No Current Without Heat

We show for a large class of interacting particle systems that whenever the stationary measure is not reversible for the dynamics, then the mean entropy production in the steady state is strictly positive. This extends to the thermodynamic limit the equivalence between microscopic reversibility and zero mean entropy production: time-reversal invariance cannot be spontaneously broken.     

Quantum entropy production as a measure of irreversibility

We consider conservative quantum evolutions possibly interrupted by macroscopic measurements. When started in a nonequilibrium state, the resulting path-space measure is not time-reversal invariant and the weight of time-reversal breaking equals the exponential of the entropy production. The mean entropy production can then be expressed via a relative entropy on the level of histories. This gives a partial extension of the result for classical systems, that the entropy production is given by the source term of time-reversal breaking in the path-space measure.     

Nonequilibrium quantum impurities: from entropy production to information theory

Nonequilibrium steady-state currents, unlike their equilibrium counterparts, continuously dissipate energy into their physical surroundings leading to entropy production and time-reversal symmetry breaking. This Letter discusses these issues in the context of quantum impurity models. We use simple thermodynamic arguments to define the rate of entropy production sigma and show that sigma has a simple information-theoretic interpretation in terms of nonequilibrium distribution functions. This allows us to show that the entropy production is strictly positive for any nonequilibrium steady state. We conclude by applying these ideas to the resonance level model and the Kondo model.     

Entropy Production in Exactly Solvable Systems

The rate of entropy production by a stochastic process quantifies how far it is from thermodynamic equilibrium. Equivalently, entropy production captures the degree to which global detailed balance and time-reversal symmetry are broken. Despite abundant references to entropy production in the literature and its many applications in the study of non-equilibrium stochastic particle systems, a comprehensive list of typical examples illustrating the fundamentals of entropy production is lacking. Here, we present a brief, self-contained review of entropy production and calculate it from first principles in a catalogue of exactly solvable setups, encompassing both discrete- and continuous-state Markov processes, as well as single- and multiple-particle systems. The examples covered in this work provide a stepping stone for further studies on entropy production of more complex systems, such as many-particle active matter, as well as a benchmark for the development of alternative mathematical formalisms.     

Positivity of Entropy Production

We discuss the positivity of the mean entropy production for stochastic systems driven from equilibrium, as it was defined in refs. 7 and 8. Non-zero entropy production is closely linked with violation of the detailed balance condition. This connection is rigorously obtained for spinflip dynamics. We remark that the positivity of entropy production depends on the choice of time-reversal transformation, hence on the choice of the dynamical variables in the system of interest.     

The reciprocal relations between cross phenomena in boundless gaseous systems

The Onsager-Casimir reciprocal relations obtained for gaseous systems on the basis of the linearized Boltzmann equation in a general form [F. Sharipov, Onsager-Casimir reciprocal relations based on the Boltzmann equation and gas-surface interaction law. Single gas., Phys. Rev. E 73 (2006) 026110] are applied to boundless domains. Under additional assumptions, expressions of the kinetic coefficients obtained previously are significantly simplified and can be easily applied in practice. In contrast to all previous works on this topic, it is shown that for a given set of thermodynamic forces there are several sets of thermodynamic fluxes providing the same entropy production. As a consequence, several forms of the kinetic coefficients satisfying the reciprocal relations do exist for a given set of thermodynamic forces. An illustrative example confirms that in many situations the kinetic coefficients are neither odd nor even with respect to the time-reversal and hence the reciprocal relations between them should be written in more general form than that obtained by Casimir.     

On a kinetic justification of the generalized nonequilibrium thermodynamics of multicomponent systems

The problem of the kinetic justification of the generalized thermodynamics of nonequilibrium processes using the method of moments for solving the kinetic equation for a multicomponent gas mixture is examined. Generalized expressions are obtained for the entropy density, entropy flux density, and entropy production as functions of an arbitrary number of state variables (moments of the distribution function). Different variants of writing the relations between fluxes and thermodynamic forces are considered, which correspond to the Onsager version for spatially homogeneous systems and, in a more general case, lead to the generalized thermodynamic forces of a complicated form, including derivatives of the fluxes with respect to time and spatial coordinates. Some consequences and new physical effects, following from the obtained equations, are analyzed. It is shown that a transition from results of the method of moments to expressions for the entropy production and the corresponding phenomenological relations of the generalized nonequilibrium thermodynamics is possible on the level of a linearized Barnett approximation of the Chapman–Enskog method.     

Entropy production in a two-dimensional reversible Gray-Scott system

The entropy production sigma is calculated in the time evolution processes toward a Turing-like pattern and a chaotic pattern in a two-dimensional reaction-diffusion system. The contributions of reaction and diffusion to the entropy production are evaluated separately. Though its contribution to total sigma is about 5%, the entropy production in diffusion foretells the moving direction of the dots (reaction spots) and the line-shaped patterns. The entropy production of the entire system sigma depicts well the cooperative dynamics and evolution of chaotic dot patterns. It is suggested that sigma can be a scalar measure for quantitative studies of hierarchic pattern dynamics. The relation is also discussed between the bifurcation parameter and the distance from thermodynamic equilibrium.     

Contact symmetries and Hamiltonian thermodynamics

It has been shown that contact geometry is the proper framework underlying classical thermodynamics and that thermodynamic fluctuations are captured by an additional metric structure related to Fisher’s Information Matrix. In this work we analyse several unaddressed aspects about the application of contact and metric geometry to thermodynamics. We consider here the Thermodynamic Phase Space and start by investigating the role of gauge transformations and Legendre symmetries for metric contact manifolds and their significance in thermodynamics. Then we present a novel mathematical characterization of first order phase transitions as equilibrium processes on the Thermodynamic Phase Space for which the Legendre symmetry is broken. Moreover, we use contact Hamiltonian dynamics to represent thermodynamic processes in a way that resembles the classical Hamiltonian formulation of conservative mechanics and we show that the relevant Hamiltonian coincides with the irreversible entropy production along thermodynamic processes. Therefore, we use such property to give a geometric definition of thermodynamically admissible fluctuations according to the Second Law of thermodynamics. Finally, we show that the length of a curve describing a thermodynamic process measures its entropy production.     

Econophysics and the Entropic Foundations of Economics

This paper examines relations between econophysics and the law of entropy as foundations of economic phenomena. Ontological entropy, where actual thermodynamic processes are involved in the flow of energy from the Sun through the biosphere and economy, is distinguished from metaphorical entropy, where similar mathematics used for modeling entropy is employed to model economic phenomena. Areas considered include general equilibrium theory, growth theory, business cycles, ecological economics, urban–regional economics, income and wealth distribution, and financial market dynamics. The power-law distributions studied by econophysicists can reflect anti-entropic forces is emphasized to show how entropic and anti-entropic forces can interact to drive economic dynamics, such as in the interaction between business cycles, financial markets, and income distributions.     

Reversibility, heat dissipation, and the importance of the thermal environment in stochastic models of nonequilibrium steady states

We examine stochastic processes that are used to model nonequilibrium processes (e.g., pulling RNA or dragging colloids) and so deliberately violate detailed balance. We argue that by combining an information-theoretic measure of irreversibility with nonequilibrium work theorems, the thermal physics implied by abstract dynamics can be determined. This measure is bounded above by thermodynamic entropy production and so may quantify how well a stochastic dynamics models reality. We also use our findings to critique various modeling approaches and notions arising in steady-state thermodynamics.     

Acceleration of Convergence to Equilibrium in Markov Chains by Breaking Detailed Balance

We analyse and interpret the effects of breaking detailed balance on the convergence to equilibrium of conservative interacting particle systems and their hydrodynamic scaling limits. For finite systems of interacting particles, we review existing results showing that irreversible processes converge faster to their steady state than reversible ones. We show how this behaviour appears in the hydrodynamic limit of such processes, as described by macroscopic fluctuation theory, and we provide a quantitative expression for the acceleration of convergence in this setting. We give a geometrical interpretation of this acceleration, in terms of currents that are antisymmetric under time-reversal and orthogonal to the free energy gradient, which act to drive the system away from states where (reversible) gradient-descent dynamics result in slow convergence to equilibrium.     

On the Validity of Entropy Production Principles for Linear Electrical Circuits

We explain the (non-)validity of close-to-equilibrium entropy production principles in the context of linear electrical circuits. Both the minimum and the maximum entropy production principles are understood within dynamical fluctuation theory. The starting point are Langevin equations obtained by combining Kirchoff’s laws with a Johnson-Nyquist noise at each dissipative element in the circuit. The main observation is that the fluctuation functional for time averages, that can be read off from the path-space action, is in first order around equilibrium given by an entropy production rate. That allows to understand beyond the schemes of irreversible thermodynamics (1) the validity of the least dissipation, the minimum entropy production, and the maximum entropy production principles close to equilibrium; (2) the role of the observables’ parity under time-reversal and, in particular, the origin of Landauer’s counterexample (1975) from the fact that the fluctuating observable there is odd under time-reversal; (3) the critical remark of Jaynes (1980) concerning the apparent inappropriateness of entropy production principles in temperature-inhomogeneous circuits.     

Irregular scattering of acoustic rays by vortices

The scattering of high-frequency sound wave, under geometrical acoustic approximation, by three stationary vortices in two dimensions is investigated. For a sufficiently high Mach number of the vortex flow, the scattering of sound rays becomes irregular, displaying a new example of chaotic scattering for a time-reversal breaking system. The fractal dimension, as well as the unstable and stable manifolds of the scattering dynamics, is presented.     

Dual-phase-lag transfer equations and entropy behavior in relaxational hydrodynamics

Extended thermodynamics of irreversible processes is developed; based on two postulates by which additional variables of the entropy density are dissipative fluxes and material time derivatives of the ordinary thermodynamic variables. Within these theories a more general approximation of entropy production is obtained. As a consequence of the proposed formalism, the constitutive dual-phase-lag equations, as well as equations of the conventional version of extended irreversible thermodynamics are obtained. The behavior of the entropy during oscillatory approach to equilibrium is considered. The proposed theory leads to a strictly monotonic dependency of the entropy on time.     

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.     

A Gallavotti-Cohen-Evans-Morriss Like Symmetry for a Class of Markov Jump Processes

We investigate a new symmetry of the large deviation function of certain time-integrated currents in non-equilibrium systems. The symmetry is similar to the well-known Gallavotti-Cohen-Evans-Morriss-symmetry for the entropy production, but it concerns a different functional of the stochastic trajectory. The symmetry can be found in a restricted class of Markov jump processes, where the network of microscopic transitions has a particular structure and the transition rates satisfy certain constraints. We provide three physical examples, where time-integrated observables display such a symmetry. Moreover, we argue that the origin of the symmetry can be traced back to time-reversal if stochastic trajectories are grouped appropriately.     

Equilibrium thermodynamics and thermodynamic processes in nonlinear systems

A general method for the calculation of thermodynamic quasi-equilibrium processes by molecular dynamics (MD) simulation in canonical ensemble is developed. The method is suitable for classical systems with arbitrary interaction potentials. Though this MD method does not allow to calculate directly partition function and entropy, it is possible to calculate necessary partial derivatives which enter into the expressions for the full derivatives dT/dV and d β/dV for adiabitic and isobaric processes. Namely the solutions of these ordinary differential equations define the corresponding thermodynamic processes. The adiabatic process for the 1D Toda lattice is analyzed in details. The usage of the Toda potential allows to perform all analytical calculus up to accurate answers and to compare numerical and analytical results. Exact analytical expressions for the thermodynamics of 1D lattices with few types of nearest neighbor interactions are obtained as a necessary interim solutions. MD-simulation of quasi equilibrium processes in canonical ensemble demands the achievement of thermodynamic equilibrium, thus the thermalization kinetics is briefly discussed.     

Fluctuation Theorems for Entropy Production and Heat Dissipation in Periodically Driven Markov Chains

Asymptotic fluctuation theorems are statements of a Gallavotti-Cohen symmetry in the rate function of either the time-averaged entropy production or heat dissipation of a process. Such theorems have been proved for various general classes of continuous-time deterministic and stochastic processes, but always under the assumption that the forces driving the system are time independent, and often relying on the existence of a limiting ergodic distribution. In this paper we extend the asymptotic fluctuation theorem for the first time to inhomogeneous continuous-time processes without a stationary distribution, considering specifically a finite state Markov chain driven by periodic transition rates. We find that for both entropy production and heat dissipation, the usual Gallavotti-Cohen symmetry of the rate function is generalized to an analogous relation between the rate functions of the original process and its corresponding backward process, in which the trajectory and the driving protocol have been time-reversed. The effect is that spontaneous positive fluctuations in the long time average of each quantity in the forward process are exponentially more likely than spontaneous negative fluctuations in the backward process, and vice-versa, revealing that the distributions of fluctuations in universes in which time moves forward and backward are related. As an additional result, the asymptotic time-averaged entropy production is obtained as the integral of a periodic entropy production rate that generalizes the constant rate pertaining to homogeneous dynamics.