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.     

Fluctuation Theorem for Currents and Schnakenberg Network Theory

A fluctuation theorem is proved for the macroscopic currents of a system in a nonequilibrium steady state, by using Schnakenberg network theory. The theorem can be applied, in particular, in reaction systems where the affinities or thermodynamic forces are defined globally in terms of the cycles of the graph associated with the stochastic process describing the time evolution.     

Hamiltonian dynamics,nanosystems, and nonequilibrium statistical mechanics

An overview is given of recent advances in nonequilibrium statistical mechanics on the basis of the theory of Hamiltonian dynamical systems and in the perspective provided by the nanosciences. It is shown how the properties of relaxation toward a state of equilibrium can be derived from Liouville's equation for Hamiltonian dynamical systems. The relaxation rates can be conceived in terms of the so-called Pollicott–Ruelle resonances. In spatially extended systems, the transport coefficients can also be obtained from the Pollicott–Ruelle resonances. The Liouvillian eigenstates associated with these resonances are in general singular and present fractal properties. The singular character of the nonequilibrium states is shown to be at the origin of the positive entropy production of nonequilibrium thermodynamics. Furthermore, large-deviation dynamical relationships are obtained, which relate the transport properties to the characteristic quantities of the microscopic dynamics such as the Lyapunov exponents, the Kolmogorov–Sinai entropy per unit time, and the fractal dimensions. We show that these large-deviation dynamical relationships belong to the same family of formulas as the fluctuation theorem, as well as a new formula relating the entropy production to the difference between an entropy per unit time of Kolmogorov–Sinai type and a time-reversed entropy per unit time. The connections to the nonequilibrium work theorem and the transient fluctuation theorem are also discussed. Applications to nanosystems are described.     

Fluctuation theorem and thermodynamic entropy

The validity of the identification of a dissipation function appearing in the recently proved fluctuation theorem to the thermodynamic entropy production has been studied for a classical nonlinear Schlögl reaction. This example has indicated that such identification is unjustified. Owing to this result, the applied importance of the mentioned theorem for studying complex nonequilibrium systems is doubtful.     

The Fluctuation Theorem as a Gibbs Property

Common ground to recent studies exploiting relations between dynamical systems and nonequilibrium statistical mechanics is, so we argue, the standard Gibbs formalism applied on the level of space-time histories. The assumptions (chaoticity principle) underlying the Gallavotti–Cohen fluctuation theorem make it possible, using symbolic dynamics, to employ the theory of one-dimensional lattice spin systems. The Kurchan and Lebowitz–Spohn analysis of this fluctuation theorem for stochastic dynamics can be restated on the level of the space-time measure which is a Gibbs measure for an interaction determined by the transition probabilities. In this note we understand the fluctuation theorem as a Gibbs property, as it follows from the very definition of Gibbs state. We give a local version of the fluctuation theorem in the Gibbsian context and we derive from this a version also for some class of spatially extended stochastic dynamics.     

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.     

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.     

Chaotic dynamics,fluctuations, nonequilibrium ensembles

The ideas and the conceptual steps leading from the ergodic hypothesis for equilibrium statistical mechanics to the chaotic hypothesis for equilibrium and nonequilibrium statistical mechanics are illustrated. The fluctuation theorem linear law and universal slope prediction for reversible systems is briefly derived. Applications to fluids are briefly alluded to. (c) 1998 American Institute of Physics.     

Nonequilibrium temperature and fluctuation–dissipation temperature in flowing gases

The expressions for the nonequilibrium temperature derived from the fluctuation–dissipation theorem and from the differential of the informational nonequilibrium entropy for ideal gases under shear flow are compared. Both temperatures are different, in particular, the thermodynamic temperature derived from the entropy is lower than the local-equilibrium temperature, whereas the effective temperature defined from the fluctuation–dissipation expression is higher than the local-equilibrium temperature.     

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.     

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.     

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.     

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.     

Nonequilibrium entropy production for open quantum systems

We consider open quantum systems weakly coupled to a heat reservoir and driven by arbitrary time-dependent parameters. We derive exact microscopic expressions for the nonequilibrium entropy production and entropy production rate, valid arbitrarily far from equilibrium. By using the two-point energy measurement statistics for system and reservoir, we further obtain a quantum generalization of the integrated fluctuation theorem put forward by Seifert [Phys. Rev. Lett. 95, 040602 (2005)].     

涨落耗散定理概述

本文从一个最早的例子——Einstein关系,到Callen和Welton及Kubo公式,简述了涨落耗散定理形成和发展的历史,阐明了这个在统计物理学中占有重要地位的定理的物理实质,并列举了它在各个领域一些应用实例,通过这些具体例子,记述了涨落耗散定理与线性响应理论、广义Langevin方程、非平衡统计力学等的关系。     

Superaging and Subaging Phenomena in a Nonequilibrium Critical Behavior of the Structurally Disordered Two-Dimensional XY Model

A Monte Carlo numerical simulation of the specific features of nonequilibrium critical behavior is carried out for the two-dimensional structurally disordered XY model during its evolution from a low-temperature initial state. On the basis of the analysis of the two-time dependence of autocorrelation functions and dynamic susceptibility for systems with spin concentrations of p = 1.0, 0.9, and 0.6, aging phenomena characterized by a slowing down of the relaxation system with increasing waiting time and the violation of the fluctuation–dissipation theorem (FDT) are revealed. The values of the universal limiting fluctuation–dissipation ratio (FDR) are obtained for the systems considered. As a result of the analysis of the two-time scaling dependence for spin–spin and connected spin autocorrelation functions, it is found that structural defects lead to subaging phenomena in the behavior of the spin–spin autocorrelation function and superaging phenomena in the behavior of the connected spin autocorrelation function.     

Entropy production along a stochastic trajectory and an integral fluctuation theorem

For stochastic nonequilibrium dynamics like a Langevin equation for a colloidal particle or a master equation for discrete states, entropy production along a single trajectory is studied. It involves both genuine particle entropy and entropy production in the surrounding medium. The integrated sum of both Delatas(tot) is shown to obey a fluctuation theorem (exp([-Deltas(tot) = 1 for arbitrary initial conditions and arbitrary time-dependent driving over a finite time interval.     

Thermostats, Chaos and Onsager Reciprocity

Finite thermostats are studied in the context of nonequilibrium statistical mechanics. Entropy production rate has been identified with the mechanical quantity expressed by the phase space contraction rate and the currents have been linked to its derivatives with respect to the parameters measuring the forcing intensities. In some instances Green–Kubo formulae, hence Onsager reciprocity, have been related to the fluctuation theorem. However, mainly when dissipation takes place at the boundary (as in gases or liquids in contact with thermostats), phase space contraction may be independent on some of the forcing parameters or, even in absence of forcing, phase space contraction may not vanish: then the relation with the fluctuation theorem does not seem to apply. On the other hand phase space contraction can be altered by changing the metric on phase space: here this ambiguity is discussed and employed to show that the relation between the fluctuation theorem and Green–Kubo formulae can be extended and is, by far, more general.     

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.     

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.