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.     

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.     

Einstein Relation for Nonequilibrium Steady States

The Einstein relation, relating the steady state fluctuation properties to the linear response to a perturbation, is considered for steady states of stochastic models with a finite state space. We show how an Einstein relation always holds if the steady state satisfies detailed balance. More generally, we consider nonequilibrium steady states where detailed balance does not hold and show how a generalisation of the Einstein relation may be derived in certain cases. In particular, for the asymmetric simple exclusion process and a driven diffusive dimer model, the external perturbation creates and annihilates particles thus breaking the particle conservation of the unperturbed model.     

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.     

Thermostating by deterministic scattering: construction of nonequilibrium steady states

We present a novel approach for constructing nonequilibrium steady states. It is based on a deterministic and time-reversible mechanism for dissipating energy from a subsystem into a thermal reservoir. The key idea is to thermalize a moving particle by appropriately modeling its microscopic collision rules with a boundary mimicking a thermal reservoir with arbitrarily many degrees of freedom. We demonstrate our method for the periodic Lorentz gas with an external electric field. By applying our thermostat we do not find an ergodic breakdown with increasing field strength.     

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.     

Chemomechanical Coupling of Molecular Motors: Thermodynamics, Network Representations, and Balance Conditions

Molecular motors are considered that convert the chemical energy released from the hydrolysis of adenosine triphosphate (ATP) into mechanical work. Such a motor represents a small system that is coupled to a heat reservoir, a work reservoir, and particle reservoirs for ATP, adenosine diphosphate (ADP), and inorganic phosphate (P). The discrete state space of the motor is defined in terms of the chemical composition of its catalytic domains. Each motor state represents an ensemble of molecular conformations that are thermally equilibrated. The motor states together with the possible transitions between neighboring states define a network representation of the motor. The motor dynamics is described by a continuous-time Markov process (or master equation) on this network. The consistency between thermodynamics and network dynamics implies (i) local and nonlocal balance conditions for the transition rates of the motor and (ii) an underlying landscape of internal energies for the motor states. The local balance conditions can be interpreted in terms of constrained equilibria between neighboring motor states; the nonlocal balance conditions pinpoint chemical and/or mechanical nonequilibrium.     

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.     

Steady-state thermodynamics for heat conduction: microscopic derivation

Starting from microscopic mechanics, we derive thermodynamic relations for heat conducting nonequilibrium steady states. The extended Clausius relation enables one to experimentally determine nonequilibrium entropy to the second order in the heat current. The associated Shannon-like microscopic expression of the entropy is suggestive. When the heat current is fixed, the extended Gibbs relation provides a unified treatment of thermodynamic forces in the linear nonequilibrium regime.     

Thermostating by Deterministic Scattering: The Periodic Lorentz Gas

We present a novel mechanism for thermalizing a system of particles in equilibrium and nonequilibrium situations, based on specifically modeling energy transfer at the boundaries via a microscopic collision process. We apply our method to the periodic Lorentz gas, where a point particle moves diffusively through an ensemble of hard disks arranged on a triangular lattice. First, collision rules are defined for this system in thermal equilibrium. They determine the velocity of the moving particle such that the system is deterministic, time-reversible, and microcanonical. These collision rules can systematically be adapted to the case where one associates arbitrarily many degrees of freedom to the disk, which here acts as a boundary. Subsequently, the system is investigated in nonequilibrium situations by applying an external field. We show that in the limit where the disk is endowed by infinitely many degrees of freedom it acts as a thermal reservoir yielding a well-defined nonequilibrium steady state. The characteristic properties of this state, as obtained from computer simulations, are finally compared to those of the so-called Gaussian thermostated driven Lorentz gas.     

Coherent State Path Integral for the Harmonic Oscillator and a Spin Particle in a Constant Magnetic field

Definition and formulas for harmonic oscillator coherent states and spin coherent states are reviewed in detail. The path integral formalism and its relation with the partition function of a system are also reviewed. The harmonic oscillator coherent state path integral is evaluated exactly at the discrete level and then used to find its continuum limit using various regularizations. The computation of the path integral for a particle of spin s put in a constant magnetic field is carried out using harmonic oscillator coherent states and spin coherent states, with a careful analysis of infinitesimal terms (in 1/N where N is the number of time slices) appearing in the Lagrangian. A mapping of the spin system into a CP¹ model is shown explicitly. The theory of a spinless particle in the field of a magnetic monopole and its relation with the spin system are explained. The equivalence of these two models is established up to infinitesimal order by the introduction of an external field correction. This gives a new representation of a coherent state path integral in terms of a more familiar Feynman path integral.     

Heat switch effect in one-dimensional spin chains

We study heat transport in one-dimensional (1-D) quantum spin systems by the nonequilibrium Green?s function method. We show that, in both ferromagnetic and antiferromagnetic systems, the excitation spectrums of the reservoirs and the central spin chain can be tuned to be matched or mismatched by changing the external magnetic field. When the spectrums are matched, heat current through the system is large; however if the spectrums are mismatched, heat current becomes much smaller. Through tuning the magnetic field, the system can thus act as a heat switch, and we discuss the condition for the system to exhibit strong switch effect.     

Microscopic non-equilibrium structure and dynamical model of entropy flow

The extension of quantum mechanics to a general functional space (“rigged Hilbert space”), which incorporates time-symmetry breaking, is applied to construct extract dynamical models of entropy production and entropy flow. They are illustrated by using a simple conservative Hamiltonian system for multilevel atoms coupled to a time-dependent external force. The external force destroys the monotonicity of the ℋ-function evolution. This leads to a model of the entropy flow that allows a steady nonequilibrium structure of the emitted field around the unstable particles.     

Relaxation to Stationary Nonequilibrium States in Stochastic Ginzburg–Landau Models

We propose an approach to investigate properties of the time relaxation to stationary nonequilibrium states of correlation functions of stochastic Ginzburg–Landau models with noise (temperature of the reservoirs in contact with the system) changing in space. The formalism relates the stochastic expectations to correlation functions of an imaginary time field theory, and it allows us to study the nonlinear dynamics in terms of a field theory given by a perturbation of a Gaussian measure related to the (easier) linear dynamical problem. To show the usefulness of the formalism, we argue that a perturbative analysis within the integral representation is enough to give us the time relaxation rates of the correlations in some situations.     

Adaptive Sampling of Large Deviations

We introduce and test an algorithm that adaptively estimates large deviation functions characterizing the fluctuations of additive functionals of Markov processes in the long-time limit. These functions play an important role for predicting the probability and pathways of rare events in stochastic processes, as well as for understanding the physics of nonequilibrium systems driven in steady states by external forces and reservoirs. The algorithm uses methods from risk-sensitive and feedback control to estimate from a single trajectory a new process, called the driven process, known to be efficient for importance sampling. Its advantages compared to other simulation techniques, such as splitting or cloning, are discussed and illustrated with simple equilibrium and nonequilibrium diffusion models.     

Managing Quantum Heat Transfer in a Nonequilibrium Qubit-Phonon Hybrid System with Coherent Phonon States

We investigate quantum heat transfer in a nonequilibrium qubit-phonon hybrid open system,dissipated by external bosonic thermal reservoirs.By applying coherent phonon states embedded in the dressed quantum master equation,we are capable of dealing with arbitrary qubit-phonon coupling strength.It is counterintuitively found that the effect of negative differential thermal conductance is absent at strong qubit-phonon hybridization,but becomes profound at weak qubit-phonon coupling regime.The underlying mechanism of decreasing heat flux by increasing the temperature bias relies on the unidirectional transitions from the up-spin displaced coherent phonon states to the down-spin counterparts,which seriously freezes the qubit and prevents the system from completing a thermodynamic cycle.Finally,the effects of perfect thermal rectification and giant heat amplification are unraveled,thanks to the effect of negative differential thermal conductance.These results of the nonequilibrium qubit-phonon open system would have potential implications in smart energy control and functional design of phononic hybrid quantum devices.     

Heating and thermoelectric transport in a molecular junction

The energy dissipation and heat flows associated with the particle current in a system with a molecular junction are considered. In this connection, we determine the effective temperature of the molecular oscillator that is compatible with the existence of a steady state. The calculations based on the Kadanoff-Baym nonequilibrium Green function formalism are carried out supposing a strong coupling of the dot electrons with the molecular vibrations. Accordingly, the representation given by the Lang-Firsov polaron transformation is used and the dependence of results on the electron–phonon interaction strength is investigated.     

Modeling and Performance Optimization of an Irreversible Two-Stage Combined Thermal Brownian Heat Engine

Based on finite time thermodynamics, an irreversible combined thermal Brownian heat engine model is established in this paper. The model consists of two thermal Brownian heat engines which are operating in tandem with thermal contact with three heat reservoirs. The rates of heat transfer are finite between the heat engine and the reservoir. Considering the heat leakage and the losses caused by kinetic energy change of particles, the formulas of steady current, power output and efficiency are derived. The power output and efficiency of combined heat engine are smaller than that of single heat engine operating between reservoirs with same temperatures. When the potential filed is free from external load, the effects of asymmetry of the potential, barrier height and heat leakage on the performance of the combined heat engine are analyzed. When the potential field is free from external load, the effects of basic design parameters on the performance of the combined heat engine are analyzed. The optimal power and efficiency are obtained by optimizing the barrier heights of two heat engines. The optimal working regions are obtained. There is optimal temperature ratio which maximize the overall power output or efficiency. When the potential filed is subjected to external load, effect of external load is analyzed. The steady current decreases versus external load; the power output and efficiency are monotonically increasing versus external load.     

Nonequilibrium steady states of stochastic lattice gas models of fast ionic conductors

We investigate theoretically and via computer simulation the stationary nonequilibrium states of a stochastic lattice gas under the influence of a uniform external fieldE. The effect of the field is to bias jumps in the field direction and thus produce a current carrying steady state. Simulations on a periodic 30 × 30 square lattice with attractive nearest-neighbor interactions suggest a nonequilibrium phase transition from a disordered phase to an ordered one, similar to the para-to-ferromagnetic transition in equilibriumE=0. At low temperatures and largeE the system segregates into two phases with an interface oriented parallel to the field. The critical temperature is larger than the equilibrium Onsager value atE=0 and increases with the field. For repulsive interactions the usual equilibrium phase transition (ordering on sublattices) is suppressed. We report on conductivity, bulk diffusivity, structure function, etc. in the steady state over a wide range of temperature and electric field. We also present rigorous proofs of the Kubo formula for bulk diffusivity and electrical conductivity and show the positivity of the entropy production for a general class of stochastic lattice gases in a uniform electric field.Supported in part by National Science Foundation Grant DMR81-14726 and NATO Grant 040.82.Work supported in part by a Lafayette College Junior Faculty Leave Grant.Work supported in part by a Heisenberg fellowship of the Deutsche Forschungsgemeinschaft.