Fluctuation theorem for stochastic systems

The fluctuation theorem describes the probability ratio of observing trajectories that satisfy or violate the second law of thermodynamics. It has been proved in a number of different ways for thermostatted deterministic nonequilibrium systems. In the present paper we show that the fluctuation theorem is also valid for a class of stochastic nonequilibrium systems. The theorem is therefore not reliant on the reversibility or the determinism of the underlying dynamics. Numerical tests verify the theoretical result.     

Experimental demonstration of violations of the second law of thermodynamics for small systems and short time scales

We experimentally demonstrate the fluctuation theorem, which predicts appreciable and measurable violations of the second law of thermodynamics for small systems over short time scales, by following the trajectory of a colloidal particle captured in an optical trap that is translated relative to surrounding water molecules. From each particle trajectory, we calculate the entropy production/consumption over the duration of the trajectory and determine the fraction of second law-defying trajectories. Our results show entropy consumption can occur over colloidal length and time scales.     

Fluctuation theorem and chaos

The heat theorem (i.e. the second law of thermodynamics or the existence of entropy) is a manifestation of a general property of hamiltonian mechanics and of the ergodic hypothesis. In nonequilibrium thermodynamics of stationary states the chaotic hypothesis plays a similar role: it allows a unique determination of the probability distribution (called SRB distribution) on phase space providing the time averages of the observables. It also implies an expression for a few averages concrete enough to derive consequences of symmetry properties like the fluctuation theorem or to formulate a theory of coarse graining unifying the foundations of equilibrium and of nonequilibrium.     

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.     

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.     

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.     

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.     

Generalized entropy production fluctuation theorems for quantum systems

Based on trajectory-dependent path probability formalism in state space, we derive generalized entropy production fluctuation relations for a quantum system in the presence of measurement and feedback. We have obtained these results for three different cases: (i) the system is evolving in isolation from its surroundings; (ii) the system being weakly coupled to a heat bath; and (iii) system in contact with reservoir using quantum Crooks fluctuation theorem. In Case (iii), we build on the treatment carried out by H T Quan and H Dong [arXiv/cond-mat:0812.4955], where a quantum trajectory has been defined as a sequence of alternating work and heat steps. The obtained entropy production fluctuation theorems (FTs) retain the same form as in the classical case. The inequality of second law of thermodynamics gets modified in the presence of information. These FTs are robust against intermediate measurements of any observable performed with respect to von Neumann projective measurements as well as weak or positive operator-valued measurements.     

Work Measurement in OPEN Quantum System

Work is an important quantity in thermodynamics. In a closed quanutm system, the two-point energy measurements can be applied to measure the work but cannot be utilized in an open quantum system. With the two-point energy measurements, it has been shown that the work fluctuation satisfies the Jarzynski equality. We propose a scheme to measure the work in an open quantum system through the technique of reservoir engineering. Based on this scheme, we show that the work fluctuation in open quantum system may violate the Jarzynski equality. We apply our scheme to a two-level atom coupled to an engineered reservoir and numerically justify the general results, especially demonstrating that the second law of thermodynamics can be violated.     

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.     

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.     

From space-time chaos to stochastic thermodynamics

We summarize the results of several experiments that show the evolution of some scientific interests and goals of the statistical and nonlinear physics community in the last 40 years. Specifically, we present how the ideas of extending concepts of equilibrium statistical physics to out-of-equilibrium physics have been developed to characterize various phenomena such as, for example, transition to space-time chaos and glass aging. We then discuss the applications of this out-of-equilibrium thermodynamics to microsystems driven out of equilibrium either by external forces or by temperature gradients. We show that in these systems thermal fluctuations play a role and that all thermodynamics quantities, such as work, heat, and entropy fluctuate. We recall general concepts such as fluctuation theorems and fluctuation dissipation relations used to characterize the statistical properties of these small systems. We describe experiments where all these concepts have been applied and tested with high accuracy. Finally, we show how these theoretical concepts and the experiments allowed us to improve our knowledge on the connection between information and thermodynamics.     

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。     

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.     

Nonequilibrium thermodynamics at the microscale: Work relations and the second law

For macroscopic systems, the second law of thermodynamics establishes an inequality between the amount of work performed on a system in contact with a thermal reservoir, and the change in its free energy. For microscopic systems, this result must be considered statistically, as fluctuations around average behavior become substantial. In recent years it has become recognized that these fluctuations satisfy a number of strong and unexpected relations, which remain valid even when the system is driven far from equilibrium. We discuss these relations, and consider what they reveal about the second law of thermodynamics and the nature of irreversibility at the microscale.     

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.     

Jensen inequality and the second law

Jensen's Inequality (JIEQ) has proved to be a major tool to prove the consistency of various fluctuation theorems with the second law in microscopic nonequilibrium thermodynamics. We show that the situation is far from clear and the reliance on the JIEQ may be quite misleading in general.     

Irreversibility and nonlocality

We discuss and illustrate the fact that the second law of thermodynamics, when formulated as a dynamical principle, implies a departure from locality. This discussion involves an extension of our theory to singular distribution functions. Certain analogies between our considerations and the conclusion of Gödel's theorem are briefly mentioned.     

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.