Heat flux and entropy produced by thermal fluctuations

Deviation of a system of nonreciprocally coupled harmonic oscillators from a conservative system

Discrete systems of coupled linear mechanical oscillators with nonreciprocal interaction are a model for a variety of physical systems. In general, the presence of nonreciprocal interactions renders their dynamics nonconservative, but under certain conditions it remains conservative. In this paper we show which thermodynamic properties induced by nonreciprocity can be observed in conservative systems and which are specific to nonconservative systems. To this end, we formulate a criterion for identifying conservative systems and construct a measure to quantify the deviation from conservativity.

Variance Resonance in Weakly Coupled Harmonic Oscillators Driven by Thermal Gradients

We study two harmonic oscillators with high quality factors, driven by equilibrium and off equilibrium thermal noise, the latter mimicked by establishing a temperature gradient. The two oscillators are coupled via a third reciprocal harmonic interaction. We deepen the case of a weak coupling between the two oscillators, and show the emergence of a "spike" in the displacement variance of the colder oscillator, when the respective elastic constants approach each other. Away from the peak, the displacement variance of each oscillator only reflects the value of the local temperature. We name this phenomenon the variance resonance, or alternatively covariance resonance, in the sense that it comes about as one element of the covariance matrix describing both oscillators. In fact, all of the elements of the covariance matrix show some distinctive behavior. The oscillator at the lower temperature, therefore, oscillates as if driven by a higher temperature, resonating with the other one. By converse, the variance of the hotter oscillator develops a deep dent, or depression, around the same region. We could not reproduce this behavior if either the coupling constant is not small compared to those of the two oscillators, or if the quality factors are not large enough. In fact, in such instances the system tends to resemble one which is in equilibrium at the average temperature, regardless of the relative strengths of the elastic constants of the two oscillators. Our results could have various applications including for example precision measurement systems, when not all parts of the apparatuses are at the same temperature.

Is stochastic thermodynamics the key to understanding the energy costs of computation?

The relationship between the thermodynamic and computational properties of physical systems has been a major theoretical interest since at least the 19th century. It has also become of increasing practical importance over the last half-century as the energetic cost of digital devices has exploded. Importantly, real-world computers obey multiple physical constraints on how they work, which affects their thermodynamic properties. Moreover, many of these constraints apply to both naturally occurring computers, like brains or Eukaryotic cells, and digital systems. Most obviously, all such systems must finish their computation quickly, using as few degrees of freedom as possible. This means that they operate far from thermal equilibrium. Furthermore, many computers, both digital and biological, are modular, hierarchical systems with strong constraints on the connectivity among their subsystems. Yet another example is that to simplify their design, digital computers are required to be periodic processes governed by a global clock. None of these constraints were considered in 20th-century analyses of the thermodynamics of computation. The new field of stochastic thermodynamics provides formal tools for analyzing systems subject to all of these constraints. We argue here that these tools may help us understand at a far deeper level just how the fundamental thermodynamic properties of physical systems are related to the computation they perform.

Irreversible dynamics of a continuum driven by active matter

We study the fluctuational behavior of overdamped elastic filaments (e.g., strings or rods) driven by active matter which induces irreversibility. The statistics of discrete normal modes are translated into the continuum of the position representation which allows discernment of the spatial structure of dissipation and fluctuational work done by the active forces. The mapping of force statistics onto filament statistics leads to a generalized fluctuation-dissipation relation which predicts the components of the stochastic area tensor and its spatial proxy, the irreversibility field. We illustrate the general theory with explicit results for a tensioned string between two fixed endpoints. Plots of the stochastic area tensor components in the discrete plane of mode pairs reveal how the active forces induce spatial correlations of displacement along the filament. The irreversibility field provides additional quantitative insight into the relative spatial distributions of fluctuational work and dissipative response.

Probabilistic Work Extraction on a Classical Oscillator Beyond the Second Law

We demonstrate experimentally that, applying optimal protocols that drive the system between two equilibrium states characterized by a free energy difference ΔF, we can maximize the probability of performing the transition between the two states with a work W smaller than ΔF. The second law holds only on average, resulting in the inequality ⟨W⟩≥ΔF. The experiment is performed using an underdamped oscillator evolving in a double-well potential. We show that with a suitable choice of parameters the probability of obtaining trajectories with W≤ΔF can be larger than 95%. Very fast protocols are a key feature to obtain these results, which are explained in terms of the Jarzynski equality.

Fluctuations of thermal variables investigated by cross-correlation function

Fluctuations in conjugate thermodynamic variables are studied using the cross-correlation function. A new procedure is given enabling the derivation of fluctuation formulas for a system in equilibrium. Specifically, the cross-correlation function between heat and temperature is employed for thermal variables. Additionally, fluctuation-dissipation relations involving the frequency-dependent specific heat are established. Moreover, a general relation concerning the average entropy production is also given, which is the microscopic analog of the dissipation formula of the linear response theory. In the case of thermal variables, this formula finds application in various scenarios describing fluctuating thermal systems in equilibrium.

Destructive effect of fluctuations on the performance of a Brownian gyrator

The Brownian gyrator (BG) is often called a minimal model of a nano-engine performing a rotational motion, judging solely upon the fact that in non-equilibrium conditions its torque, specific angular momentum  and specific angular velocity  have non-zero mean values. For a time-discretised (with time-step δt) model we calculate here the previously unknown probability density functions (PDFs) of  and . We show that for finite δt, the PDF of  has exponential tails and all moments are therefore well-defined. At the same time, this PDF appears to be effectively broad - the noise-to-signal ratio is generically bigger than unity meaning that  is strongly not self-averaging. Concurrently, the PDF of  exhibits heavy power-law tails and its mean is the only existing moment. The BG is therefore not an engine in the common sense: it does not exhibit regular rotations on each run and its fluctuations are not only a minor nuisance - on contrary, their effect is completely destructive for the performance. Our theoretical predictions are confirmed by numerical simulations and experimental data. We discuss some plausible improvements of the model which may result in a more systematic rotational motion.

Limiting flux in quantum thermodynamics

In quantum systems, entropy production is typically defined as the quantum relative entropy between two states. This definition provides an upper bound for any flux (of particles, energy, entropy, etc.) of bounded observables, which proves especially useful near equilibrium. However, this bound tends to be irrelevant in general nonequilibrium situations. We propose a new upper bound for such fluxes in terms of quantum relative entropy, applicable even far from equilibrium and in the strong coupling regime. Additionally, we compare this bound with Monte Carlo simulations of random qubits with coherence, as well as with a model of two interacting nuclear spins.

Coexistence of distinct nonuniform nonequilibrium steady states in Ehrenfest multiurn model on a ring

The recently proposed Ehrenfest M-urn model with interactions on a ring is considered as a paradigm model which can exhibit a variety of distinct nonequilibrium steady states. Unlike the previous three-urn model on a ring which consists of a uniform steady state and a nonuniform nonequilibrium steady state, it is found that for even M≥4, an additional nonequilibrium steady state can coexist with the original ones. Detailed analysis reveals that this additional nonequilibrium steady state emerged via a pitchfork bifurcation which cannot occur if M is odd. Properties of this nonequilibrium steady state, such as stability, and steady-state flux are derived analytically for the four-urn case. The full phase diagram with the phase boundaries is also derived explicitly. The associated thermodynamic stability is also analyzed, confirming its stability. These theoretical results are also explicitly verified by direct Monte Carlo simulations for the three-urn and four-urn ring models.

Quantum relative entropy uncertainty relation

For classic systems, the thermodynamic uncertainty relation (TUR) states that the fluctuations of a current have a lower bound in terms of the entropy production. Some TURs are rooted in information theory, particularly derived from relations between observations (mean and variance) and dissimilarities, such as the Kullback-Leibler divergence, which plays the role of entropy production in stochastic thermodynamics. We generalize this idea for quantum systems, where we find a lower bound for the uncertainty of quantum observables given in terms of the quantum relative entropy. We apply the result to obtain a quantum thermodynamic uncertainty relation in terms of the quantum entropy production, valid for arbitrary dynamics and nonthermal environments.

Improving the Cramér-Rao bound with the detailed fluctuation theorem

In some nonequilibrium systems, the distribution of entropy production p(Σ) satisfies the detailed fluctuation theorem (DFT) p(Σ)/p(-Σ)=exp(Σ). When the distribution p(Σ) shows a time dependence, the celebrated Cramér-Rao (CR) bound asserts that the mean entropy production rate is upper bounded in terms of the variance of Σ and the Fisher information with respect to time. In this paper we employ the DFT to derive an upper bound for the mean entropy production rate that improves the CR bound. We show that this new bound serves as an accurate approximation for the entropy production rate in the heat exchange problem mediated by a weakly coupled bosonic mode. The bound is saturated for the same setup when mediated by a weakly coupled qubit.

Thermodynamic variational relation

In systems far from equilibrium, the statistics of observables are connected to entropy production, leading to the thermodynamic uncertainty relation (TUR). However, the derivation of TURs often involves constraining the parity of observables, such as considering asymmetric currents, making it unsuitable for the general case. We propose a thermodynamic variational relation (TVR) between the statistics of general observables and entropy production, based on the variational representation of f divergences. From this result, we derive a universal TUR and other relations for higher-order statistics of observables.

Bound for the moment generating function from the detailed fluctuation theorem

A famous consequence of the detailed fluctuation theorem (FT), p(Σ)/p(-Σ)=exp(Σ), is the integral FT 〈exp(-Σ)〉=1 for a random variable Σ and a distribution p(Σ). When Σ represents the entropy production in thermodynamics, the main outcome of the integral FT is the second law, 〈Σ〉≥0. However, a full description of the fluctuations of Σ might require knowledge of the moment generating function (MGF), G(α):=〈exp(αΣ)〉. In the context of the detailed FT, we show the MGF is lower bounded in the form G(α)≥B(α,〈Σ〉) for a given mean 〈Σ〉. As applications, we verify that the bound is satisfied for the entropy produced in the heat exchange problem between two reservoirs mediated by a weakly coupled bosonic mode and a qubit swap engine.

Dynamical large deviations of linear diffusions

Linear diffusions are used to model a large number of stochastic processes in physics, including small mechanical and electrical systems perturbed by thermal noise, as well as Brownian particles controlled by electrical and optical forces. Here we use techniques from large deviation theory to study the statistics of time-integrated functionals of linear diffusions, considering three classes of functionals or observables relevant for nonequilibrium systems which involve linear or quadratic integrals of the state in time. For these, we derive exact results for the scaled cumulant generating function and the rate function, characterizing the fluctuations of observables in the long-time limit, and study in an exact way the set of paths or effective process that underlies these fluctuations. The results give a complete description of how fluctuations arise in linear diffusions in terms of effective forces that remain linear in the state or, alternatively, in terms of fluctuating densities and currents that solve Riccati-type equations. We illustrate these results using two common nonequilibrium models, namely, transverse diffusions in two dimensions involving a nonconservative rotating force, and two interacting particles in contact with heat baths at different temperatures.

Fluctuations of entropy production of a run-and-tumble particle

Out-of-equilibrium systems continuously generate entropy, with its rate of production being a fingerprint of nonequilibrium conditions. In small-scale dissipative systems subject to thermal noise, fluctuations of entropy production are significant. Hitherto, mean and variance have been abundantly studied, even if higher moments might be important to fully characterize the system of interest. Here, we introduce a graphical method to compute any moment of entropy production for a generic discrete-state system. Then, we focus on a paradigmatic model of active particles, i.e., run-and-tumble dynamics, which resembles the motion observed in several micro-organisms. Employing our framework, we compute the first three cumulants of the entropy production for a discrete version of this model. We also compare our analytical results with numerical simulations. We find that as the number of states increases, the distribution of entropy production deviates from a Gaussian. Finally, we extend our framework to a continuous state-space run-and-tumble model, using an appropriate scaling of the transition rates. The approach presented here might help uncover the features of nonequilibrium fluctuations of any current in biological systems operating out-of-equilibrium.

Inertialess gyrating engines

A typical model for a gyrating engine consists of an inertial wheel powered by an energy source that generates an angle-dependent torque. Examples of such engines include a pendulum with an externally applied torque, Stirling engines, and the Brownian gyrating engine. Variations in the torque are averaged out by the inertia of the system to produce limit cycle oscillations. While torque generating mechanisms are also ubiquitous in the biological world, where they typically feed on chemical gradients, inertia is not a property that one naturally associates with such processes. In the present work, seeking ways to dispense of the need for inertial effects, we study an inertia-less concept where the combined effect of coupled torque-producing components averages out variations in the ambient potential and helps overcome dissipative forces to allow sustained operation for vanishingly small inertia. We exemplify this inertia-less concept through analysis of two of the aforementioned engines, the Stirling engine, and the Brownian gyrating engine. An analogous principle may be sought in biomolecular processes as well as in modern-day technological engines, where for the latter, the coupled torque-producing components reduce vibrations that stem from the variability of the generated torque.

Stochastic line integrals and stream functions as metrics of irreversibility and heat transfer

Stochastic line integrals are presented as a useful metric for quantitatively characterizing irreversibility and detailed balance violation in noise-driven dynamical systems. A particular realization is the stochastic area, recently studied in coupled electrical circuits. Here we provide a general framework for understanding properties of stochastic line integrals and clarify their implementation for experiments and simulations. For two-dimensional systems, stochastic line integrals can be expressed in terms of a stream function, the sign of which determines the orientation of nonequilibrium steady-state probability currents. Theoretical results are supported by numerical studies of an overdamped two-dimensional mass-spring system driven out of equilibrium. Additionally, the stream function permits analytical understanding of the scaling dependence of stochastic area growth rate on key parameters such as the noise strength for both linear and nonlinear springs.

Spectral fingerprints of nonequilibrium dynamics: The case of a Brownian gyrator

The same system can exhibit a completely different dynamical behavior when it evolves in equilibrium conditions or when it is driven out-of-equilibrium by, e.g., connecting some of its components to heat baths kept at different temperatures. Here we concentrate on an analytically solvable and experimentally relevant model of such a system-the so-called Brownian gyrator-a two-dimensional nanomachine that performs a systematic, on average, rotation around the origin under nonequilibrium conditions, while no net rotation takes place under equilibrium ones. On this example, we discuss a question whether it is possible to distinguish between two types of a behavior judging not upon the statistical properties of the trajectories of components but rather upon their respective spectral densities. The latter are widely used to characterize diverse dynamical systems and are routinely calculated from the data using standard built-in packages. From such a perspective, we inquire whether the power spectral densities possess some "fingerprint" properties specific to the behavior in nonequilibrium. We show that indeed one can conclusively distinguish between equilibrium and nonequilibrium dynamics by analyzing the cross-correlations between the spectral densities of both components in the short frequency limit, or from the spectral densities of both components evaluated at zero frequency. Our analytical predictions, corroborated by experimental and numerical results, open a new direction for the analysis of a nonequilibrium dynamics.

Full counting statistics and fluctuation theorem for the currents in the discrete model of Feynman's ratchet

We provide a detailed investigation of the fluctuations of the currents in the discrete model of Feynman's ratchet proposed by Jarzynski and Mazonka in 1999. Two macroscopic currents are identified, with the corresponding affinities determined using Schnakenberg's graph analysis. We also investigate full counting statistics of the two currents and show that fluctuation theorem holds for their joint probability distribution. Moreover, fluctuation-dissipation relation, Onsager reciprocal relation and their nonlinear generalizations are numerically shown to be satisfied in this model.

Nonequilibrium Control of Thermal and Mechanical Changes in a Levitated System

Fluctuation theorems are fundamental extensions of the second law of thermodynamics for small nonequilibrium systems. While work and heat are equally important forms of energy exchange, fluctuation relations have not been experimentally assessed for the generic situation of simultaneous mechanical and thermal changes. Thermal driving is indeed generally slow and more difficult to realize than mechanical driving. Here, we use feedback cooling techniques to implement fast and controlled temperature variations of an underdamped levitated microparticle that are 1 order of magnitude faster than the equilibration time. Combining mechanical and thermal control, we verify the validity of a fluctuation theorem that accounts for both contributions, well beyond the range of linear response theory. Our results allow the investigation of general far-from-equilibrium processes in microscopic systems that involve fast mechanical and thermal changes at the same time.

Irreversibility in linear systems with colored noise

Time irreversibility is a distinctive feature of nonequilibrium dynamics and several measures of irreversibility have been introduced to assess the distance from thermal equilibrium of a stochastically driven system. While the dynamical noise is often approximated as white, in many real applications the time correlations of the random forces can actually be significantly long-lived compared to the relaxation times of the driven system. We analyze the effects of temporal correlations in the noise on commonly used measures of irreversibility and demonstrate how the theoretical framework for white-noise-driven systems naturally generalizes to the case of colored noise. Specifically, we express the autocorrelation function, the area enclosing rates, and mean phase space velocity in terms of solutions of a Lyapunov equation and in terms of their white-noise limit values.

Energy harvesting from anisotropic fluctuations

We consider a rudimentary model for a heat engine, known as the Brownian gyrator, that consists of an overdamped system with two degrees of freedom in an anisotropic temperature field. Whereas the hallmark of the gyrator is a nonequilibrium steady-state curl-carrying probability current that can generate torque, we explore the coupling of this natural gyrating motion with a periodic actuation potential for the purpose of extracting work. We show that path lengths traversed in the manifold of thermodynamic states, measured in a suitable Riemannian metric, represent dissipative losses, while area integrals of a work density quantify work being extracted. Thus, the maximal amount of work that can be extracted relates to an isoperimetric problem, trading off area against length of an encircling path. We derive an isoperimetric inequality that provides a universal bound on the efficiency of all cyclic operating protocols, and a bound on how fast a closed path can be traversed before it becomes impossible to extract positive work. The analysis presented provides guiding principles for building autonomous engines that extract work from anisotropic fluctuations.

Second-harmonic generation as a minimal model of turbulence

When two resonantly interacting modes are in contact with a thermostat, their statistics is exactly Gaussian and the modes are statistically independent despite strong interaction. Considering a noise-driven system, we show that when one mode is pumped and another dissipates, the statistics of such cascades is never close to Gaussian, no matter what is the relation between interaction and noise. One finds substantial phase correlation in the limit of strong interaction or weak noise. Surprisingly, the mutual information between modes increases and entropy decreases when interaction strength decreases. We use the model to elucidate the fundamental problem of far-from equilibrium physics: where the information, or entropy deficit, is encoded, and how singular measures form. For an instability-driven system, such as laser, even a small added noise leads to large fluctuations of the relative phase near the stability threshold, while far from the equilibrium the conversion into the second harmonic is weakly affected by noise.

Description of a stochastic system by a nonadapted stochastic process

An approach for the description of stochastic systems is derived. Some of the variables in the system are studied forward in time, others backward in time. The approach is based on a perturbation expansion in the strength of the coupling between forward and backward variables, and it is well suited for situations in which initial and final conditions are imposed on different components of the system, and the coupling between those components is weak. The form of the stochastic equations in our approach is determined by requiring that they generate the same statistics obtained in a forward description of the dynamics. Numerical tests are carried out on a few simple two-degrees-of-freedom systems. The merit and the difficulties of the approach are discussed and compared to more traditional strategies based on transition path sampling and simple shooting algorithms.

Statistical properties of the heat flux between two nonequilibrium steady-state thermostats

We address the question of transport of heat in out-of-equilibrium systems. The experimental setup consists in two coupled granular gas nonequilibrium steady-state (NESS) heat baths, in which Brownian-like rotors are imbedded. These rotors are electromechanically coupled, thanks to DC micromotors, through a resistor R such that energy flows between them. The average flux depends linearly in the difference in the baths' temperature. Varying R allows extrapolation in the nondissipative coupling limit (R→0). We show that in this limit the heat flux obeys the fluctuation theorem in a form proposed by Jarzynski and Wójcik in 2004 [C. Jarzynski and D. K. Wójcik, Phys. Rev. Lett. 92, 230602 (2004)PRLTAO0031-900710.1103/PhysRevLett.92.230602] for the fluctuations of the flux between finite size equilibrium heat baths.

Generation of virtual potentials by controlled feedback in electric circuit systems

Electric circuits influenced by thermal noise are analogous to confined Brownian particles and can be an alternative and convenient scheme for studying stochastic thermodynamics. Here we experimentally demonstrate an effective technique of generating tunable potentials for Brownian dynamics in an electric circuit, realized by external controlled feedback. We present two illustrative examples of one-dimensional virtual potentials: static harmonic potential and time-varying double-well potential. The thermal noises of both cases undergo equivalent Brownian dynamics as if they were in the authentic potentials as long as the feedback is fast enough to respond to the designed potentials. The results show that the electric circuit provides a simple, effective, and programmable scheme to study the feedback-controlled virtual potential.

Full counting statistics of the particle currents through a Kitaev chain and the exchange fluctuation theorem

Exchange fluctuation theorems (XFTs) describe a fundamental symmetry relation for particle and energy exchange between several systems. Here we study the XFTs of a Kitaev chain connected to two reservoirs at the same temperature but different bias. By varying the parameters in the Kitaev chain model, we calculate analytically the full counting statistics of the transport current and formulate the corresponding XFTs for multiple current components. We also demonstrate the XFTs with numerical results. We find that due to the presence of the U(1) symmetry breaking terms in the Hamiltonian of the Kitaev chain, various forms of the XFTs emerge, and they can be interpreted in terms of various well-known transport processes.

Inertial effects on the Brownian gyrator

The recent interest into the Brownian gyrator has been confined chiefly to the analysis of Brownian dynamics both in theory and experiment despite the applicability of general cases with definite mass. Considering mass explicitly in the solution of the Fokker-Planck equation and Langevin dynamics simulations, we investigate how inertia can change the dynamics and energetics of the Brownian gyrator. In the Langevin model, the inertia reduces the nonequilibrium effects by diminishing the declination of the probability density function and the mean of a specific angular momentum, j_{θ}, as a measure of rotation. Another unique feature of the Langevin description is that rotation is maximized at a particular anisotropy while the stability of the rotation is minimized at a particular anisotropy or mass. Our results suggest that the Langevin dynamics description of the Brownian gyrator is intrinsically different from that with Brownian dynamics. In addition, j_{θ} is proven to be essential and convenient for estimating stochastic energetics such as heat currents and entropy production even in the underdamped regime.

Autonomous Brownian gyrators: A study on gyrating characteristics

We study the nonequilibrium steady-state (NESS) dynamics of two-dimensional Brownian gyrators under harmonic and nonharmonic potentials via computer simulations and analyses based on the Fokker-Planck equation, while our nonharmonic cases feature a double-well potential and an isotropic quartic potential. In particular, we report two simple methods that can help understand gyrating patterns. For harmonic potentials, we use the Fokker-Planck equation to survey the NESS dynamical characteristics; i.e., the NESS currents gyrate along the equiprobability contours and the stationary point of flow coincides with the potential minimum. As a contrast, the NESS results in our nonharmonic potentials show that these properties are largely absent, as the gyrating patterns are very distinct from those of corresponding probability distributions. Furthermore, we observe a critical case of the double-well potential, where the harmonic contribution to the gyrating pattern becomes absent, and the NESS currents do not circulate about the equiprobability contours near the potential minima even at low temperatures.

Active motion of passive asymmetric dumbbells in a non-equilibrium bath

Persistent motion of passive asymmetric bodies in non-equilibrium media has been experimentally observed in a variety of settings. However, fundamental constraints on the efficiency of such motion are not fully explored. Understanding such limits, and ways to circumvent them, is important for efficient utilization of energy stored in agitated surroundings for purposes of taxis and transport. Here, we examine such issues in the context of erratic movements of a passive asymmetric dumbbell driven by non-equilibrium noise. For uncorrelated (white) noise, we find a (non-Boltzmann) joint probability distribution for the velocity and orientation, which indicates that the dumbbell preferentially moves along its symmetry axis. The dumbbell thus behaves as an Ornstein-Uhlenbeck walker, a prototype of active matter. Exploring the efficiency of this active motion, we show that in the over-damped limit, the persistence length l of the dumbbell is bound from above by half its mean size, while the propulsion speed v_∥ is proportional to its inverse size. The persistence length can be increased by exploiting inertial effects beyond the over-damped regime, but this improvement always comes at the price of smaller propulsion speeds. This limitation is explained by noting that the diffusivity of a dumbbell, related to the product v_∥l, is always less than that of its components, thus severely constraining the usefulness of passive dumbbells as active particles.

Autonomous out-of-equilibrium Maxwell's demon for controlling the energy fluxes produced by thermal fluctuations

An autonomous out-of-equilibrium Maxwell's demon is used to reverse the natural direction of the heat flux between two electric circuits kept at different temperatures and coupled by the electric thermal noise. The demon does not process any information, but it achieves its goal by using a frequency-dependent coupling with the two reservoirs of the system. There is no mean energy flux between the demon and the system, but the total entropy production (system+demon) is positive. The demon can be power supplied by thermocouples. The system and the demon are ruled by equations similar to those of two coupled Brownian particles and of the Brownian gyrator. Thus our results pave the way to the application of autonomous out-of-equilibrium Maxwell's demons to coupled nanosystems at different temperatures.

Engineered swift equilibration of a Brownian gyrator

In the context of stochastic thermodynamics, a minimal model for nonequilibrium steady states has been recently proposed: the Brownian gyrator (BG). It describes the stochastic overdamped motion of a particle in a two-dimensional harmonic potential, as in the classic Ornstein-Uhlenbeck process, but considering the simultaneous presence of two independent thermal baths. When the two baths have different temperatures, the steady BG exhibits a rotating current, a clear signature of nonequilibrium dynamics. Here, we consider a time-dependent potential, and we apply a reverse-engineering approach to derive exactly the required protocol to switch from an initial steady state to a final steady state in a finite time τ. The protocol can be built by first choosing an arbitrary quasistatic counterpart, with few constraints, and then adding a finite-time contribution which only depends upon the chosen quasistatic form and which is of order 1/τ. We also get a condition for transformations which, in finite time, conserve internal energy, useful for applications such as the design of microscopic thermal engines. Our study extends finite-time stochastic thermodynamics to transformations connecting nonequilibrium steady states.

Electric field control of radiative heat transfer in a superconducting circuit

Heat is detrimental for the operation of quantum systems, yet it fundamentally behaves according to quantum mechanics, being phase coherent and universally quantum-limited regardless of its carriers. Due to their robustness, superconducting circuits integrating dissipative elements are ideal candidates to emulate many-body phenomena in quantum heat transport, hitherto scarcely explored experimentally. However, their ability to tackle the underlying full physical richness is severely hindered by the exclusive use of a magnetic flux as a control parameter and requires complementary approaches. Here, we introduce a dual, magnetic field-free circuit where charge quantization in a superconducting island enables thorough electric field control. We thus tune the thermal conductance, close to its quantum limit, of a single photonic channel between two mesoscopic reservoirs. We observe heat flow oscillations originating from the competition between Cooper-pair tunnelling and Coulomb repulsion in the island, well captured by a simple model. Our results highlight the consequences of charge-phase conjugation on heat transport, with promising applications in thermal management of quantum devices and design of microbolometers.

Reaching the ultimate energy resolution of a quantum detector

Quantum calorimetry, the thermal measurement of quanta, is a method of choice for ultrasensitive radiation detection ranging from microwaves to gamma rays. The fundamental temperature fluctuations of the calorimeter, dictated by the coupling of it to the heat bath, set the ultimate lower bound of its energy resolution. Here we reach this limit of fundamental equilibrium fluctuations of temperature in a nanoscale electron calorimeter, exchanging energy with the phonon bath at very low temperatures. The approach allows noninvasive measurement of energy transport in superconducting quantum circuits in the microwave regime with high efficiency, opening the way, for instance, to observe quantum jumps, detecting their energy to tackle central questions in quantum thermodynamics.

Quantum duets working as autonomous thermal motors

We study the dynamic properties of a thermal autonomous machine made up of two quantum Brownian particles, each of which is in contact with an environment at different temperature and moves on a periodic sinusoidal track. When such tracks are shifted, the center of mass of the system exhibits a nonvanishing velocity, for which we provide an exact expression in the limit of small track undulations. We discuss the role of the broken spatial symmetry in the emergence of directed motion in thermal machines. We then consider the case in which external deterministic forces are applied to the system, and we characterize its steady-state velocity. If the applied external force opposes the system motion, work can be extracted from such a steady-state thermal machine, without any external cyclic protocol. When the two particles are not interacting, our results reduce to those of Fisher and Zwerger [Phys. Rev. B 32, 6190 (1985)PRBMDO0163-182910.1103/PhysRevB.32.6190] and Aslangul, Pottier, and Saint-James [J. Phys. France 48, 1093 (1987)JOPQAG0302-073810.1051/jphys:019870048070109300] for a single particle moving in a periodic tilted potential. We finally use our results for the motor velocity to check the validity of the quantum molecular dynamics algorithm in the nonlinear, nonequilibrium regime.

Stochastic thermodynamics for self-propelled particles

We propose a generalization of stochastic thermodynamics to systems of active particles, which move under the combined influence of stochastic internal self-propulsions (activity) and a heat bath. The main idea is to consider joint trajectories of particles' positions and self-propulsions. It is then possible to exploit formal similarity of an active system and a system consisting of two subsystems interacting with different heat reservoirs and coupled by a nonsymmetric interaction. The resulting thermodynamic description closely follows the standard stochastic thermodynamics. In particular, total entropy production, Δs_{tot}, can be decomposed into housekeeping, Δs_{hk}, and excess, Δs_{ex}, parts. Both Δs_{tot} and Δs_{hk} satisfy fluctuation theorems. The average rate of the steady-state housekeeping entropy production can be related to the violation of the fluctuation-dissipation theorem via a Harada-Sasa relation. The excess entropy production enters into a Hatano-Sasa-like relation, which leads to a generalized Clausius inequality involving the change of the system's entropy and the excess entropy production. Interestingly, although the evolution of particles' self-propulsions is free and uncoupled from that of their positions, nontrivial steady-state correlations between these variables lead to the nonzero excess dissipation in the reservoir coupled to the self-propulsions.

Nonequilibrium driven by an external torque in the presence of a magnetic field

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.

Quantifying dissipation using fluctuating currents

Systems coupled to multiple thermodynamic reservoirs can exhibit nonequilibrium dynamics, breaking detailed balance to generate currents. To power these currents, the entropy of the reservoirs increases. The rate of entropy production, or dissipation, is a measure of the statistical irreversibility of the nonequilibrium process. By measuring this irreversibility in several biological systems, recent experiments have detected that particular systems are not in equilibrium. Here we discuss three strategies to replace binary classification (equilibrium versus nonequilibrium) with a quantification of the entropy production rate. To illustrate, we generate time-series data for the evolution of an analytically tractable bead-spring model. Probability currents can be inferred and utilized to indirectly quantify the entropy production rate, but this approach requires prohibitive amounts of data in high-dimensional systems. This curse of dimensionality can be partially mitigated by using the thermodynamic uncertainty relation to bound the entropy production rate using statistical fluctuations in the probability currents.

The determination of entropy production from experimental data is a challenge but a recently introduced theoretical tool, the thermodynamic uncertainty relation, allows one to infer a lower bound on entropy production. Here the authors provide a critical assessment of the practical implementation of this tool.

Experimental metrics for detection of detailed balance violation

We report on the measurement of detailed balance violation in a coupled, noise-driven linear electronic circuit consisting of two nominally identical RC elements that are coupled via a variable capacitance. The state variables are the time-dependent voltages across each of the two primary capacitors, and the system is driven by independent noise sources in series with each of the resistances. From the recorded time histories of these two voltages, we quantify violations of detailed balance by three methods: (1) explicit construction of the probability current density, (2) constructing the time-dependent stochastic area, and (3) constructing statistical fluctuation loops. In comparing the three methods, we find that the stochastic area is relatively simple to implement and computationally inexpensive and provides a highly sensitive means for detecting violations of detailed balance.

Two-temperature Brownian dynamics of a particle in a confining potential

We consider the two-dimensional motion of a particle in a confining potential, subject to Brownian orthogonal forces associated with two different temperatures. Exact solutions are obtained for an asymmetric harmonic potential in the overdamped and underdamped regimes. For more general confining potentials, a perturbative approach shows that the stationary state exhibits some universal properties. The nonequilibrium stationary state is characterized with a nonzero orthoradial mean current, corresponding to a global rotation of the particle around the center. The rotation is due to two broken symmetries: two different temperatures and a mismatch between the principal axes of the confining asymmetric potential and the temperature axes. We confirm our predictions by performing a Brownian dynamics simulation. Finally, we propose to observe this effect on a laser-cooled atomic gas.

Stochastic efficiency of an isothermal work-to-work converter engine

We investigate the efficiency of an isothermal Brownian work-to-work converter engine, composed of a Brownian particle coupled to a heat bath at a constant temperature. The system is maintained out of equilibrium by using two external time-dependent stochastic Gaussian forces, where one is called load force and the other is called drive force. Work done by these two forces are stochastic quantities. The efficiency of this small engine is defined as the ratio of stochastic work done against load force to stochastic work done by the drive force. The probability density function as well as large deviation function of the stochastic efficiency are studied analytically and verified by numerical simulations.

Electrical autonomous Brownian gyrator

We study experimentally and theoretically the steady-state dynamics of a simple stochastic electronic system featuring two resistor-capacitor circuits coupled by a third capacitor. The resistors are subject to thermal noises at real temperatures. The voltage fluctuation across each resistor can be compared to a one-dimensional Brownian motion. However, the collective dynamical behavior, when the resistors are subject to distinct thermal baths, is identical to that of a Brownian gyrator, as first proposed by Filliger and Reimann [Phys. Rev. Lett. 99, 230602 (2007)PRLTAO0031-900710.1103/PhysRevLett.99.230602]. The average gyrating dynamics is originated from the absence of detailed balance due to unequal thermal baths. We look into the details of this stochastic gyrating dynamics, its dependences on the temperature difference and coupling strength, and the mechanism of heat transfer through this simple electronic circuit. Our work affirms the general principle and the possibility of a Brownian ratchet working near room temperature scale.

Colloidal dynamics over a tilted periodic potential: Forward and reverse transition probabilities and entropy production in a nonequilibrium steady state

We report a systematic study of the forward and reverse transition probability density functions (TPDFs) and entropy production in a nonequilibrium steady state (NESS). The NESS is realized in a two-layer colloidal system, in which the bottom-layer colloidal crystal provides a two-dimensional periodic potential U_{0}(x,y) for the top-layer diffusing particles. By tilting the sample at an angle with respect to gravity, a tangential component of the gravitational force F is applied to the diffusing particles, which breaks the detailed balance (DB) condition and generates a steady particle flux along the [1,0] crystalline orientation. While both the measured forward and reverse TPDFs reveal interesting space-time dependence, their ratio is found to be independent of time and obeys a DB-like relation. The experimental results are in good agreement with the theoretical predictions. This study thus provides a better understanding on how entropy is generated and heat is dissipated to the reservoir during a NESS transition process. It also demonstrates the applications of the two-layer colloidal system in the study of NESS transition dynamics.

Transient exchange fluctuation theorems for heat using a Hamiltonian framework: Classical and quantum regimes

We investigate the statistics of heat exchange between a finite system coupled to reservoir(s). We have obtained analytical results for heat fluctuation theorems in the transient regime considering the Hamiltonian dynamics of the composite system consisting of the system of interest and the heat bath(s). The system of interest is driven by an external protocol. We first derive it in the context of a single heat bath. The result is in exact agreement with known result. We then generalize the treatment to two heat baths. We further extend the study to quantum systems and show that relations similar to the classical case hold in the quantum regime. For our study we invoke von Neumann two-point projective measurement in quantum mechanics in the transient regime. The study of quantum systems follows the same lines of argument as that of the classical system, and as a result the treatment used in the latter complements that used in the former. Our result is a generalization of Jarzynski-Wòjcik heat fluctuation theorem.

Dynamical Symmetry Breaking and Phase Transitions in Driven Diffusive Systems

We study the probability distribution of a current flowing through a diffusive system connected to a pair of reservoirs at its two ends. Sufficient conditions for the occurrence of a host of possible phase transitions both in and out of equilibrium are derived. These transitions manifest themselves as singularities in the large deviation function, resulting in enhanced current fluctuations. Microscopic models which implement each of the scenarios are presented, with possible experimental realizations. Depending on the model, the singularity is associated either with a particle-hole symmetry breaking, which leads to a continuous transition, or in the absence of the symmetry with a first-order phase transition. An exact Landau theory which captures the different singular behaviors is derived.

Overdamped stochastic thermodynamics with multiple reservoirs

After establishing stochastic thermodynamics for underdamped Langevin systems in contact with multiple reservoirs, we derive its overdamped limit using timescale separation techniques. The overdamped theory is different from the naive theory that one obtains when starting from overdamped Langevin or Fokker-Planck dynamics and only coincides with it in the presence of a single reservoir. The reason is that the coarse-grained fast momentum dynamics reaches a nonequilibrium state, which conducts heat in the presence of multiple reservoirs. The underdamped and overdamped theory are both shown to satisfy fundamental fluctuation theorems. Their predictions for the heat statistics are derived analytically for a Brownian particle on a ring in contact with two reservoirs and subjected to a nonconservative force and are shown to coincide in the long-time limit.

Entropy production and irreversibility of dissipative trajectories in electric circuits

We experimentally examine the equivalence between the entropy production evaluated from irreversibility of trajectories and the physical dissipation in dissipative processes via electric resistor-capacitor (RC) circuits. The examinations are performed for two nonequilibrium steady states that are driven by an injected current and temperature difference, respectively. Such an equivalence demonstrates a parameter-free method to evaluate the entropy production of a system. The effects of configurational and temporal resolutions are also studied.

Non-Boltzmann stationary distributions and nonequilibrium relations in active baths

Most natural and engineered processes, such as biomolecular reactions, protein folding, and population dynamics, occur far from equilibrium and therefore cannot be treated within the framework of classical equilibrium thermodynamics. Here we experimentally study how some fundamental thermodynamic quantities and relations are affected by the presence of the nonequilibrium fluctuations associated with an active bath. We show in particular that, as the confinement of the particle increases, the stationary probability distribution of a Brownian particle confined within a harmonic potential becomes non-Boltzmann, featuring a transition from a Gaussian distribution to a heavy-tailed distribution. Because of this, nonequilibrium relations (e.g., the Jarzynski equality and Crooks fluctuation theorem) cannot be applied. We show that these relations can be restored by using the effective potential associated with the stationary probability distribution. We corroborate our experimental findings with theoretical arguments.

Theoretical description of effective heat transfer between two viscously coupled beads

We analytically study the role of nonconservative forces, namely viscous couplings, on the statistical properties of the energy flux between two Brownian particles kept at different temperatures. From the dynamical model describing the system, we identify an energy flow that satisfies a fluctuation theorem both in the stationary and in transient states. In particular, for the specific case of a linear nonconservative interaction, we derive an exact fluctuation theorem that holds for any measurement time in the transient regime, and which involves the energy flux alone. Moreover, in this regime the system presents an interesting asymmetry between the hot and cold particles. The theoretical predictions are in good agreement with the experimental results already presented in our previous article [Imparato et al., Phys. Rev. Lett. 116, 068301 (2016)PRLTAO0031-900710.1103/PhysRevLett.116.068301], where we investigated the thermodynamic properties of two Brownian particles, trapped with optical tweezers, interacting through a dissipative hydrodynamic coupling.