Generalization of the second law for a transition between nonequilibrium states

The maximum work formulation of the second law of thermodynamics is generalized for a transition between nonequilibrium states. The relative entropy, the Kullback-Leibler divergence between the nonequilibrium states and the canonical distribution, determines the maximum ability to work. The difference between the final and the initial relative entropies with an effective temperature gives the maximum dissipative work for both adiabatic and isothermal processes. Our formulation reduces to both the Vaikuntanathan-Jarzynski relation and the nonequilibrium Clausius relation in certain situations. By applying our formulation to a heat engine the Carnot cycle is generalized to a circulation among nonequilibrium states.     

A unified quantum theory of mechanics and thermodynamics. Part I. Postulates

A unified axiomatic theory that embraces both mechanics and thermodynamics is presented in three parts. It is based on four postulates; three are taken from quantum mechanics, and the fourth is the new disclosure of the existence of quantum states that are stable (Part I). For nonequilibrium and equilibrium states, the theory provides general original results, such as the relation between irreducible density operators and the maximum work that can be extracted adiabatically (Part IIa). For stable equilibrium states, it shows for the first time that the canonical and grand canonical distributions are the only stable distributions (Part IIb). The theory discloses the incompleteness of the equation of motion of quantum mechanics not only for irreversible processes but, more significantly, for reversible processes (Part IIb). It establishes the operational meaning of an irreducible density operator and irreducible dispersions associated with any state, and reveals the relationship between such dispersions and the second law (Part III).     

Efficiency bounds for nonequilibrium heat engines

We analyze the efficiency of thermal engines (either quantum or classical) working with a single heat reservoir like an atmosphere. The engine first gets an energy intake, which can be done in an arbitrary nonequilibrium way e.g. combustion of fuel. Then the engine performs the work and returns to the initial state. We distinguish two general classes of engines where the working body first equilibrates within itself and then performs the work (ergodic engine) or when it performs the work before equilibrating (non-ergodic engine). We show that in both cases the second law of thermodynamics limits their efficiency. For ergodic engines we find a rigorous upper bound for the efficiency, which is strictly smaller than the equivalent Carnot efficiency. I.e. the Carnot efficiency can be never achieved in single reservoir heat engines. For non-ergodic engines the efficiency can be higher and can exceed the equilibrium Carnot bound. By extending the fundamental thermodynamic relation to nonequilibrium processes, we find a rigorous thermodynamic bound for the efficiency of both ergodic and non-ergodic engines and show that it is given by the relative entropy of the nonequilibrium and initial equilibrium distributions. These results suggest a new general strategy for designing more efficient engines. We illustrate our ideas by using simple examples.     

Insights into the Second Law of Thermodynamics from Anisotropic Gas-Surface Interactions

Thermodynamic implications of anisotropic gas-surface interactions in a closed molecular flow cavity are examined. Anisotropy at the microscopic scale, such as might be caused by reduced-dimensionality surfaces, is shown to lead to reversibility at the macroscopic scale. The possibility of a self-sustaining nonequilibrium stationary state induced by surface anisotropy is demonstrated that simultaneously satisfies flux balance, conservation of momentum, and conservation of energy. Conversely, it is also shown that the second law of thermodynamics prohibits anisotropic gas-surface interactions in “equilibrium”, even for reduced dimensionality surfaces. This is particularly startling because reduced dimensionality surfaces are known to exhibit a plethora of anisotropic properties. That gas-surface interactions would be excluded from these anisotropic properties is completely counterintuitive from a causality perspective. These results provide intriguing insights into the second law of thermodynamics and its relation to gas-surface interaction physics. Sandia National Laboratories is the author’s employer, but is not officially affiliated with this work.     

Generalization of the Gibbsian relation for dilute systems

The Gibbsian relation is of fundamental importance to the thermodynamics of nonequilibrium systems. In this paper, we shall present an analytical derivation and several generalizations of this relation for dilute, nonequilibrium and certain highly nonequilibrium, systems. Our analysis will beindependent of the collision dynamics, because it will be based on the general kinetic equation witharbitrary collision integrals. Consequently, our analysis can provide athermodynamic derivation and several generalizations of the Gibbsian relation. Our distribution functions can also admit some arbitrary, nonequilibrium and highly nonequilibrium, forms. With the help of the generalized Gibbsian relation and a fundamental axiom to be postulated, the entropy production rates and the generalized forces and fluxes will be studied for our highly nonequilibrium systems. The second law of thermodynamics will be postulated and verified in specific cases. Onsager's reciprocity relations will be discussed.     

Onsager-Machlup Theory for Nonequilibrium Steady States and Fluctuation Theorems

A generalization of the Onsager-Machlup theory from equilibrium to nonequilibrium steady states and its connection with recent fluctuation theorems are discussed for a dragged particle restricted by a harmonic potential in a heat reservoir. Using a functional integral approach, the probability functional for a path is expressed in terms of a Lagrangian function from which an entropy production rate and dissipation functions are introduced, and nonequilibrium thermodynamic relations like the energy conservation law and the second law of thermodynamics are derived. Using this Lagrangian function we establish two nonequilibrium detailed balance relations, which not only lead to a fluctuation theorem for work but also to one related to energy loss by friction. In addition, we carried out the functional integral for heat explicitly, leading to the extended fluctuation theorem for heat. We also present a simple argument for this extended fluctuation theorem in the long time limit. PACS numbers: 05.70.Ln, 05.40.-a, 05.10.Gg.     

Evolution of self-organizing systems from the standpoint of mechanics and thermodynamics

The extension of the principle of least action for many-particle systems has shown that the natural evolution of processes in the environment is governed largely by kinetic-to-potential energy conversion. A relation with the variational principles of nonequilibrium thermodynamics is established. It is shown that the birth and aging of structures are controlled by the principle of minimization of the integral Lagrangian, the role of which in mechanics is not less significant than the role of the law of degradation of energy (the second law of thermodynamics) in thermodynamics.     

Fluctuation theorem for stochastic systems

The fluctuation theorem describes the probability ratio of observing trajectories that satisfy or violate the second law of thermodynamics. It has been proved in a number of different ways for thermostatted deterministic nonequilibrium systems. In the present paper we show that the fluctuation theorem is also valid for a class of stochastic nonequilibrium systems. The theorem is therefore not reliant on the reversibility or the determinism of the underlying dynamics. Numerical tests verify the theoretical result.     

Maximum entropy production principle in physics,chemistry and biology

The tendency of the entropy to a maximum as an isolated system is relaxed to the equilibrium (the second law of thermodynamics) has been known since the mid-19th century. However, independent theoretical and applied studies, which suggested the maximization of the entropy production during nonequilibrium processes (the so-called maximum entropy production principle, MEPP), appeared in the 20th century. Publications on this topic were fragmented and different research teams, which were concerned with this principle, were unaware of studies performed by other scientists. As a result, the recognition and the use of MEPP by a wider circle of researchers were considerably delayed. The objectives of the present review consist in summation and analysis of studies dealing with MEPP. The first part of the review is concerned with the thermodynamic and statistical basis of the principle (including the relationship of MEPP with the second law of thermodynamics and Prigogine's principle). Various existing applications of the principle to analysis of nonequilibrium systems will be discussed in the second part.     

The Steady State Fluctuation Relation for the Dissipation Function

We give a proof of transient fluctuation relations for the entropy production (dissipation function) in nonequilibrium systems, which is valid for most time reversible dynamics. We then consider the conditions under which a transient fluctuation relation yields a steady state fluctuation relation for driven nonequilibrium systems whose transients relax, producing a unique nonequilibrium steady state. Although the necessary and sufficient conditions for the production of a unique nonequilibrium steady state are unknown, if such a steady state exists, the generation of the steady state fluctuation relation from the transient relation is shown to be very general. It is essentially a consequence of time reversibility and of a form of decay of correlations in the dissipation, which is needed also for, e.g., the existence of transport coefficients. Because of this generality the resulting steady state fluctuation relation has the same degree of robustness as do equilibrium thermodynamic equalities. The steady state fluctuation relation for the dissipation stands in contrast with the one for the phase space compression factor, whose convergence is problematic, for systems close to equilibrium. We examine some model dynamics that have been considered previously, and show how they are described in the context of this work.     

Onsager-Machlup Theory and Work Fluctuation Theorem for a Harmonically Driven Brownian Particle

We extend Tooru-Cohen analysis for nonequilibrium steady state (NSS) of a Brownian particle to nonequilibrium oscillatory state (NOS) of Brownian particle by considering time dependent external drive protocol. We consider an unbounded charged Brownian particle in the presence of oscillating electric field and prove work fluctuation theorem, which is valid for any initial distribution and at all times. For harmonically bounded and constantly dragged Brownian particle considered by Tooru and Cohen, work fluctuation theorem is valid for any initial condition (also NSS), but only in large time limit. We use Onsager-Machlup Lagrangian with a constraint to obtain frequency dependent work distribution function, and describe entropy production rate and properties of dissipation functions for the present system using Onsager-Machlup functional.     

Extended Clausius Relation and Entropy for Nonequilibrium Steady States in Heat Conducting Quantum Systems

Recently, in their attempt to construct steady state thermodynamics (SST), Komatsu, Nakagawa, Sasa, and Tasaki found an extension of the Clausius relation to nonequilibrium steady states in classical stochastic processes. Here we derive a quantum mechanical version of the extended Clausius relation. We consider a small system of interest attached to large systems which play the role of heat baths. By only using the genuine quantum dynamics, we realize a heat conducting nonequilibrium steady state in the small system. We study the response of the steady state when the parameters of the system are changed abruptly, and show that the extended Clausius relation, in which “heat” is replaced by the “excess heat”, is valid when the temperature difference is small. Moreover we show that the entropy that appears in the relation is similar to von Neumann entropy but has an extra symmetrization with respect to time-reversal. We believe that the present work opens a new possibility in the study of nonequilibrium phenomena in quantum systems, and also confirms the robustness of the approach by Komatsu et al.     

Nonequilibrium temperatures and second-sound propagation along nanowires and thin layers

It is shown that the dispersion relation of heat waves along nanowires or thin layers could allow to compare two different definitions of nonequilibrium temperature, since thermal waves are predicted to propagate with different phase speed depending on the definition of nonequilibrium temperature being used. The difference is small, but it could be in principle measurable in nanosystems, as for instance nanowires and thin layers, in a given frequency range. Such an experiment could provide a deeper view on the problem of the definition of temperature in nonequilibrium situations.     

Fluctuation theorem and chaos

The heat theorem (i.e. the second law of thermodynamics or the existence of entropy) is a manifestation of a general property of hamiltonian mechanics and of the ergodic hypothesis. In nonequilibrium thermodynamics of stationary states the chaotic hypothesis plays a similar role: it allows a unique determination of the probability distribution (called SRB distribution) on phase space providing the time averages of the observables. It also implies an expression for a few averages concrete enough to derive consequences of symmetry properties like the fluctuation theorem or to formulate a theory of coarse graining unifying the foundations of equilibrium and of nonequilibrium.     

Second Law of Thermodynamics for Macroscopic Mechanics Coupled to Thermodynamic Degrees of Freedom

Starting from and only using classical Hamiltonian dynamics, we prove the maximum work principle in a system where macroscopic dynamical degrees of freedom are intrinsically coupled to microscopic degrees of freedom. Unlike in many of the standard and recent works on the second law, the macroscopic dynamics is not governed by an external action but undergoes the back reaction of the microscopic degrees of freedom. Our theorems cover such physical situations as impact between macroscopic bodies, thermodynamic machines, and molecular motors. Our work identifies and quantifies the physical limitations on the applicability of the second law for small systems.      

Phonon Excitation and Energy Redistribution in Phonon Space for Energy Dissipation and Transport in Lattice Structure with Nonlinear Dispersion

We first propose fundamental solutions of wave propagation in dispersive chain subject to a localized initial perturbation in the displacement. Analytical solutions are obtained for both second order nonlinear dispersive chain and homogenous harmonic chain using stationary phase approximation. Solution is also compared with numerical results from molecular dynamics(MD) simulations. Locally dominant phonon modes(k-space) are introduced based on these solutions. These locally defined spatially and temporally varying phonon modes k(x, t) are critical to the concept of the local thermodynamic equilibrium(LTE). Wave propagation accompanying with the nonequilibrium dynamics leads to the excitation of these locally defined phonon modes. It is found that the system energy is gradually redistributed among these excited phonons modes(k-space). This redistribution process is only possible with nonlinear dispersion and requires a finite amount of time to achieve a steady state distribution. This time scale is dependent on the spatial distribution(or frequency content) of the initial perturbation and the dispersion relation. Sharper and more concentrated perturbation leads to a faster energy redistribution and dissipation. This energy redistribution generates localized phonons with various frequencies that can be important for phonon-phonon interaction and energy dissipation in nonlinear systems.Depending on the initial perturbation and temperature, the time scale associated with this energy distribution can be critical for energy dissipation compared to the Umklapp scattering process. Ballistic type of heat transport along the harmonic chain reveals that at any given position, the lowest mode(k = 0) is excited first and gradually expanding to the highest mode(kmax(x, t)), where kmax(x, t) can only asymptotically approach the maximum mode kBof the first Brillouin zone(kmax(x, t) → kB). No energy distributed into modes with kmax(x, t) k kBdemonstrates that the local thermodynamic equilibrium cannot be established in harmonic chain. Energy is shown to be uniformly distributed in all available phonon modes k ≤ kmax(x, t) at any position with heat transfer along the harmonic chain. The energy flux along the chain is shown to be a constant with time and proportional to the sound speed(ballistic transport).Comparison with the Fourier's law leads to a time-dependent thermal conductivity that diverges with time.     

Monotoniegesetze der statistischen Theorie der Nichtgleichgewichte

Two fundamental inequalities in the theory of nonequilibrium systems are the second law in its generalized form stating that entropy-production is always positive and the so called thermodynamic passivity relation. In a statistical theory these inequalities can be derived under very general conditions. Thus certain results contained in a preceding paper¹ are put on a new basis and shown to be independent of the Markovian property of the stochastic laws of motion. In the new formulation the results refer especially to systems under the influence of an environment variable in time. (4.4) ist die bekannte Formulierung der Passivitätseigenschaft des Netzwerkes.     

Nonequilibrium work relations: foundations and applications

When a macroscopic system in contact with a heat reservoir is driven away from equilibrium, the second law of thermodynamics places a strict bound on the amount of work performed on the system. With a microscopic system the situation is more subtle, as thermal fluctuations give rise to a statistical distribution of work values. In recent years it has been realized that such distributions encode surprisingly more information than one might expect from traditional thermodynamic arguments. I will discuss a number of exact results that relate equilibrium properties of the system, in particular free energy differences, to the fluctuations in the work performed during such a nonequilibrium process. I will describe the theoretical foundations of these relations, connections with irreversibility and the second law of thermodynamics, and potential experimental and computational applications.     

Transition state theory: A generalization to nonequilibrium systems with power-law distributions

Transition state theory (TST) is generalized to nonequilibrium systems with power-law distributions. The stochastic dynamics that gives rise to the power-law distributions for the reaction coordinate and momentum is modeled by Langevin equations and corresponding Fokker-Planck equations. It is considered that a system far away from equilibrium does not have to relax to a thermal equilibrium state with Boltzmann-Gibbs distribution, but asymptotically approaches a nonequilibrium stationary state with a power-law distribution. Thus, we obtain a possible generalization of TST rates to nonequilibrium systems with power-law distributions. Furthermore, we derive the generalized TST rate constants for one-dimensional and n-dimensional Hamiltonian systems away from equilibrium, and obtain a generalized Arrhenius rate for systems with power-law distributions.