speed limit (CSL) expresses the lower bound on the EP using the geometry of probability distributions; the power-efficiency (PE) tradeoff dictates the maximum power achievable for a heat engine given the level of its thermal efficiency. In this study, we show that there exists a unified hierarchical structure encompassing all of these bounds, with the fundamental inequality given by an extension of the TUR (XTUR) that incorporates the most general range of currentlike and state-dependent observables. By selecting more specific observables, the TUR and the EB follow from the XTUR, and the CSL and the PE tradeoff follow from the EB. Our derivations cover both Langevin and Markov jump systems, with the first proof of the EB for the Markov jump systems and a more generalized form of the CSL. We also present concrete examples of the EB for the Markov jump systems and the generalized CSL.

Stochastic thermodynamics of Brownian motion in a flowing fluid

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

Statistics of Stochastic Entropy for Recorded Transitions between ENSO States

We analyze the transitions between established phases of the El Niño Southern Oscillation (ENSO) by surveying the daily data of the southern oscillation index from an entropic viewpoint using the framework of stochastic statistical physics. We evaluate the variation of entropy produced due to each recorded path of that index during each transition as well as taking only into consideration the beginning and the end of the change between phases and verified both integral fluctuation relations. The statistical results show that these entropy variations have not been extreme entropic events; only the transition between the strong 1999-2000 La Niña to the moderate 2002-2003 El Niño is at the edge of being so. With that, the present work opens a long and winding avenue of research over the application of stochastic statistical physics to climate dynamics.

Generalized Quantum Fluctuation Theorem for Energy Exchange

The nonequilibrium fluctuation relation is a cornerstone of quantum thermodynamics. It is widely believed that the system-bath heat exchange obeys the famous Jarzynski-Wójcik fluctuation theorem. However, this theorem is established in the Born-Markovian approximation under the weak-coupling condition. Via studying the energy exchange between a harmonic oscillator and its coupled bath in the non-Markovian dynamics, we establish a generalized quantum fluctuation theorem for energy exchange being valid for arbitrary coupling strength. The Jarzynski-Wójcik fluctuation theorem is recovered in the weak-coupling limit. We also find the average energy exchange exhibits rich nonequilibrium characteristics when different numbers of system-bath bound states are formed, which suggests a useful way to control the quantum heat. Deepening our understanding of the fluctuation relation in quantum thermodynamics, our result lays the foundation to design high-efficiency quantum heat engines.

Beyond fitness: The information imparted in population states by selection throughout lifecycles

We approach the questions, what part of evolutionary change results from selection, and what is the adaptive information flow into a population undergoing selection, as a problem of quantifying the divergence of typical trajectories realized under selection from the expected dynamics of their counterparts under a null stochastic-process model representing the absence of selection. This approach starts with a formulation of adaptation in terms of information and from that identifies selection from the genetic parameters that generate information flow; it is the reverse of a historical approach that defines selection in terms of fitness, and then identifies adaptive characters as those amplified in relative frequency by fitness. Adaptive information is a relative entropy on distributions of histories computed directly from the generators of stochastic evolutionary population processes, which in large population limits can be approximated by its leading exponential dependence as a large-deviation function. We study a particular class of generators that represent the genetic dependence of explicit transitions around reproductive cycles in terms of stoichiometry, familiar from chemical reaction networks. Following Smith (2023), which showed that partitioning evolutionary events among genetically distinct realizations of lifecycles yields a more consistent causal analysis through the Price equation than the construction from units of selection and fitness, here we show that it likewise yields more complete evolutionary information measures.

Limits on the Precision of Catenane Molecular Motors: Insights from Thermodynamics and Molecular Dynamics Simulations

Thermodynamic uncertainty relations (TURs) relate precision to the dissipation rate, yet the inequalities can be far from saturation. Indeed, in catenane molecular motor simulations, we record precision far below the TUR limit. We further show that this inefficiency can be anticipated by four physical parameters: the thermodynamic driving force, fuel decomposition rate, coupling between fuel decomposition and motor motion, and rate of undriven motor motion. The physical insights might assist in designing molecular motors in the future.

Thermodynamic bounds on time-reversal asymmetry

Quantifying irreversibility of a system using finite information constitutes a major challenge in stochastic thermodynamics. We introduce an observable that measures the time-reversal asymmetry between two states after a given time lag. Our central result is a bound on the time-reversal asymmetry in terms of the total cycle affinity driving the system out of equilibrium. This result leads to further thermodynamic bounds on the asymmetry of directed fluxes, on the asymmetry of finite-time cross-correlations, and on the cycle affinity of coarse-grained dynamics.

Work Fluctuations in Ergotropic Heat Engines

We study the work fluctuations in ergotropic heat engines, namely two-stroke quantum Otto engines where the work stroke is designed to extract the ergotropy (the maximum amount of work by a cyclic unitary evolution) from a couple of quantum systems at canonical equilibrium at two different temperatures, whereas the heat stroke thermalizes back the systems to their respective reservoirs. We provide an exhaustive study for the case of two qutrits whose energy levels are equally spaced at two different frequencies by deriving the complete work statistics. By varying the values of temperatures and frequencies, only three kinds of optimal unitary strokes are found: the swap operator U1, an idle swap U2 (where one of the qutrits is regarded as an effective qubit), and a non-trivial permutation of energy eigenstates U3, which indeed corresponds to the composition of the two previous unitaries, namely U3=U2U1. While U1 and U2 are Hermitian (and hence involutions), U3 is not. This point has an impact on the thermodynamic uncertainty relations (TURs), which bound the signal-to-noise ratio of the extracted work in terms of the entropy production. In fact, we show that all TURs derived from a strong detailed fluctuation theorem are violated by the transformation U3.

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

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

Speed limit, dissipation bound, and dissipation-time trade-off in thermal relaxation processes

We investigate bounds on speed, nonadiabatic entropy production, and the trade-off relation between them for classical stochastic processes with time-independent transition rates. Our results show that the time required to evolve from an initial to a desired target state is bounded from below by the information-theoretical ∞-Rényi divergence between these states, divided by the total rate. Furthermore, we conjecture and provide extensive numerical evidence for an information-theoretical bound on the nonadiabatic entropy production and a dissipation-time trade-off relation that outperforms previous bounds in some cases..

Nonequilibrium thermodynamics of the asymmetric Sherrington-Kirkpatrick model

Most natural systems operate far from equilibrium, displaying time-asymmetric, irreversible dynamics characterized by a positive entropy production while exchanging energy and matter with the environment. Although stochastic thermodynamics underpins the irreversible dynamics of small systems, the nonequilibrium thermodynamics of larger, more complex systems remains unexplored. Here, we investigate the asymmetric Sherrington-Kirkpatrick model with synchronous and asynchronous updates as a prototypical example of large-scale nonequilibrium processes. Using a path integral method, we calculate a generating functional over trajectories, obtaining exact solutions of the order parameters, path entropy, and steady-state entropy production of infinitely large networks. Entropy production peaks at critical order-disorder phase transitions, but is significantly larger for quasi-deterministic disordered dynamics. Consequently, entropy production can increase under distinct scenarios, requiring multiple thermodynamic quantities to describe the system accurately. These results contribute to developing an exact analytical theory of the nonequilibrium thermodynamics of large-scale physical and biological systems and their phase transitions.

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.

Distribution of energy in the ideal gas that lacks equipartition

The energy and velocity distributions of ideal gas particles were first obtained by Boltzmann and Maxwell in the second half of the nineteenth century. In the case of a finite number of particles, the particle energy distribution was obtained by Boltzmann in 1868. However, it appears that this distribution is not valid for all vessels. A round vessel is a special case due to the additional integral of motion, the conservation of the gas angular momentum. This paper is intended to fill this gap, it provides the exact distribution of particle energy for a classical non-rotating ideal gas of a finite number of colliding particles in a round vessel. This previously unknown distribution was obtained analytically from the first principles, it includes the dependence on all the particle masses. The exact mean energies of gas particles are also found to depend on the system parameters, i.e., the distribution of energy over the degrees of freedom is not uniform. Therefore, the usual ideal gas model allows for the uneven energy partitioning, which we study here both theoretically and in simple numerical experiments.

Fluctuation Theorem for Information Thermodynamics of Quantum Correlated Systems

We establish a fluctuation theorem for an open quantum bipartite system that explicitly manifests the role played by quantum correlation. Generally quantum correlations may substantially modify the universality of classical thermodynamic relations in composite systems. Our fluctuation theorem finds a non-equilibrium parameter of genuinely quantum nature that sheds light on the emerging quantum information thermodynamics. Specifically we show that the statistics of quantum correlation fluctuation obtained in a time-reversed process can provide a useful insight into addressing work and heat in the resulting thermodynamic evolution. We illustrate these quantum thermodynamic relations by two examples of quantum correlated systems.

Analysis of entropy production in finitely slow processes between nonequilibrium steady states

We investigate entropy production in finitely slow transitions between nonequilibrium steady states in Markov jump processes using the improved adiabatic approximation method, which has a close relationship with the slow driving perturbation. This method provides systematic improvement of the adiabatic approximation on infinitely slow transitions from which we obtain nonadiabatic corrections. We analyze two types of excess entropy production and confirm that the leading adiabatic contribution reproduces known results, and then obtain nonadiabatic corrections written in terms of thermodynamic metrics defined in protocol parameter spaces. We also numerically study the resulting excess entropy production in a two-state system.

The information geometry of two-field functional integrals

Two-field functional integrals (2FFI) are an important class of solution methods for generating functions of dissipative processes, including discrete-state stochastic processes, dissipative dynamical systems, and decohering quantum densities. The stationary trajectories of these integrals describe a conserved current by Liouville's theorem, despite the absence of a conserved kinematic phase space current in the underlying stochastic process. We develop the information geometry of generating functions for discrete-state classical stochastic processes in the Doi-Peliti 2FFI form, and exhibit two quantities conserved along stationary trajectories. One is a Wigner function, familiar as a semiclassical density from quantum-mechanical time-dependent density-matrix methods. The second is an overlap function, between directions of variation in an underlying distribution and those in the directions of relative large-deviation probability that can be used to interrogate the distribution, and expressed as an inner product of vector fields in the Fisher information metric. To give an interpretation to the time invertibility implied by current conservation, we use generating functions to represent importance sampling protocols, and show that the conserved Fisher information is the differential of a sample volume under deformations of the nominal distribution and the likelihood ratio. We derive a pair of dual affine connections particular to Doi-Peliti theory for the way they separate the roles of the nominal distribution and likelihood ratio, distinguishing them from the standard dually-flat connection of Nagaoka and Amari defined on the importance distribution, and show that dual flatness in the affine coordinates of the coherent-state basis captures the special role played by coherent states in Doi-Peliti theory.

Speed Limit for a Highly Irreversible Process and Tight Finite-Time Landauer's Bound

Landauer's bound is the minimum thermodynamic cost for erasing one bit of information. As this bound is achievable only for quasistatic processes, finite-time operation incurs additional energetic costs. We find a tight finite-time Landauer's bound by establishing a general form of the classical speed limit. This tight bound well captures the divergent behavior associated with the additional cost of a highly irreversible process, which scales differently from a nearly irreversible process. We also find an optimal dynamics which saturates the equality of the bound. We demonstrate the validity of this bound via discrete one-bit and coarse-grained bit systems. Our Letter implies that more heat dissipation than expected occurs during high-speed irreversible computation.

Geometric Bound on the Efficiency of Irreversible Thermodynamic Cycles

Stochastic thermodynamics has revolutionized our understanding of heat engines operating in finite time. Recently, numerous studies have considered the optimal operation of thermodynamic cycles acting as heat engines with a given profile in thermodynamic space (e.g., P-V space in classical thermodynamics), with a particular focus on the Carnot engine. In this work, we use the lens of thermodynamic geometry to explore the full space of thermodynamic cycles with continuously varying bath temperature in search of optimally shaped cycles acting in the slow-driving regime. We apply classical isoperimetric inequalities to derive a universal geometric bound on the efficiency of any irreversible thermodynamic cycle and explicitly construct efficient heat engines operating in finite time that nearly saturate this bound for a specific model system. Given the bound, these optimal cycles perform more efficiently than all other thermodynamic cycles operating as heat engines in finite time, including notable cycles, such as those of Carnot, Stirling, and Otto. For example, in comparison to recent experiments, this corresponds to orders of magnitude improvement in the efficiency of engines operating in certain time regimes. Our results suggest novel design principles for future mesoscopic heat engines and are ripe for experimental investigation.

Power fluctuations in sheared amorphous materials: A minimal model

The importance of mesoscale fluctuations in flowing amorphous materials is widely accepted, without a clear understanding of their role. We propose a mean-field elastoplastic model that admits both stress and strain-rate fluctuations, and investigate the character of its power distribution under steady shear flow. The model predicts the suppression of negative power fluctuations near the liquid-solid transition; the existence of a fluctuation relation in limiting regimes but its replacement in general by stretched-exponential power-distribution tails; and a crossover between two distinct mechanisms for negative power fluctuations in the liquid and the yielding solid phases. We connect these predictions with recent results from particle-based, numerical microrheological experiments.

Optimal finite-time Brownian Carnot engine

Recent advances in experimental control of colloidal systems have spurred a revolution in the production of mesoscale thermodynamic devices. Functional "textbook" engines, such as the Stirling and Carnot cycles, have been produced in colloidal systems where they operate far from equilibrium. Simultaneously, significant theoretical advances have been made in the design and analysis of such devices. Here, we use methods from thermodynamic geometry to characterize the optimal finite-time nonequilibrium cyclic operation of the parametric harmonic oscillator in contact with a time-varying heat bath with particular focus on the Brownian Carnot cycle. We derive the optimally parametrized Carnot cycle, along with two other new cycles and compare their dissipated energy, efficiency, and steady-state power production against each other and a previously tested experimental protocol for the Carnot cycle. We demonstrate a 20% improvement in dissipated energy over previous experimentally tested protocols and a ∼50% improvement under other conditions for one of our engines, whereas our final engine is more efficient and powerful than the others we considered. Our results provide the means for experimentally realizing optimal mesoscale heat engines.

Kinetic Proofreading

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

Anomalous heating in a colloidal system

We report anomalous heating in a colloidal system, an experimental observation of the inverse Mpemba effect, where for two initial temperatures lower than the temperature of the thermal bath, the colder of the two systems heats up faster when coupled to the same thermal bath. For an overdamped, Brownian colloidal particle moving in a tilted double-well potential, we find a nonmonotonic dependence of the heating times on the initial temperature of the system. Entropic effects make the inverse Mpemba effect generically weaker-harder to observe-than the usual Mpemba effect (anomalous cooling). We also observe a strong version of anomalous heating, where a cold system heats up exponentially faster than systems prepared under slightly different conditions.

Fluctuation theorem for irreversible entropy production in electrical conduction

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

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

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

Joint statistics of work and entropy production along quantum trajectories

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

Thermodynamic Uncertainty Relation in Slowly Driven Quantum Heat Engines

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

Multiscale Thermodynamics: Energy, Entropy, and Symmetry from Atoms to Bulk Behavior

Here, we investigate how the local properties of particles in a thermal bath may influence the thermodynamics of the bath, and consequently alter the statistical mechanics of subsystems that comprise the bath. We are guided by the theory of small-system thermodynamics, which is based on two primary postulates: that small systems can be treated self-consistently by coupling them to an ensemble of similarly small systems, and that a large ensemble of small systems forms its own thermodynamic bath. We adapt this “nanothermodynamics” to investigate how a large system may subdivide into an ensemble of smaller subsystems, causing internal heterogeneity across multiple size scales. For the semi-classical ideal gas, maximum entropy favors subdividing a large system of “atoms” into an ensemble of “regions” of variable size. The mechanism of region formation could come from quantum exchange symmetry that makes atoms in each region indistinguishable, while decoherence between regions allows atoms in separate regions to be distinguishable by their distinct locations. Combining regions reduces the total entropy, as expected when distinguishable particles become indistinguishable, and as required by a theorem in quantum mechanics for sub-additive entropy. Combining large volumes of small regions gives the usual entropy of mixing for a semi-classical ideal gas, resolving Gibbs paradox without invoking quantum symmetry for particles that may be meters apart. Other models presented here are based on Ising-like spins, which are solved analytically in one dimension. Focusing on the bonds between the spins, we find similarity in the equilibrium properties of a two-state model in the nanocanonical ensemble and a three-state model in the canonical ensemble. Thus, emergent phenomena may alter the thermal behavior of microscopic models, and the correct ensemble is necessary for fully-accurate predictions. Another result using Ising-like spins involves simulations that include a nonlinear correction to Boltzmann’s factor, which mimics the statistics of indistinguishable states by imitating the dynamics of spin exchange on intermediate lengths. These simulations exhibit 1/f-like noise at low frequencies (f), and white noise at higher f, similar to the equilibrium thermal fluctuations found in many materials.

Free-energy transduction within autonomous systems

The excess work required to drive a stochastic system out of thermodynamic equilibrium through a time-dependent external perturbation is directly related to the amount of entropy produced during the driving process, allowing excess work and entropy production to be used interchangeably to quantify dissipation. Given the common intuition of biological molecular machines as internally communicating work between components, it is tempting to extend this correspondence to the driving of one component of an autonomous system by another; however, no such relation between the internal excess work and entropy production exists. Here we introduce the "transduced additional free-energy rate" between strongly coupled subsystems of an autonomous system, which is analogous to the excess power in systems driven by an external control parameter that receives no feedback from the system. We prove that this is a relevant measure of dissipation-in that it equals the steady-state entropy production rate due to the downstream subsystem-and demonstrate its advantages with a simple model system.

Detailed Balance Broken by Catch Bond Kinetics Enables Mechanical-Adaptation in Active Materials

Unlike nearly all engineered materials which contain bonds that weaken under load, biological materials contain "catch" bonds which are reinforced under load. Consequently, materials, such as the cell cytoskeleton, can adapt their mechanical properties in response to their state of internal, non-equilibrium (active) stress. However, how large-scale material properties vary with the distance from equilibrium is unknown, as are the relative roles of active stress and binding kinetics in establishing this distance. Through course-grained molecular dynamics simulations, the effect of breaking of detailed balance by catch bonds on the accumulation and dissipation of energy within a model of the actomyosin cytoskeleton is explored. It is found that the extent to which detailed balance is broken uniquely determines a large-scale fluid-solid transition with characteristic time-reversal symmetries. The transition depends critically on the strength of the catch bond, suggesting that active stress is necessary but insufficient to mount an adaptive mechanical response.

Nonequilibrium Thermodynamics in Biochemical Systems and Its Application

Living systems are open systems, where the laws of nonequilibrium thermodynamics play the important role. Therefore, studying living systems from a nonequilibrium thermodynamic aspect is interesting and useful. In this review, we briefly introduce the history and current development of nonequilibrium thermodynamics, especially that in biochemical systems. We first introduce historically how people realized the importance to study biological systems in the thermodynamic point of view. We then introduce the development of stochastic thermodynamics, especially three landmarks: Jarzynski equality, Crooks' fluctuation theorem and thermodynamic uncertainty relation. We also summarize the current theoretical framework for stochastic thermodynamics in biochemical reaction networks, especially the thermodynamic concepts and instruments at nonequilibrium steady state. Finally, we show two applications and research paradigms for thermodynamic study in biological systems.

Thermodynamics of structure-forming systems

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

Inverse design of nonequilibrium steady states: A large-deviation approach

The design of small scale nonequilibrium steady states (NESS) is a challenging, open ended question. While similar equilibrium problems are tractable using standard thermodynamics, a generalized description for nonequilibrium systems is lacking, making the design problem particularly difficult. Here we show we can exploit the large-deviation behavior of a Brownian particle and design a variety of geometrically complex steady-state density distributions and flux field flows. We achieve this design target from direct knowledge of the joint large-deviation functional for the empirical density and flow, and a "relaxation" algorithm on the desired target states via adjustable force field parameters. We validate the method by replicating analytical results, and demonstrate its capacity to yield complex prescribed targets, such as rose-curve or polygonal shapes on the plane. We consider this dynamical fluctuation approach a first step towards the design of more complex NESS where general frameworks are otherwise still lacking.

Unified approach to classical speed limit and thermodynamic uncertainty relation

The total entropy production quantifies the extent of irreversibility in thermodynamic systems, which is nonnegative for any feasible dynamics. When additional information such as the initial and final states or moments of an observable is available, it is known that tighter lower bounds on the entropy production exist according to the classical speed limits and the thermodynamic uncertainty relations. Here we obtain a universal lower bound on the total entropy production in terms of probability distributions of an observable in the time forward and backward processes. For a particular case, we show that our universal relation reduces to a classical speed limit, imposing a constraint on the speed of the system's evolution in terms of the Hatano-Sasa entropy production. Notably, the obtained classical speed limit is tighter than the previously reported bound by a constant factor. Moreover, we demonstrate that a generalized thermodynamic uncertainty relation can be derived from another particular case of the universal relation. Our uncertainty relation holds for systems with time-reversal symmetry breaking and recovers several existing bounds. Our approach provides a unified perspective on two closely related classes of inequality: classical speed limits and thermodynamic uncertainty relations.

Irreversibility in dynamical phases and transitions

Living and non-living active matter consumes energy at the microscopic scale to drive emergent, macroscopic behavior including traveling waves and coherent oscillations. Recent work has characterized non-equilibrium systems by their total energy dissipation, but little has been said about how dissipation manifests in distinct spatiotemporal patterns. We introduce a measure of irreversibility we term the entropy production factor to quantify how time reversal symmetry is broken in field theories across scales. We use this scalar, dimensionless function to characterize a dynamical phase transition in simulations of the Brusselator, a prototypical biochemically motivated non-linear oscillator. We measure the total energetic cost of establishing synchronized biochemical oscillations while simultaneously quantifying the distribution of irreversibility across spatiotemporal frequencies.

Thermodynamic uncertainty relations for bosonic Otto engines

We study two-mode bosonic engines undergoing an Otto cycle. The energy exchange between the two bosonic systems is provided by a tunable unitary bilinear interaction in the mode operators modeling frequency conversion, whereas the cyclic operation is guaranteed by relaxation to two baths at different temperatures after each interacting stage. By means of a two-point-measurement approach we provide the joint probability of the stochastic work and heat. We derive exact expressions for work and heat fluctuations, identities showing the interdependence among average extracted work, fluctuations, and efficiency, along with thermodynamic uncertainty relations between the signal-to-noise ratio of observed work and heat and the entropy production. We outline how the presented approach can be suitably applied to derive thermodynamic uncertainty relations for quantum Otto engines with alternative unitary strokes.

Uncertainty Relations and Fluctuation Theorems for Bayes Nets

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

Stochastic approach to entropy production in chemical chaos

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

Intrinsic and Extrinsic Thermodynamics for Stochastic Population Processes with Multi-Level Large-Deviation Structure

A set of core features is set forth as the essence of a thermodynamic description, which derive from large-deviation properties in systems with hierarchies of timescales, but which are not dependent upon conservation laws or microscopic reversibility in the substrate hosting the process. The most fundamental elements are the concept of a macrostate in relation to the large-deviation entropy, and the decomposition of contributions to irreversibility among interacting subsystems, which is the origin of the dependence on a concept of heat in both classical and stochastic thermodynamics. A natural decomposition that is known to exist, into a relative entropy and a housekeeping entropy rate, is taken here to define respectively the intensive thermodynamics of a system and an extensive thermodynamic vector embedding the system in its context. Both intensive and extensive components are functions of Hartley information of the momentary system stationary state, which is information about the joint effect of system processes on its contribution to irreversibility. Results are derived for stochastic chemical reaction networks, including a Legendre duality for the housekeeping entropy rate to thermodynamically characterize fully-irreversible processes on an equal footing with those at the opposite limit of detailed-balance. The work is meant to encourage development of inherent thermodynamic descriptions for rule-based systems and the living state, which are not conceived as reductive explanations to heat flows.

Thermodynamic Uncertainty Relation for Arbitrary Initial States

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

Faster Uphill Relaxation in Thermodynamically Equidistant Temperature Quenches

We uncover an unforeseen asymmetry in relaxation: for a pair of thermodynamically equidistant temperature quenches, one from a lower and the other from a higher temperature, the relaxation at the ambient temperature is faster in the case of the former. We demonstrate this finding on hand of two exactly solvable many-body systems relevant in the context of single-molecule and tracer-particle dynamics. We prove that near stable minima and for all quadratic energy landscapes it is a general phenomenon that also exists in a class of non-Markovian observables probed in single-molecule and particle-tracking experiments. The asymmetry is a general feature of reversible overdamped diffusive systems with smooth single-well potentials and occurs in multiwell landscapes when quenches disturb predominantly intrawell equilibria. Our findings may be relevant for the optimization of stochastic heat engines.

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.

Fluctuation relations for adiabatic pumping

We derive an extended fluctuation relation for an open system coupled with two reservoirs under adiabatic one-cycle modulation. We confirm that the geometrical phase caused by the Berry-Sinitsyn-Nemenman curvature in the parameter space generates non-Gaussian fluctuations. This non-Gaussianity is enhanced for the instantaneous fluctuation relation when the bias between the two reservoirs disappears.

Validity of path thermodynamics in reactive systems

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

Entropy production and fluctuation theorems on complex networks

Entropy production (EP) is a fundamental quantity useful for understanding irreversible process. In stochastic thermodynamics, EP is more evident in probability density functions of trajectories of a particle in the state space. Here, inspired by a previous result that complex networks can serve as state spaces, we consider a data packet transport problem on complex networks. EP is generated owing to the complexity of pathways as the packet travels back and forth between two nodes along the same pathway. The total EPs are exactly enumerated along all possible shortest paths between every pair of nodes, and the functional form of the EP distribution is proposed based on our numerical results. We confirm that the EP distribution satisfies the detailed and integral fluctuation theorems. Our results should be pedagogically helpful for understanding trajectory-dependent EP in stochastic processes and exploring nonequilibrium fluctuations associated with the entanglement of dividing and merging among the shortest pathways in complex networks.

Unified formalism for entropy production and fluctuation relations

Stochastic entropy production, which quantifies the difference between the probabilities of trajectories of a stochastic dynamics and its time reversals, has a central role in nonequilibrium thermodynamics. In the theory of probability, the change in the statistical properties of observables due to reversals can be represented by a change in the probability measure. We consider operators on the space of probability measures that induce changes in the statistical properties of a process, and we formulate entropy production in terms of these change-of-probability-measure (CPM) operators. This mathematical underpinning of the origin of entropy production allows us to achieve an organization of various forms of fluctuation relations: All entropy production has a nonnegative mean value, admit the integral fluctuation theorem, and satisfy a rather general fluctuation relation. Other results such as the transient fluctuation theorem and detailed fluctuation theorems then are derived from the general fluctuation relation with more constraints on the operator of entropy production. We use a discrete-time, discrete-state-space Markov process to draw the contradistinction among three reversals of a process: time reversal, protocol reversal, and the dual process. The properties of their corresponding CPM operators are examined, and the domains of validity of various fluctuation relations for entropy production in physics and chemistry are revealed. We also show that our CPM operator formalism can help us rather easily extend other fluctuation relations for excess work and heat, discuss the martingale properties of entropy production, and derive the stochastic integral formulas for entropy production in constant-noise diffusion process with Girsanov theorem. Our formalism provides a general and concise way to study the properties of entropy-related quantities in stochastic thermodynamics and information theory.

Thermodynamics of Markov processes with nonextensive entropy and free energy

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

Fluctuation theorem in cavity quantum electrodynamics systems

We derive an integral fluctuation theorem (FT) in a general setup of cavity quantum electrodynamics systems. In the derivation, a key difficulty lies in a diverging behavior of entropy change arising from the zero-temperature limit of an external bath, which is required to describe the cavity loss. We solve this difficulty from the viewpoint of absolute irreversibility and find that two types of absolute irreversibility contribute to the integral FT. Furthermore, we show that, in a stationary and small cavity-loss condition, these contributions have simple relationships to the average number of photons emitted out of the cavity, and the integral FT yields an approximate form independent of the setup details. We illustrate the general results with a numerical simulation in a model of quantum heat engine.