Entropy production in irreversible systems described by a Fokker-Planck equation

Nonequilibrium indicator for the onset of epileptic seizure

The occurrence of spontaneous bursts of uncontrolled electrical activity between neurons can disrupt normal brain function and lead to epileptic seizures. Despite extensive research, the mechanisms underlying seizure onset remain unclear. This study investigates the onset of seizures from the perspective of nonequilibrium statistical physics. By analyzing the probability flux within the framework of the nonequilibrium potential-flux landscape, we establish a connection between seizure dynamics and nonequilibrium. Our findings demonstrate that the degree of nonequilibrium is sensitive to the onset of epileptic seizures. This result offers an alternative perspective on assessing seizure onset in epilepsy.

Nonequilibrium Thermodynamics of the Majority Vote Model

The majority vote model is one of the simplest opinion systems yielding distinct phase transitions and has garnered significant interest in recent years. This model, as well as many other stochastic lattice models, are formulated in terms of stochastic rules with no connection to thermodynamics, precluding the achievement of quantities such as power and heat, as well as their behaviors at phase transition regimes. Here, we circumvent this limitation by introducing the idea of a distinct and well-defined thermal reservoir associated to each local configuration. Thermodynamic properties are derived for a generic majority vote model, irrespective of its neighborhood and lattice topology. The behavior of energy/heat fluxes at phase transitions, whether continuous or discontinuous, in regular and complex topologies, is investigated in detail. Unraveling the contribution of each local configuration explains the nature of the phase diagram and reveals how dissipation arises from the dynamics.

Stochastic thermodynamics of opinion dynamics models

We show that models of opinion formation and dissemination in a community of individuals can be framed within stochastic thermodynamics from which we can build a nonequilibrium thermodynamics of opinion dynamics. This is accomplished by decomposing the original transition rate that defines an opinion model into two or more transition rates, each representing the contact with heat reservoirs at different temperatures, and postulating an energy function. As the temperatures are distinct, heat fluxes are present even at the stationary state and linked to the production of entropy, the fundamental quantity that characterizes nonequilibrium states. We apply the present framework to a generic-vote model including the majority-vote model in a square lattice and in a cubic lattice. The fluxes and the rate of entropy production are calculated by numerical simulation and by the use of a pair approximation.

Obtaining efficient collisional engines via velocity-dependent drivings

Brownian particles interacting sequentially with distinct temperatures and driving forces at each stroke have been tackled as a reliable alternative for the construction of engine setups. However, they can behave very inefficiently depending on the driving used for the work source and/or when temperatures of each stage are very different from each other. Inspired by some models for molecular motors and recent experimental studies, a coupling between driving and velocities is introduced and detail investigated from stochastic thermodynamics. Exact expressions for thermodynamic quantities and distinct maximization routes have been obtained. The search of an optimal coupling provides a substantial increase of engine performance (mainly efficiency), even for large ΔT. A simple and general argument for the optimal coupling can be estimated, irrespective of the driving and other model details.

Thermodynamics and efficiency of sequentially collisional Brownian particles: The role of drivings

Brownian particles placed sequentially in contact with distinct thermal reservoirs and subjected to external driving forces are promising candidates for the construction of reliable engine setups. In this contribution, we address the role of driving forces for enhancing the collisional machine performance. Analytical expressions for thermodynamic quantities such as power output and efficiency are obtained for general driving schemes. A proper choice of these driving schemes substantially increases both power output and efficiency and extends the working regime. Maximizations of power and efficiency, whether with respect to the strength of the force, driving scheme, or both have been considered and exemplified for two kind of drivings: generic power-law and harmonic (sinusoidal) drivings.

Stochastic motion in phase space on a surface of constant energy

We study closed systems of particles that are subject to stochastic forces in addition to the conservative forces. The stochastic equations of motion are set up in such a way that the energy is strictly conserved at all times. To ensure this conservation law, the evolution equation for the probability density is derived using an appropriate interpretation of the stochastic equation of motion that is not the Itô nor the Stratonovic interpretation. The trajectories in phase space are restricted to the surface of constant energy. Despite this restriction, the entropy is shown to increase with time, expressing irreversible behavior and relaxation to equilibrium. This main result of the present approach contrasts with that given by the Liouville equation, which also describes closed systems, but does not show irreversibility.

Stochastic thermodynamics in a non-Markovian dynamical system

The developing field of stochastic thermodynamics extends concepts of macroscopic thermodynamics such as entropy production and work to the microscopic level of individual trajectories taken by a system through phase space. The scheme involves coupling the system to an environment-typically a source of Markovian noise that affects the dynamics of the system. Here we extend this framework to consider a non-Markovian environment, one whose dynamics have memory and which create additional correlations with the system variables, and illustrate this with a selection of simple examples. Such an environment produces a rich variety of behavior. In particular, for a case of thermal relaxation, the distributions of entropy produced under the non-Markovian dynamics differ from the equivalent case of Markovian dynamics only by a delay time. When a time-dependent external work protocol is turned on, the system's correlations with the environment can either assist or hinder its approach to equilibrium, and affect its production of entropy, depending on the coupling strength between the system and environment.

Dynamics of Entropy Production Rate in Two Coupled Bosonic Modes Interacting with a Thermal Reservoir

The Markovian time evolution of the entropy production rate is studied as a measure of irreversibility generated in a bipartite quantum system consisting of two coupled bosonic modes immersed in a common thermal environment. The dynamics of the system is described in the framework of the formalism of the theory of open quantum systems based on completely positive quantum dynamical semigroups, for initial two-mode squeezed thermal states, squeezed vacuum states, thermal states and coherent states. We show that the rate of the entropy production of the initial state and nonequilibrium stationary state, and the time evolution of the rate of entropy production, strongly depend on the parameters of the initial Gaussian state (squeezing parameter and average thermal photon numbers), frequencies of modes, parameters characterising the thermal environment (temperature and dissipation coefficient), and the strength of coupling between the two modes. We also provide a comparison of the behaviour of entropy production rate and Rényi-2 mutual information present in the considered system.

Exact time-dependent analytical solutions for entropy production rate in a system operating in a heat bath in which temperature varies linearly in space

The nonequilibrium thermodynamics feature of a Brownian motor is investigated by obtaining exact time-dependent solutions. This in turn enables us to investigate not only the long time property (steady state) but also the short time the behavior of the system. The general expressions for the free energy, entropy production e[over ̇]_{p}(t) as well as entropy extraction h[over ̇]_{d}(t) rates are derived for a system that is genuinely driven out of equilibrium by time-independent force as well as by spatially varying thermal background. We show that for a system that operates between hot and cold reservoirs, most of the thermodynamics quantities approach a nonequilibrium steady state in the long time limit. The change in free energy becomes minimal at a steady state. However, for a system that operates in a heat bath where its temperature varies linearly in space, the entropy production and extraction rates approach a nonequilibrium steady state while the change in free energy varies linearly in space. This reveals that unlike systems at equilibrium, when systems are driven out of equilibrium, their free energy may not be minimized. The thermodynamic properties of a system that operates between the hot and cold baths are further compared and contrasted with a system that operates in a heat bath where its temperature varies linearly in space along with the reaction coordinate. We show that the entropy, entropy production, and extraction rates are considerably larger for the linearly varying temperature case than a system that operates between the hot and cold baths revealing such systems are inherently irreversible. For both cases, in the presence of load or when a distinct temperature difference is retained, the entropy S(t) monotonously increases with time and saturates to a constant value as t further steps up. The entropy production rate e[over ̇]_{p} decreases in time and at steady state, e[over ̇]_{p}=h[over ̇]_{d}>0, which agrees with the results shown in M. Asfaw's [Phys. Rev. E 89, 012143 (2014)1539-375510.1103/PhysRevE.89.012143; Phys. Rev. E 92, 032126 (2015)10.1103/PhysRevE.92.032126]. Moreover, the velocity, as well as the efficiency of the system that operates between the hot and cold baths, are also collated and contrasted with a system that operates in a heat bath where its temperature varies linearly in space along with the reaction coordinate. A system that operates between the hot and cold baths has significantly lower velocity but a higher efficiency in comparison with a linearly varying temperature case.

Obtaining efficient thermal engines from interacting Brownian particles under time-periodic drivings

We introduce an alternative route for obtaining reliable cyclic engines, based on two interacting Brownian particles under time-periodic drivings which can be used as a work-to-work converter or a heat engine. Exact expressions for the thermodynamic fluxes, such as power and heat, are obtained using the framework of stochastic thermodynamic. We then use these exact expression to optimize the driving protocols with respect to output forces, their phase difference. For the work-to-work engine, they are solely expressed in terms of Onsager coefficients and their derivatives, whereas nonlinear effects start to play a role since the particles are at different temperatures. Our results suggest that stronger coupling generally leads to better performance, but careful design is needed to optimize the external forces.

Fluctuation theorem for irreversible entropy production in electrical conduction

Linear irreversible thermodynamics predicts that the entropy production rate can become negative. We demonstrate this prediction for metals under AC driving whose conductivity is well described by the Drude-Sommerfeld model. We then show that these negative rates are fully compatible with stochastic thermodynamics, namely, that the entropy production does fulfill a fluctuation theorem. The analysis is concluded with the observation that the stochastic entropy production as defined by the surprisal or ignorance of the Shannon information does not agree with the phenomenological approach.

Current fluctuations in nonequilibrium discontinuous phase transitions

Discontinuous phase transitions out of equilibrium can be characterized by the behavior of macroscopic stochastic currents. But while much is known about the average current, the situation is much less understood for higher statistics. In this paper, we address the consequences of the diverging metastability lifetime-a hallmark of discontinuous transitions-in the fluctuations of arbitrary thermodynamic currents, including the entropy production. In particular, we center our discussion on the conditional statistics, given which phase the system is in. We highlight the interplay between integration window and metastability lifetime, which is not manifested in the average current, but strongly influences the fluctuations. We introduce conditional currents and find, among other predictions, their connection to average and scaled variance through a finite-time version of large deviation theory and a minimal model. Our results are then further verified in two paradigmatic models of discontinuous transitions: Schlögl's model of chemical reactions, and a 12-state Potts model subject to two baths at different temperatures.

Non-Equilibrium Entropy and Irreversibility in Generalized Stochastic Loewner Evolution from an Information-Theoretic Perspective

In this study, we theoretically investigated a generalized stochastic Loewner evolution (SLE) driven by reversible Langevin dynamics in the context of non-equilibrium statistical mechanics. Using the ability of Loewner evolution, which enables encoding of non-equilibrium systems into equilibrium systems, we formulated the encoding mechanism of the SLE by Gibbs entropy-based information-theoretic approaches to discuss its advantages as a means to better describe non-equilibrium systems. After deriving entropy production and flux for the 2D trajectories of the generalized SLE curves, we reformulated the system’s entropic properties in terms of the Kullback–Leibler (KL) divergence. We demonstrate that this operation leads to alternative expressions of the Jarzynski equality and the second law of thermodynamics, which are consistent with the previously suggested theory of information thermodynamics. The irreversibility of the 2D trajectories is similarly discussed by decomposing the entropy into additive and non-additive parts. We numerically verified the non-equilibrium property of our model by simulating the long-time behavior of the entropic measure suggested by our formulation, referred to as the relative Loewner entropy.

Thermodynamic Optimality of Glycolytic Oscillations

Temporal order in living matters reflects the self-organizing nature of dynamical processes driven out of thermodynamic equilibrium. Because of functional reasons, the period of a biochemical oscillation must be tuned to a specific value with precision; however, according to the thermodynamic uncertainty relation (TUR), the precision of the oscillatory period is constrained by the thermodynamic cost of generating it. After reviewing the basics of chemical oscillations using the Brusselator as a model system, we study the glycolytic oscillation generated by octameric phosphofructokinase (PFK), which is known to display a period of several minutes. By exploring the phase space of glycolytic oscillations, we find that the glycolytic oscillation under the cellular condition is realized in a cost-effective manner. Specifically, over the biologically relevant range of parameter values of glycolysis and octameric PFK, the entropy production from the glycolytic oscillation is minimal when the oscillation period is (5-10) min. Furthermore, the glycolytic oscillation is found at work near the phase boundary of limit cycles, suggesting that a moderate increase of glucose injection rate leads to the loss of oscillatory dynamics, which is reminiscent of the loss of pulsatile insulin release resulting from elevated blood glucose level.

Effect of viscous friction on entropy, entropy production, and entropy extraction rates in underdamped and overdamped media

Considering viscous friction that varies spatially and temporally, the general expressions for entropy production, free energy, and entropy extraction rates are derived to a Brownian particle that walks in overdamped and underdamped media. Via the well known stochastic approaches to underdamped and overdamped media, the thermodynamic expressions are first derived at a trajectory level then generalized to an ensemble level. To study the nonequilibrium thermodynamic features of a Brownian particle that hops in a medium where its viscosity varies on time, a Brownian particle that walks on a periodic isothermal medium (in the presence or absence of load) is considered. The exact analytical results depict that in the absence of load f=0, the entropy production rate e[over ̇]_{p} approaches the entropy extraction rate h[over ̇]_{d}=0. This is reasonable since any system which is in contact with a uniform temperature should obey the detail balance condition in a long time limit. In the presence of load and when the viscous friction decreases either spatially or temporally, the entropy S(t) monotonously increases with time and saturates to a constant value as t further steps up. The entropy production rate e[over ̇]_{p} decreases in time and at steady state (in the presence of load) e[over ̇]_{p}=h[over ̇]_{d}>0. On the contrary, when the viscous friction increases either spatially or temporally, the rate of entropy production as well as the rate of entropy extraction monotonously steps up showing that such systems are inherently irreversible. Furthermore, considering a spatially varying viscosity, the nonequilibrium thermodynamic features of a Brownian particle that hops in a ratchet potential with load is explored. In this case, the direction of the particle velocity is dictated by the magnitude of the external load of f. Far from the stall load, e[over ̇]_{p}=h[over ̇]_{d}>0 and at stall force e[over ̇]_{p}=h[over ̇]_{d}=0 revealing the system is reversible at this particular choice of parameter. In the absence of load, e[over ̇]_{p}=h[over ̇]_{d}>0 as long as a distinct temperature difference is retained between the hot and cold baths. Moreover, considering a multiplicative noise, we explore the thermodynamic features of the model system.

Entropy production and Onsager reciprocal relations describing the relaxation to equilibrium in stochastic thermodynamics

We study the relation between stochastic thermodynamics and nonequilibrium thermodynamics by evaluating the entropy production and the relation between fluxes and forces in a harmonic system with N particles in contact with N different reservoirs. We suppose that the system is in a nonequilibrium stationary state in a first phase and we study the relaxation to equilibrium in a second phase. During this relaxation, we can identify the linear relation between fluxes and forces satisfying the Onsager reciprocity and we obtain a nonlinear expression for the entropy production. Only when forces and fluxes are small does the entropic production turn into a quadratic form in the forces, as predicted by the Onsager theory.

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.

Energetics of stochastic BCM type synaptic plasticity and storing of accurate information

Excitatory synaptic signaling in cortical circuits is thought to be metabolically expensive. Two fundamental brain functions, learning and memory, are associated with long-term synaptic plasticity, but we know very little about energetics of these slow biophysical processes. This study investigates the energy requirement of information storing in plastic synapses for an extended version of BCM plasticity with a decay term, stochastic noise, and nonlinear dependence of neuron’s firing rate on synaptic current (adaptation). It is shown that synaptic weights in this model exhibit bistability. In order to analyze the system analytically, it is reduced to a simple dynamic mean-field for a population averaged plastic synaptic current. Next, using the concepts of nonequilibrium thermodynamics, we derive the energy rate (entropy production rate) for plastic synapses and a corresponding Fisher information for coding presynaptic input. That energy, which is of chemical origin, is primarily used for battling fluctuations in the synaptic weights and presynaptic firing rates, and it increases steeply with synaptic weights, and more uniformly though nonlinearly with presynaptic firing. At the onset of synaptic bistability, Fisher information and memory lifetime both increase sharply, by a few orders of magnitude, but the plasticity energy rate changes only mildly. This implies that a huge gain in the precision of stored information does not have to cost large amounts of metabolic energy, which suggests that synaptic information is not directly limited by energy consumption. Interestingly, for very weak synaptic noise, such a limit on synaptic coding accuracy is imposed instead by a derivative of the plasticity energy rate with respect to the mean presynaptic firing, and this relationship has a general character that is independent of the plasticity type. An estimate for primate neocortex reveals that a relative metabolic cost of BCM type synaptic plasticity, as a fraction of neuronal cost related to fast synaptic transmission and spiking, can vary from negligible to substantial, depending on the synaptic noise level and presynaptic firing.

Stochastic thermodynamics of systems with a continuous space of states

We analyze the stochastic thermodynamics of systems with a continuous space of states. The evolution equation, the rate of entropy production, and other results are obtained by a continuous time limit of a discrete time formulation. We point out the role of time reversal and of the dissipation part of the probability current on the production of entropy. We show that the rate of entropy production is a bilinear form in the components of the dissipation probability current with coefficients being the components of the precision matrix related to the Gaussian noise. We have also analyzed a type of noise that makes the energy function to be strictly constant along the stochastic trajectory, being appropriate to describe an isolated system. This type of noise leads to nonzero entropy production and thus to an increase of entropy in the system. This result contrasts with the invariance of the entropy predicted by the Liouville equation, which also describes an isolated system.

Thermodynamic uncertainty relations and molecular-scale energy conversion

The thermodynamic uncertainty relation (TUR) is a universal constraint for nonequilibrium steady states that requires the entropy production rate to be greater than the relative magnitude of current fluctuations. It has potentially important implications for the thermodynamic efficiency of molecular-scale energy conversion in both biological and artificial systems. An alternative multidimensional thermodynamic uncertainty relation (MTUR) has also been proposed. In this paper we apply the TUR and the MTUR to a description of molecular-scale energy conversion that explicitly contains the degrees of freedom exchanging energy via a time-independent multidimensional periodic potential. The TUR and the MTUR are found to be universal lower bounds on the entropy generation rate and provide upper bounds on the thermodynamic efficiency. The TUR is found to provide only a weak bound while the MTUR provides a much tighter constraint by taking into account correlations between degrees of freedom. The MTUR is found to provide a tight bound in the near or far from equilibrium regimes but not in the intermediate force regime. Collectively, these results demonstrate that the MTUR is more appropriate than the TUR for energy conversion processes, but that both diverge from the actual entropy generation in certain regimes.

Periodically driven harmonic Langevin systems

Motivated to understand the asymptotic behavior of periodically driven thermodynamic systems, we study the prototypical example of Brownian particle, overdamped and underdamped, in harmonic potentials subjected to periodic driving. The harmonic strength and the coefficients of drift and diffusion are all taken to be T-periodic. We obtain the asymptotic distributions almost exactly treating driving nonperturbatively. In the underdamped case, we exploit the underlying SL_{2} symmetry to obtain the asymptotic state, and to study the dynamics and fluctuations of energies and entropy. We further obtain the two-time correlation functions and investigate the responses to drift and diffusion perturbations in the presence of driving.

Entropy production and entropy extraction rates for a Brownian particle that walks in underdamped medium

The expressions for entropy production, free energy, and entropy extraction rates are derived for a Brownian particle that walks in an underdamped medium. Our analysis indicates that as long as the system is driven out of equilibrium, it constantly produces entropy at the same time it extracts entropy out of the system. At steady state, the rate of entropy production e[over ̇]_{p} balances the rate of entropy extraction h[over ̇]_{d}. At equilibrium both entropy production and extraction rates become zero. The entropy production and entropy extraction rates are also sensitive to time. As time progresses, both entropy production and extraction rates increase in time and saturate to constant values. Moreover, employing microscopic stochastic approach, several thermodynamic relations for different model systems are explored analytically and via numerical simulations by considering a Brownian particle that moves in overdamped medium. Our analysis indicates that the results obtained for underdamped cases quantitatively agree with overdamped cases at steady state. The fluctuation theorem is also discussed.

Entropy production and heat transport in harmonic chains under time-dependent periodic drivings

Using stochastic thermodynamics, the properties of interacting linear chains subject to periodic drivings are investigated. The systems are described by Fokker-Planck-Kramers equation and exact solutions are obtained as functions of the modulation frequency and strength constants. Analysis will be carried out for short and long chains. In the former case, explicit expressions are derived for a chain of two particles, in which the entropy production is written down as a bilinear function of thermodynamic forces and fluxes, whose associated Onsager coefficients are evaluated for distinct kinds of periodic drivings. The limit of long chains is analyzed by means of a protocol in which the intermediate temperatures are self-consistently chosen and the entropy production is decomposed as a sum of two individual contributions, one coming from real baths (placed at extremities of lattice) and other from self-consistent baths. Whenever the former dominates for short chains, the latter contribution prevails for long ones. The thermal reservoirs lead to a heat flux according to Fourier's law.

Boltzmann stochastic thermodynamics

The Boltzmann kinetic equation is obtained from an integrodifferential master equation that describes a stochastic dynamics in phase space of an isolated thermodynamic system. The stochastic evolution yields a generation of entropy, leading to an increase of Gibbs entropy, in contrast to a Hamiltonian dynamics, described by the Liouville equation, for which the entropy is constant in time. By considering transition rates corresponding to collisions of two particles, the Boltzmann equation is attained. When the angle of the scattering produced by collisions is small, the master equation is shown to be reduced to a differential equation of the Fokker-Planck type. When the dynamics is of the Hamiltonian type, the master equation reduces to the Liouville equation. The present approach is understood as a stochastic interpretation of the reasonings employed by Maxwell and Boltzmann in the kinetic theory of gases regarding the microscopic time evolution.

Entropy Production, Entropy Generation, and Fokker-Planck Equations for Cancer Cell Growth

It is rather difficult to understand biological systems from a physics point of view, and understanding systems such as cancer is even more challenging. There are many factors affecting the dynamics of a cancer cell, and they can be understood approximately. We can apply the principles of non-equilibrium statistical mechanics and thermodynamics to have a greater understanding of such systems. Very much like other systems, living systems also transform energy and matter during metabolism, and according to the First Law of Thermodynamics, this could be described as a capacity to transform energy in a controlled way. The properties of cancer cells are different from regular cells. Cancer is a name used for a set of malignant cells that lost control over normal growth. Cancer can be described as an open, complex, dynamic, and self-organizing system. Cancer is considered as a non-linear dynamic system, which can be explained to a good degree using techniques from non-equilibrium statistical mechanics and thermodynamics. We will also look at such a system through its entropy due to to the interaction with the environment and within the system itself. Here, we have studied the entropy generation versus the entropy production approach, and have calculated the entropy of growth of cancer cells using Fokker-Planck equations.

Entropy production and heat capacity of systems under time-dependent oscillating temperature

Using stochastic thermodynamics, we determine the entropy production and the dynamic heat capacity of systems subject to a sinusoidally time-dependent temperature, in which case the systems are permanently out of thermodynamic equilibrium, inducing a continuous generation of entropy. The systems evolve in time according to a Fokker-Planck or a Fokker-Planck-Kramers equation. Solutions of these equations, for the case of harmonic forces, are found exactly, from which the heat flux, the production of entropy, and the dynamic heat capacity are obtained as functions of the frequency of the temperature modulation. These last two quantities are shown to be related to the real and imaginary parts of the complex heat capacity.

Full Statistics of Conjugated Thermodynamic Ensembles in Chains of Bistable Units

The statistical mechanics and the thermodynamics of small systems are characterized by the non-equivalence of the statistical ensembles. When concerning a polymer chain or an arbitrary chain of independent units, this concept leads to different force-extension responses for the isotensional (Gibbs) and the isometric (Helmholtz) thermodynamic ensembles for a limited number of units (far from the thermodynamic limit). While the average force-extension response has been largely investigated in both Gibbs and Helmholtz ensembles, the full statistical characterization of this thermo-mechanical behavior has not been approached by evaluating the corresponding probability densities. Therefore, we elaborate in this paper a technique for obtaining the probability density of the extension when force is applied (Gibbs ensemble) and the probability density of the force when the extension is prescribed (Helmholtz ensemble). This methodology, here developed at thermodynamic equilibrium, is applied to a specific chain composed of units characterized by a bistable potential energy, which is able to mimic the folding and unfolding of several macromolecules of biological origin.

Steady-state entropy: A proposal based on thermodynamic integration

Defining an entropy function out of equilibrium is an outstanding challenge. For stochastic lattice models in spatially uniform nonequilibrium steady states, definitions of temperature T and chemical potential μ have been verified using coexistence with heat and particle reservoirs. For an appropriate choice of exchange rates, T and μ satisfy the zeroth law, marking an important step in the development of steady-state thermodynamics. These results suggest that an associated steady-state entropy S_{th} be constructed via thermodynamic integration, using relations such as (∂S/∂E)_{V,N}=1/T, ensuring that derivatives of S_{th} with respect to energy and particle number yield the expected intensive parameters. We determine via direct calculation the stationary nonequilibrium probability distribution of the driven lattice gas with nearest-neighbor exclusion, the Katz-Lebowitz-Spohn driven lattice gas, and a two-temperature Ising model so that we may evaluate the Shannon entropy S_{S} as well as S_{th} defined above. Although the two entropies are identical in equilibrium (as expected), they differ out of equilibrium; for small values of the drive, D, we find |S_{S}-S_{th}|∝D^{2}, as expected on the basis of symmetry. We verify that S_{th} is not a state function: changes ΔS_{th} depend not only on the initial and final points, but also on the path in parameter space. The inequivalence of S_{S} and S_{th} implies that derivatives of S_{S} are not predictive of coexistence. In other words, a nonequilibrium steady state is not determined by maximizing the Shannon entropy. Our results cast doubt on the possibility of defining a state function that plays the role of a thermodynamic entropy for nonequilibrium steady states.

Stochastic Thermodynamics of Oscillators' Networks

We apply the stochastic thermodynamics formalism to describe the dynamics of systems of complex Langevin and Fokker-Planck equations. We provide in particular a simple and general recipe to calculate thermodynamical currents, dissipated and propagating heat for networks of nonlinear oscillators. By using the Hodge decomposition of thermodynamical forces and fluxes, we derive a formula for entropy production that generalises the notion of non-potential forces and makes transparent the breaking of detailed balance and of time reversal symmetry for states arbitrarily far from equilibrium. Our formalism is then applied to describe the off-equilibrium thermodynamics of a few examples, notably a continuum ferromagnet, a network of classical spin-oscillators and the Frenkel-Kontorova model of nano friction.

Stochastic thermodynamics and entropy production of chemical reaction systems

We investigate the nonequilibrium stationary states of systems consisting of chemical reactions among molecules of several chemical species. To this end, we introduce and develop a stochastic formulation of nonequilibrium thermodynamics of chemical reaction systems based on a master equation defined on the space of microscopic chemical states and on appropriate definitions of entropy and entropy production. The system is in contact with a heat reservoir and is placed out of equilibrium by the contact with particle reservoirs. In our approach, the fluxes of various types, such as the heat and particle fluxes, play a fundamental role in characterizing the nonequilibrium chemical state. We show that the rate of entropy production in the stationary nonequilibrium state is a bilinear form in the affinities and the fluxes of reaction, which are expressed in terms of rate constants and transition rates, respectively. We also show how the description in terms of microscopic states can be reduced to a description in terms of the numbers of particles of each species, from which follows the chemical master equation. As an example, we calculate the rate of entropy production of the first and second Schlögl reaction models.

Design principles for enhancing phase sensitivity and suppressing phase fluctuations simultaneously in biochemical oscillatory systems

Biological systems need to function accurately in the presence of strong noise and at the same time respond sensitively to subtle external cues. Here we study design principles in biochemical oscillatory circuits to achieve these two seemingly incompatible goals. We show that energy dissipation can enhance phase sensitivity linearly by driving the phase-amplitude coupling and increase timing accuracy by suppressing phase diffusion. Two general design principles in the key underlying reaction loop formed by two antiparallel pathways are found to optimize oscillation performance with a given energy budget: balancing the forward-to-backward flux ratio between the two pathways to reduce phase diffusion and maximizing the net flux of the phase-advancing pathway relative to that of the phase-retreating pathway to enhance phase sensitivity. Experimental evidences consistent with these design principles are found in the circadian clock of cyanobacteria. Future experiments to test the predicted dependence of phase sensitivity on energy dissipation are proposed.

Maximum entropy approach to H-theory: Statistical mechanics of hierarchical systems

A formalism, called H-theory, is applied to the problem of statistical equilibrium of a hierarchical complex system with multiple time and length scales. In this approach, the system is formally treated as being composed of a small subsystem-representing the region where the measurements are made-in contact with a set of "nested heat reservoirs" corresponding to the hierarchical structure of the system, where the temperatures of the reservoirs are allowed to fluctuate owing to the complex interactions between degrees of freedom at different scales. The probability distribution function (pdf) of the temperature of the reservoir at a given scale, conditioned on the temperature of the reservoir at the next largest scale in the hierarchy, is determined from a maximum entropy principle subject to appropriate constraints that describe the thermal equilibrium properties of the system. The marginal temperature distribution of the innermost reservoir is obtained by integrating over the conditional distributions of all larger scales, and the resulting pdf is written in analytical form in terms of certain special transcendental functions, known as the Fox H functions. The distribution of states of the small subsystem is then computed by averaging the quasiequilibrium Boltzmann distribution over the temperature of the innermost reservoir. This distribution can also be written in terms of H functions. The general family of distributions reported here recovers, as particular cases, the stationary distributions recently obtained by Macêdo et al. [Phys. Rev. E 95, 032315 (2017)10.1103/PhysRevE.95.032315] from a stochastic dynamical approach to the problem.

Entropy production for complex Langevin equations

We study irreversible processes for nonlinear oscillators networks described by complex-valued Langevin equations that account for coupling to different thermochemical baths. Dissipation is introduced via non-Hermitian terms in the Hamiltonian of the model. We apply the stochastic thermodynamics formalism to compute explicit expressions for the entropy production rates. We discuss in particular the nonequilibrium steady states of the network characterized by a constant production rate of entropy and flows of energy and particle currents. For two specific examples, a one-dimensional chain and a dimer, numerical calculations are presented. The role of asymmetric coupling among the oscillators on the entropy production is illustrated.

Thermal conductance of a two-level atom coupled to two quantum harmonic oscillators

We have determined the thermal conductance of a system consisting of a two-level atom coupled to two quantum harmonic oscillators in contact with heat reservoirs at distinct temperatures. The calculation of the heat flux as well as the atomic population and the rate of entropy production are obtained by the use of a quantum Fokker-Planck-Kramers equation and by a Lindblad master equation. The calculations are performed for small values of the coupling constant. The results coming from both approaches show that the conductance is proportional to the coupling constant squared and that, at high temperatures, it is proportional to the inverse of temperature.

Free energy and entropy production rate for a Brownian particle that walks on overdamped medium

We derive general expressions for the free energy, entropy production, and entropy extraction rates for a Brownian particle that walks in a viscous medium where the dynamics of its motion is governed by the Langevin equation. It is shown that, when the system is out of equilibrium, it constantly produces entropy and at the same time extracts entropy out of the system. Its entropy production and extraction rates decrease in time and saturate to a constant value. In the long-time limit, the rate of entropy production balances the rate of entropy extraction and, at equilibrium, both entropy production and extraction rates become zero. Moreover, considering different model systems, not only do we investigate how various thermodynamic quantities behave in time but also we discuss the fluctuation theorem in detail.

Heavy-tailed phase-space distributions beyond Boltzmann-Gibbs: Confined laser-cooled atoms in a nonthermal state

The Boltzmann-Gibbs density, a central result of equilibrium statistical mechanics, relates the energy of a system in contact with a thermal bath to its equilibrium statistics. This relation is lost for nonthermal systems such as cold atoms in optical lattices, where the heat bath is replaced with the laser beams of the lattice. We investigate in detail the stationary phase-space probability for Sisyphus cooling under harmonic confinement. In particular, we elucidate whether the total energy of the system still describes its stationary state statistics. We find that this is true for the center part of the phase-space density for deep lattices, where the Boltzmann-Gibbs density provides an approximate description. The relation between energy and statistics also persists for strong confinement and in the limit of high energies, where the system becomes underdamped. However, the phase-space density now exhibits heavy power-law tails. In all three cases we find expressions for the leading-order phase-space density and corrections which break the equivalence of probability and energy and violate energy equipartition. The nonequilibrium nature of the steady state is corroborated by explicit violations of detailed balance. We complement these analytical results with numerical simulations to map out the intricate structure of the phase-space density.

Quantum Fokker-Planck-Kramers equation and entropy production

We use a canonical quantization procedure to set up a quantum Fokker-Planck-Kramers equation that accounts for quantum dissipation in a thermal environment. The dissipation term is chosen to ensure that the thermodynamic equilibrium is described by the Gibbs state. An expression for the quantum entropy production that properly describes quantum systems in a nonequilibrium stationary state is also provided. The time-dependent solution is given for a quantum harmonic oscillator in contact with a heat bath. We also obtain the stationary solution for a system of two coupled harmonic oscillators in contact with reservoirs at distinct temperatures, from which we obtain the entropy production and the quantum thermal conductance.

Efficiency at maximum power and efficiency fluctuations in a linear Brownian heat-engine model

We investigate the stochastic thermodynamics of a two-particle Langevin system. Each particle is in contact with a heat bath at different temperatures T_{1} and T_{2} (<T_{1}), respectively. Particles are trapped by a harmonic potential and driven by a linear external force. The system can act as an autonomous heat engine performing work against the external driving force. Linearity of the system enables us to examine thermodynamic properties of the engine analytically. We find that the efficiency of the engine at maximum power η_{MP} is given by η_{MP}=1-sqrt[T_{2}/T_{1}]. This universal form has been known as a characteristic of endoreversible heat engines. Our result extends the universal behavior of η_{MP} to nonendoreversible engines. We also obtain the large deviation function of the probability distribution for the stochastic efficiency in the overdamped limit. The large deviation function takes the minimum value at macroscopic efficiency η=η[over ¯] and increases monotonically until it reaches plateaus when η≤η_{L} and η≥η_{R} with model-dependent parameters η_{R} and η_{L}.

H theorem for generalized entropic forms within a master-equation framework

The H theorem is proven for generalized entropic forms, in the case of a discrete set of states. The associated probability distributions evolve in time according to a master equation, for which the corresponding transition rates depend on these entropic forms. An important equation describing the time evolution of the transition rates and probabilities in such a way as to drive the system towards an equilibrium state is found. In the particular case of Boltzmann-Gibbs entropy, it is shown that this equation is satisfied in the microcanonical ensemble only for symmetric probability transition rates, characterizing a single path to the equilibrium state. This equation fulfils the proof of the H theorem for generalized entropic forms, associated with systems characterized by complex dynamics, e.g., presenting nonsymmetric probability transition rates and more than one path towards the same equilibrium state. Some examples considering generalized entropies of the literature are discussed, showing that they should be applicable to a wide range of natural phenomena, mainly those within the realm of complex systems.

Thermal rectification in anharmonic chains under an energy-conserving noise

Systems in which the heat flux depends on the direction of the flow are said to present thermal rectification. This effect has attracted much theoretical and experimental interest in recent years. However, in most theoretical models the effect is found to vanish in the thermodynamic limit, in disagreement with experiment. The purpose of this paper is to show that the rectification may be restored by including an energy-conserving noise which randomly flips the velocity of the particles with a certain rate λ. It is shown that as long as λ is nonzero, the rectification remains finite in the thermodynamic limit. This is illustrated in a classical harmonic chain subject to a quartic pinning potential (the Φ(4) model) and coupled to heat baths by Langevin equations.

Kinetic and dynamic probability-density-function descriptions of disperse turbulent two-phase flows

This article analyzes the status of two classical one-particle probability density function (PDF) descriptions of the dynamics of discrete particles dispersed in turbulent flows. The first PDF formulation considers only the process made up by particle position and velocity Z(p)=(x(p),U(p)) and is represented by its PDF p(t; y(p),V(p)) which is the solution of a kinetic PDF equation obtained through a flux closure based on the Furutsu-Novikov theorem. The second PDF formulation includes fluid variables into the particle state vector, for example, the fluid velocity seen by particles Z(p)=(x(p),U(p),U(s)), and, consequently, handles an extended PDF p(t; y(p),V(p),V(s)) which is the solution of a dynamic PDF equation. For high-Reynolds-number fluid flows, a typical formulation of the latter category relies on a Langevin model for the trajectories of the fluid seen or, conversely, on a Fokker-Planck equation for the extended PDF. In the present work, a new derivation of the kinetic PDF equation is worked out and new physical expressions of the dispersion tensors entering the kinetic PDF equation are obtained by starting from the extended PDF and integrating over the fluid seen. This demonstrates that, under the same assumption of a Gaussian colored noise and irrespective of the specific stochastic model chosen for the fluid seen, the kinetic PDF description is the marginal of a dynamic PDF one. However, a detailed analysis reveals that kinetic PDF models of particle dynamics in turbulent flows described by statistical correlations constitute incomplete stand-alone PDF descriptions and, moreover, that present kinetic-PDF equations are mathematically ill posed. This is shown to be the consequence of the non-Markovian characteristic of the stochastic process retained to describe the system and the use of an external colored noise. Furthermore, developments bring out that well-posed PDF descriptions are essentially due to a proper choice of the variables selected to describe physical systems and guidelines are formulated to emphasize the key role played by the notion of slow and fast variables.

Exact analytical thermodynamic expressions for a Brownian heat engine

The nonequilibrium thermodynamics feature of a Brownian motor operating between two different heat baths is explored as a function of time t. Using the Gibbs entropy and Schnakenberg microscopic stochastic approach, we find exact closed form expressions for the free energy, the rate of entropy production, and the rate of entropy flow from the system to the outside. We show that when the system is out of equilibrium, it constantly produces entropy and at the same time extracts entropy out of the system. Its entropy production and extraction rates decrease in time and saturate to a constant value. In the long time limit, the rate of entropy production balances the rate of entropy extraction, and at equilibrium both entropy production and extraction rates become zero. Furthermore, via the present model, many thermodynamic theories can be checked.

The free energy cost of accurate biochemical oscillations

Oscillation is an important cellular process that regulates timing of different vital life cycles. However, in the noisy cellular environment, oscillations can be highly inaccurate due to phase fluctuations. It remains poorly understood how biochemical circuits suppress phase fluctuations and what is the incurred thermodynamic cost. Here, we study three different types of biochemical oscillations representing three basic oscillation motifs shared by all known oscillatory systems. In all the systems studied, we find that the phase diffusion constant depends on the free energy dissipation per period following the same inverse relation parameterized by system specific constants. This relationship and its range of validity are shown analytically in a model of noisy oscillation. Microscopically, we find that the oscillation is driven by multiple irreversible cycles that hydrolyze the fuel molecules such as ATP; the number of phase coherent periods is proportional to the free energy consumed per period. Experimental evidence in support of this general relationship and testable predictions are also presented.

Hidden entropy production by fast variables

We investigate nonequilibrium underdamped Langevin dynamics of Brownian particles that interact through a harmonic potential with coupling constant K and are in thermal contact with two heat baths at different temperatures. The system is characterized by a net heat flow and an entropy production in the steady state. We compare the entropy production of the harmonic system with that of Brownian particles linked with a rigid rod. The harmonic system may be expected to reduce to the rigid rod system in the infinite K limit. However, we find that the harmonic system in the K→∞ limit produces more entropy than the rigid rod system. The harmonic system has the center-of-mass coordinate as a slow variable and the relative coordinate as a fast variable. By identifying the contributions of the degrees of freedom to the total entropy production, we show that the hidden entropy production by the fast variable is responsible for the extra entropy production. We discuss the K dependence of each contribution.

Stochastic thermodynamics of Langevin systems under time-delayed feedback control: Second-law-like inequalities

Response lags are generic to almost any physical system and often play a crucial role in the feedback loops present in artificial nanodevices and biological molecular machines. In this paper, we perform a comprehensive study of small stochastic systems governed by an underdamped Langevin equation and driven out of equilibrium by a time-delayed continuous feedback control. In their normal operating regime, these systems settle in a nonequilibrium steady state in which work is permanently extracted from the surrounding heat bath. By using the Fokker-Planck representation of the dynamics, we derive a set of second-law-like inequalities that provide bounds to the rate of extracted work. These inequalities involve additional contributions characterizing the reduction of entropy production due to the continuous measurement process. We also show that the non-Markovian nature of the dynamics requires a modification of the basic relation linking dissipation to the breaking of time-reversal symmetry at the level of trajectories. The modified relation includes a contribution arising from the acausal character of the reverse process. This, in turn, leads to another second-law-like inequality. We illustrate the general formalism with a detailed analytical and numerical study of a harmonic oscillator driven by a linear feedback, which describes actual experimental setups.

Stochastic approach to equilibrium and nonequilibrium thermodynamics

We develop the stochastic approach to thermodynamics based on stochastic dynamics, which can be discrete (master equation) and continuous (Fokker-Planck equation), and on two assumptions concerning entropy. The first is the definition of entropy itself and the second the definition of entropy production rate, which is non-negative and vanishes in thermodynamic equilibrium. Based on these assumptions, we study interacting systems with many degrees of freedom in equilibrium or out of thermodynamic equilibrium and how the macroscopic laws are derived from the stochastic dynamics. These studies include the quasiequilibrium processes; the convexity of the equilibrium surface; the monotonic time behavior of thermodynamic potentials, including entropy; the bilinear form of the entropy production rate; the Onsager coefficients and reciprocal relations; and the nonequilibrium steady states of chemical reactions.

Second law and entropy production in a nonextensive system

A model of superconducting vortices under overdamped motion is currently used for describing type-II superconductors. Recently, this model has been identified to a nonlinear Fokker-Planck equation and associated to an entropic form characteristic of nonextensive statistical mechanics, S(2)(t)≡S((q)=2)(t). In the present work, we consider a system of superconducting vortices under overdamped motion, following an irreversible process, so that by using the corresponding nonlinear Fokker-Planck equation, the entropy time rate [dS(2)(t)/dt] is investigated. Both entropy production and entropy flux from the system to its surroundings are analyzed. Molecular dynamics simulations are carried for this process, showing a good agreement between the numerical and analytical results. It is shown that the second law holds within the present framework, and we exhibit the increase of S(2)(t) with time, up to its stationary-state value.