Entropy and Nonlinear Nonequilibrium Thermodynamic Relation for Heat Conducting Steady States

Among various possible routes to extend entropy and thermodynamics to nonequilibrium steady states (NESS), we take the one which is guided by operational thermodynamics and the Clausius relation. In our previous study, we derived the extended Clausius relation for NESS, where the heat in the original relation is replaced by its “renormalized” counterpart called the excess heat, and the Gibbs-Shannon expression for the entropy by a new symmetrized Gibbs-Shannon-like expression. Here we concentrate on Markov processes describing heat conducting systems, and develop a new method for deriving thermodynamic relations. We first present a new simpler derivation of the extended Clausius relation, and clarify its close relation with the linear response theory. We then derive a new improved extended Clausius relation with a “nonlinear nonequilibrium” contribution which is written as a correlation between work and heat. We argue that the “nonlinear nonequilibrium” contribution is unavoidable, and is determined uniquely once we accept the (very natural) definition of the excess heat. Moreover it turns out that to operationally determine the difference in the nonequilibrium entropy to the second order in the temperature difference, one may only use the previous Clausius relation without a nonlinear term or must use the new relation, depending on the operation (i.e., the path in the parameter space). This peculiar “twist” may be a clue to a better understanding of thermodynamics and statistical mechanics of NESS.     

Entropy production in nonequilibrium systems at stationary states

We present a stochastic approach to nonequilibrium thermodynamics based on the expression of the entropy production rate advanced by Schnakenberg for systems described by a master equation. From the microscopic Schnakenberg expression we get the macroscopic bilinear form for the entropy production rate in terms of fluxes and forces. This is performed by placing the system in contact with two reservoirs with distinct sets of thermodynamic fields and by assuming an appropriate form for the transition rate. The approach is applied to an interacting lattice gas model in contact with two heat and particle reservoirs. On a square lattice, a continuous symmetry breaking phase transition takes place such that at the nonequilibrium ordered phase a heat flow sets in even when the temperatures of the reservoirs are the same. The entropy production rate is found to have a singularity at the critical point of the linear-logarithm type.     

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.     

Expression for the stationary distribution in nonequilibrium steady states

We study the nonequilibrium steady state realized in a general stochastic system attached to multiple heat baths. Starting from the detailed fluctuation theorem, we derive concise and suggestive expressions for the corresponding stationary distribution which are correct up to the second order in thermodynamic forces. The probability of a microstate eta is proportional to exp[Phi(eta)] where Phi(eta)=-[under summation operator]kbeta_{k}E_{k}(eta) is the excess entropy change. Here, E_{k}(eta) is the difference between two kinds of conditioned path ensemble averages of excess heat transfer from the kth heat bath whose inverse temperature is beta_{k}. This result can be easily extended to steady states maintained with other sources, e.g., particle current driven by an external force. Our expression may be verified experimentally in nonequilibrium states realized, for example, in mesoscopic systems.     

Time Evolution in Macroscopic Systems. II. The Entropy

The concept of entropy in nonequilibrium macroscopic systems is investigated in the light of an extended equation of motion for the density matrix obtained in a previous study. It is found that a time-dependent information entropy can be defined unambiguously, but it is the time derivative or entropy production that governs ongoing processes in these systems. The differences in physical interpretation and thermodynamic role of entropy in equilibrium and nonequilibrium systems is emphasized and the observable aspects of entropy production are noted. A basis for nonequilibrium thermodynamics is also outlined.     

A Thermodynamic Approach to Measuring Entropy in a Few-Electron Nanodevice

The entropy of a system gives a powerful insight into its microscopic degrees of freedom; however, standard experimental ways of measuring entropy through heat capacity are hard to apply to nanoscale systems, as they require the measurement of increasingly small amounts of heat. Two alternative entropy measurement methods have been recently proposed for nanodevices: through charge balance measurements and transport properties. We describe a self-consistent thermodynamic framework for applying thermodynamic relations to few-electron nanodevices—small systems, where fluctuations in particle number are significant, whilst highlighting several ongoing misconceptions. We derive a relation (a consequence of a Maxwell relation for small systems), which describes both existing entropy measurement methods as special cases, while also allowing the experimentalist to probe the intermediate regime between them. Finally, we independently prove the applicability of our framework in systems with complex microscopic dynamics—those with many excited states of various degeneracies—from microscopic considerations.     

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.     

The entropy flux and the evolution equations for the fluxes including nonlocal terms from the point of view of extended irreversible thermodynamics

The expression for the entropy flux is analysed from the point of view of irreversible thermodynamics. In connection with this problem the evolution equations for the heat flux and for the electric current density including nonlocal terms are derived and discussed. The relation for the entropy flux is compared with that obtained by the statistical nonequilibrium thermodynamics on the basis founded on a generalized Gibbs' ensemble method for nonequilibrium systems.     

强迫耗散系统的有序结构和系统的发展(Ⅰ)，最小熵产生原理和有序结构

一个系统的发展总是由不可逆热力过程和非线性动力过程所驱动.将大气动力学方程组同考虑了动能变化的Gibbs关系结合起来构建的熵平衡方程，才能更好地描述大气系统的不可逆热力过程和非线性动力过程.至今非平衡态热力学仅利用Onsager线性唯象关系证明了最小熵产生原理.利用新建立的熵平衡方程和大气动力学方程的性质证明，最小熵产生原理在热力学线性区和非线性区都是普遍成立的.且当热量输送平衡、水汽输送平衡和动量输送平衡时，系统达到不可逆过程最弱的最小熵产生热力学状态.当系统又是动力平衡且无平流时，这种最小熵产生态就是 关键词： 非线性热力学 熵产生 最小熵产生原理 有序结构     

非平衡涨落问题的微观唯象分析理论(Ⅰ)——一种新的广义不可逆热力学理论与热涨落中涨落—耗散表示式的非平衡修正

本文给出非平衡涨落问题的微观唯象分析理论——非平衡涨落的统计学描述理论。该理论的基础是广义非平衡熵与描述涨落几率的爱因斯坦表示式的推广。通过计算求得刚体热传导中比能与热通量的非平衡涨落的二阶矩。导出对热涨落的通用涨落-耗散表示式的非平衡修正,同时发现该修正相当于固体电介质中的光子热输运与金属中电子热输运的数值修正。     

Fluctuation theorem for entropy production at strong coupling

Fluctuation theorems have been applied successfully to any system away from thermal equilibrium, which are helpful for understanding the thermodynamic state evolution. We investigate fluctuation theorems for strong coupling between a system and its reservoir, by path-dependent definition of work and heat satisfying the first law of thermodynamics. We present the fluctuation theorems for two kinds of entropy productions. One is the informational entropy production, which is always non-negative and can be employed in either strong or weak coupling systems. The other is the thermodynamic entropy production, which differs from the informational entropy production at strong coupling by the effects regarding the reservoir. We find that, it is the negative work on the reservoir, rather than the nonequilibrium of the thermal reservoir,which invalidates the thermodynamic entropy production at strong coupling. Our results indicate that the effects from the reservoir are essential to understanding thermodynamic processes at strong coupling.     

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.     

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.     

On heat diffusion mode of structural phase transition by two-fluid model

With the help of the two-fluid model developed by Götze and Michel for phonons it is shown for a simple model Hamiltonian that in the low temperature phase the optical soft mode becomes isothermal, the heat diffusion mode is dominant near the transition temperatureT _c and the quasiparticle interaction is of great importance in determining the thermodynamic quantities nearT _c. Green function techniques are applied to describe the two-fluid model functions in a microscopic way. The simplest approximations are discussed for the model equations describing nonequilibrium phenomena of the soft optical phonon mode in the low temperature phase. The quasiparticle interaction operator can be related to the interaction operator between quasiparticles and the condensed mode. This relation enables one to understand the behaviour of the thermodynamic quantities near the transition temperature on a microscopic way. The first order displacive phase transition is also discussed.     

Geometrical Excess Entropy Production in Nonequilibrium Quantum Systems

For open systems described by the quantum Markovian master equation, we study a possible extension of the Clausius equality to quasistatic operations between nonequilibrium steady states (NESSs). We investigate the excess heat divided by temperature (i.e., excess entropy production) which is transferred into the system during the operations. We derive a geometrical expression for the excess entropy production, which is analogous to the Berry phase in unitary evolution. Our result implies that in general one cannot define a scalar potential whose difference coincides with the excess entropy production in a thermodynamic process, and that a vector potential plays a crucial role in the thermodynamics for NESSs. In the weakly nonequilibrium regime, we show that the geometrical expression reduces to the extended Clausius equality derived by Saito and Tasaki (J. Stat. Phys. 145:1275, 2011). As an example, we investigate a spinless electron system in quantum dots. We find that one can define a scalar potential when the parameters of only one of the reservoirs are modified in a non-interacting system, but this is no longer the case for an interacting system.     

Statistical-Mechanical Foundations for a Generalized Thermodynamics of Dissipative Processes

A statistical-mechanical formalism for nonequilibrium systems, namely the nonequilibrium statistical operator method, provides microscopic foundations for a generalized thermodynamics of dissipative processes. This formalism is based on a unifying variational approach that is considered to be encompassed in Jaynes' Predictive Statistical Mechanics and principle of maximization of the statistical-informational entropy. Within the framework of the statistical thermodynamics that follows from the method, we demonstrate the existence of generalized forms of the theorem of minimum (informational) entropy production, the criterion for evolution, and the thermodynamic (in)stability criterion. The formalism is not restricted to local equilibrium but, in principle, to general conditions (its complete domain of validity is not yet fully determined). A H-theorem associated to the formalism is presented in the form of an increase of the informational entropy along the evolution of the system. Some of the results are illustrated in an application to the study of a model for a photoexcited direct-gap semiconductor.     

Nonequilibrium Thermodynamics in Biochemical Systems and Its Application

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

A decomposed equation for local entropy and entropy production in volume-preserving coarse-grained systems

In this study an equation for the local entropy is derived based on the formulation of a master equation and is applied to volume-preserving maps. The equation consists of the following terms: unsteady, convection, diffusion, probability-weighted phase space volume expansion rate, nonnegative entropy production, and residuals. The decomposition makes it possible to evaluate entropy production in terms of microscopic dynamics and is expected to be applicable to many coarse-grained systems on the phase space. When it is applied to two volume-preserving multibaker chain systems it is confirmed that the summation of the nonnegative entropy production on each site numerically coincides with the entropy production introduced by Gilbert et al. [T. Gilbert, J.R. Dorfman, P. Gaspard, Entropy production, fractals, and relaxation to equilibrium, Phys. Rev. Lett. 85 (2000) 1606-1609] and the phenomenological expression both in nonequilibrium steady and unsteady states. The coincidence is brought about by the fact that the residual terms vanish in the thermodynamic limit when they are integrated on each site. It follows that the entropy production is dominated by the nonnegative entropy production term and becomes positive in nonequilibrium states.     

Hamiltonian dynamics,nanosystems, and nonequilibrium statistical mechanics

An overview is given of recent advances in nonequilibrium statistical mechanics on the basis of the theory of Hamiltonian dynamical systems and in the perspective provided by the nanosciences. It is shown how the properties of relaxation toward a state of equilibrium can be derived from Liouville's equation for Hamiltonian dynamical systems. The relaxation rates can be conceived in terms of the so-called Pollicott–Ruelle resonances. In spatially extended systems, the transport coefficients can also be obtained from the Pollicott–Ruelle resonances. The Liouvillian eigenstates associated with these resonances are in general singular and present fractal properties. The singular character of the nonequilibrium states is shown to be at the origin of the positive entropy production of nonequilibrium thermodynamics. Furthermore, large-deviation dynamical relationships are obtained, which relate the transport properties to the characteristic quantities of the microscopic dynamics such as the Lyapunov exponents, the Kolmogorov–Sinai entropy per unit time, and the fractal dimensions. We show that these large-deviation dynamical relationships belong to the same family of formulas as the fluctuation theorem, as well as a new formula relating the entropy production to the difference between an entropy per unit time of Kolmogorov–Sinai type and a time-reversed entropy per unit time. The connections to the nonequilibrium work theorem and the transient fluctuation theorem are also discussed. Applications to nanosystems are described.