Uncertainty relations for underdamped Langevin dynamics

Thermodynamic Bounds on Generalized Transport: From Single-Molecule to Bulk Observables

We prove that the transport of any differentiable scalar observable in d-dimensional nonequilibrium systems is bounded from above by the total entropy production scaled by the amount the observation "stretches" microscopic coordinates. The result-a time-integrated generalized speed limit-reflects the thermodynamic cost of transport of observables, and places underdamped and overdamped stochastic dynamics on equal footing with deterministic motion. Our work allows for stochastic thermodynamics to make contact with bulk experiments, and fills an important gap in thermodynamic inference, since microscopic dynamics is, at least for short times, underdamped. Requiring only averages but not sample-to-sample fluctuations, the proven transport bound is practical and applicable not only to single-molecule but also bulk experiments where only averages are observed, which we demonstrate by examples. Our results may facilitate thermodynamic inference on molecular machines without an obvious directionality from bulk observations of transients probed, e.g., in time-resolved x-ray scattering.

Thermodynamic bounds on the asymmetry of cross-correlations with dynamical activity and entropy production

Entropy production and dynamical activity are two complementary aspects in nonequilibrium physics. The asymmetry of cross-correlation, serving as a distinctive feature of nonequilibrium, also finds widespread utility. In this Letter, we establish two thermodynamic bounds on the normalized asymmetry of cross-correlation in terms of dynamical activity and entropy production rate. These bounds demonstrate broad applicability and offer experimental testability.

Information geometric bound on general chemical reaction networks

We investigate the convergence of chemical reaction networks (CRNs), aiming to establish an upper bound on their reaction rates. The nonlinear characteristics and discrete composition of CRNs pose significant challenges in this endeavor. To circumvent these complexities, we adopt an information geometric perspective, utilizing the natural gradient to formulate a nonlinear system. This system effectively determines an upper bound for the dynamics of CRNs. We corroborate our methodology through numerical simulations, which reveal that our constructed system converges more rapidly than CRNs within a particular class of reactions. This class is defined by the count of chemicals, the highest stoichiometric coefficients in the reactions, and the total number of reactions involved. Further, we juxtapose our approach with traditional methods, illustrating that the latter falls short in providing an upper bound for CRN reaction rates. Although our investigation centers on CRNs, the widespread presence of hypergraphs across various disciplines, ranging from natural sciences to engineering, indicates potential wider applications of our method, including in the realm of information science.

Thermodynamic Correlation Inequality

Trade-off relations place fundamental limits on the operations that physical systems can perform. This Letter presents a trade-off relation that bounds the correlation function, which measures the relationship between a system's current and future states, in Markov processes. The obtained bound, referred to as the thermodynamic correlation inequality, states that the change in the correlation function has an upper bound comprising the dynamical activity, a thermodynamic measure of the activity of a Markov process. Moreover, by applying the obtained relation to the linear response function, it is demonstrated that the effect of perturbation can be bounded from above by the dynamical activity.

Challenges in molecular dynamics simulations of heat exchange statistics

We study heat exchange in temperature-biased metal-molecule-metal molecular junctions by employing the molecular dynamics simulator LAMMPS. Generating the nonequilibrium steady state with Langevin thermostats at the boundaries of the junction, we show that the average heat current across a gold-alkanedithiol-gold nanojunction behaves physically, with the thermal conductance value matching the literature. In contrast, the full probability distribution function for heat exchange, as generated by the simulator, violates the fundamental fluctuation symmetry for entropy production. We trace this failure back to the implementation of the thermostats and the expression used to calculate the heat exchange. To rectify this issue and produce the correct statistics, we introduce single-atom thermostats as an alternative to conventional many-atom thermostats. Once averaging heat exchange over the hot and cold thermostats, this approach successfully generates the correct probability distribution function, which we use to study the behavior of both the average heat current and its noise. We further examine the thermodynamic uncertainty relation in the molecular junction and show that it holds, albeit demonstrating nontrivial trends. Our study points to the need to carefully implement nonequilibrium molecular dynamics solvers in atomistic simulation software tools for future investigations of noise phenomena in thermal transport.

Limits on the Precision of Catenane Molecular Motors: Insights from Thermodynamics and Molecular Dynamics Simulations

Thermodynamic uncertainty relations (TURs) relate precision to the dissipation rate, yet the inequalities can be far from saturation. Indeed, in catenane molecular motor simulations, we record precision far below the TUR limit. We further show that this inefficiency can be anticipated by four physical parameters: the thermodynamic driving force, fuel decomposition rate, coupling between fuel decomposition and motor motion, and rate of undriven motor motion. The physical insights might assist in designing molecular motors in the future.

Jensen bound for the entropy production rate in stochastic thermodynamics

Bounding and estimating entropy production has long been an important goal of nonequilibrium thermodynamics. We recently derived a lower bound on the total and subsystem entropy production rates of continuous stochastic systems. This "Jensen bound" has led to fundamental limits on the performance of collective transport systems and permitted thermodynamic inference of free-energy transduction between components of bipartite molecular machines. Our original derivation relied on a number of assumptions, which restricted the bound's regime of applicability. Here we derive the Jensen bound far more generally for multipartite overdamped Langevin dynamics. We then consider several extensions, allowing for position-dependent diffusion coefficients, underdamped dynamics, and non-multipartite overdamped dynamics. Our results extend the Jensen bound to a far broader class of systems.

Arbitrary-time thermodynamic uncertainty relation from fluctuation theorem

The thermodynamic uncertainty relation (TUR) provides a universal entropic bound for the precision of the fluctuation of the charge transfer, for example, for a class of continuous-time stochastic processes. However, its extension to general nonequilibrium dynamics is still an unsolved problem. We derive TUR for an arbitrary finite time from exchange fluctuation theorem under a geometric necessary and sufficient condition. We also generally show a necessary and sufficient condition of multidimensional TUR in a unified manner. As a nontrivial practical consequence, we obtain universal scaling relations among the mean and variance of the charge transfer in short time regime. In this manner, we can deepen our understanding of a link between two important rigorous relations, i.e., the fluctuation theorem and the thermodynamic uncertainty relation.

Precision bound and optimal control in periodically modulated continuous quantum thermal machines

We use Floquet formalism to study fluctuations in periodically modulated continuous quantum thermal machines. We present a generic theory for such machines, followed by specific examples of sinusoidal, optimal, and circular modulations, respectively. The thermodynamic uncertainty relations (TUR) hold for all modulations considered. Interestingly, in the case of sinusoidal modulation, the TUR ratio assumes a minimum at the heat engine to refrigerator transition point, while the chopped random basis optimization protocol allows us to keep the ratio small for a wide range of modulation frequencies. Furthermore, our numerical analysis suggests that TUR can show signatures of heat engine to refrigerator transition, for more generic modulation schemes. We also study bounds in fluctuations in the efficiencies of such machines; our results indicate that fluctuations in efficiencies are bounded from above for a refrigerator and from below for an engine. Overall, this study emphasizes the crucial role played by different modulation schemes in designing practical quantum thermal machines.

Unifying speed limit, thermodynamic uncertainty relation and Heisenberg principle via bulk-boundary correspondence

The bulk-boundary correspondence provides a guiding principle for tackling strongly correlated and coupled systems. In the present work, we apply the concept of the bulk-boundary correspondence to thermodynamic bounds described by classical and quantum Markov processes. Using the continuous matrix product state, we convert a Markov process to a quantum field, such that jump events in the Markov process are represented by the creation of particles in the quantum field. Introducing the time evolution of the continuous matrix product state, we apply the geometric bound to its time evolution. We find that the geometric bound reduces to the speed limit relation when we represent the bound in terms of the system quantity, whereas the same bound reduces to the thermodynamic uncertainty relation when expressed based on quantities of the quantum field. Our results show that the speed limits and thermodynamic uncertainty relations are two aspects of the same geometric bound.

Thermodynamic uncertainty relations for steady-state thermodynamics

A system can be driven out of equilibrium by both time-dependent and nonconservative forces, which gives rise to a decomposition of the dissipation into two nonnegative components, called the excess and housekeeping entropy productions. We derive thermodynamic uncertainty relations for the excess and housekeeping entropy. These can be used as tools to estimate the individual components, which are in general difficult to measure directly. We introduce a decomposition of an arbitrary current into housekeeping and excess parts, which provide lower bounds on the respective entropy production. Furthermore, we also provide a geometric interpretation of the decomposition and show that the uncertainties of the two components are not independent, but rather have to obey a joint uncertainty relation, which also yields a tighter bound on the total entropy production. We apply our results to a paradigmatic example that illustrates the physical interpretation of the components of the current and how to estimate the entropy production.

Colloidal superionic conductors

Nanoparticles with highly asymmetric sizes and charges that self-assemble into crystals via electrostatics may exhibit behaviors reminiscent of those of metals or superionic materials. Here, we use coarse-grained molecular simulations with underdamped Langevin dynamics to explore how a binary charged colloidal crystal reacts to an external electric field. As the field strength increases, we find transitions from insulator (ionic state), to superionic (conductive state), to laning, to complete melting (liquid state). In the superionic state, the resistivity decreases with increasing temperature, which is contrary to metals, yet the increment decreases as the electric field becomes stronger. Additionally, we verify that the dissipation of the system and the fluctuation of charge currents obey recently developed thermodynamic uncertainty relation. Our results describe charge transport mechanisms in colloidal superionic conductors.

Thermodynamic bounds for diffusion in nonequilibrium systems with multiple timescales

We derive a thermodynamic uncertainty relation bounding the mean squared displacement of a Gaussian process with memory, driven out of equilibrium by unbalanced thermal baths and/or by external forces. Our bound is tighter with respect to previous results and also holds at finite time. We apply our findings to experimental and numerical data for a vibrofluidized granular medium, characterized by regimes of anomalous diffusion. In some cases our relation can distinguish between equilibrium and nonequilibrium behavior, a nontrivial inference task, particularly for Gaussian processes.

Thermodynamic Uncertainty Relation in Interacting Many-Body Systems

The thermodynamic uncertainty relation (TUR) has been well studied for systems with few degrees of freedom. While, in principle, the TUR holds for more complex systems with many interacting degrees of freedom as well, little is known so far about its behavior in such systems. We analyze the TUR in the thermodynamic limit for mixtures of driven particles with short-range interactions. Our main result is an explicit expression for the optimal estimate of the total entropy production in terms of single-particle currents and correlations between two-particle currents. Quantitative results for various versions of a driven lattice gas demonstrate the practical implementation of this approach.

Thermodynamic uncertainty relation for Langevin dynamics by scaling time

The thermodynamic uncertainty relation (TUR) quantifies a relationship between current fluctuations and dissipation in out-of-equilibrium overdamped Langevin dynamics, making it a natural counterpart of the fluctuation-dissipation theorem in equilibrium statistical mechanics. For underdamped Langevin dynamics, the situation is known to be more complicated with dynamical activity also playing a role in limiting the magnitude of current fluctuations. Progress on those underdamped TUR-like bounds has largely come from applications of the information-theoretic Cramér-Rao inequality. Here, we present an alternative perspective by employing large deviation theory. The approach offers a general unified treatment of TUR-like bounds for both overdamped and underdamped Langevin dynamics built upon current fluctuations achieved by scaling time. The bounds we derive following this approach are similar to known results but with differences we discuss and rationalize.

Quantum Thermodynamic Uncertainty Relations, Generalized Current Fluctuations and Nonequilibrium Fluctuation–Dissipation Inequalities

Thermodynamic uncertainty relations (TURs) represent one of the few broad-based and fundamental relations in our toolbox for tackling the thermodynamics of nonequilibrium systems. One form of TUR quantifies the minimal energetic cost of achieving a certain precision in determining a nonequilibrium current. In this initial stage of our research program, our goal is to provide the quantum theoretical basis of TURs using microphysics models of linear open quantum systems where it is possible to obtain exact solutions. In paper [Dong et al., Entropy 2022, 24, 870], we show how TURs are rooted in the quantum uncertainty principles and the fluctuation–dissipation inequalities (FDI) under fully nonequilibrium conditions. In this paper, we shift our attention from the quantum basis to the thermal manifests. Using a microscopic model for the bath’s spectral density in quantum Brownian motion studies, we formulate a “thermal” FDI in the quantum nonequilibrium dynamics which is valid at high temperatures. This brings the quantum TURs we derive here to the classical domain and can thus be compared with some popular forms of TURs. In the thermal-energy-dominated regimes, our FDIs provide better estimates on the uncertainty of thermodynamic quantities. Our treatment includes full back-action from the environment onto the system. As a concrete example of the generalized current, we examine the energy flux or power entering the Brownian particle and find an exact expression of the corresponding current–current correlations. In so doing, we show that the statistical properties of the bath and the causality of the system+bath interaction both enter into the TURs obeyed by the thermodynamic quantities.

Thermodynamics of Precision in Markovian Open Quantum Dynamics

The thermodynamic and kinetic uncertainty relations indicate trade-offs between the relative fluctuation of observables and thermodynamic quantities such as dissipation and dynamical activity. Although these relations have been well studied for classical systems, they remain largely unexplored in the quantum regime. In this Letter, we investigate such trade-off relations for Markovian open quantum systems whose underlying dynamics are quantum jumps, such as thermal processes and quantum measurement processes. Specifically, we derive finite-time lower bounds on the relative fluctuation of both dynamical observables and their first passage times for arbitrary initial states. The bounds imply that the precision of observables is constrained not only by thermodynamic quantities but also by quantum coherence. We find that the product of the relative fluctuation and entropy production or dynamical activity is enhanced by quantum coherence in a generic class of dissipative processes of systems with nondegenerate energy levels. Our findings provide insights into the survival of the classical uncertainty relations in quantum cases.

Classical Pendulum Clocks Break the Thermodynamic Uncertainty Relation

The thermodynamic uncertainty relation expresses a seemingly universal trade-off between the cost for driving an autonomous system and precision in any output observable. It has so far been proven for discrete systems and for overdamped Brownian motion. Its validity for the more general class of underdamped Brownian motion, where inertia is relevant, was conjectured based on numerical evidence. We now disprove this conjecture by constructing a counterexample. Its design is inspired by a classical pendulum clock, which uses an escapement to couple the motion of an oscillator to regulate the motion of another degree of freedom (a "hand") driven by an external force. Considering a thermodynamically consistent, discrete model for an escapement mechanism, we first show that the oscillations of an underdamped harmonic oscillator in thermal equilibrium are sufficient to break the thermodynamic uncertainty relation. We then show that this is also the case in simulations of a fully continuous underdamped system with a potential landscape that mimics an escaped pendulum.

Thermodynamic uncertainty relation for quantum first-passage processes

We derive a thermodynamic uncertainty relation for first passage processes in quantum Markov chains. We consider first passage processes that stop after a fixed number of jump events, which contrasts with typical quantum Markov chains which end at a fixed time. We obtain bounds for the observables of the first passage processes in quantum Markov chains by the Loschmidt echo, which quantifies the extent of irreversibility in quantum many-body systems. Considering a particular case, we show that the lower bound corresponds to the quantum Fisher information, which plays a fundamental role in uncertainty relations in quantum systems. Moreover, considering classical dynamics, our bound reduces to a thermodynamic uncertainty relation for classical first passage processes.

Finite-Time Quantum Landauer Principle and Quantum Coherence

The Landauer principle states that any logically irreversible information processing must be accompanied by dissipation into the environment. In this Letter, we investigate the heat dissipation associated with finite-time information erasure and the effect of quantum coherence in such processes. By considering a scenario wherein information is encoded in an open quantum system whose dynamics are described by the Markovian Lindblad equation, we show that the dissipated heat is lower bounded by the conventional Landauer cost, as well as a correction term inversely proportional to the operational time. To clarify the relation between quantum coherence and dissipation, we derive a lower bound for heat dissipation in terms of quantum coherence. This bound quantitatively implies that the creation of quantum coherence in the energy eigenbasis during the erasure process inevitably leads to additional heat costs. The obtained bounds hold for arbitrary operational time and control protocol. By following an optimal control theory, we numerically present an optimal protocol and illustrate our findings by using a single-qubit system.

Universal form of thermodynamic uncertainty relation for Langevin dynamics

The thermodynamic uncertainty relation (TUR) provides a stricter bound for entropy production (EP) than that of the thermodynamic second law. This stricter bound can be utilized to infer the EP and derive other tradeoff relations. Though the validity of the TUR has been verified in various stochastic systems, its application to general Langevin dynamics has not been successfully unified, especially for underdamped Langevin dynamics, where odd parity variables in time-reversal operation such as velocity get involved. Previous TURs for underdamped Langevin dynamics are neither experimentally accessible nor reduced to the original form of the overdamped Langevin dynamics in the zero-mass limit. Here, we find a TUR for underdamped Langevin dynamics with an arbitrary time-dependent protocol, which is operationally accessible when all mechanical forces are controllable. We show that the original TUR is a consequence of our underdamped TUR in the zero-mass limit. This indicates that the TUR formulation presented here can be regarded as the universal form of the TUR for general Langevin dynamics.

Designing circle swimmers: Principles and strategies

Various microswimmers move along circles rather than straight lines due to their swimming mechanisms, body shapes, or hydrodynamic effects. In this paper, we adopt the concepts of stochastic thermodynamics to analyze circle swimmers confined to a two-dimensional plane and study the trade-off relations between various physical quantities, such as precision, energy cost, and rotational speed. Based on these findings, we predict principles and strategies for designing microswimmers of special optimized functions under limited energy resource conditions, which will bring new experimental inspiration for designing smart motors.

Irreversibility, Loschmidt Echo, and Thermodynamic Uncertainty Relation

Entropy production characterizes irreversibility. This viewpoint allows us to consider the thermodynamic uncertainty relation, which states that a higher precision can be achieved at the cost of higher entropy production, as a relation between precision and irreversibility. Considering the original and perturbed dynamics, we show that the precision of an arbitrary counting observable in continuous measurement of quantum Markov processes is bounded from below by the Loschmidt echo between the two dynamics, representing the irreversibility of quantum dynamics. When considering particular perturbed dynamics, our relation leads to several thermodynamic uncertainty relations, indicating that our relation provides a unified perspective on classical and quantum thermodynamic uncertainty relations.

Lower Bound on Irreversibility in Thermal Relaxation of Open Quantum Systems

We consider the thermal relaxation process of a quantum system attached to single or multiple reservoirs. Quantifying the degree of irreversibility by entropy production, we prove that the irreversibility of the thermal relaxation is lower bounded by a relative entropy between the unitarily evolved state and the final state. The bound characterizes the state discrepancy induced by the nonunitary dynamics, and thus reflects the dissipative nature of irreversibility. Intriguingly, the bound can be evaluated solely in terms of the initial and final states and the system Hamiltonian, thereby providing a feasible way to estimate entropy production without prior knowledge of the underlying coupling structure. This finding refines the second law of thermodynamics and reveals a universal feature of thermal relaxation processes.

Violating the thermodynamic uncertainty relation in the three-level maser

Nanoscale heat engines are subject to large fluctuations which affect their precision. The thermodynamic uncertainty relation (TUR) provides a trade-off between output power, fluctuations, and entropic cost. This trade-off may be overcome by systems exhibiting quantum coherence. This Letter provides a study of the TUR in a prototypical quantum heat engine, the Scovil-Schulz-DuBois maser. Comparison with a classical reference system allows us to determine the effect of quantum coherence on the performance of the heat engine. We identify analytically regions where coherence suppresses fluctuations, implying a quantum advantage, as well as regions where fluctuations are enhanced by coherence. This quantum effect cannot be anticipated from the off-diagonal elements of the density matrix. Because the fluctuations are not encoded in the steady state alone, TUR violations are a consequence of coherence that goes beyond steady-state coherence. While the system violates the conventional TUR, it adheres to a recent formulation of a quantum TUR. We further show that parameters where the engine operates close to the conventional limit are prevalent and TUR violations in the quantum model are not uncommon.

Thermodynamic uncertainty relation to assess biological processes

We review the trade-offs between speed, fluctuations, and thermodynamic cost involved with biological processes in nonequilibrium states and discuss how optimal these processes are in light of the universal bound set by the thermodynamic uncertainty relation (TUR). The values of the uncertainty product Q of TUR, which can be used as a measure of the precision of enzymatic processes realized for a given thermodynamic cost, are suboptimal when the substrate concentration is at the Michaelis constant, and some of the key biological processes are found to work around this condition. We illustrate the utility of Q in assessing how close the molecular motors and biomass producing machineries are to the TUR bound, and for the cases of biomass production (or biological copying processes), we discuss how their optimality quantified in terms of Q is balanced with the error rate in the information transfer process. We also touch upon the trade-offs in other error-minimizing processes in biology, such as gene regulation and chaperone-assisted protein folding. A spectrum of Q recapitulating the biological processes surveyed here provides glimpses into how biological systems are evolved to optimize and balance the conflicting functional requirements.

Quantumness and thermodynamic uncertainty relation of the finite-time Otto cycle

To reveal the role of the quantumness in the Otto cycle and to discuss the validity of the thermodynamic uncertainty relation (TUR) in the cycle, we study the quantum Otto cycle and its classical counterpart. In particular, we calculate exactly the mean values and relative error of thermodynamic quantities. In the quasistatic limit, quantumness reduces the productivity and precision of the Otto cycle compared to that in the absence of quantumness, whereas in the finite-time mode, it can increase the cycle's productivity and precision. Interestingly, as the strength (heat conductance) between the system and the bath increases, the precision of the quantum Otto cycle overtakes that of the classical one. Testing the conventional TUR of the Otto cycle, in the region where the entropy production is large enough, we find a tighter bound than that of the conventional TUR. However, in the finite-time mode, both quantum and classical Otto cycles violate the conventional TUR in the region where the entropy production is small. This implies that another modified TUR is required to cover the finite-time Otto cycle. Finally, we discuss the possible origin of this violation in terms of the uncertainty products of the thermodynamic quantities and the relative error near resonance conditions.

Tighter thermodynamic bound on the speed limit in systems with unidirectional transitions

We consider a general discrete state-space system with both unidirectional and bidirectional links. In contrast to bidirectional links, there is no reverse transition along the unidirectional links. Herein, we first compute the statistical length and the thermodynamic cost function for transitions in the probability space, highlighting contributions from total, environmental, and resetting (unidirectional) entropy production. Then we derive the thermodynamic bound on the speed limit to connect two distributions separated by a finite time, showing the effect of the presence of unidirectional transitions. Uncertainty relationships can be found for the temporal first and second moments of the average resetting entropy production. We derive simple expressions in the limit of slow unidirectional transition rates. Finally, we present a refinement of the thermodynamic bound by means of an optimization procedure. We numerically investigate these results on systems that stochastically reset with constant and periodic resetting rate.

Thermodynamic Uncertainty Relation for General Open Quantum Systems

We derive a thermodynamic uncertainty relation for general open quantum dynamics, described by a joint unitary evolution on a composite system comprising a system and an environment. By measuring the environmental state after the system-environment interaction, we bound the counting observables in the environment by the survival activity, which reduces to the dynamical activity in classical Markov processes. Remarkably, the relation derived herein holds for general open quantum systems with any counting observable and any initial state. Therefore, our relation is satisfied for classical Markov processes with arbitrary time-dependent transition rates and initial states. We apply our relation to continuous measurement and the quantum walk to find that the quantum nature of the system can enhance the precision. Moreover, we can make the lower bound arbitrarily small by employing appropriate continuous measurement.

Free diffusion bounds the precision of currents in underdamped dynamics

The putative generalization of the thermodynamic uncertainty relation (TUR) to underdamped dynamics is still an open problem. So far, bounds that have been derived for such a dynamics are not particularly transparent and they do not converge to the known TUR in the overdamped limit. Furthermore, it was found that there are restrictions for a TUR to hold such as the absence of a magnetic field. In this article we first analyze the properties of driven free diffusion in the underdamped regime and show that it inherently violates the overdamped TUR for finite times. Based on numerical evidence, we then conjecture a bound for one-dimensional driven diffusion in a potential which is based on the result for free diffusion. This bound converges to the known overdamped TUR in the corresponding limit. Moreover, the conjectured bound holds for observables that involve higher powers of the velocity as long as the observable is odd under time reversal. Finally, we address the applicability of this bound to underdamped dynamics in higher dimensions.

Quantum Thermodynamic Uncertainty Relation for Continuous Measurement

We use quantum estimation theory to derive a thermodynamic uncertainty relation in Markovian open quantum systems, which bounds the fluctuation of continuous measurements. The derived quantum thermodynamic uncertainty relation holds for arbitrary continuous measurements satisfying a scaling condition. We derive two relations; the first relation bounds the fluctuation by the dynamical activity and the second one does so by the entropy production. We apply our bounds to a two-level atom driven by a laser field and a three-level quantum thermal machine with jump and diffusion measurements. Our result shows that there exists a universal bound upon the fluctuations, regardless of continuous measurements.

Estimating entropy production by machine learning of short-time fluctuating currents

Thermodynamic uncertainty relations (TURs) are the inequalities which give lower bounds on the entropy production rate using only the mean and the variance of fluctuating currents. Since the TURs do not refer to the full details of the stochastic dynamics, it would be promising to apply the TURs for estimating the entropy production rate from a limited set of trajectory data corresponding to the dynamics. Here we investigate a theoretical framework for estimation of the entropy production rate using the TURs along with machine learning techniques without prior knowledge of the parameters of the stochastic dynamics. Specifically, we derive a TUR for the short-time region and prove that it can provide the exact value, not only a lower bound, of the entropy production rate for Langevin dynamics, if the observed current is optimally chosen. This formulation naturally includes a generalization of the TURs with the partial entropy production of subsystems under autonomous interaction, which reveals the hierarchical structure of the estimation. We then construct estimators on the basis of the short-time TUR and machine learning techniques such as the gradient ascent. By performing numerical experiments, we demonstrate that our learning protocol performs well even in nonlinear Langevin dynamics. We also discuss the case of Markov jump processes, where the exact estimation is shown to be impossible in general. Our result provides a platform that can be applied to a broad class of stochastic dynamics out of equilibrium, including biological systems.

Entropy production estimation with optimal current

Entropy production characterizes the thermodynamic irreversibility and reflects the amount of heat dissipated into the environment and free energy lost in nonequilibrium systems. According to the thermodynamic uncertainty relation, we propose a deterministic method to estimate the entropy production from a single trajectory of system states. We explicitly and approximately compute an optimal current that yields the tightest lower bound using predetermined basis currents. Notably, the obtained tightest lower bound is intimately related to the multidimensional thermodynamic uncertainty relation. By proving the saturation of the thermodynamic uncertainty relation in the short-time limit, the exact estimate of the entropy production can be obtained for overdamped Langevin systems, irrespective of the underlying dynamics. For Markov jump processes, because the attainability of the thermodynamic uncertainty relation is not theoretically ensured, the proposed method provides the tightest lower bound for the entropy production. When entropy production is the optimal current, a more accurate estimate can be further obtained using the integral fluctuation theorem. We illustrate the proposed method using three systems: a four-state Markov chain, a periodically driven particle, and a multiple bead-spring model. The estimated results in all examples empirically verify the effectiveness and efficiency of the proposed method.

Fluctuation-response inequality out of equilibrium

We present an approach to response around arbitrary out-of-equilibrium states in the form of a fluctuation-response inequality (FRI). We study the response of an observable to a perturbation of the underlying stochastic dynamics. We find that the magnitude of the response is bounded from above by the fluctuations of the observable in the unperturbed system and the Kullback-Leibler divergence between the probability densities describing the perturbed and the unperturbed system. This establishes a connection between linear response and concepts of information theory. We show that in many physical situations, the relative entropy may be expressed in terms of physical observables. As a direct consequence of this FRI, we show that for steady-state particle transport, the differential mobility is bounded by the diffusivity. For a "virtual" perturbation proportional to the local mean velocity, we recover the thermodynamic uncertainty relation (TUR) for steady-state transport processes. Finally, we use the FRI to derive a generalization of the uncertainty relation to arbitrary dynamics, which involves higher-order cumulants of the observable. We provide an explicit example, in which the TUR is violated but its generalization is satisfied with equality.

Thermodynamic uncertainty relation for underdamped Langevin systems driven by a velocity-dependent force

Recently, it has been shown that there is a trade-off relation between thermodynamic cost and current fluctuations, referred to as the thermodynamic uncertainty relation (TUR). The TUR has been derived for various processes, such as discrete-time Markov jump processes and overdamped Langevin dynamics. For underdamped dynamics, it has recently been reported that some modification is necessary for application of the TUR. However, the previous TUR for underdamped dynamics is not applicable to a system driven by a velocity-dependent force. In this study, we present a TUR, applicable to a system driven by a velocity-dependent force in the context of underdamped Langevin dynamics, by extending the theory of Vu and Hasegawa [Phys. Rev. E 100, 032130 (2019)2470-004510.1103/PhysRevE.100.032130]. We show that our TUR accurately describes the trade-off properties of a molecular refrigerator (cold damping), Brownian dynamics in a magnetic field, and an active particle system.