Crooks Fluctuation Theorem for Single Polymer Dynamics in Time-Dependent Flows: Understanding Viscoelastic Hysteresis

Nonequilibrium work relations have fundamentally advanced our understanding of molecular processes. In recent years, fluctuation theorems have been extensively applied to understand transitions between equilibrium steady-states, commonly described by simple control parameters such as molecular extension of a protein or polymer chain stretched by an external force in a quiescent fluid. Despite recent progress, far less is understood regarding the application of fluctuation theorems to processes involving nonequilibrium steady-states such as those described by polymer stretching dynamics in nonequilibrium fluid flows. In this work, we apply the Crooks fluctuation theorem to understand the nonequilibrium thermodynamics of dilute polymer solutions in flow. We directly determine the nonequilibrium free energy for single polymer molecules in flow using a combination of single molecule experiments and Brownian dynamics simulations. We further develop a time-dependent extensional flow protocol that allows for probing viscoelastic hysteresis over a wide range of flow strengths. Using this framework, we define quantities that uniquely characterize the coil-stretch transition for polymer chains in flow. Overall, generalized fluctuation theorems provide a powerful framework to understand polymer dynamics under far-from-equilibrium conditions.     

Entropy production fluctuation theorem and the nonequilibrium work relation for free energy differences

There are only a very few known relations in statistical dynamics that are valid for systems driven arbitrarily far-from-equilibrium. One of these is the fluctuation theorem, which places conditions on the entropy production probability distribution of nonequilibrium systems. Another recently discovered far from equilibrium expression relates nonequilibrium measurements of the work done on a system to equilibrium free energy differences. In this paper, we derive a generalized version of the fluctuation theorem for stochastic, microscopically reversible dynamics. Invoking this generalized theorem provides a succinct proof of the nonequilibrium work relation.     

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.     

A model for nuclear matter fragmentation: phase diagram and cluster distributions

We develop a model in the framework of nuclear fragmentation at thermodynamic equilibrium which can be mapped onto an Ising model with constant magnetization. We work out the thermodynamic properties of the model as well as the properties of the fragment size distributions. We show that two types of phase transitions can be found for high density systems. They merge into a unique transition at low density. An analysis of the critical exponents which characterize observables for different densities in the thermodynamic limit shows that these transitions look like continuous second-order transitions.     

光学耗散系统的准热力学模型及其在光学双稳性相变问题上的应用

本文以光学耗散系统为范例,论证在满足细致平衡原理的条件下,可以与传统热力学相平行地发展一种“准热力学”模型。然后运用此模型系统而普遍地讨论了光学双稳系统的临界现象与相变。又借助Ginzburg-Landau模型处理了光学双稳性(第二类)临界点附近的涨落与关联。将平衡热力学的Landau相变理论推广到具有双稳性并远离热平衡的耗散系统。     

Thermodynamic Formalism for Systems with Markov Dynamics

The thermodynamic formalism allows one to access the chaotic properties of equilibrium and out-of-equilibrium systems, by deriving those from a dynamical partition function. The definition that has been given for this partition function within the framework of discrete time Markov chains was not suitable for continuous time Markov dynamics. Here we propose another interpretation of the definition that allows us to apply the thermodynamic formalism to continuous time. We also generalize the formalism—a dynamical Gibbs ensemble construction—to a whole family of observables and their associated large deviation functions. This allows us to make the connection between the thermodynamic formalism and the observable involved in the much-studied fluctuation theorem. We illustrate our approach on various physical systems: random walks, exclusion processes, an Ising model and the contact process. In the latter cases, we identify a signature of the occurrence of dynamical phase transitions. We show that this signature can already be unraveled using the simplest dynamical ensemble one could define, based on the number of configuration changes a system has undergone over an asymptotically large time window.     

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.     

Effective Fluctuation and Response Theory

Journal of Statistical Physics - The so-called fluctuation theorems pushed the study of systems far beyond equilibrium, whose response to thermodynamic forces (affinities) is characterized by the...     

Fluctuations and stability of stationary non-equilibrium systems in detailed balance

A generalized thermodynamic potential for Markoffian systems with detailed balance and far from thermal equilibrium has been derived in a previous paper. It was shown that the principle of detailed balance is equivalent to a set of conditions fulfilled by this potential (“potential conditions”). The properties of this potential allow us to extend the validity of a number of thermodynamic concepts well known for systems in or near thermal equilibrium to stationary states far from thermal equilibrium. The concept of symmetry breaking phase transitions for these systems is introduced in analogy to thermal equilibrium systems by considering the dependence of the stationary probability density of the system on a set of externally controlled parameters {λ}. A functional of the time dependent probability density of the system is defined in close analogy to the Gibb's definition of entropy. This functional has the properties of a Ljapunov functional of the governing Fokker-Planck equation showing the stability of the stationary probability density. The Langevin equations connected with the Fokker-Planck equation are considered. It is shown that, by means of the potential conditions, generalized “thermodynamic” fluxes and forces may be defined in such a way that the smoothly varying part of the Langevin equations (kinetic equations) constitutes a linear relation between fluxes and forces. The matrix of coefficients is given by the diffusion matrix of the Fokker-Planck equation. The symmetry relations which hold for this matrix due to the potential conditions then lead to the Onsager-Casimir symmetry relations extended to systems with detailed balance near stationary states far from thermal equilibrium. Finally it is shown that under certain additional assumptions the generalized thermodynamic potential may be used as a Ljapunov function of the kinetic equations.     

Life, hierarchy, and the thermodynamic machinery of planet Earth

Throughout Earth's history, life has increased greatly in abundance, complexity, and diversity. At the same time, it has substantially altered the Earth's environment, evolving some of its variables to states further and further away from thermodynamic equilibrium. For instance, concentrations in atmospheric oxygen have increased throughout Earth's history, resulting in an increased chemical disequilibrium in the atmosphere as well as an increased redox gradient between the atmosphere and the Earth's reducing crust. These trends seem to contradict the second law of thermodynamics, which states for isolated systems that gradients and free energy are dissipated over time, resulting in a state of thermodynamic equilibrium. This seeming contradiction is resolved by considering planet Earth as a coupled, hierarchical and evolving non-equilibrium thermodynamic system that has been substantially altered by the input of free energy generated by photosynthetic life. Here, I present this hierarchical thermodynamic theory of the Earth system. I first present simple considerations to show that thermodynamic variables are driven away from a state of thermodynamic equilibrium by the transfer of power from some other process and that the resulting state of disequilibrium reflects the past net work done on the variable. This is applied to the processes of planet Earth to characterize the generation and transfer of free energy and its dissipation, from radiative gradients to temperature and chemical potential gradients that result in chemical, kinetic, and potential free energy and associated dynamics of the climate system and geochemical cycles. The maximization of power transfer among the processes within this hierarchy yields thermodynamic efficiencies much lower than the Carnot efficiency of equilibrium thermodynamics and is closely related to the proposed principle of Maximum Entropy Production (MEP). The role of life is then discussed as a photochemical process that generates substantial amounts of chemical free energy which essentially skips the limitations and inefficiencies associated with the transfer of power within the thermodynamic hierarchy of the planet. This perspective allows us to view life as being the means to transform many aspects of planet Earth to states even further away from thermodynamic equilibrium than is possible by purely abiotic means. In this perspective pockets of low-entropy life emerge from the overall trend of the Earth system to increase the entropy of the universe at the fastest possible rate. The implications of the theory are discussed regarding fundamental deficiencies in Earth system modeling, applications of the theory to reconstructions of Earth system history, and regarding the role of human activity for the future of the planet.     

Structure of liquid solutions near the critical point

Specific features of the structure of the critical state of binary liquid solutions leading to an anomalous behavior of the Rayleigh line due to a dramatic increase in concentration and density fluctuations are considered. It is shown that an experimental treatment must deal with two fluctuation regions near the critical point of solvent vaporization. In the first region, one can achieve a sufficient degree of accuracy by using theories like self-consistent field theory. In the second region, which is closer to the critical point than the first region, scaling theory of second-order phase transitions may be applied. It is found that the anomalous behavior of the Rayleigh line associated with kinetic coefficients is determined by the equilibrium thermodynamic properties and by the radius of fluctuation correlation (r_c). A general theory is developed for calculating thermodynamic potentials, especially the chemical potential and its concentration derivative in the fluctuation region. The results of these calculations are compared with the experimental data briefly described in the paper. Translated fromZhurnal Struktumoi Khimii, Vol. 39, No. 4, pp. 655–668, July–August, 1998.     

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.     

Domain wall dynamics: Growth laws,localized structures and stable droplets

We discuss the relation between the dynamics of walls separating two equivalent domains and the existence of different kinds of localized structures in systems far from thermodynamic equilibrium. In particular we focus in systems displaying a modulational instability of a flat front where an amplitude equation for the dynamics of the curvature allows to characterize different growth regimes and to predict the existence of stable droplets, localized structures whose stability comes from nonlinear curvature effects.     

Glassy dynamics of kinetically constrained models

We review the use of kinetically constrained models (KCMs) for the study of dynamics in glassy systems. The characteristic feature of KCMs is that they have trivial, often non-interacting, equilibrium behaviour but interesting slow dynamics due to restrictions on the allowed transitions between configurations. The basic question which KCMs ask is therefore how much glassy physics can be understood without an underlying 'equilibrium glass transition'. After a brief review of glassy phenomenology, we describe the main model classes, which include spin-facilitated (Ising) models, constrained lattice gases, models inspired by cellular structures such as soap froths, models obtained via mappings from interacting systems without constraints, and finally related models such as urn, oscillator, tiling and needle models. We then describe the broad range of techniques that have been applied to KCMs, including exact solutions, adiabatic approximations, projection and mode-coupling techniques, diagrammatic approaches and mappings to quantum systems or effective models. Finally, we give a survey of the known results for the dynamics of KCMs both in and out of equilibrium, including topics such as relaxation time divergences and dynamical transitions, nonlinear relaxation, ageing and effective temperatures, cooperativity and dynamical heterogeneities, and finally non-equilibrium stationary states generated by external driving. We conclude with a discussion of open questions and possibilities for future work.     

Thermodynamic theory of equilibrium fluctuations

The postulational basis of classical thermodynamics has been expanded to incorporate equilibrium fluctuations. The main additional elements of the proposed thermodynamic theory are the concept of quasi-equilibrium states, a definition of non-equilibrium entropy, a fundamental equation of state in the entropy representation, and a fluctuation postulate describing the probability distribution of macroscopic parameters of an isolated system. Although these elements introduce a statistical component that does not exist in classical thermodynamics, the logical structure of the theory is different from that of statistical mechanics and represents an expanded version of thermodynamics. Based on this theory, we present a regular procedure for calculations of equilibrium fluctuations of extensive parameters, intensive parameters and densities in systems with any number of fluctuating parameters. The proposed fluctuation formalism is demonstrated by four applications: (1) derivation of the complete set of fluctuation relations for a simple fluid in three different ensembles; (2) fluctuations in finite-reservoir systems interpolating between the canonical and micro-canonical ensembles; (3) derivation of fluctuation relations for excess properties of grain boundaries in binary solid solutions, and (4) derivation of the grain boundary width distribution for pre-melted grain boundaries in alloys. The last two applications offer an efficient fluctuation-based approach to calculations of interface excess properties and extraction of the disjoining potential in pre-melted grain boundaries. Possible future extensions of the theory are outlined.     

Nonequilibrium steady states in contact: approximate thermodynamic structure and zeroth law for driven lattice gases

We explore driven lattice gases for the existence of an intensive thermodynamic variable which could determine "equilibration" between two nonequilibrium steady-state systems kept in weak contact. In simulations, we find that these systems satisfy surprisingly simple thermodynamic laws, such as the zeroth law and the fluctuation-response relation between the particle-number fluctuation and the corresponding susceptibility remarkably well. However, at higher densities, small but observable deviations from these laws occur due to nontrivial contact dynamics and the presence of long-range spatial correlations.     

Condensation in the Zero Range Process: Stationary and Dynamical Properties

The zero range process is of particular importance as a generic model for domain wall dynamics of one-dimensional systems far from equilibrium. We study this process in one dimension with rates which induce an effective attraction between particles. We rigorously prove that for the stationary probability measure there is a background phase at some critical density and for large system size essentially all excess particles accumulate at a single, randomly located site. Using random walk arguments supported by Monte Carlo simulations, we also study the dynamics of the clustering process with particular attention to the difference between symmetric and asymmetric jump rates. For the late stage of the clustering we derive an effective master equation, governing the occupation number at clustering sites.     

Universal critical behavior of noisy coupled oscillators

We study the universal thermodynamic properties of systems consisting of many coupled oscillators operating in the vicinity of a homogeneous oscillating instability. In the thermodynamic limit, the Hopf bifurcation is a dynamic critical point far from equilibrium described by a statistical field theory. We perform a perturbative renormalization group study, and show that at the critical point a generic relation between correlation and response functions appears. At the same time, the fluctuation-dissipation relation is strongly violated.