Time reversibility and nonequilibrium thermodynamics of second-order stochastic processes

Nonequilibrium currents in stochastic field theories: A geometric insight

We introduce a formalism to study nonequilibrium steady-state probability currents in stochastic field theories. We show that generalizing the exterior derivative to functional spaces allows identification of the subspaces in which the system undergoes local rotations. In turn, this allows prediction of the counterparts in the real, physical space of these abstract probability currents. The results are presented for the case of the Active Model B undergoing motility-induced phase separation, which is known to be out of equilibrium but whose steady-state currents have not yet been observed, as well as for the Kardar-Parisi-Zhang equation. We locate and measure these currents and show that they manifest in real space as propagating modes localized in regions with nonvanishing gradients of the fields.

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.

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.

Unified formalism for entropy production and fluctuation relations

Stochastic entropy production, which quantifies the difference between the probabilities of trajectories of a stochastic dynamics and its time reversals, has a central role in nonequilibrium thermodynamics. In the theory of probability, the change in the statistical properties of observables due to reversals can be represented by a change in the probability measure. We consider operators on the space of probability measures that induce changes in the statistical properties of a process, and we formulate entropy production in terms of these change-of-probability-measure (CPM) operators. This mathematical underpinning of the origin of entropy production allows us to achieve an organization of various forms of fluctuation relations: All entropy production has a nonnegative mean value, admit the integral fluctuation theorem, and satisfy a rather general fluctuation relation. Other results such as the transient fluctuation theorem and detailed fluctuation theorems then are derived from the general fluctuation relation with more constraints on the operator of entropy production. We use a discrete-time, discrete-state-space Markov process to draw the contradistinction among three reversals of a process: time reversal, protocol reversal, and the dual process. The properties of their corresponding CPM operators are examined, and the domains of validity of various fluctuation relations for entropy production in physics and chemistry are revealed. We also show that our CPM operator formalism can help us rather easily extend other fluctuation relations for excess work and heat, discuss the martingale properties of entropy production, and derive the stochastic integral formulas for entropy production in constant-noise diffusion process with Girsanov theorem. Our formalism provides a general and concise way to study the properties of entropy-related quantities in stochastic thermodynamics and information theory.

Decomposition of the entropy production rate and nonequilibrium thermodynamics of switching diffusion processes

A switching diffusion process (SDP) is a widely used stochastic model in physics and biology, especially for molecular motors that exhibit a discrete internal chemical kinetics as well as a continuous external mechanical motion. The nonequilibrium thermodynamics of switching diffusion processes has not been extensively studied yet. In the present paper, we propose the decomposition of the entropy production rate in one-dimensional SDPs, based on the flux decomposition. However, similar decompositions of the housekeeping heat dissipation rate and free energy dissipation rate cannot guarantee the non-negativity of each decomposed component. Hence, we modify this decomposition with the flow of exponential relative information under steady-state fluxes, resulting in another decomposition with all non-negative components. Furthermore, we also provide the nonequilibrium thermodynamics of one-dimensional SDPs under the perspectives of coarse -graining and exchange of information between the chemical kinetics and mechanical motion, resulting in several other decompositions of entropy production rate. Finally, we generalize all the results to high-dimensional SDPs with a more general mathematical treatment.

Entropy anomaly and linear irreversible thermodynamics

The irreversible currents and entropy production rate of a dilute colloidal suspension are calculated using linear irreversible thermodynamics and the linear response theory. The "anomalous" or "hidden" entropy that has been the subject of recent discussion in the context of stochastic thermodynamics is fully accounted for in these classical frameworks. We show that the two distinct formulations lead to identical results as long as the local equilibrium assumption, or equivalently, the linear response theory, is valid.

Large deviation function for a driven underdamped particle in a periodic potential

Employing large deviation theory, we explore current fluctuations of underdamped Brownian motion for the paradigmatic example of a single particle in a one-dimensional periodic potential. Two different approaches to the large deviation function of the particle current are presented. First, we derive an explicit expression for the large deviation functional of the empirical phase space density, which replaces the level 2.5 functional used for overdamped dynamics. Using this approach, we obtain several bounds on the large deviation function of the particle current. We compare these to bounds for overdamped dynamics that have recently been derived, motivated by the thermodynamic uncertainty relation. Second, we provide a method to calculate the large deviation function via the cumulant generating function. We use this method to assess the tightness of the bounds in a numerical case study for a cosine potential.

Generic Properties of Stochastic Entropy Production

We derive an Itô stochastic differential equation for entropy production in nonequilibrium Langevin processes. Introducing a random-time transformation, entropy production obeys a one-dimensional drift-diffusion equation, independent of the underlying physical model. This transformation allows us to identify generic properties of entropy production. It also leads to an exact uncertainty equality relating the Fano factor of entropy production and the Fano factor of the random time, which we also generalize to non-steady-state conditions.

Nonequilibrium steady states in Langevin thermal systems

Equilibrium is characterized by its fundamental properties, such as the detailed balance, the fluctuation-dissipation relation, and no heat dissipation. Based on the stochastic thermodynamics, we show that these three properties are equivalent to each other in conventional Langevin thermal systems with microscopic reversibility. Thus, a conventional steady state has either all three properties (equilibrium) or none of them (nonequilibrium). In contrast, with velocity-dependent forces breaking the microscopic reversibility, we prove that the detailed balance and the fluctuation-dissipation relation mutually exclude each other, and no equivalence relation is possible between any two of the three properties. This implies that a steady state of Langevin systems with velocity-dependent forces may maintain some equilibrium properties but not all of them. Our results are illustrated with a few example systems.

Heat, temperature and Clausius inequality in a model for active Brownian particles

Methods of stochastic thermodynamics and hydrodynamics are applied to a recently introduced model of active particles. The model consists of an overdamped particle subject to Gaussian coloured noise. Inspired by stochastic thermodynamics, we derive from the system’s Fokker-Planck equation the average exchanges of heat and work with the active bath and the associated entropy production. We show that a Clausius inequality holds, with the local (non-uniform) temperature of the active bath replacing the uniform temperature usually encountered in equilibrium systems. Furthermore, by restricting the dynamical space to the first velocity moments of the local distribution function we derive a hydrodynamic description where local pressure, kinetic temperature and internal heat fluxes appear and are consistent with the previous thermodynamic analysis. The procedure also shows under which conditions one obtains the unified coloured noise approximation (UCNA): such an approximation neglects the fast relaxation to the active bath and therefore yields detailed balance and zero entropy production. In the last part, by using multiple time-scale analysis, we provide a constructive method (alternative to UCNA) to determine the solution of the Kramers equation and go beyond the detailed balance condition determining negative entropy production.

Work producing reservoirs: Stochastic thermodynamics with generalized Gibbs ensembles

We develop a consistent stochastic thermodynamics for environments composed of thermodynamic reservoirs in an external conservative force field, that is, environments described by the generalized or Gibbs canonical ensemble. We demonstrate that small systems weakly coupled to such reservoirs exchange both heat and work by verifying a local detailed balance relation for the induced stochastic dynamics. Based on this analysis, we help to rationalize the observation that nonthermal reservoirs can increase the efficiency of thermodynamic heat engines.

Maximum entropy principle for stationary states underpinned by stochastic thermodynamics

The selection of an equilibrium state by maximizing the entropy of a system, subject to certain constraints, is often powerfully motivated as an exercise in logical inference, a procedure where conclusions are reached on the basis of incomplete information. But such a framework can be more compelling if it is underpinned by dynamical arguments, and we show how this can be provided by stochastic thermodynamics, where an explicit link is made between the production of entropy and the stochastic dynamics of a system coupled to an environment. The separation of entropy production into three components allows us to select a stationary state by maximizing the change, averaged over all realizations of the motion, in the principal relaxational or nonadiabatic component, equivalent to requiring that this contribution to the entropy production should become time independent for all realizations. We show that this recovers the usual equilibrium probability density function (pdf) for a conservative system in an isothermal environment, as well as the stationary nonequilibrium pdf for a particle confined to a potential under nonisothermal conditions, and a particle subject to a constant nonconservative force under isothermal conditions. The two remaining components of entropy production account for a recently discussed thermodynamic anomaly between over- and underdamped treatments of the dynamics in the nonisothermal stationary state.

Work relations for a system governed by Tsallis statistics

We derive analogs of the Jarzynski equality and Crooks relation to characterize the nonequilibrium work associated with changes in the spring constant of an overdamped oscillator in a quadratically varying spatial temperature profile. The stationary state of such an oscillator is described by Tsallis statistics, and the work relations for certain processes may be expressed in terms of q-exponentials. We suggest that these identities might be a feature of nonequilibrium processes in circumstances where Tsallis distributions are found.