Energy representation for nonequilibrium brownian-like systems: steady states and fluctuation relations

Stochastic thermodynamics, fluctuation theorems and molecular machines

Stochastic thermodynamics as reviewed here systematically provides a framework for extending the notions of classical thermodynamics such as work, heat and entropy production to the level of individual trajectories of well-defined non-equilibrium ensembles. It applies whenever a non-equilibrium process is still coupled to one (or several) heat bath(s) of constant temperature. Paradigmatic systems are single colloidal particles in time-dependent laser traps, polymers in external flow, enzymes and molecular motors in single molecule assays, small biochemical networks and thermoelectric devices involving single electron transport. For such systems, a first-law like energy balance can be identified along fluctuating trajectories. For a basic Markovian dynamics implemented either on the continuum level with Langevin equations or on a discrete set of states as a master equation, thermodynamic consistency imposes a local-detailed balance constraint on noise and rates, respectively. Various integral and detailed fluctuation theorems, which are derived here in a unifying approach from one master theorem, constrain the probability distributions for work, heat and entropy production depending on the nature of the system and the choice of non-equilibrium conditions. For non-equilibrium steady states, particularly strong results hold like a generalized fluctuation-dissipation theorem involving entropy production. Ramifications and applications of these concepts include optimal driving between specified states in finite time, the role of measurement-based feedback processes and the relation between dissipation and irreversibility. Efficiency and, in particular, efficiency at maximum power can be discussed systematically beyond the linear response regime for two classes of molecular machines, isothermal ones such as molecular motors, and heat engines such as thermoelectric devices, using a common framework based on a cycle decomposition of entropy production.

Supersymmetric formulation of multiplicative white-noise stochastic processes

We present a supersymmetric formulation of Markov processes, represented by a family of Langevin equations with multiplicative white noise. The hidden symmetry encodes equilibrium properties such as fluctuation-dissipation relations. The formulation does not depend on the particular prescription to define the Wiener integral. In this way, different equilibrium distributions, reached at long times for each prescription, can be formally treated on the same footing.

Classical open systems with nonlinear nonlocal dissipation and state-dependent diffusion: dynamical responses and the Jarzynski equality

We have studied dynamical responses and the Jarzynski equality (JE) of classical open systems described by the generalized Caldeira-Leggett model with the nonlocal system-bath coupling. In the derived non-Markovian Langevin equation, the nonlinear nonlocal dissipative term and state-dependent diffusion term yielding multiplicative colored noise satisfy the fluctuation-dissipation relation. Simulation results for harmonic oscillator systems have shown the following: (a) averaged responses of the system (x) to applied sinusoidal and step forces significantly depend on model parameters of magnitudes of additive and multiplicative noises and the relaxation time of colored noise, although stationary marginal probability distribution functions are independent of them, (b) a combined effect of nonlinear dissipation and multiplicative colored noise induces enhanced fluctuations ([x-(x)](2)) for an applied sinusoidal force, and (c) the JE holds for an applied ramp force independently of the model parameters with a work distribution function which is (symmetric) Gaussian and (asymmetric) non-Gaussian for additive and multiplicative noises, respectively. It has been shown that the non-Markovian Langevin equation in the local and overdamped limits is quite different from the widely adopted, phenomenological Markovian Langevin equation subjected to additive and multiplicative noises.