Comment on "Failure of the work-Hamiltonian connection for free-energy calculations"

A Review of the System-Intrinsic Nonequilibrium Thermodynamics in Extended Space (MNEQT) with Applications

The review deals with a novel approach (MNEQT) to nonequilibrium thermodynamics (NEQT) that is based on the concept of internal equilibrium (IEQ) in an enlarged state space SZ involving internal variables as additional state variables. The IEQ macrostates are unique in SZ and have no memory just as EQ macrostates are in the EQ state space SX⊂SZ. The approach provides a clear strategy to identify the internal variables for any model through several examples. The MNEQT deals directly with system-intrinsic quantities, which are very useful as they fully describe irreversibility. Because of this, MNEQT solves a long-standing problem in NEQT of identifying a unique global temperature T of a system, thus fulfilling Planck's dream of a global temperature for any system, even if it is not uniform such as when it is driven between two heat baths; T has the conventional interpretation of satisfying the Clausius statement that the exchange macroheatdeQflows from hot to cold, and other sensible criteria expected of a temperature. The concept of the generalized macroheat dQ=deQ+diQ converts the Clausius inequality dS≥deQ/T0 for a system in a medium at temperature T0 into the Clausius equalitydS≡dQ/T, which also covers macrostates with memory, and follows from the extensivity property. The equality also holds for a NEQ isolated system. The novel approach is extremely useful as it also works when no internal state variables are used to study nonunique macrostates in the EQ state space SX at the expense of explicit time dependence in the entropy that gives rise to memory effects. To show the usefulness of the novel approach, we give several examples such as irreversible Carnot cycle, friction and Brownian motion, the free expansion, etc.

Stochastic control and non-equilibrium thermodynamics: fundamental limits

We consider damped stochastic systems in a controlled (time-varying) potential and study their transition between specified Gibbs-equilibria states in finite time. By the second law of thermodynamics, the minimum amount of work needed to transition from one equilibrium state to another is the difference between the Helmholtz free energy of the two states and can only be achieved by a reversible (infinitely slow) process. The minimal gap between the work needed in a finite-time transition and the work during a reversible one, turns out to equal the square of the optimal mass transport (Wasserstein-2) distance between the two end-point distributions times the inverse of the duration needed for the transition. This result, in fact, relates non-equilibrium optimal control strategies (protocols) to gradient flows of entropy functionals via the Jordan-Kinderlehrer-Otto scheme. The purpose of this paper is to introduce ideas and results from the emerging field of stochastic thermodynamics in the setting of classical regulator theory, and to draw connections and derive such fundamental relations from a control perspective in a multivariable setting.

Stochastic Thermodynamics of a Particle in a Box

The piston system (particles in a box) is the simplest paradigmatic model in traditional thermodynamics. However, the recently established framework of stochastic thermodynamics (ST) fails to apply to this model system due to the embedded singularity in the potential. In this Letter, we study the ST of a particle in a box by adopting a novel coordinate transformation technique. Through comparing with the exact solution of a breathing harmonic oscillator, we obtain analytical results of work distribution for an arbitrary protocol in the linear response regime and verify various predictions of the fluctuation-dissipation relation. When applying to the Brownian Szilard engine model, we obtain the optimal protocol λ_{t}=λ_{0}2^{t/τ} for a given sufficiently long total time τ. Our study not only establishes a paradigm for studying ST of a particle in a box but also bridges the long-standing gap in the development of ST.

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.

Parallel-pulling protocol for free-energy evaluation

Jarzynski's equality (JE) allows us to compute free-energy differences from distributions of work. In molecular dynamics simulations, the traditional way of constructing work distributions is to perform as many pulling simulations as possible. But reliable work distributions are not always produced in a finite number of simulations. The computational cost of using JE is not less than other commonly used methods such as thermodynamic integration and umbrella sampling methods. Here we first show a different proof of JE based on the idea of stepwise pulling procedures that is efficient in computing free energies by using JE. The key point in our proof is that the processes of turning on or off a harmonic potential to perform work are described by double Heaviside functions of time. We then show that the distributions of work performed by the potential can be easily generated from the distributions of a reaction coordinate along a pathway. Based on the proof, we propose sequential and parallel stepwise pulling protocols for generating work distributions that require suitable relaxation time at each pulling step. The criterion for reliable work distributions is that there must be sufficient mutual overlaps between the adjacent distributions of the reaction coordinate along the pathway. We arrive at an alternative formula (besides JE) to compute free-energy differences from the averaged values of the reaction coordinate. The combination of JE and the alternative formula provides a viable way to determine the accuracy of computed free-energy differences. For the stretching of a deca-alanine molecule, our approach requires 21 parallel simulations and relaxation time as small as 0.4 ns for each simulation to estimate free-energy differences with an uncertainty of about 13%.

Drift-oscillatory steering with the forward-reverse method for calculating the potential of mean force

We present a method that enables the use of the forward-reverse (FR) method of Kosztin et al. on a broader range of problems in soft matter physics. Our method, which we call the oscillating forward-reverse (OFR) method, adds an oscillatory steering potential to the constant velocity steering potential of the FR method. This enables the calculation of the potential of mean force (PMF) in a single unidirectional oscillatory drift, rather than multiple drifts in both directions as required by the FR method. By following small forward perturbations with small reverse perturbations, the OFR method is able to generate a piecewise reverse path that follows the piecewise forward path much more closely than any practical set of paths used in the FR method. We calculate the PMF for four different systems: a dragged Brownian oscillator, a pair of atoms in a Lennard-Jones liquid, a Na(+)-Cl⁻ ion pair in an aqueous solution, and a deca-alanine molecule being stretched in an implicit solvent. In all cases, the PMF results are in good agreement with those published previously using various other methods, and, to our knowledge, we give for the first time PMFs calculated by nonequilibrium methods for the Lennard-Jones and Na(+)-Cl⁻ systems.

Entropy production theorem for a charged particle in an electromagnetic field

In this work, it is shown that the detailed fluctuation theorem for the total entropy production of a charged particle in a two-dimensional harmonic trap under the action of an electromagnetic field is valid in two physical situations. The proof of the theorem is achieved if the particle is initially distributed with a canonical distribution at equilibrium with the thermal bath. The two examined cases are the following: in the first case, the charged particle in the harmonic trap is subjected to an arbitrary time-dependent electric field; in the second one, the minimum of the harmonic trap is arbitrarily dragged by such an electric field. The theoretical framework is developed within the context of stochastic thermodynamics and the Langevin dynamics for the charged particle.

Exact nonequilibrium work generating function for a small classical system

We obtain the exact nonequilibrium work generating function (NEWGF) for a small system consisting of a massive Brownian particle connected to internal and external springs. The external work is provided to the system for a finite-time interval. The Jarzynski equality, obtained in this case directly from the NEWGF, is shown to be valid for the present model, in an exact way regardless of the rate of external work.

Comment on "On the Crooks fluctuation theorem and the Jarzynski equality" [J. Chem. Phys. 129, 091101 (2008)]

It has recently been argued that a self-consistency condition involving the Jarzynski equality (JE) and the Crooks fluctuation theorem (CFT) is violated for a simple Brownian process [L. Y. Chen, J. Chem. Phys.129, 091101 (2008)]. This note adopts the definitions in the original formulation of the JE and CFT and demonstrates the contrary.

Fluctuation relations for a classical harmonic oscillator in an electromagnetic field

In this work, we establish some fluctuation relations for a classical two-dimensional system of independent charged harmonic oscillators in the presence of an electromagnetic field. The main fluctuation relation quantifies irreversible behavior by comparing probabilities of observing particular trajectories during forward and backward processes and is expressed in terms of the work performed by the externally time-dependent electric field when the system is driven away from equilibrium. In the absence of a harmonic force and assuming a constant electric field, our theoretical results reduce to the fluctuation relations for a classical two-dimensional system of noninteracting electrons under the influence of externally crossed electric and magnetic fields, which were recently studied [D. Roy and N. Kumar, Phys. Rev. E 78, 052102 (2008)]. Finally, by considering the dragging of the center of the harmonic trap potential given by the presence of the arbitrary time-dependent electric field, the work-fluctuation theorem and the Jarzynski equality are verified.

Work distributions in the T=0 random field Ising model

We perform a numerical study of the three-dimensional random-field Ising model at T=0. We compare work distributions along metastable trajectories obtained with the single-spin flip dynamics with the distribution of the internal energy change along equilibrium trajectories. The goal is to investigate the possibility of extending the Crooks fluctuation theorem [G. E. Crooks, Phys. Rev. E. 60, 2721 (1999)] to zero temperature when, instead of the standard ensemble statistics, one considers the ensemble generated by the quenched disorder. We show that a simple extension of Crooks fails close to the disordered induced equilibrium phase transition due to the fact that work and internal energy distributions are very asymmetric.