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.     

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.     

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.     

Representation of Nonequilibrium Steady States in Large Mechanical Systems

Recently a novel concise representation of the probability distribution of heat conducting nonequilibrium steady states was derived. The representation is valid to the second order in the “degree of nonequilibrium”, and has a very suggestive form where the effective Hamiltonian is determined by the excess entropy production. Here we extend the representation to a wide class of nonequilibrium steady states realized in classical mechanical systems where baths (reservoirs) are also defined in terms of deterministic mechanics. The present extension covers such nonequilibrium steady states with a heat conduction, with particle flow (maintained either by external field or by particle reservoirs), and under an oscillating external field. We also simplify the derivation and discuss the corresponding representation to the full order.     

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.     

Entropy production, fractals, and relaxation to equilibrium

The theory of entropy production in nonequilibrium, Hamiltonian systems, previously described for steady states using partitions of phase space, is here extended to time dependent systems relaxing to equilibrium. We illustrate the main ideas by using a simple multibaker model, with some nonequilibrium initial state, and we study its progress toward equilibrium. The central results are (i) the entropy production is governed by an underlying, exponentially decaying fractal structure in phase space, (ii) the rate of entropy production is largely independent of the scale of resolution used in the partitions, and (iii) the rate of entropy production is in agreement with the predictions of nonequilibrium thermodynamics.     

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.     

Thermostatted kinetic equations as models for complex systems in physics and life sciences

Statistical mechanics is a powerful method for understanding equilibrium thermodynamics. An equivalent theoretical framework for nonequilibrium systems has remained elusive. The thermodynamic forces driving the system away from equilibrium introduce energy that must be dissipated if nonequilibrium steady states are to be obtained. Historically, further terms were introduced, collectively called a thermostat, whose original application was to generate constant-temperature equilibrium ensembles. This review surveys kinetic models coupled with time-reversible deterministic thermostats for the modeling of large systems composed both by inert matter particles and living entities. The introduction of deterministic thermostats allows to model the onset of nonequilibrium stationary states that are typical of most real-world complex systems. The first part of the paper is focused on a general presentation of the main physical and mathematical definitions and tools: nonequilibrium phenomena, Gauss least constraint principle and Gaussian thermostats. The second part provides a review of a variety of thermostatted mathematical models in physics and life sciences, including Kac, Boltzmann, Jager–Segel and the thermostatted (continuous and discrete) kinetic for active particles models. Applications refer to semiconductor devices, nanosciences, biological phenomena, vehicular traffic, social and economics systems, crowds and swarms dynamics.     

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.     

Warm cascade states in a forced-dissipated Boltzmann gas of hard spheres

We study the homogeneous isotropic Boltzmann equation for an open system. For the case of a hard spheres gas, we look for nonequilibrium steady solutions in the presence of forcing and dissipation. Using the language of weak turbulence theory, we analyze the possibility of observing the Kolmogorov-Zakharov steady distributions, i.e. solutions characterized by constant fluxes of conserved quantities. We derive a differential approximation model and we find that the expected nonequilibrium steady solutions have always the form of warm cascades. We propose an analytical prediction for the relation between the forcing and dissipation and the thermodynamic quantities of the system. Specifically, we find that the temperature of the system is independent of the forcing amplitude and determined only by the forcing and dissipation scales. Finally, we perform direct numerical simulations of the Boltzmann equation finding consistent results with our theoretical predictions.     

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.     

Dissipation and large thermodynamic fluctuations

The results of recent work of Kipnis, Olla, and Varadhan on the dynamic large deviations from a hydrodynamic limit for some interacting particle models are formally extended to a general hydrodynamic situation, including non-equilibrium steady states, as a fluctuation-dissipation hypothesis. The basic conjecture is that the exponent of decay in the probability of a large thermodynamic fluctuation is given by the dissipation of the force required to produce the fluctuation. It is shown that this hypothesis leads to a nonlinear version of Onsager-Machlup fluctuation theory that had previously been proposed by Graham. A direct consequence of the theory is a dynamic variational principle for the most probable thermodynamic history subject to imposed constraints (Onsager's principle of least dissipation). Following Graham, the theory leads also to a generalized potential, analogous to an equilibrium free energy, for the nonequilibrium steady state and an associated static variational principle. Finally, a formulation of nonlinear fluctuating hydrodynamics is proposed in which the noise enters multiplicatively so as to reproduce the conjectured large-deviations theory on a formal analogy with the results of Freidlin and Wentzell for finite-dimensional systems.     

Dynamical ensembles in stationary states

We propose, as a generalization of an idea of Ruelle's to describe turbulent fluid flow, a chaotic hypothesis for reversible dissipative many-particle systems in nonequilibrium stationary states in general. This implies an extension of the zeroth law of thermodynamics to nonequilibrium states and it leads to the identification of a unique distribution describing the asymptotic properties of the time evolution of the system for initial data randomly chosen with respect to a uniform distribution on phase space. For conservative systems in thermal equilibrium the chaotic hypothesis implies the ergodic hypothesis. We outline a procedure to obtain the distribution : it leads to a new unifying point of view for the phase space behavior of dissipative and conservative systems. The chaotic hypothesis is confirmed in a nontrivial, parameter-free, way by a recent computer experiment on the entropy production fluctuations in a shearing fluid far from equilibrium. Similar applications to other models are proposed, in particular to a model for the Kolmogorov-Obuchov theory for turbulent flow.     

Rules for transition rates in nonequilibrium steady states

Just as transition rates in a canonical ensemble must respect the principle of detailed balance, constraints exist on transition rates in driven steady states. I derive those constraints, by maximum information-entropy inference, and apply them to the steady states of driven diffusion and a sheared lattice fluid. The resulting ensemble can potentially explain nonequilibrium phase behavior and, for steady shear, gives rise to stress-mediated long-range interactions.     

A gentle introduction to the thermodynamics of biochemical stoichiometric networks in steady state

Reaction networks in thermodynamic equilibrium under isothermal and isobaric conditions minimize the Gibbs free energy, but chemical reactions in living organisms operate typically far from equilibrium. Currently, there is no general optimization principle for nonequilibrium systems which can be used in the analysis of biochemical networks. Motivated by the avalailabity of whole genome reconstructions of metabolic reactions, the thermodynamics of biochemical stoichiometric networks has made significant progress in the last decade. These include the consistent formulation of conservation conditions resembling Kirchhoff’s law for electrical networks. In addition, Beard and Qian suggested that the flow force relationship Δμ = RT log(J⁺/J⁻) between the forward and backward fluxes J⁺ and J⁻ and the chemical potential difference of a chemical reaction can be extended from mass action kinetics to more general reactions schemes. In this tutorial review we summarize the recent literature on reaction network thermodynamics and discuss its implications to the analysis of large biochemical systems. In addition, we discuss some recent work on flow-force relationships and global variational principles characterizing nonequilibrium steady states of reaction networks.     

Maximum entropy production principle in physics,chemistry and biology

The tendency of the entropy to a maximum as an isolated system is relaxed to the equilibrium (the second law of thermodynamics) has been known since the mid-19th century. However, independent theoretical and applied studies, which suggested the maximization of the entropy production during nonequilibrium processes (the so-called maximum entropy production principle, MEPP), appeared in the 20th century. Publications on this topic were fragmented and different research teams, which were concerned with this principle, were unaware of studies performed by other scientists. As a result, the recognition and the use of MEPP by a wider circle of researchers were considerably delayed. The objectives of the present review consist in summation and analysis of studies dealing with MEPP. The first part of the review is concerned with the thermodynamic and statistical basis of the principle (including the relationship of MEPP with the second law of thermodynamics and Prigogine's principle). Various existing applications of the principle to analysis of nonequilibrium systems will be discussed in the second part.     

Ergodicity and Energy Distributions for Some Boundary Driven Integrable Hamiltonian Chains

We consider systems of moving particles in 1-dimensional space interacting through energy storage sites. The ends of the systems are coupled to heat baths, and resulting steady states are studied. When the two heat baths are equal, an explicit formula for the (unique) equilibrium distribution is given. The bulk of the paper concerns nonequilibrium steady states, i.e., when the chain is coupled to two unequal heat baths. Rigorous results including ergodicity are proved. Numerical studies are carried out for two types of bath distributions. For chains driven by exponential baths, our main finding is that the system does not approach local thermodynamic equilibrium as system size tends to infinity. For bath distributions that are sharply peaked Gaussians, in spite of the near-integrable dynamics, transport properties are found to be more normal than expected.     

Fokker-Planck equation approach to fluctuations about nonequilibrium steady states

We examine the properties of steady states in systems which interact at the boundary with a nonequilibrium environment. The examination is based on a nonlinear Fokker-Planck equation, the structure of which is determined by the fact that it also governs the time evolution of the equilibrium fluctuations of the system. The nonlinearities in the Fokker-Planck equation may have two origins: thermodynamic nonlinearities which arise if the thermodynamic potential is not a bilinear function of the state variables, and nonlinear mode coupling which arises if the transport coefficients depend on the state. While these nonlinearities have only a small effect on the equilibrium fluctuations of a system away from critical points, they are shown to be important for the determination of fluctuations about nonequilibrium steady states. In particular the state dependence of the transport coefficients may lead to deviations from local equilibrium and to a breakdown of detail balance. An explicit formula for the time correlations of fluctuations about the nonequilibrium steady state is obtained. The formula leads to long-range correlations in fluids in the presence of a temperature gradient. The result is compared with earlier approaches to the same problem. Finally, we study the linear response to external forces and obtain a generalization of the fluctuation-dissipation formula relating the response functions with the nonequilibrium correlation functions.