1
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Taye MA. Exact time-dependent thermodynamic relations for a Brownian particle moving in a ratchet potential coupled with quadratically decreasing temperature. Phys Rev E 2024; 110:054105. [PMID: 39690616 DOI: 10.1103/physreve.110.054105] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 06/06/2024] [Accepted: 10/17/2024] [Indexed: 12/19/2024]
Abstract
The thermodynamic relations for a Brownian particle moving in a discrete ratchet potential coupled with quadratically decreasing temperature are explored as a function of time. We show that this thermal arrangement leads to a higher velocity (lower efficiency) compared to a Brownian particle operating between hot and cold baths, and a heat bath where the temperature linearly decreases along with the reaction coordinate. The results obtained in this study indicate that if the goal is to design a fast-moving motor, the quadratic thermal arrangement is more advantageous than the other two thermal arrangements. In contrast, the entropy, entropy production rate, and entropy extraction rate are significantly larger in the case of a quadratically decreasing temperature compared to the linearly decreasing temperature case and piecewise constant temperature case. Furthermore, the thermodynamic features of a system consisting of several Brownian ratchets arranged in a complex network are explored. The theoretical findings exhibit that as the network size increases, the entropy, entropy production, and entropy extraction of the system also increase, showing that these thermodynamic quantities exhibit extensive property. As a result, as the number of lattice sizes increases, thermodynamic relations such as entropy, entropy production, and entropy extraction also step up, confirming that these complex networks cannot be reduced to a corresponding one-dimensional lattice. However, in the long time limit, thermodynamic relations such as velocity, entropy production rate, and entropy extraction rate become independent of the network size. These results are also confirmed via a continuum Fokker-Planck model for the overdamped case.
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2
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Oh Y, Baek Y. Effects of the self-propulsion parity on the efficiency of a fuel-consuming active heat engine. Phys Rev E 2023; 108:024602. [PMID: 37723679 DOI: 10.1103/physreve.108.024602] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 02/27/2023] [Accepted: 06/21/2023] [Indexed: 09/20/2023]
Abstract
We propose a thermodynamically consistent, analytically tractable model of steady-state active heat engines driven by both temperature difference and a constant chemical driving. While the engine follows the dynamics of the active Ornstein-Uhlenbeck particle, its self-propulsion stems from the mechanochemical coupling with the fuel consumption dynamics, allowing for both even- and odd-parity self-propulsion forces. Using the standard methods of stochastic thermodynamics, we show that the entropy production of the engine satisfies the conventional Clausius relation, based on which we define the efficiency of the model that is bounded from above by the second law of thermodynamics. Using this framework, we obtain exact expressions for the efficiency at maximum power. The results show that the engine performance has a nonmonotonic dependence on the magnitude of the chemical driving and that the even-parity (odd-parity) engines perform better when the size of the engine is smaller (larger) than the persistence length of the active particle. We also discuss the existence of a tighter upper bound on the efficiency of the odd-parity engines stemming from the detailed structure of the entropy production.
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Affiliation(s)
- Yongjae Oh
- Department of Physics and Astronomy & Center for Theoretical Physics, Seoul National University, Seoul 08826, Republic of Korea
| | - Yongjoo Baek
- Department of Physics and Astronomy & Center for Theoretical Physics, Seoul National University, Seoul 08826, Republic of Korea
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3
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Lee JS, Lee S, Kwon H, Park H. Speed Limit for a Highly Irreversible Process and Tight Finite-Time Landauer's Bound. PHYSICAL REVIEW LETTERS 2022; 129:120603. [PMID: 36179191 DOI: 10.1103/physrevlett.129.120603] [Citation(s) in RCA: 18] [Impact Index Per Article: 6.0] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 04/05/2022] [Accepted: 08/25/2022] [Indexed: 06/16/2023]
Abstract
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.
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Affiliation(s)
- Jae Sung Lee
- School of Physics, Korea Institute for Advanced Study, Seoul 02455, Korea
| | - Sangyun Lee
- School of Physics, Korea Institute for Advanced Study, Seoul 02455, Korea
| | - Hyukjoon Kwon
- School of Computational Sciences, Korea Institute for Advanced Study, Seoul 02455, Korea
| | - Hyunggyu Park
- School of Physics, Korea Institute for Advanced Study, Seoul 02455, Korea
- Quantum Universe Center, Korea Institute for Advanced Study, Seoul 02455, Korea
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4
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Dechant A, Sasa SI, Ito S. Geometric decomposition of entropy production into excess, housekeeping, and coupling parts. Phys Rev E 2022; 106:024125. [PMID: 36109899 DOI: 10.1103/physreve.106.024125] [Citation(s) in RCA: 5] [Impact Index Per Article: 1.7] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 02/10/2022] [Accepted: 06/22/2022] [Indexed: 06/15/2023]
Abstract
For a generic overdamped Langevin dynamics driven out of equilibrium by both time-dependent and nonconservative forces, the entropy production rate can be decomposed into two positive terms, termed excess and housekeeping entropy. However, this decomposition is not unique: There are two distinct decompositions, one due to Hatano and Sasa, the other one due to Maes and Netočný. Here we establish the connection between these two decompositions and provide a simple, geometric interpretation. We show that this leads to a decomposition of the entropy production rate into three positive terms, which we call the excess, housekeeping, and coupling part, respectively. The coupling part characterizes the interplay between the time-dependent and nonconservative forces. We also derive thermodynamic uncertainty relations for the excess and housekeeping entropy in both the Hatano-Sasa and Maes-Netočný decomposition and show that all quantities obey integral fluctuation theorems. We illustrate the decomposition into three terms using a solvable example of a dragged particle in a nonconservative force field.
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Affiliation(s)
- Andreas Dechant
- Department of Physics no. 1, Graduate School of Science, Kyoto University, Kyoto 606-8502, Japan
| | - Shin-Ichi Sasa
- Department of Physics no. 1, Graduate School of Science, Kyoto University, Kyoto 606-8502, Japan
| | - Sosuke Ito
- Universal Biology Institute, The University of Tokyo, Tokyo 113-0033, Japan
- JST, PRESTO, Saitama 332-0012, Japan
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5
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Taye MA. Exact time-dependent analytical solutions for entropy production rate in a system operating in a heat bath in which temperature varies linearly in space. Phys Rev E 2022; 105:054126. [PMID: 35706249 DOI: 10.1103/physreve.105.054126] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 02/26/2022] [Accepted: 05/02/2022] [Indexed: 06/15/2023]
Abstract
The nonequilibrium thermodynamics feature of a Brownian motor is investigated by obtaining exact time-dependent solutions. This in turn enables us to investigate not only the long time property (steady state) but also the short time the behavior of the system. The general expressions for the free energy, entropy production e[over ̇]_{p}(t) as well as entropy extraction h[over ̇]_{d}(t) rates are derived for a system that is genuinely driven out of equilibrium by time-independent force as well as by spatially varying thermal background. We show that for a system that operates between hot and cold reservoirs, most of the thermodynamics quantities approach a nonequilibrium steady state in the long time limit. The change in free energy becomes minimal at a steady state. However, for a system that operates in a heat bath where its temperature varies linearly in space, the entropy production and extraction rates approach a nonequilibrium steady state while the change in free energy varies linearly in space. This reveals that unlike systems at equilibrium, when systems are driven out of equilibrium, their free energy may not be minimized. The thermodynamic properties of a system that operates between the hot and cold baths are further compared and contrasted with a system that operates in a heat bath where its temperature varies linearly in space along with the reaction coordinate. We show that the entropy, entropy production, and extraction rates are considerably larger for the linearly varying temperature case than a system that operates between the hot and cold baths revealing such systems are inherently irreversible. For both cases, in the presence of load or when a distinct temperature difference is retained, the entropy S(t) monotonously increases with time and saturates to a constant value as t further steps up. The entropy production rate e[over ̇]_{p} decreases in time and at steady state, e[over ̇]_{p}=h[over ̇]_{d}>0, which agrees with the results shown in M. Asfaw's [Phys. Rev. E 89, 012143 (2014)1539-375510.1103/PhysRevE.89.012143; Phys. Rev. E 92, 032126 (2015)10.1103/PhysRevE.92.032126]. Moreover, the velocity, as well as the efficiency of the system that operates between the hot and cold baths, are also collated and contrasted with a system that operates in a heat bath where its temperature varies linearly in space along with the reaction coordinate. A system that operates between the hot and cold baths has significantly lower velocity but a higher efficiency in comparison with a linearly varying temperature case.
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Affiliation(s)
- Mesfin Asfaw Taye
- West Los Angeles College, Science Division 9000 Overland Ave, Culver City, California 90230, USA
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6
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Lee JS, Park H. Effects of the non-Markovianity and non-Gaussianity of active environmental noises on engine performance. Phys Rev E 2022; 105:024130. [PMID: 35291119 DOI: 10.1103/physreve.105.024130] [Citation(s) in RCA: 3] [Impact Index Per Article: 1.0] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 10/12/2021] [Accepted: 02/11/2022] [Indexed: 06/14/2023]
Abstract
An active environment is a reservoir containing active materials, such as bacteria and Janus particles. Given the self-propelled motion of these materials, powered by chemical energy, an active environment has unique, nonequilibrium environmental noise. Recently, studies on engines that harvest energy from active environments have attracted a great deal of attention because the theoretical and experimental findings indicate that these engines outperform conventional ones. Studies have explored the features of active environments essential for outperformance, such as the non-Gaussian or non-Markovian nature of the active noise. We systematically study the effects of the non-Gaussianity and non-Markovianity of active noise on engine performance. We show that non-Gaussianity is irrelevant to the performance of an engine driven by any linear force (including a harmonic trap) regardless of time dependency, whereas non-Markovianity is relevant. However, for a system driven by a general nonlinear force, both non-Gaussianity and non-Markovianity enhance engine performance. Also, the memory effect of an active reservoir should be considered when fabricating a cyclic engine.
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Affiliation(s)
- Jae Sung Lee
- School of Physics and Quantum Universe Center, Korea Institute for Advanced Study, Seoul 02455, Korea
| | - Hyunggyu Park
- School of Physics and Quantum Universe Center, Korea Institute for Advanced Study, Seoul 02455, Korea
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7
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Huang D, Lu S, Shi XQ, Goree J, Feng Y. Fluctuation theorem convergence in a viscoelastic medium demonstrated experimentally using a dusty plasma. Phys Rev E 2021; 104:035207. [PMID: 34654197 DOI: 10.1103/physreve.104.035207] [Citation(s) in RCA: 2] [Impact Index Per Article: 0.5] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 03/17/2021] [Accepted: 09/13/2021] [Indexed: 11/07/2022]
Abstract
The convergence of the steady-state fluctuation theorem (SSFT) is investigated in a shear-flow experiment performed in a dusty plasma. This medium has a viscoelastic property characterized by the Maxwell relaxation time τ_{M}. Using measurements of the time series of the entropy production rate, for subsystems of various sizes, it is discovered that the SSFT convergence time decreases with the increasing system size until it eventually reaches a minimum value of τ_{M}, no matter the size of the subsystem. This result indicates that the convergence of the SSFT is limited by the energy-storage property of the viscoelastic medium.
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Affiliation(s)
- Dong Huang
- Center for Soft Condensed Matter Physics and Interdisciplinary Research, School of Physical Science and Technology, Soochow University, Suzhou 215006, China
| | - Shaoyu Lu
- Center for Soft Condensed Matter Physics and Interdisciplinary Research, School of Physical Science and Technology, Soochow University, Suzhou 215006, China
| | - Xia-Qing Shi
- Center for Soft Condensed Matter Physics and Interdisciplinary Research, School of Physical Science and Technology, Soochow University, Suzhou 215006, China
| | - J Goree
- Department of Physics and Astronomy, The University of Iowa, Iowa City, Iowa 52242, USA
| | - Yan Feng
- Center for Soft Condensed Matter Physics and Interdisciplinary Research, School of Physical Science and Technology, Soochow University, Suzhou 215006, China
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8
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Taye MA. Effect of viscous friction on entropy, entropy production, and entropy extraction rates in underdamped and overdamped media. Phys Rev E 2021; 103:042132. [PMID: 34005931 DOI: 10.1103/physreve.103.042132] [Citation(s) in RCA: 1] [Impact Index Per Article: 0.3] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 10/21/2020] [Accepted: 04/07/2021] [Indexed: 11/07/2022]
Abstract
Considering viscous friction that varies spatially and temporally, the general expressions for entropy production, free energy, and entropy extraction rates are derived to a Brownian particle that walks in overdamped and underdamped media. Via the well known stochastic approaches to underdamped and overdamped media, the thermodynamic expressions are first derived at a trajectory level then generalized to an ensemble level. To study the nonequilibrium thermodynamic features of a Brownian particle that hops in a medium where its viscosity varies on time, a Brownian particle that walks on a periodic isothermal medium (in the presence or absence of load) is considered. The exact analytical results depict that in the absence of load f=0, the entropy production rate e[over ̇]_{p} approaches the entropy extraction rate h[over ̇]_{d}=0. This is reasonable since any system which is in contact with a uniform temperature should obey the detail balance condition in a long time limit. In the presence of load and when the viscous friction decreases either spatially or temporally, the entropy S(t) monotonously increases with time and saturates to a constant value as t further steps up. The entropy production rate e[over ̇]_{p} decreases in time and at steady state (in the presence of load) e[over ̇]_{p}=h[over ̇]_{d}>0. On the contrary, when the viscous friction increases either spatially or temporally, the rate of entropy production as well as the rate of entropy extraction monotonously steps up showing that such systems are inherently irreversible. Furthermore, considering a spatially varying viscosity, the nonequilibrium thermodynamic features of a Brownian particle that hops in a ratchet potential with load is explored. In this case, the direction of the particle velocity is dictated by the magnitude of the external load of f. Far from the stall load, e[over ̇]_{p}=h[over ̇]_{d}>0 and at stall force e[over ̇]_{p}=h[over ̇]_{d}=0 revealing the system is reversible at this particular choice of parameter. In the absence of load, e[over ̇]_{p}=h[over ̇]_{d}>0 as long as a distinct temperature difference is retained between the hot and cold baths. Moreover, considering a multiplicative noise, we explore the thermodynamic features of the model system.
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Affiliation(s)
- Mesfin Asfaw Taye
- West Los Angles College, Science Division 9000 Overland Ave, Culver City, California 90230, USA
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9
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Yeo J. Symmetry and its breaking in a path-integral approach to quantum Brownian motion. Phys Rev E 2020; 100:062107. [PMID: 31962505 DOI: 10.1103/physreve.100.062107] [Citation(s) in RCA: 3] [Impact Index Per Article: 0.6] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 09/18/2019] [Indexed: 11/07/2022]
Abstract
We study the Caldeira-Leggett model where a quantum Brownian particle interacts with an environment or a bath consisting of a collection of harmonic oscillators in the path-integral formalism. Compared to the contours that the paths take in the conventional Schwinger-Keldysh formalism, the paths in our study are deformed in the complex time plane as suggested by the recent study by C. Aron, G. Biroli, and L. F. Cugliandolo [SciPost Phys. 4, 008 (2018)10.21468/SciPostPhys.4.1.008]. This is done to investigate the connection between the symmetry properties in the Schwinger-Keldysh action and the equilibrium or nonequilibrium nature of the dynamics in an open quantum system. We derive the influence functional explicitly in this setting, which captures the effect of the coupling to the bath. We show that in equilibrium the action and the influence functional are invariant under a set of transformations of path-integral variables. The fluctuation-dissipation relation is obtained as a consequence of this symmetry. When the system is driven by an external time-dependent protocol, the symmetry is broken. From the terms that break the symmetry, we derive a quantum Jarzynski-like equality for a quantum mechanical worklike quantity given as a function of fluctuating quantum trajectory. In the classical limit, the transformations becomes those used in the functional integral formalism of the classical stochastic thermodynamics to derive the classical fluctuation theorem.
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Affiliation(s)
- Joonhyun Yeo
- Department of Physics, Konkuk University, Seoul 05029, Korea
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10
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Lee JS, Park JM, Park H. Thermodynamic uncertainty relation for underdamped Langevin systems driven by a velocity-dependent force. Phys Rev E 2019; 100:062132. [PMID: 31962517 DOI: 10.1103/physreve.100.062132] [Citation(s) in RCA: 10] [Impact Index Per Article: 1.7] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 07/17/2019] [Indexed: 06/10/2023]
Abstract
Recently, it has been shown that there is a trade-off relation between thermodynamic cost and current fluctuations, referred to as the thermodynamic uncertainty relation (TUR). The TUR has been derived for various processes, such as discrete-time Markov jump processes and overdamped Langevin dynamics. For underdamped dynamics, it has recently been reported that some modification is necessary for application of the TUR. However, the previous TUR for underdamped dynamics is not applicable to a system driven by a velocity-dependent force. In this study, we present a TUR, applicable to a system driven by a velocity-dependent force in the context of underdamped Langevin dynamics, by extending the theory of Vu and Hasegawa [Phys. Rev. E 100, 032130 (2019)2470-004510.1103/PhysRevE.100.032130]. We show that our TUR accurately describes the trade-off properties of a molecular refrigerator (cold damping), Brownian dynamics in a magnetic field, and an active particle system.
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Affiliation(s)
- Jae Sung Lee
- School of Physics and Quantum Universe Center, Korea Institute for Advanced Study, Seoul 02455, Korea
| | - Jong-Min Park
- School of Physics and Quantum Universe Center, Korea Institute for Advanced Study, Seoul 02455, Korea
| | - Hyunggyu Park
- School of Physics and Quantum Universe Center, Korea Institute for Advanced Study, Seoul 02455, Korea
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11
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Van Vu T, Hasegawa Y. Uncertainty relations for underdamped Langevin dynamics. Phys Rev E 2019; 100:032130. [PMID: 31640023 DOI: 10.1103/physreve.100.032130] [Citation(s) in RCA: 35] [Impact Index Per Article: 5.8] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 02/04/2019] [Indexed: 11/07/2022]
Abstract
A trade-off between the precision of an arbitrary current and the dissipation, known as the thermodynamic uncertainty relation, has been investigated for various Markovian systems. Here, we study the thermodynamic uncertainty relation for underdamped Langevin dynamics. By employing information inequalities, we prove that for such systems, the relative fluctuation of a current at a steady state is constrained by both the entropy production and the average dynamical activity. We find that unlike what is the case for overdamped dynamics, the dynamical activity plays an important role in the bound. We illustrate our results with two systems, a single-well potential system and a periodically driven Brownian particle model, and numerically verify the inequalities.
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Affiliation(s)
- Tan Van Vu
- Department of Information and Communication Engineering, Graduate School of Information Science and Technology, The University of Tokyo, Tokyo 113-8656, Japan
| | - Yoshihiko Hasegawa
- Department of Information and Communication Engineering, Graduate School of Information Science and Technology, The University of Tokyo, Tokyo 113-8656, Japan
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12
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Li G, Tu ZC. Stochastic thermodynamics with odd controlling parameters. Phys Rev E 2019; 100:012127. [PMID: 31499855 DOI: 10.1103/physreve.100.012127] [Citation(s) in RCA: 2] [Impact Index Per Article: 0.3] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 03/25/2019] [Indexed: 06/10/2023]
Abstract
Stochastic thermodynamics extends the notions and relations of classical thermodynamics to small systems that experience strong fluctuations. The definitions of work and heat and the microscopically reversible condition are two key concepts in the current framework of stochastic thermodynamics. Herein, we apply stochastic thermodynamics to small systems with odd controlling parameters and find that the definition of heat and the microscopically reversible condition are incompatible. Such a contradiction also leads to a revision to the fluctuation theorems and nonequilibrium work relations. By introducing adjoint dynamics, we find that the total entropy production can be separated into three parts, with two of them satisfying the integral fluctuation theorem. Revising the definitions of work and heat and the microscopically reversible condition allows us to derive two sets of modified nonequilibrium work relations, including the Jarzynski equality, the detailed Crooks work relation, and the integral Crooks work relation. We consider the strategy of shortcuts to isothermality as an example and give a more sophisticated explanation for the Jarzynski-like equality derived from shortcuts to isothermality.
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Affiliation(s)
- Geng Li
- Department of Physics, Beijing Normal University, Beijing 100875, China
- CAS Key Laboratory for Theoretical Physics, Institute of Theoretical Physics, Chinese Academy of Sciences, Beijing 100190, China
| | - Z C Tu
- Department of Physics, Beijing Normal University, Beijing 100875, China
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13
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Lee S, Kwon C. Nonequilibrium driven by an external torque in the presence of a magnetic field. Phys Rev E 2019; 99:052142. [PMID: 31212472 DOI: 10.1103/physreve.99.052142] [Citation(s) in RCA: 4] [Impact Index Per Article: 0.7] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 01/10/2019] [Indexed: 06/09/2023]
Abstract
We investigate a two-dimensional motion of a colloid in a harmonic trap driven out of equilibrium by an external nonconservative force producing a torque in the presence of a uniform magnetic field applied perpendicular to the plane of motion. We find a circulating steady-state current diagnostic to nonequilibrium. Unlikely in the overdamped limit, inertial motion requires a sufficient central force to reach steady state. The magnetic field can enhance or depress central force depending on its direction. We find that steady state exists only for a proper range of parameters such as mass, viscosity coefficient, stiffness of the harmonic potential, and the magnetic field. We rigorously derive the existence condition for the steady state. We examine the combined influence of nonconservative force and magnetic field on nonequilibrium characteristics. We find non-Boltzmann steady-state probability density function and circulating probability current. We show that nonnegative entropy production is composed of usual heat dissipation and unconventional contribution from velocity-dependence of the Lorentz force. We derive the full list of correlation functions, including position-velocity correlation function originated from nonequilibrium circulation. We finally give rigorous expression for the violation of fluctuation-dissipation relation. We verify our analytical results by using the Monte Carlo simulation.
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Affiliation(s)
- Sangyun Lee
- Department of Physics, Korea Advanced Institute of Science and Technology, Daejeon 34051, Korea
| | - Chulan Kwon
- Department of Physics, Myongji University, Yongin, Gyeonggi-Do, 17058, Korea
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14
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Chun HM, Noh JD. Universal property of the housekeeping entropy production. Phys Rev E 2019; 99:012136. [PMID: 30780320 DOI: 10.1103/physreve.99.012136] [Citation(s) in RCA: 8] [Impact Index Per Article: 1.3] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 10/01/2018] [Indexed: 11/07/2022]
Abstract
The entropy production of a nonequilibrium system with broken detailed balance is a random variable whose mean value is nonnegative. The housekeeping entropy production, which is a part of total entropy production, is associated with the heat dissipation in maintaining a nonequilibrium steady state. We derive a Langevin-type stochastic differential equation for the housekeeping entropy production. The equation allows us to define a housekeeping entropic time τ. Remarkably it turns out that the probability distribution of the housekeeping entropy production at a fixed value of τ is given by the Gaussian distribution regardless of system details. The Gaussian distribution is universal for any systems, whether in the steady state or in the transient state and whether they are driven by time-independent or time-dependent driving forces. We demonstrate the universal distribution numerically for model systems.
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Affiliation(s)
- Hyun-Myung Chun
- II. Institut für Theoretische Physik, Universität Stuttgart, 70550 Stuttgart, Germany
| | - Jae Dong Noh
- Department of Physics, University of Seoul, 02504 Seoul, Korea
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15
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Yang SX, Ge H. Decomposition of the entropy production rate and nonequilibrium thermodynamics of switching diffusion processes. Phys Rev E 2018; 98:012418. [PMID: 30110804 DOI: 10.1103/physreve.98.012418] [Citation(s) in RCA: 2] [Impact Index Per Article: 0.3] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 02/26/2018] [Indexed: 12/15/2022]
Abstract
A switching diffusion process (SDP) is a widely used stochastic model in physics and biology, especially for molecular motors that exhibit a discrete internal chemical kinetics as well as a continuous external mechanical motion. The nonequilibrium thermodynamics of switching diffusion processes has not been extensively studied yet. In the present paper, we propose the decomposition of the entropy production rate in one-dimensional SDPs, based on the flux decomposition. However, similar decompositions of the housekeeping heat dissipation rate and free energy dissipation rate cannot guarantee the non-negativity of each decomposed component. Hence, we modify this decomposition with the flow of exponential relative information under steady-state fluxes, resulting in another decomposition with all non-negative components. Furthermore, we also provide the nonequilibrium thermodynamics of one-dimensional SDPs under the perspectives of coarse -graining and exchange of information between the chemical kinetics and mechanical motion, resulting in several other decompositions of entropy production rate. Finally, we generalize all the results to high-dimensional SDPs with a more general mathematical treatment.
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Affiliation(s)
- Shi-Xian Yang
- School of Mathematics and Statistics, Chongqing University, Chongqing 400044, China
| | - Hao Ge
- Beijing International Center for Mathematical Research (BICMR) and Biomedical Pioneering Innovation Center (BIOPIC), Peking University, Beijing 100871, China
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16
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Lee JS, Park H. Additivity of multiple heat reservoirs in the Langevin equation. Phys Rev E 2018; 97:062135. [PMID: 30011552 DOI: 10.1103/physreve.97.062135] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 12/06/2017] [Indexed: 06/08/2023]
Abstract
The Langevin equation greatly simplifies the mathematical expression of the effects of thermal noise by using only two terms, a dissipation term, and a random-noise term. The Langevin description was originally applied to a system in contact with a single heat reservoir; however, many recent studies have also adopted a Langevin description for systems connected to multiple heat reservoirs. This is accomplished through the introduction of a simple summation for the dissipation and random-noise terms associated with each reservoir. However, the validity of this simple addition has been the focus of only limited discussion and has raised several criticisms. Moreover, this additive description has never been either experimentally or numerically verified, rendering its validity is still an open question. Here we perform molecular dynamics simulations for a Brownian system in simultaneous contact with multiple heat reservoirs to check the validity of this additive approach. Our simulation results confirm that the effect of multiple heat reservoirs is additive in general. A very small deviation in the total amount of dissipation and associated noise is found but seems not significant within statistical errors. We find that the steady-state properties satisfy the additivity perfectly and are not affected by this deviation.
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Affiliation(s)
- Jae Sung Lee
- School of Physics and Quantum Universe Center, Korea Institute for Advanced Study, Seoul 02455, Korea
| | - Hyunggyu Park
- School of Physics and Quantum Universe Center, Korea Institute for Advanced Study, Seoul 02455, Korea
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17
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Lee J. Derivation of Markov processes that violate detailed balance. Phys Rev E 2018; 97:032110. [PMID: 29776034 DOI: 10.1103/physreve.97.032110] [Citation(s) in RCA: 10] [Impact Index Per Article: 1.4] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 10/13/2017] [Indexed: 11/07/2022]
Abstract
Time-reversal symmetry of the microscopic laws dictates that the equilibrium distribution of a stochastic process must obey the condition of detailed balance. However, cyclic Markov processes that do not admit equilibrium distributions with detailed balance are often used to model systems driven out of equilibrium by external agents. I show that for a Markov model without detailed balance, an extended Markov model can be constructed, which explicitly includes the degrees of freedom for the driving agent and satisfies the detailed balance condition. The original cyclic Markov model for the driven system is then recovered as an approximation at early times by summing over the degrees of freedom for the driving agent. I also show that the widely accepted expression for the entropy production in a cyclic Markov model is actually a time derivative of an entropy component in the extended model. Further, I present an analytic expression for the entropy component that is hidden in the cyclic Markov model.
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Affiliation(s)
- Julian Lee
- Department of Bioinformatics and Life Science, Soongsil University, Seoul 06978, Korea
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18
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Lee HK, Lahiri S, Park H. Nonequilibrium steady states in Langevin thermal systems. Phys Rev E 2017; 96:022134. [PMID: 28950478 DOI: 10.1103/physreve.96.022134] [Citation(s) in RCA: 3] [Impact Index Per Article: 0.4] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 01/28/2016] [Indexed: 06/07/2023]
Abstract
Equilibrium is characterized by its fundamental properties, such as the detailed balance, the fluctuation-dissipation relation, and no heat dissipation. Based on the stochastic thermodynamics, we show that these three properties are equivalent to each other in conventional Langevin thermal systems with microscopic reversibility. Thus, a conventional steady state has either all three properties (equilibrium) or none of them (nonequilibrium). In contrast, with velocity-dependent forces breaking the microscopic reversibility, we prove that the detailed balance and the fluctuation-dissipation relation mutually exclude each other, and no equivalence relation is possible between any two of the three properties. This implies that a steady state of Langevin systems with velocity-dependent forces may maintain some equilibrium properties but not all of them. Our results are illustrated with a few example systems.
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Affiliation(s)
- Hyun Keun Lee
- Department of Physics, Sungkyunkwan University, Suwon 16419, Korea
| | - Sourabh Lahiri
- School of Physics, Korea Institute for Advanced Study, Seoul 02455, Korea
| | - Hyunggyu Park
- School of Physics, Korea Institute for Advanced Study, Seoul 02455, Korea
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19
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Shim PS, Chun HM, Noh JD. Macroscopic time-reversal symmetry breaking at a nonequilibrium phase transition. Phys Rev E 2016; 93:012113. [PMID: 26871030 DOI: 10.1103/physreve.93.012113] [Citation(s) in RCA: 10] [Impact Index Per Article: 1.1] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 06/20/2015] [Indexed: 06/05/2023]
Abstract
We study the entropy production in a globally coupled Brownian particles system that undergoes an order-disorder phase transition. Entropy production is a characteristic feature of nonequilibrium dynamics with broken detailed balance. We find that the entropy production rate is subextensive in the disordered phase and extensive in the ordered phase. It is found that the entropy production rate per particle vanishes in the disordered phase and becomes positive in the ordered phase following critical scaling laws. We derive the scaling relations for associated critical exponents. The disordered phase exemplifies a case where the entropy production is subextensive with the broken detailed balance.
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Affiliation(s)
- Pyoung-Seop Shim
- Department of Physics, University of Seoul, Seoul 130-743, Korea
| | - Hyun-Myung Chun
- Department of Physics, University of Seoul, Seoul 130-743, Korea
| | - Jae Dong Noh
- Department of Physics, University of Seoul, Seoul 130-743, Korea
- School of Physics, Korea Institute for Advanced Study, Seoul 130-722, Korea
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20
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Ford IJ. Maximum entropy principle for stationary states underpinned by stochastic thermodynamics. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2015; 92:052142. [PMID: 26651681 DOI: 10.1103/physreve.92.052142] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 08/14/2015] [Indexed: 06/05/2023]
Abstract
The selection of an equilibrium state by maximizing the entropy of a system, subject to certain constraints, is often powerfully motivated as an exercise in logical inference, a procedure where conclusions are reached on the basis of incomplete information. But such a framework can be more compelling if it is underpinned by dynamical arguments, and we show how this can be provided by stochastic thermodynamics, where an explicit link is made between the production of entropy and the stochastic dynamics of a system coupled to an environment. The separation of entropy production into three components allows us to select a stationary state by maximizing the change, averaged over all realizations of the motion, in the principal relaxational or nonadiabatic component, equivalent to requiring that this contribution to the entropy production should become time independent for all realizations. We show that this recovers the usual equilibrium probability density function (pdf) for a conservative system in an isothermal environment, as well as the stationary nonequilibrium pdf for a particle confined to a potential under nonisothermal conditions, and a particle subject to a constant nonconservative force under isothermal conditions. The two remaining components of entropy production account for a recently discussed thermodynamic anomaly between over- and underdamped treatments of the dynamics in the nonisothermal stationary state.
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Affiliation(s)
- Ian J Ford
- Department of Physics and Astronomy and London Centre for Nanotechnology, University College London, Gower Street, London WC1E 6BT, United Kingdom
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21
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Baiesi M, Falasco G. Inflow rate, a time-symmetric observable obeying fluctuation relations. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2015; 92:042162. [PMID: 26565223 DOI: 10.1103/physreve.92.042162] [Citation(s) in RCA: 3] [Impact Index Per Article: 0.3] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 09/09/2015] [Indexed: 06/05/2023]
Abstract
While entropy changes are the usual subject of fluctuation theorems, we seek fluctuation relations involving time-symmetric quantities, namely observables that do not change sign if the trajectories are observed backward in time. We find detailed and integral fluctuation relations for the (time-integrated) difference between entrance rate and escape rate in mesoscopic jump systems. Such inflow rate, which is even under time reversal, represents the discrete-state equivalent of the phase-space contraction rate. Indeed, it becomes minus the divergence of forces in the continuum limit to overdamped diffusion. This establishes a formal connection between reversible deterministic systems and irreversible stochastic ones, confirming that fluctuation theorems are largely independent of the details of the underling dynamics.
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Affiliation(s)
- Marco Baiesi
- Department of Physics and Astronomy, University of Padova, Via Marzolo 8, I-35131 Padova, Italy
- INFN, Sezione di Padova, Via Marzolo 8, I-35131 Padova, Italy
| | - Gianmaria Falasco
- Institut für Theoretische Physik, Universität Leipzig, Postfach 100 920, D-04009 Leipzig, Germany
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22
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Ford IJ, Laker ZPL, Charlesworth HJ. Stochastic entropy production arising from nonstationary thermal transport. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2015; 92:042108. [PMID: 26565169 DOI: 10.1103/physreve.92.042108] [Citation(s) in RCA: 1] [Impact Index Per Article: 0.1] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 05/30/2015] [Indexed: 06/05/2023]
Abstract
We compute statistical properties of the stochastic entropy production associated with the nonstationary transport of heat through a system coupled to a time dependent nonisothermal heat bath. We study the one-dimensional stochastic evolution of a bound particle in such an environment by solving the appropriate Langevin equation numerically, and by using an approximate analytic solution to the Kramers equation to determine the behavior of an ensemble of systems. We express the total stochastic entropy production in terms of a relaxational or nonadiabatic part together with two components of housekeeping entropy production and determine the distributions for each, demonstrating the importance of all three contributions for this system. We compare the results with an approximate analytic model of the mean behavior and we further demonstrate that the total entropy production and the relaxational component approximately satisfy detailed fluctuation relations for certain time intervals. Finally, we comment on the resemblance between the procedure for solving the Kramers equation and a constrained extremization, with respect to the probability density function, of the spatial density of the mean rate of production of stochastic entropy.
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Affiliation(s)
- Ian J Ford
- Department of Physics and Astronomy, University College London, Gower Street, London WC1E 6BT, UK
| | - Zachary P L Laker
- Department of Physics and Astronomy, University College London, Gower Street, London WC1E 6BT, UK
| | - Henry J Charlesworth
- Department of Physics and Astronomy, University College London, Gower Street, London WC1E 6BT, UK
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23
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Van den Broeck C, Toral R. Stochastic thermodynamics for linear kinetic equations. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2015; 92:012127. [PMID: 26274144 DOI: 10.1103/physreve.92.012127] [Citation(s) in RCA: 1] [Impact Index Per Article: 0.1] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 03/31/2015] [Indexed: 06/04/2023]
Abstract
Stochastic thermodynamics is formulated for variables that are odd under time reversal. The invariance under spatial rotation of the collision rates due to the isotropy of the heat bath is shown to be a crucial ingredient. An alternative detailed fluctuation theorem is derived, expressed solely in terms of forward statistics. It is illustrated for a linear kinetic equation with kangaroo rates.
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Affiliation(s)
| | - R Toral
- Instituto de Física Interdisciplinar y Sistemas Complejos (IFISC), Campus UIB, Palma de Mallorca, Spain
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24
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Kim K, Kwon C, Park H. Heat fluctuations and initial ensembles. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2014; 90:032117. [PMID: 25314405 DOI: 10.1103/physreve.90.032117] [Citation(s) in RCA: 4] [Impact Index Per Article: 0.4] [Reference Citation Analysis] [Abstract] [MESH Headings] [Track Full Text] [Subscribe] [Scholar Register] [Received: 06/30/2014] [Indexed: 06/04/2023]
Abstract
Time-integrated quantities such as work and heat increase incessantly in time during nonequilibrium processes near steady states. In the long-time limit, the average values of work and heat become asymptotically equivalent to each other, since they only differ by a finite energy change in average. However, the fluctuation theorem (FT) for the heat is found not to hold with the equilibrium initial ensemble, while the FT for the work holds. This reveals an intriguing effect of everlasting initial memory stored in rare events. We revisit the problem of a Brownian particle in a harmonic potential dragged with a constant velocity, which is in contact with a thermal reservoir. The heat and work fluctuations are investigated with initial Boltzmann ensembles at temperatures generally different from the reservoir temperature. We find that, in the infinite-time limit, the FT for the work is fully recovered for arbitrary initial temperatures, while the heat fluctuations significantly deviate from the FT characteristics except for the infinite initial-temperature limit (a uniform initial ensemble). Furthermore, we succeed in calculating finite-time corrections to the heat and work distributions analytically, using the modified saddle point integral method recently developed by us. Interestingly, we find noncommutativity between the infinite-time limit and the infinite-initial-temperature limit for the probability distribution function (PDF) of the heat.
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Affiliation(s)
- Kwangmoo Kim
- Research Institute of Advanced Materials, Seoul National University, Seoul 151-742, Korea and School of Physics, Korea Institute for Advanced Study, Seoul 130-722, Korea
| | - Chulan Kwon
- Department of Physics, Myongji University, Yongin, Gyeonggi-do 449-728, Korea
| | - Hyunggyu Park
- School of Physics, Korea Institute for Advanced Study, Seoul 130-722, Korea
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Ge H. Time reversibility and nonequilibrium thermodynamics of second-order stochastic processes. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2014; 89:022127. [PMID: 25353442 DOI: 10.1103/physreve.89.022127] [Citation(s) in RCA: 5] [Impact Index Per Article: 0.5] [Reference Citation Analysis] [Abstract] [MESH Headings] [Track Full Text] [Subscribe] [Scholar Register] [Received: 09/24/2012] [Indexed: 06/04/2023]
Abstract
Nonequilibrium thermodynamics of a general second-order stochastic system is investigated. We prove that at steady state, under inversion of velocities, the condition of time reversibility over the phase space is equivalent to the antisymmetry of spatial flux and the symmetry of velocity flux. Then we show that the condition of time reversibility alone cannot always guarantee the Maxwell-Boltzmann distribution. Comparing the two conditions together, we find that the frictional force naturally emerges as the unique odd term of the total force at thermodynamic equilibrium, and is followed by the Einstein relation. The two conditions respectively correspond to two previously reported different entropy production rates. In the case where the external force is only position dependent, the two entropy production rates become one. We prove that such an entropy production rate can be decomposed into two non-negative terms, expressed respectively by the conditional mean and variance of the thermodynamic force associated with the irreversible velocity flux at any given spatial coordinate. In the small inertia limit, the former term becomes the entropy production rate of the corresponding overdamped dynamics, while the anomalous entropy production rate originates from the latter term. Furthermore, regarding the connection between the first law and second law, we find that in the steady state of such a limit, the anomalous entropy production rate is also the leading order of the Boltzmann-factor weighted difference between the spatial heat dissipation densities of the underdamped and overdamped dynamics, while their unweighted difference always tends to vanish.
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Affiliation(s)
- Hao Ge
- Beijing International Center for Mathematical Research (BICMR) and Biodynamic Optical Imaging Center (BIOPIC), Peking University, Beijing 100871, People's Republic of China
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26
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Kwon C, Noh JD, Park H. Work fluctuations in a time-dependent harmonic potential: rigorous results beyond the overdamped limit. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2013; 88:062102. [PMID: 24483381 DOI: 10.1103/physreve.88.062102] [Citation(s) in RCA: 4] [Impact Index Per Article: 0.3] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 03/27/2013] [Indexed: 06/03/2023]
Abstract
We investigate the stochastic motion of a Brownian particle in the harmonic potential with a time-dependent force constant. It may describe the motion of a colloidal particle in an optical trap where the potential well is formed by a time-dependent field. We use the path integral formalism to solve the Langevin equation and the associated Fokker-Planck (Kramers) equation. Rigorous relations are derived to generate the probability density function for the time-dependent nonequilibrium work production beyond the overdamped limit. We find that the work distribution exhibits an exponential tail with a power-law prefactor, accompanied by an interesting oscillatory feature (multiple pseudo-locking-unlocking transitions) due to the inertial effect. Some exactly solvable cases are discussed in the overdamped limit.
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Affiliation(s)
- Chulan Kwon
- Department of Physics, Myongji University, Yongin, Gyeonggi-Do 449-728, Korea
| | - Jae Dong Noh
- Department of Physics, University of Seoul, Seoul 130-743, Republic of Korea and School of Physics, Korea Institute for Advanced Study, Seoul 130-722, Korea
| | - Hyunggyu Park
- School of Physics, Korea Institute for Advanced Study, Seoul 130-722, Korea
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