Thermodynamics of genuine nonequilibrium states under feedback control

Quantum Fluctuation Theorem for Arbitrary Measurement and Feedback Schemes

Fluctuation theorems and the second law of thermodynamics are powerful relations constraining the behavior of out-of-equilibrium systems. While there exist generalizations of these relations to feedback controlled quantum systems, their applicability is limited, in particular when considering strong and continuous measurements. In this Letter, we overcome this shortcoming by deriving a novel fluctuation theorem, and the associated second law of information thermodynamics, which remain applicable in arbitrary feedback control scenarios. In our second law, the entropy production is bounded by the coarse-grained entropy production that is inferrable from the measurement outcomes, an experimentally accessible quantity that does not diverge even under strong continuous measurements. We illustrate our results by a qubit undergoing discrete and continuous measurement, where our approach provides a useful bound on the entropy production for all measurement strengths.

Role of interactions in nonequilibrium transformations

For arbitrary nonequilibrium transformations in complex systems, we show that the distance between the current state and a target state can be decomposed into two terms: one corresponding to an independent estimate of the distance, and another corresponding to interactions, quantified using the relative mutual information between the variables. This decomposition is a special case of a more general decomposition involving successive orders of correlation or interactions among the degrees of freedom of the system. To illustrate its practical significance, we study the thermal relaxation of two interacting, optically trapped colloidal particles, where increasing pairwise interaction strength is shown to prolong the longevity of the time-dependent nonequilibrium state. Additionally, we study a system with both pairwise and triplet interactions, where our approach identifies their distinct contributions to the transformation. In more general setups where it is possible to control the strength of different orders of interactions, our findings provide a way to disentangle their effects and identify interactions that facilitate the transformation.

Thermodynamic bound on quantum state discrimination

We show that the second law of thermodynamics poses a restriction on how well we can discriminate between quantum states. By examining an ideal gas with a quantum internal degree of freedom undergoing a cycle based on a proposal by Peres, we establish a nontrivial upper bound on the attainable accuracy of quantum state discrimination. This thermodynamic bound, which relies solely on the linearity of quantum mechanics and the constraint of no work extraction, matches Holevo's bound on accessible information, but is looser than the Holevo-Helstrom bound. The result gives more evidence on the disagreement between thermodynamic entropy and von Neumann entropy and places potential limitations on proposals beyond quantum mechanics.

Information in feedback ratchets

Feedback control uses the state information of the system to actuate on it. The information used implies an effective entropy reduction of the controlled system, potentially increasing its performance. How to compute this entropy reduction has been formally shown for a general system and has been explicitly computed for spatially discrete systems. Here, we address a relevant example of how to compute the entropy reduction by information in a spatially continuous feedback-controlled system. Specifically, we consider a feedback flashing ratchet, which constitutes a paradigmatic example for the role of information and feedback in the dynamics and thermodynamics of transport induced by the rectification of Brownian motion. A Brownian particle moves in a periodic potential that is switched on and off by a controller. The controller measures the position of the particle at regular intervals and performs the switching depending on the result of the measurement. This system reaches a long-time dynamical regime with a nonzero mean particle velocity, even for a symmetric potential. Here, we calculate the efficiency at maximum power in this long-time regime, computing all the required contributions. We show how the entropy reduction can be evaluated from the entropy of the non-Markovian sequence of control actions, and we also discuss the required sampling effort for its accurate computation. Moreover, the output power developed by the particle against an external force is investigated, which-for some values of the system parameters-is shown to become larger than the input power provided by the switching of the potential. The apparent efficiency of the ratchet thus becomes higher than one, if the entropy reduction contribution is not considered. This result highlights the relevance of including the entropy reduction by information in the thermodynamic balance of feedback-controlled devices, specifically when writing the second principle. The inclusion of the entropy reduction by information leads to a well-behaved efficiency over all the range of parameters investigated.

Information-to-work conversion in single-molecule experiments: From discrete to continuous feedback

We theoretically investigate the extractable work in single molecule unfolding-folding experiments with applied feedback. Using a simple two-state model, we obtain a description of the full work distribution from discrete to continuous feedback. The effect of the feedback is captured by a detailed fluctuation theorem, accounting for the information aquired. We find analytical expressions for the average work extraction as well as an experimentally measurable bound thereof, which becomes tight in the continuous feedback limit. We further determine the parameters for maximal power or rate of work extraction. Although our two-state model only depends on a single effective transition rate, we find qualitative agreement with Monte Carlo simulations of DNA hairpin unfolding-folding dynamics.

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.

Colossal Power Extraction from Active Cyclic Brownian Information Engines

Brownian information engines can extract work from thermal fluctuations by utilizing information. To date, the studies on Brownian information engines consider the system in a thermal bath; however, many processes in nature occur in a nonequilibrium setting, such as the suspensions of self-propelled microorganisms or cellular environments called an active bath. Here, we introduce an archetypal model for a Maxwell-demon type cyclic Brownian information engine operating in a Gaussian correlated active bath capable of extracting more work than its thermal counterpart. We obtain a general integral fluctuation theorem for the active engine that includes additional mutual information gained from the active bath with a unique effective temperature. This effective description modifies the generalized second law and provides a new upper bound for the extracted work. Unlike the passive information engine operating in a thermal bath, the active information engine extracts colossal power that peaks at the finite cycle period. Our study provides fundamental insights into the design and functioning of synthetic and biological submicrometer motors in active baths under measurement and feedback control.

Quantum Fokker-Planck Master Equation for Continuous Feedback Control

Measurement and feedback control are essential features of quantum science, with applications ranging from quantum technology protocols to information-to-work conversion in quantum thermodynamics. Theoretical descriptions of feedback control are typically given in terms of stochastic equations requiring numerical solutions, or are limited to linear feedback protocols. Here we present a formalism for continuous quantum measurement and feedback, both linear and nonlinear. Our main result is a quantum Fokker-Planck master equation describing the joint dynamics of a quantum system and a detector with finite bandwidth. For fast measurements, we derive a Markovian master equation for the system alone, amenable to analytical treatment. We illustrate our formalism by investigating two basic information engines, one quantum and one classical.

Geometric Brownian information engine: Upper bound of the achievable work under feedback control

We design a geometric Brownian information engine by considering overdamped Brownian particles inside a two-dimensional monolobal confinement with irregular width along the transport direction. Under such detention, particles experience an effective entropic potential which has a logarithmic form. We employ a feedback control protocol as an outcome of error-free position measurement. The protocol comprises three stages: measurement, feedback, and relaxation. We reposition the center of the confinement to the measurement distance (x_p) instantaneously when the position of the trapped particle crosses x_p for the first time. Then, the particle is allowed for thermal relaxation. We calculate the extractable work, total information, and unavailable information associated with the feedback control using this equilibrium probability distribution function. We find the exact analytical value of the upper bound of extractable work as (53-2ln2)k_BT. We introduce a constant force G downward to the transverse coordinate (y). A change in G alters the effective potential of the system and tunes the relative dominance of entropic and energetic contributions in it. The upper bound of the achievable work shows a crossover from (53-2ln2)k_BT to 12k_BT when the system changes from an entropy-dominated regime to an energy-dominated one. Compared to an energetic analog, the loss of information during the relaxation process is higher in the entropy-dominated region, which accredits the less value in achievable work. Theoretical predictions are in good agreement with the Langevin dynamics simulation studies.

Reaching and violating thermodynamic uncertainty bounds in information engines

Thermodynamic uncertainty relations (TURs) set fundamental bounds on the fluctuation and dissipation of stochastic systems. Here, we examine these bounds, in experiment and theory, by exploring the entire phase space of a cyclic information engine operating in a nonequilibrium steady state. Close to its maximal efficiency, we find that the engine violates the original TUR. This experimental demonstration of TUR violation agrees with recently proposed softer bounds: The engine satisfies two generalized TUR bounds derived from the detailed fluctuation theorem with feedback control and another bound linking fluctuation and dissipation to mutual information and Renyi divergence. We examine how the interplay of work fluctuation and dissipation shapes the information conversion efficiency of the engine, and find that dissipation is minimal at a finite noise level, where the original TUR is violated.

Thermodynamic uncertainty relations including measurement and feedback

Thermodynamic uncertainty relations quantify how the signal-to-noise ratio of a given observable is constrained by dissipation. Fluctuation relations generalize the second law of thermodynamics to stochastic processes. We show that any fluctuation relation directly implies a thermodynamic uncertainty relation, considerably increasing their range of applicability. In particular, we extend thermodynamic uncertainty relations to scenarios which include measurement and feedback. Since feedback generally breaks time-reversal invariance, the uncertainty relations involve quantities averaged over the forward and the backward experiment defined by the associated fluctuation relation. This implies that the signal-to-noise ratio of a given experiment can in principle become arbitrarily large as long as the corresponding backward experiment compensates, e.g., by being sufficiently noisy. We illustrate our results with the Szilard engine as well as work extraction by free energy reduction in a quantum dot.

Thermodynamics of Quantum Information Flows

We report two results complementing the second law of thermodynamics for Markovian open quantum systems coupled to multiple reservoirs with different temperatures and chemical potentials. First, we derive a nonequilibrium free energy inequality providing an upper bound for a maximum power output, which for systems with inhomogeneous temperature is not equivalent to the Clausius inequality. Second, we derive local Clausius and free energy inequalities for subsystems of a composite system. These inequalities differ from the total system one by the presence of an information-related contribution and build the ground for thermodynamics of quantum information processing. Our theory is used to study an autonomous Maxwell demon.

Detailed Fluctuation Relation for Arbitrary Measurement and Feedback Schemes

Fluctuation relations are powerful equalities that hold far from equilibrium. However, the standard approach to include measurement and feedback schemes may become inapplicable in certain situations, including continuous measurements, precise measurements of continuous variables, and feedback induced irreversibility. Here we overcome these shortcomings by providing a recipe for producing detailed fluctuation relations. Based on this recipe, we derive a fluctuation relation which holds for arbitrary measurement and feedback control. The key insight is that fluctuations inferable from the measurement outcomes may be suppressed by postselection. Our detailed fluctuation relation results in a stringent and experimentally accessible inequality on the extractable work, which is saturated when the full entropy production is inferable from the data.

An experimentally-achieved information-driven Brownian motor shows maximum power at the relaxation time

We present an experimental realization of an information-driven Brownian motor by periodically cooling a Brownian particle trapped in a harmonic potential connected to a single heat bath, where cooling is carried out by the information process consisting of measurement and feedback control. We show that the random motion of the particle is rectified by symmetry-broken feedback cooling where the particle is cooled only when it resides on the specific side of the potential center at the instant of measurement. Studying how the motor thermodynamics depends on cycle period τ relative to the relaxation time τ_B of the Brownian particle, we find that the ratcheting of thermal noise produces the maximum work extraction when τ ≥ 5τ_B, while the extracted power is maximum near τ = τ_B, implying the optimal operating time for the ratcheting process. In addition, we find that the average transport velocity is monotonically decreased as τ increases and present the upper bound for the velocity.

Lossless Brownian Information Engine

We report on a lossless information engine that converts nearly all available information from an error-free feedback protocol into mechanical work. Combining high-precision detection at a resolution of 1 nm with ultrafast feedback control, the engine is tuned to extract the maximum work from information on the position of a Brownian particle. We show that the work produced by the engine achieves a bound set by a generalized second law of thermodynamics, demonstrating for the first time the sharpness of this bound. We validate a generalized Jarzynski equality for error-free feedback-controlled information engines.

Entropy Production and Fluctuation Theorems for Active Matter

Active biological systems reside far from equilibrium, dissipating heat even in their steady state, thus requiring an extension of conventional equilibrium thermodynamics and statistical mechanics. In this Letter, we have extended the emerging framework of stochastic thermodynamics to active matter. In particular, for the active Ornstein-Uhlenbeck model, we have provided consistent definitions of thermodynamic quantities such as work, energy, heat, entropy, and entropy production at the level of single, stochastic trajectories and derived related fluctuation relations. We have developed a generalization of the Clausius inequality, which is valid even in the presence of the non-Hamiltonian dynamics underlying active matter systems. We have illustrated our results with explicit numerical studies.

Designing the optimal bit: balancing energetic cost, speed and reliability

We consider the challenge of operating a reliable bit that can be rapidly erased. We find that both erasing and reliability times are non-monotonic in the underlying friction, leading to a trade-off between erasing speed and bit reliability. Fast erasure is possible at the expense of low reliability at moderate friction, and high reliability comes at the expense of slow erasure in the underdamped and overdamped limits. Within a given class of bit parameters and control strategies, we define 'optimal' designs of bits that meet the desired reliability and erasing time requirements with the lowest operational work cost. We find that optimal designs always saturate the bound on the erasing time requirement, but can exceed the required reliability time if critically damped. The non-trivial geometry of the reliability and erasing time scales allows us to exclude large regions of parameter space as suboptimal. We find that optimal designs are either critically damped or close to critical damping under the erasing procedure.

Force-linearization closure for non-Markovian Langevin systems with time delay

This paper is concerned with the Fokker-Planck (FP) description of classical stochastic systems with discrete time delay. The non-Markovian character of the corresponding Langevin dynamics naturally leads to a coupled infinite hierarchy of FP equations for the various n-time joint distribution functions. Here, we present an approach to close the hierarchy at the one-time level based on a linearization of the deterministic forces in all members of the hierarchy starting from the second one. This leads to a closed equation for the one-time probability density in the steady state. Considering two generic nonlinear systems, a colloidal particle in a sinusoidal or bistable potential supplemented by a linear delay force, we demonstrate that our approach yields a very accurate representation of the density as compared to quasiexact numerical results from direct solution of the Langevin equation. Moreover, the results are significantly improved against those from a small-delay approximation and a perturbation-theoretical approach. We also discuss the possibility of accessing transport-related quantities, such as escape times, based on an additional Kramers approximation. Our approach applies to a wide class of models with nonlinear deterministic forces.

Correlation-powered information engines and the thermodynamics of self-correction

Information engines can use structured environments as a resource to generate work by randomizing ordered inputs and leveraging the increased Shannon entropy to transfer energy from a thermal reservoir to a work reservoir. We give a broadly applicable expression for the work production of an information engine, generally modeled as a memoryful channel that communicates inputs to outputs as it interacts with an evolving environment. The expression establishes that an information engine must have more than one memory state in order to leverage input environment correlations. To emphasize this functioning, we designed an information engine powered solely by temporal correlations and not by statistical biases, as employed by previous engines. Key to this is the engine's ability to synchronize-the engine automatically returns to a desired dynamical phase when thrown into an unwanted, dissipative phase by corruptions in the input-that is, by unanticipated environmental fluctuations. This self-correcting mechanism is robust up to a critical level of corruption, beyond which the system fails to act as an engine. We give explicit analytical expressions for both work and critical corruption level and summarize engine performance via a thermodynamic-function phase diagram over engine control parameters. The results reveal a thermodynamic mechanism based on nonergodicity that underlies error correction as it operates to support resilient engineered and biological systems.

Heat dissipation and information flow for delayed bistable Langevin systems near coherence resonance

In this paper, stochastic thermodynamics of delayed bistable Langevin systems near coherence resonance is discussed. We calculate the heat dissipation rate and the information flow of a delayed bistable Langevin system under various noise intensities. Both the heat dissipation rate and the information flow are found to be bell-shaped functions of the noise intensity, which implies that coherence resonance manifests itself in the thermodynamic properties.

Transfer entropy in physical systems and the arrow of time

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

Feedback control of waiting times

Feedback loops are known as a versatile tool for controlling transport in small systems, which usually have large intrinsic fluctuations. Here we investigate the control of a temporal correlation function, the waiting-time distribution, under active and passive feedback conditions. We develop a general formalism and then specify to the simple unidirectional transport model, where we compare costs of open-loop and feedback control and use methods from optimal control theory to optimize waiting-time distributions.

Optimal tuning of a confined Brownian information engine

A Brownian information engine is a device extracting mechanical work from a single heat bath by exploiting the information on the state of a Brownian particle immersed in the bath. As for engines, it is important to find the optimal operating condition that yields the maximum extracted work or power. The optimal condition for a Brownian information engine with a finite cycle time τ has been rarely studied because of the difficulty in finding the nonequilibrium steady state. In this study, we introduce a model for the Brownian information engine and develop an analytic formalism for its steady-state distribution for any τ. We find that the extracted work per engine cycle is maximum when τ approaches infinity, while the power is maximum when τ approaches zero.

Sensory capacity: An information theoretical measure of the performance of a sensor

For a general sensory system following an external stochastic signal, we introduce the sensory capacity. This quantity characterizes the performance of a sensor: sensory capacity is maximal if the instantaneous state of the sensor has as much information about a signal as the whole time series of the sensor. We show that adding a memory to the sensor increases the sensory capacity. This increase quantifies the improvement of the sensor with the addition of the memory. Our results are obtained with the framework of stochastic thermodynamics of bipartite systems, which allows for the definition of an efficiency that relates the rate with which the sensor learns about the signal with the energy dissipated by the sensor, which is given by the thermodynamic entropy production. We demonstrate a general trade-off between sensory capacity and efficiency: if the sensory capacity is equal to its maximum 1, then the efficiency must be less than 1/2. As a physical realization of a sensor we consider a two-component cellular network estimating a fluctuating external ligand concentration as signal. This model leads to coupled linear Langevin equations that allow us to obtain explicit analytical results.

On-Chip Maxwell's Demon as an Information-Powered Refrigerator

We present an experimental realization of an autonomous Maxwell's demon, which extracts microscopic information from a system and reduces its entropy by applying feedback. It is based on two capacitively coupled single-electron devices, both integrated on the same electronic circuit. This setup allows a detailed analysis of the thermodynamics of both the demon and the system as well as their mutual information exchange. The operation of the demon is directly observed as a temperature drop in the system. We also observe a simultaneous temperature rise in the demon arising from the thermodynamic cost of generating the mutual information.

Large deviation analysis of a simple information engine

Information thermodynamics provides a framework for studying the effect of feedback loops on entropy production. It has enabled the understanding of novel thermodynamic systems such as the information engine, which can be seen as a modern version of "Maxwell's Dæmon," whereby a feedback controller processes information gained by measurements in order to extract work. Here, we analyze a simple model of such an engine that uses feedback control based on measurements to obtain negative entropy production. We focus on the distribution and fluctuations of the information obtained by the feedback controller. Significantly, our model allows an analytic treatment for a two-state system with exact calculation of the large deviation rate function. These results suggest an approximate technique for larger systems, which is corroborated by simulation data.

Thermodynamics of information processing based on enzyme kinetics: An exactly solvable model of an information pump

Motivated by the recent proposed models of the information engine [Proc. Natl. Acad. Sci. USA 109, 11641 (2012)] and the information refrigerator [Phys. Rev. Lett. 111, 030602 (2013)], we propose a minimal model of the information pump and the information eraser based on enzyme kinetics. This device can either pump molecules against the chemical potential gradient by consuming the information to be encoded in the bit stream or (partially) erase the information initially encoded in the bit stream by consuming the Gibbs free energy. The dynamics of this model is solved exactly, and the "phase diagram" of the operation regimes is determined. The efficiency and the power of the information machine is analyzed. The validity of the second law of thermodynamics within our model is clarified. Our model offers a simple paradigm for the investigating of the thermodynamics of information processing involving the chemical potential in small systems.

Feedback between interacting transport channels

A model of particle transport through a large number of channels is introduced. Interactions among the particles can lead to a strong suppression of fluctuations in the particle number statistics. Within a mean-field-type limit, this becomes equivalent to a time-dependent (nonautonomous) collective feedback control mechanism. The dynamics can be interpreted as a diffusive spreading of a feedback signal across the channels that displays scaling, can be quantified via the flow of information, and becomes visible, e.g., in the spectral function of the particle noise.

Stochastic thermodynamics of Langevin systems under time-delayed feedback control: Second-law-like inequalities

Response lags are generic to almost any physical system and often play a crucial role in the feedback loops present in artificial nanodevices and biological molecular machines. In this paper, we perform a comprehensive study of small stochastic systems governed by an underdamped Langevin equation and driven out of equilibrium by a time-delayed continuous feedback control. In their normal operating regime, these systems settle in a nonequilibrium steady state in which work is permanently extracted from the surrounding heat bath. By using the Fokker-Planck representation of the dynamics, we derive a set of second-law-like inequalities that provide bounds to the rate of extracted work. These inequalities involve additional contributions characterizing the reduction of entropy production due to the continuous measurement process. We also show that the non-Markovian nature of the dynamics requires a modification of the basic relation linking dissipation to the breaking of time-reversal symmetry at the level of trajectories. The modified relation includes a contribution arising from the acausal character of the reverse process. This, in turn, leads to another second-law-like inequality. We illustrate the general formalism with a detailed analytical and numerical study of a harmonic oscillator driven by a linear feedback, which describes actual experimental setups.

General achievable bound of extractable work under feedback control

A general achievable upper bound of extractable work under feedback control is given, where nonequilibrium equalities are generalized so as to be applicable to error-free measurements. The upper bound involves a term which arises from the part of the process whose information becomes unavailable and is related to the weight of the singular part of the reference probability measure. The obtained upper bound of extractable work is more stringent than the hitherto known one and sets a general achievable bound for a given feedback protocol. Guiding principles of designing the optimal protocol are also suggested. Examples are presented to illustrate our general results.

Stochastic thermodynamics with information reservoirs

We generalize stochastic thermodynamics to include information reservoirs. Such information reservoirs, which can be modeled as a sequence of bits, modify the second law. For example, work extraction from a system in contact with a single heat bath becomes possible if the system also interacts with an information reservoir. We obtain an inequality, and the corresponding fluctuation theorem, generalizing the standard entropy production of stochastic thermodynamics. From this inequality we can derive an information processing entropy production, which gives the second law in the presence of information reservoirs. We also develop a systematic linear response theory for information processing machines. For a unicyclic machine powered by an information reservoir, the efficiency at maximum power can deviate from the standard value of 1/2. For the case where energy is consumed to erase the tape, the efficiency at maximum erasure rate is found to be 1/2.

Extracting work from a single heat bath: a case study of a Brownian particle under an external magnetic field in the presence of information

Work can be extracted from a single bath beyond the limit set by the second law of thermodynamics by performing measurement on the system and utilizing the acquired information. This imposes an upper bound on extracted work and maintains a generalized (i.e., with information) second law. As an example, we studied a Brownian particle confined in a two-dimensional harmonic trap in the presence of a magnetic field, whose position coordinates are measured with finite precision. Two separate cases are investigated in this study: (A) moving the center of the potential and (B) varying the stiffness of the potential. Optimal protocols that extremize the work in a finite-time process are explicitly calculated for these two cases. For case A, we show that even though the optimal protocols depend on magnetic field, surprisingly, extracted work is independent of the field. For case B, both the optimal protocol and the extracted work depend on the magnetic field. However, the presence of a magnetic field always reduces the extraction of work for the latter case.

Experimental observation of the role of mutual information in the nonequilibrium dynamics of a Maxwell demon

We validate experimentally a fluctuation relation known as generalized Jarzynski equality governing the work distribution in a feedback-controlled system. The feedback control is performed on a single electron box analogously to the original Szilard engine. In the generalized Jarzynski equality, mutual information is treated on an equal footing with the thermodynamic work. Our measurements provide the first evidence of the role of mutual information in the fluctuation theorem and thermodynamics of irreversible processes.

Entropy production and fluctuation theorems for Langevin processes under continuous non-Markovian feedback control

Continuous feedback control of Langevin processes may be non-Markovian due to a time lag between the measurement and the control action. We show that this requires one to modify the basic relation between dissipation and time reversal and to include a contribution arising from the noncausal character of the reverse process. We then propose a new definition of the quantity measuring the irreversibility of a path in a nonequilibrium stationary state, which can also be regarded as the trajectory-dependent total entropy production. This leads to an extension of the second law, which takes a simple form in the long-time limit. As an illustration, we apply the general approach to linear systems that are both analytically tractable and experimentally relevant.

Delay-induced transport in a rocking ratchet under feedback control

Based on the Fokker-Planck equation we investigate the transport of an overdamped colloidal particle in a static, asymmetric periodic potential supplemented by a time-dependent, delayed feedback force, F(fc). For a given time t, F(fc) depends on the status of the system at a previous time t-τ(D), with τ(D) being a delay time, specifically on the delayed mean particle displacement (relative to some "switching position"). For nonzero delay times F(fc)(t) develops nearly regular oscillations, generating a net current in the system. Depending on the switching position, this current is nearly as large or even larger than that in a conventional open-loop rocking ratchet. We also investigate thermodynamic properties of the delayed nonequilibrium system and we suggest an underlying Langevin equation which reproduces the Fokker-Planck results.

Unifying three perspectives on information processing in stochastic thermodynamics

So far, feedback-driven systems have been discussed using (i) measurement and control, (ii) a tape interacting with a system, or (iii) by identifying an implicit Maxwell demon in steady-state transport. We derive the corresponding second laws from one master fluctuation theorem and discuss their relationship. In particular, we show that both the entropy production involving mutual information between system and controller and the one involving a Shannon entropy difference of an information reservoir like a tape carry an extra term different from the usual current times affinity. We, thus, generalize stochastic thermodynamics to the presence of an information reservoir.

Thermodynamics of quantum-jump-conditioned feedback control

We consider open quantum systems weakly coupled to thermal reservoirs and subjected to quantum feedback operations triggered with or without delay by monitored quantum jumps. We establish a thermodynamic description of such systems and analyze how the first and second law of thermodynamics are modified by the feedback. We apply our formalism to study the efficiency of a qubit subjected to a quantum feedback control and operating as a heat pump between two reservoirs. We also demonstrate that quantum feedbacks can be used to stabilize coherences in nonequilibrium stationary states which in some cases may even become pure quantum states.

Information-driven current in a quantum Maxwell demon

We describe a minimal model of a quantum Maxwell demon obeying Hamiltonian dynamics. The model is solved exactly, and we analyze its steady-state behavior. We find that writing information to a quantum memory induces a probability current through the demon, which is the quantum analog of the classical Maxwell demon's action. Our model offers a simple and pedagogical paradigm for investigating the thermodynamics of quantum information processing.

Information thermodynamics on causal networks

We study nonequilibrium thermodynamics of complex information flows induced by interactions between multiple fluctuating systems. Characterizing nonequilibrium dynamics by causal networks (i.e., Bayesian networks), we obtain novel generalizations of the second law of thermodynamics and the fluctuation theorem, which include an informational quantity characterized by the topology of the causal network. Our result implies that the entropy production in a single system in the presence of multiple other systems is bounded by the information flow between these systems. We demonstrate our general result by a simple model of biochemical adaptation.

Perpetual extraction of work from a nonequilibrium dynamical system under Markovian feedback control

By treating both control parameters and dynamical variables as probabilistic variables, we develop a succinct theory of perpetual extraction of work from a generic classical nonequilibrium system subject to a heat bath via repeated measurements under a Markovian feedback control. It is demonstrated that a problem for perpetual extraction of work in a nonequilibrium system is reduced to a problem of Markov chain in the higher-dimensional phase space. We derive a version of the detailed fluctuation theorem, which was originally derived for classical nonequilibrium systems by Horowitz and Vaikuntanathan [Phys. Rev. E 82, 061120 (2010)], in a form suitable for the analyses of perpetual extraction of work. Since our theory is formulated for generic dynamics of probability distribution function in phase space, its application to a physical system is straightforward. As simple applications of the theory, two exactly solvable models are analyzed. The one is a nonequilibrium two-state system and the other is a particle confined to a one-dimensional harmonic potential in thermal equilibrium. For the former example, it is demonstrated that the observer on the transitory steps to the stationary state can lose energy and that work larger than that achieved in the stationary state can be extracted. For the latter example, it is demonstrated that the optimal protocol for the extraction of work via repeated measurements can differ from that via a single measurement. The validity of our version of the detailed fluctuation theorem, which determines the upper bound of the expected work in the stationary state, is also confirmed for both examples. These observations provide useful insights into exploration for realistic modeling of a machine that extracts work from its environment.

Maxwell's refrigerator: an exactly solvable model

We describe a simple and solvable model of a device that-like the "neat-fingered being" in Maxwell's famous thought experiment-transfers energy from a cold system to a hot system by rectifying thermal fluctuations. In order to accomplish this task, our device requires a memory register to which it can write information: the increase in the Shannon entropy of the memory compensates the decrease in the thermodynamic entropy arising from the flow of heat against a thermal gradient. We construct the nonequilibrium phase diagram for this device, and find that it can alternatively act as an eraser of information. We discuss our model in the context of the second law of thermodynamics.

Imitating chemical motors with optimal information motors

To induce transport, detailed balance must be broken. A common mechanism is to bias the dynamics with a thermodynamic fuel, such as chemical energy. An intriguing, alternative strategy is for a Maxwell demon to effect the bias using feedback. We demonstrate that these two different mechanisms lead to distinct thermodynamics by contrasting a chemical motor and information motor with identical dynamics. To clarify this difference, we study both models within one unified framework, highlighting the role of the interaction between the demon and the motor. This analysis elucidates the manner in which information is incorporated into a physical system.

Information-theoretic versus thermodynamic entropy production in autonomous sensory networks

For sensory networks, we determine the rate with which they acquire information about the changing external conditions. Comparing this rate with the thermodynamic entropy production that quantifies the cost of maintaining the network, we find that there is no universal bound restricting the rate of obtaining information to be less than this thermodynamic cost. These results are obtained within a general bipartite model consisting of a stochastically changing environment that affects the instantaneous transition rates within the system. Moreover, they are illustrated with a simple four-states model motivated by cellular sensing. On the technical level, we obtain an upper bound on the rate of mutual information analytically and calculate this rate with a numerical method that estimates the entropy of a time series generated with a simulation.

Finite-time erasing of information stored in fermionic bits

We address the issue of minimizing the heat generated when erasing the information stored in an array of quantum dots in finite time. We identify the fundamental limitations and trade-offs involved in this process and analyze how a feedback operation can help improve it.

Stochastic thermodynamics, fluctuation theorems and molecular machines

Stochastic thermodynamics as reviewed here systematically provides a framework for extending the notions of classical thermodynamics such as work, heat and entropy production to the level of individual trajectories of well-defined non-equilibrium ensembles. It applies whenever a non-equilibrium process is still coupled to one (or several) heat bath(s) of constant temperature. Paradigmatic systems are single colloidal particles in time-dependent laser traps, polymers in external flow, enzymes and molecular motors in single molecule assays, small biochemical networks and thermoelectric devices involving single electron transport. For such systems, a first-law like energy balance can be identified along fluctuating trajectories. For a basic Markovian dynamics implemented either on the continuum level with Langevin equations or on a discrete set of states as a master equation, thermodynamic consistency imposes a local-detailed balance constraint on noise and rates, respectively. Various integral and detailed fluctuation theorems, which are derived here in a unifying approach from one master theorem, constrain the probability distributions for work, heat and entropy production depending on the nature of the system and the choice of non-equilibrium conditions. For non-equilibrium steady states, particularly strong results hold like a generalized fluctuation-dissipation theorem involving entropy production. Ramifications and applications of these concepts include optimal driving between specified states in finite time, the role of measurement-based feedback processes and the relation between dissipation and irreversibility. Efficiency and, in particular, efficiency at maximum power can be discussed systematically beyond the linear response regime for two classes of molecular machines, isothermal ones such as molecular motors, and heat engines such as thermoelectric devices, using a common framework based on a cycle decomposition of entropy production.

Fluctuation theorem with information exchange: role of correlations in stochastic thermodynamics

We establish the fluctuation theorem in the presence of information exchange between a nonequilibrium system and other degrees of freedom such as an observer and a feedback controller, where the amount of information exchange is added to the entropy production. The resulting generalized second law sets the fundamental limit of energy dissipation and energy cost during the information exchange. Our results apply not only to feedback-controlled processes but also to a much broader class of information exchanges, and provide a unified framework of nonequilibrium thermodynamics of measurement and feedback control.

Feedback-induced oscillations in one-dimensional colloidal transport

We investigate a driven, one-dimensional system of colloidal particles in a periodically corrugated narrow channel subject to a time-delayed feedback control. Our goal is to identify conditions under which the control induces oscillatory, time-periodic states. The investigations are based on the Fokker-Planck equation involving the density distribution of the system. First, by using the numerical continuation technique, we determine the linear stability of a stationary density. Second, the nonlinear regimes are analyzed by studying numerically the temporal evolution of the first moment of the density distribution. In this way we construct a bifurcation diagram revealing the nature of the instability. Apart from the case of a system with periodic boundary conditions, we also consider a microchannel of finite length. Finally, we study the influence of (repulsive) particle interactions based on dynamical density functional theory.

Nonequilibrium fluctuation theorem for systems under discrete and continuous feedback control

In the time reverse process of a feedback manipulated stochastic system, we allow performing measurements without violating causality. As a result we come across an entropy production due to the measurement process. This entropy production, in addition to the usual system and medium entropy production, constitutes the total entropy production of the combined system of the reservoir, the system, and the feedback controller. We show that this total entropy production of "full" system satisfies an integrated fluctuation theorem as well as a detailed fluctuation theorem as expected. We illustrate and verify this idea through explicit calculation and direct simulation in two examples.

Nonequilibrium and information: the role of cross correlations

We discuss the relevance of information contained in cross correlations among different degrees of freedom, which is crucial in nonequilibrium systems. In particular we consider a stochastic system where two degrees of freedom X{1} and X{2}-in contact with two different thermostats-are coupled together. The production of entropy and the violation of equilibrium fluctuation-dissipation theorem (FDT) are both related to the cross correlation between X{1} and X{2}. Information about such cross correlation may be lost when single-variable reduced models for X_{1} are considered. Two different procedures are typically applied: (a) one totally ignores the coupling with X{2}; and (b) one models the effect of X{2} as an average memory effect, obtaining a generalized Langevin equation. In case (a) discrepancies between the system and the model appear both in entropy production and linear response; the latter can be exploited to define effective temperatures, but those are meaningful only when time scales are well separated. In case (b) linear response of the model well reproduces that of the system; however the loss of information is reflected in a loss of entropy production. When only linear forces are present, such a reduction is dramatic and makes the average entropy production vanish, posing problems in interpreting FDT violations.