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.     

现代热力学的完整分类系统--非平衡非耗散热力学新领域

在同一体系中同时有多个不可逆过程时，不可逆过程之间会有相互影响，原来的非自发过程有可能在其他自发过程的影响下得以进行，这种现象就称为热力学耦合或反应耦合，长期以来，经典热力学把热力学第二定律的等式作为平衡体系的充分必要条件，其中隐含了一个前提性的假定，即经典热力学的对象只限于非耦合的体系，摈弃这一隐含的前提性假定以后，热力学自身就发展成为一个现代热力学的完整学术体系，适用于任何宏观体系（包括极其复杂的生命体系），现代热力学的完整学术体系中包含了一个崭新的非平衡非耗散热力学新领域，由于该领域属于热力学第二定律的等式部分，因此可以定量计算，并得到一系列理论计算的非平衡相图，与文献上报道的激尖低压金刚石合成等的大量实验数据相符。     

Experimental studies of the transient fluctuation theorem using liquid crystals

In a thermodynamical process, the dissipation or production of entropy can only be positive or zero, according to the second law of thermodynamics. However, the laws of thermodynamics are applicable to large systems in the thermodynamic limit. Recently a fluctuation theorem, known as the transient fluctuation theorem (TFT), which generalizes the second law of thermodynamics to small systems has been proposed. This theorem has been tested in small systems such as a colloidal particle in an optical trap. We report for the first time an analogous experimental study of TFT in a spatially extended system using liquid crystals.      

Stochastic thermodynamics: principles and perspectives

Stochastic thermodynamics provides a framework for describing small systems like colloids or biomolecules driven out of equilibrium but still in contact with a heat bath. Both, a first-law like energy balance involving exchanged heat and entropy production entering refinements of the second law can consistently be defined along single stochastic trajectories. Various exact relations involving the distribution of such quantities like integral and detailed fluctuation theorems for total entropy production and the Jarzynski relation follow from such an approach based on Langevin dynamics. Analogues of these relations can be proven for any system obeying a stochastic master equation like, in particular, (bio)chemically driven enzyms or whole reaction networks. The perspective of investigating such relations for stochastic field equations like the Kardar-Parisi-Zhang equation is sketched as well.     

On the second law of thermodynamics II. Inequalities for cyclic processes

Consequences of and relations among the classical statements of the second law of thermodynamics are derived for non-equilibrium thermodynamic systems not necessarily satisfying the first law. It is shown that each classical version of the second law implies one or two inequalities for cyclic processes which yield the Clausius inequality for cyclic processes if the first law holds. The inequalities for cyclic processes are derived by means of a general theorem stated and proved in the first part.The author wishes to express his deep thanks to Dr. Jan Kratochvíl for reading a previous draught of the paper and for discussing the topics dealt with in it.     

Fixed past and uncertain future: A single-time covariant quantum particle mechanics

A covariant quantum mechanics for systems of finite-mass particles at finite energy follows from interpreting as Wick-Yukawa fluctuations in particle number the quantum fluctuations which are needed by Phipps to understand measurement theory and by Gyftopoulos to understand the second law of thermodynamics. The dynamical one-variable equations require as input the (N ? 1)-particle transition matrices and an N-N vertex or coupling constants at three-particle vertices.     

热力学第二定律理论体系的讨论

热力学第二定律原有的两个理论体系都有明显的不足之处,为此,综全各种方法的优点,利用我们提出的简单物质可逆补热循环以及微分方程基本理论,简单明确地直接由热力学第二定律的开尔文表述推导克劳修斯等式、不等式,在推导过程中自然地引出绝对温度,得到热力学熵和增加原理,从而建立起热力学第二定律的新理论体系。     

Maxwell’s demon and the management of ignorance in stochastic thermodynamics

It is nearly 150 years since Maxwell challenged the validity of the second law of thermodynamics by imagining a tiny creature who could sort the molecules of a gas in such a way that would decrease entropy without exerting any work. The demon has been discussed largely using thought experiments, but it has recently become possible to exert control over nanoscale systems, just as Maxwell imagined, and the status of the second law has become a more practical matter, raising the issue of how measurements manage our ignorance in a way that can be exploited. The framework of stochastic thermodynamics extends macroscopic concepts such as heat, work, entropy and irreversibility to small systems and allows us explore the matter. Some arguments against a successful demon imply a second law that can be suspended indefinitely until we dissipate energy in order to remove the records of his operations. In contrast, under stochastic thermodynamics, the demon fails because on average, more work is performed upfront in making a measurement than can be extracted by exploiting the outcome. This requires us to exclude systems and a demon that evolve under what might be termed self-sorting dynamics, and we reflect on the constraints on control that this implies while still working within a thermodynamic framework.     

Nonequilibrium Thermodynamics of the First and Second Kind: Averages and Fluctuations

We elaborate and compare two approaches to nonequilibrium thermodynamics, the two-generator bracket formulation of time-evolution equations for averages and the macroscopic fluctuation theory, for a purely dissipative isothermal driven diffusive system under steady state conditions. The fluctuation dissipation relations of both approaches play an important role for a detailed comparison. The nonequilibrium Helmholtz free energies introduced in these two approaches differ as a result of boundary conditions. A Fokker-Planck equation derived by projection operator techniques properly reproduces long range fluctuations in nonequilibrium steady states and offers the most promising possibility to describe the physically relevant fluctuations around macroscopic averages for time-dependent nonequilibrium systems.     

Inherent correlations between thermodynamics and statistical physics in extensive and nonextensive systems

With the help of a general expression of the entropies in extensive and nonextensive systems, some important relations between thermodynamics and statistical mechanics are revealed through the views of thermodynamics and statistical physics. These relations are proved through the MaxEnt approach once again. It is found that for a reversible isothermal process, the information contained in the first and second laws of thermodynamics and the MaxEnt approach is equivalent. Moreover, these relations are used to derive the probability distribution functions in nonextensive and extensive statistics and calculate the generalized forces of some interesting systems. The results obtained are of universal significance.     

Nonlinear fluctuation-dissipation relations and stochastic models in nonequilibrium thermodynamics: I. Generalized fluctuation-dissipation theorem

The paper is devoted to the theory of thermal fluctuations in nonlinear macroscopic systems and to the derivation of variational principles of nonlinear nonequilibrium thermodynamics. In the first part of the paper rigorous universal fluctuation-dissipation relations for nonlinear classical and quantum systems, subjected to dynamic as well as thermodynamic perturbations, are derived and analyzed. General expressions for dissipative fluxes and nonlinear transfer coefficients with the help of fluctuation cumulants are found. The canonical structure of nonlinear evolution equations of macrovariables is derived and the rule of introducing langevinian random forces into these equations, in accordance with fluctuation-dissipation relations. A Markovian theory of fluctuations in a stationary nonequilibrium state is constructed.     

Quantum heat engine cycle working with a strongly correlated electron system

A new model of a quantum heat engine(QHE) cycle is established,in which the working substance consists of an interacting electrons system.One of our purposes is to test the validity of the second law of thermodynamics by this model,which is more general than the spin-1/2 antiferromagnetic Heisenberg model since it would recover the spin model when the on-site Coulomb interaction U is strong enough.On the basis of quantum mechanics and the first law of thermodynamics,we show no violation of the second law of thermodynamics during the cycle.We further study the performance characteristics of the cycle by investigating in detail the optimal relations of efficiency and dimensionless power output.We find that the efficiency of our engine can be expressed as η = 1 - t22/t12 in the large-U limit,which is valid even for a four sites QHE.     

Emergence of the Second Law out of Reversible Dynamics

If one demystifies entropy the second law of thermodynamics comes out as an emergent property entirely based on the simple dynamic mechanical laws that govern the motion and energies of system parts on a micro-scale. The emergence of the second law is illustrated in this paper through the development of a new, very simple and highly efficient technique to compare time-averaged energies in isolated conservative linear large scale dynamical systems. Entropy is replaced by a notion that is much more transparent and more or less dual called ectropy. Ectropy has been introduced before but we further modify the notion of ectropy such that the unit in which it is expressed becomes the unit of energy. The second law of thermodynamics in terms of ectropy states that ectropy decreases with time on a large enough time-scale and has an absolute minimum equal to zero. Zero ectropy corresponds to energy equipartition. Basically we show that by enlarging the dimension of an isolated conservative linear dynamical system and the dimension of the system parts over which we consider time-averaged energy partition, the tendency towards equipartition increases while equipartition is achieved in the limit. This illustrates that the second law is an emergent property of these systems. Finally from our large scale linear dynamic model we clarify Loschmidt’s paradox concerning the irreversible behavior of ectropy obtained from the reversible dynamic laws that govern motion and energy at the micro-scale.     

On the second law of thermodynamics I. General framework

In this paper a general framework for discussing the classical statements of the second law of thermodynamics is developed. The thermodynamic systems with which the theory deals need not obey the first law and can undergo general (not necessarily quasi-static) processes. By using the formalism of heat distribution measures introduced in previous papers of the author, the classical verbal statements are converted into meaningful mathematical conditions. These conditions can be put into a general form which is the same for all the classical statements. The main result of the paper is an abstract theorem which shows that the general condition leads to one or two inequalities for cyclic processes. In the subsequent part of the paper the abstract theorem is applied to the specific conditions corresponding to the classical statements of the second law. The number of the corresponding inequalities depends on the condition in question, but in each case these inequalities are generalization of the Clausius inequality to which they reduce if the first law holds. By comparing the inequalities corresponding to various statements of the second law also the relations among the statements are established in the second part of the paper.I wish to thank Dr. Jan Kratochvil, DrSc for a number of helpful suggestions concerning a previous draft of the paper.     

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.     

Hydrodynamics and the fluctuation theorem

The fluctuation theorem is a pivotal result of statistical physics. It quantifies the probability of observing fluctuations which are in violation of the second law of thermodynamics. More specifically, it quantifies the ratio of the probabilities of observing entropy-producing and entropy-consuming fluctuations measured over a finite volume and time span in terms of the rate of entropy production in the system, the measurement volume, and time. We study the fluctuation theorem in computer simulations of planar shear flow. The simulations are performed by employing the method of multiparticle collision dynamics, which captures both thermal fluctuations and hydrodynamic interactions. The main outcome of our analysis is that the fluctuation theorem is verified at any averaging time provided that the measurement volume exhibits a specific dependence on a hydrodynamic time scale.     

Extensivity and the thermodynamic limit: Why size really does matter

The thermodynamic limit and extensivity are central concepts in thermodynamics. In this paper, these are critically examined in light of systems for which they appear inadequate. It is found that their limitations lead to counterintuitive thermodynamic results involving heat flow, phase separations, thermostatistics of gravitating systems and the conversion efficiency of heat into work. Ultimately, these limitations are shown to bear on the utility of entropy and the universality of the second law of thermodynamics.     

Maxwell’s demon and the second law of thermodynamics

An idealized, two-dimensional Maxwell demon is described which incorporates an irreversible process. The vertex of the device acts as a purely mechanical ‘trap door’. This idealized mechanism is found to generate a violation of the second law of thermodynamics. These results indicate that the second law of thermodynamics is not valid in general for idealized, irreversible systems.