Fundamental Bounds on First Passage Time Fluctuations for Currents

Thermodynamic cost for precision of general counting observables

We analytically derive universal bounds that describe the tradeoff between thermodynamic cost and precision in a sequence of events related to some internal changes of an otherwise hidden physical system. The precision is quantified by the fluctuations in either the number of events counted over time or the waiting times between successive events. Our results are valid for the same broad class of nonequilibrium driven systems considered by the thermodynamic uncertainty relation, but they extend to both time-symmetric and asymmetric observables. We show how optimal precision saturating the bounds can be achieved. For waiting-time fluctuations of asymmetric observables, a phase transition in the optimal configuration arises, where higher precision can be achieved by combining several signals.

Thermokinetic relations

Thermokinetic relations bound thermodynamic quantities, such as entropy production of a physical system over a certain time interval, with statistics of kinetic (or dynamical) observables, such as mean total variation of the observable over the time interval. We introduce a thermokinetic relation to bound the entropy production or the nonadiabatic (or excess) entropy production for overdamped Markov jump processes, possibly with time-varying rates and nonstationary distributions. For stationary cases, this bound is akin to a thermodynamic uncertainty relation, only involving absolute fluctuations rather than the mean square, thereby offering a better lower bound far from equilibrium. For nonstationary cases, this bound generalizes (classical) speed limits, where the kinetic term is not necessarily the activity (number of jumps) but any trajectory observable of interest. As a consequence, in the task of driving a system from a given probability distribution to another, we find a tradeoff between nonadiabatic entropy production and housekeeping entropy production: the latter can be increased to decrease the former, although to a limited extent. We also find constraints specific to constant-rate Markov processes. We illustrate our thermokinetic relations on simple examples from biophysics and computing devices.

Controlling Uncertainty of Empirical First-Passage Times in the Small-Sample Regime

We derive general bounds on the probability that the empirical first-passage time τ[over ¯]_{n}≡∑_{i=1}^{n}τ_{i}/n of a reversible ergodic Markov process inferred from a sample of n independent realizations deviates from the true mean first-passage time by more than any given amount in either direction. We construct nonasymptotic confidence intervals that hold in the elusive small-sample regime and thus fill the gap between asymptotic methods and the Bayesian approach that is known to be sensitive to prior belief and tends to underestimate uncertainty in the small-sample setting. We prove sharp bounds on extreme first-passage times that control uncertainty even in cases where the mean alone does not sufficiently characterize the statistics. Our concentration-of-measure-based results allow for model-free error control and reliable error estimation in kinetic inference, and are thus important for the analysis of experimental and simulation data in the presence of limited sampling.

Thermodynamic bounds on time-reversal asymmetry

Quantifying irreversibility of a system using finite information constitutes a major challenge in stochastic thermodynamics. We introduce an observable that measures the time-reversal asymmetry between two states after a given time lag. Our central result is a bound on the time-reversal asymmetry in terms of the total cycle affinity driving the system out of equilibrium. This result leads to further thermodynamic bounds on the asymmetry of directed fluxes, on the asymmetry of finite-time cross-correlations, and on the cycle affinity of coarse-grained dynamics.

General Upper Bounds on Fluctuations of Trajectory Observables

Thermodynamic uncertainty relations (TURs) are general lower bounds on the size of fluctuations of dynamical observables. They have important consequences, one being that the precision of estimation of a current is limited by the amount of entropy production. Here, we prove the existence of general upper bounds on the size of fluctuations of any linear combination of fluxes (including all time-integrated currents or dynamical activities) for continuous-time Markov chains. We obtain these general relations by means of concentration bound techniques. These "inverse TURs" are valid for all times and not only in the long time limit. We illustrate our analytical results with a simple model, and discuss wider implications of these new relations.

Stochastic Thermodynamics of Multiple Co-Evolving Systems-Beyond Multipartite Processes

Many dynamical systems consist of multiple, co-evolving subsystems (i.e., they have multiple degrees of freedom). Often, the dynamics of one or more of these subsystems will not directly depend on the state of some other subsystems, resulting in a network of dependencies governing the dynamics. How does this dependency network affect the full system's thermodynamics? Prior studies on the stochastic thermodynamics of multipartite processes have addressed this question by assuming that, in addition to the constraints of the dependency network, only one subsystem is allowed to change state at a time. However, in many real systems, such as chemical reaction networks or electronic circuits, multiple subsystems can-or must-change state together. Here, we investigate the thermodynamics of such composite processes, in which multiple subsystems are allowed to change state simultaneously. We first present new, strictly positive lower bounds on entropy production in composite processes. We then present thermodynamic uncertainty relations for information flows in composite processes. We end with strengthened speed limits for composite processes.

Cascade-enhanced transport efficiency of biochemical systems

Recent developments in nonequilibrium thermodynamics, known as thermodynamic uncertainty relations, limit the system's accuracy by the amount of free-energy consumption. A transport efficiency, which can be used to characterize the capacity to control the fluctuation by means of energy cost, is a direct result of the thermodynamic uncertainty relation. According to our previous research, biochemical systems consume much lower energy cost by noise-induced oscillations to keep almost equal efficiency to maintain precise processes than that by normal oscillations. Here, we demonstrate that the performance of noise-induced oscillations propagating can be further improved through a cascade reaction mechanism. It has been discovered that it is possible to considerably enhance the transport efficiency of the biochemical reactions attained at the terminal cell, allowing the cell to use the cascade reaction mechanism to operate more precisely and efficiently. Moreover, an optimal reaction coupling strength has been predicted to maximize the transport efficiency of the terminal cell, uncovering a concrete design strategy for biochemical systems. By using the local mean field approximation, we have presented an analytical framework by extending the stochastic normal form equation to the system perturbed by external signals, providing an explanation of the optimal coupling strength.

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.

Tight uncertainty relations for cycle currents

Several recent inequalities bound the precision of a current, i.e., a counter of the net number of transitions in a system, by a thermodynamic measure of dissipation. However, while currents may be defined locally, dissipation is a global property. Inspired by the fact that, ever since Carnot, cycles are the unit elements of thermodynamic processes, we prove similar bounds tailored to cycle currents, counting net cycle completions, in terms of their conjugate affinities. We show that these inequalities are stricter than previous ones, even far from equilibrium, and that they allow us to tighten those on transition currents. We illustrate our results with a simple model and discuss some technical and conceptual issues related to shifting attention from transition to cycle observables.

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.

Mathematical, Thermodynamical, and Experimental Necessity for Coarse Graining Empirical Densities and Currents in Continuous Space

We present general results on fluctuations and spatial correlations of the coarse-grained empirical density and current of Markovian diffusion in equilibrium or nonequilibrium steady states on all timescales. We unravel a deep connection between current fluctuations and generalized time-reversal symmetry, providing new insight into time-averaged observables. We highlight the essential role of coarse graining in space from mathematical, thermodynamical, and experimental points of view. Spatial coarse graining is required to uncover salient features of currents that break detailed balance, and a thermodynamically "optimal" coarse graining ensures the most precise inference of dissipation. Defined without coarse graining, the fluctuations of empirical density and current are proven to diverge on all timescales in dimensions higher than one, which has far-reaching consequences for the central-limit regime in continuous space. We apply the results to examples of irreversible diffusion. Our findings provide new intuition about time-averaged observables and allow for a more efficient analysis of single-molecule experiments.

Strengthened second law for multi-dimensional systems coupled to multiple thermodynamic reservoirs

The second law of thermodynamics can be formulated as a restriction on the evolution of the entropy of any system undergoing Markovian dynamics. Here I show that this form of the second law is strengthened for multi-dimensional, complex systems, coupled to multiple thermodynamic reservoirs, if we have a set of a priori constraints restricting how the dynamics of each coordinate can depend on the other coordinates. As an example, this strengthened second law (SSL) applies to complex systems composed of multiple physically separated, co-evolving subsystems, each identified as a coordinate of the overall system. In this example, the constraints concern how the dynamics of some subsystems are allowed to depend on the states of the other subsystems. Importantly, the SSL applies to such complex systems even if some of its subsystems can change state simultaneously, which is prohibited in a multipartite process. The SSL also strengthens previously derived bounds on how much work can be extracted from a system using feedback control, if the system is multi-dimensional. Importantly, the SSL does not require local detailed balance. So it potentially applies to complex systems ranging from interacting economic agents to co-evolving biological species. This article is part of the theme issue 'Emergent phenomena in complex physical and socio-technical systems: from cells to societies'.

Strengthened second law for multi-dimensional systems coupled to multiple thermodynamic reservoirs

The second law of thermodynamics can be formulated as a restriction on the evolution of the entropy of any system undergoing Markovian dynamics. Here I show that this form of the second law is strengthened for multi-dimensional, complex systems, coupled to multiple thermodynamic reservoirs, if we have a set of a priori constraints restricting how the dynamics of each coordinate can depend on the other coordinates. As an example, this strengthened second law (SSL) applies to complex systems composed of multiple physically separated, co-evolving subsystems, each identified as a coordinate of the overall system. In this example, the constraints concern how the dynamics of some subsystems are allowed to depend on the states of the other subsystems. Importantly, the SSL applies to such complex systems even if some of its subsystems can change state simultaneously, which is prohibited in a multipartite process. The SSL also strengthens previously derived bounds on how much work can be extracted from a system using feedback control, if the system is multi-dimensional. Importantly, the SSL does not require local detailed balance. So it potentially applies to complex systems ranging from interacting economic agents to co-evolving biological species. This article is part of the theme issue 'Emergent phenomena in complex physical and socio-technical systems: from cells to societies'.

Verification of Information Thermodynamics in a Trapped Ion System

Information thermodynamics has developed rapidly over past years, and the trapped ions, as a controllable quantum system, have demonstrated feasibility to experimentally verify the theoretical predictions in the information thermodynamics. Here, we address some representative theories of information thermodynamics, such as the quantum Landauer principle, information equality based on the two-point measurement, information-theoretical bound of irreversibility, and speed limit restrained by the entropy production of system, and review their experimental demonstration in the trapped ion system. In these schemes, the typical physical processes, such as the entropy flow, energy transfer, and information flow, build the connection between thermodynamic processes and information variation. We then elucidate the concrete quantum control strategies to simulate these processes by using quantum operators and the decay paths in the trapped-ion system. Based on them, some significantly dynamical processes in the trapped ion system to realize the newly proposed information-thermodynamic models is reviewed. Although only some latest experimental results of information thermodynamics with a single trapped-ion quantum system are reviewed here, we expect to find more exploration in the future with more ions involved in the experimental systems.

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.

Experimental Verification of Dissipation-Time Uncertainty Relation

Dissipation is vital to any cyclic process in realistic systems. Recent research focus on nonequilibrium processes in stochastic systems has revealed a fundamental trade-off, called dissipation-time uncertainty relation, that entropy production rate associated with dissipation bounds the evolution pace of physical processes [Phys. Rev. Lett. 125, 120604 (2020)PRLTAO0031-900710.1103/PhysRevLett.125.120604]. Following the dissipative two-level model exemplified in the same Letter, we experimentally verify this fundamental trade-off in a single trapped ultracold ^{40}Ca^{+} ion using elaborately designed dissipative channels, along with a postprocessing method developed in the data analysis, to build the effective nonequilibrium stochastic evolutions for the energy transfer between two heat baths mediated by a qubit. Since the dissipation-time uncertainty relation imposes a constraint on the quantum speed regarding entropy flux, our observation provides the first experimental evidence confirming such a speed restriction from thermodynamics on quantum operations due to dissipation, which helps us further understand the role of thermodynamical characteristics played in quantum information processing.

Dependence of integrated, instantaneous, and fluctuating entropy production on the initial state in quantum and classical processes

We consider the additional entropy production (EP) incurred by a fixed quantum or classical process on some initial state ρ, above the minimum EP incurred by the same process on any initial state. We show that this additional EP, which we term the "mismatch cost of ρ," has a universal information-theoretic form: it is given by the contraction of the relative entropy between ρ and the least-dissipative initial state φ over time. We derive versions of this result for integrated EP incurred over the course of a process, for trajectory-level fluctuating EP, and for instantaneous EP rate. We also show that mismatch cost for fluctuating EP obeys an integral fluctuation theorem. Our results demonstrate a fundamental relationship between thermodynamic irreversibility (generation of EP) and logical irreversibility (inability to know the initial state corresponding to a given final state). We use this relationship to derive quantitative bounds on the thermodynamics of quantum error correction and to propose a thermodynamically operationalized measure of the logical irreversibility of a quantum channel. Our results hold for both finite- and infinite-dimensional systems, and generalize beyond EP to many other thermodynamic costs, including nonadiabatic EP, free-energy loss, and entropy gain.

Thermodynamic uncertainty relations for many-body systems with fast jump rates and large occupancies

A universal large N theory of nonequilibrium fluctuations emerges in the limit of fast jump rates and large occupancies. We use this theory to derive a set of coarse-grained thermodynamic uncertainty relations-one of them being an activity bound. Importantly, the activity serves as a tighter bound for the entropy production in 1D systems. These results are particularly useful in the many-body regime, where typically a coarse-grained approach is required to handle the large microscopic state space.

Generalized Euler-Lotka equation for correlated cell divisions

Cell division times in microbial populations display significant fluctuations that impact the population growth rate in a nontrivial way. If fluctuations are uncorrelated among different cells, the population growth rate is predicted by the Euler-Lotka equation, which is a classic result in mathematical biology. However, cell division times can be significantly correlated, due to physical properties of cells that are passed through generations. In this Letter, we derive an equation remarkably similar to the Euler-Lotka equation which is valid in the presence of correlations. Our exact result is based on large deviation theory and does not require particularly strong assumptions on the underlying dynamics. We apply our theory to a phenomenological model of bacterial cell division in E. coli and to experimental data. We find that the discrepancy between the growth rate predicted by the Euler-Lotka equation and our generalized version is relatively small, but large enough to be measurable by our approach.

Kinetic uncertainty relation on first-passage time for accumulated current

The kinetic uncertainty relation (KUR) is a trade-off relation between the precision of an observable and the mean dynamical activity in a fixed time interval for a time-homogeneous and continuous-time Markov chain. In this Letter, we derive the KUR on the first passage time for the time-integrated current from the information inequality at stopping times. The relation shows that the precision of the first passage time is bounded from above by the mean number of jumps up to that time. We apply our result to simple systems and demonstrate that the activity constraint gives a tighter bound than the thermodynamic uncertainty relation in the regime far from equilibrium.

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.

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.

Thermodynamic uncertainty relation for energy transport in a transient regime: A model study

We investigate a transient version of the recently discovered thermodynamic uncertainty relation (TUR) which provides a precision-cost trade-off relation for certain out-of-equilibrium thermodynamic observables in terms of net entropy production. We explore this relation in the context of energy transport in a bipartite setting for three exactly solvable toy model systems (two coupled harmonic oscillators, two coupled qubits, and a hybrid coupled oscillator-qubit system) and analyze the role played by the underlying statistics of the transport carriers in the TUR. Interestingly, for all these models, depending on the statistics, the TUR ratio can be expressed as a sum or a difference of a universal term which is always greater than or equal to 2 and a corresponding entropy production term. We find that the generalized version of the TUR, originating from the universal fluctuation symmetry, is always satisfied. However, interestingly, the specialized TUR, a tighter bound, is always satisfied for the coupled harmonic oscillator system obeying Bose-Einstein statistics. Whereas, for both the coupled qubit, obeying Fermi-like statistics, and the hybrid qubit-oscillator system with mixed Fermi-Bose statistics, violation of the tighter bound is observed in certain parameter regimes. We have provided conditions for such violations. We also provide a rigorous proof following the nonequilibrium Green's function approach that the tighter bound is always satisfied in the weak-coupling regime for generic bipartite systems.

Thermodynamic Uncertainty Relation for Time-Dependent Driving

Thermodynamic uncertainty relations yield a lower bound on entropy production in terms of the mean and fluctuations of a current. We derive their general form for systems under arbitrary time-dependent driving from arbitrary initial states and extend these relations beyond currents to state variables. The quality of the bound is discussed for various types of observables for an interacting pair of colloidal particles in a moving laser trap and for the dynamical unfolding of a small protein. Since the input for evaluating these bounds does not require specific knowledge of the system or its coupling to the time-dependent control, they should become widely applicable tools for thermodynamic inference in time-dependently driven systems.

Dissipation-Time Uncertainty Relation

We show that the entropy production rate bounds the rate at which physical processes can be performed in stochastic systems far from equilibrium. In particular, we prove the fundamental tradeoff ⟨S[over ˙]_{e}⟩T≥k_{B} between the entropy flow ⟨S[over ˙]_{e}⟩ into the reservoirs and the mean time T to complete any process whose time-reversed is exponentially rarer. This dissipation-time uncertainty relation is a novel form of speed limit: the smaller the dissipation, the larger the time to perform a process.

The thermodynamic uncertainty relation in biochemical oscillations

Living systems regulate many aspects of their behaviour through periodic oscillations of molecular concentrations, which function as 'biochemical clocks.' The chemical reactions that drive these clocks are intrinsically stochastic at the molecular level, so that the duration of a full oscillation cycle is subject to random fluctuations. Their success in carrying out their biological function is thought to depend on the degree to which these fluctuations in the cycle period can be suppressed. Biochemical oscillators also require a constant supply of free energy in order to break detailed balance and maintain their cyclic dynamics. For a given free energy budget, the recently discovered 'thermodynamic uncertainty relation' yields the magnitude of period fluctuations in the most precise conceivable free-running clock. In this paper, we show that computational models of real biochemical clocks severely underperform this optimum, with fluctuations several orders of magnitude larger than the theoretical minimum. We argue that this suboptimal performance is due to the small number of internal states per molecule in these models, combined with the high level of thermodynamic force required to maintain the system in the oscillatory phase. We introduce a new model with a tunable number of internal states per molecule and confirm that it approaches the optimal precision as this number increases.

Second Law of Thermodynamics at Stopping Times

Events in mesoscopic systems often take place at first-passage times, as is for instance the case for a colloidal particle that escapes a metastable state. An interesting question is how much work an external agent has done on a particle when it escapes a metastable state. We develop a thermodynamic theory for processes in mesoscopic systems that terminate at stopping times, which generalize first-passage times. This theory implies a thermodynamic bound, reminiscent of the second law of thermodynamics, for the work exerted by an external protocol on a mesoscopic system at a stopping time. As an illustration, we use this law to bound the work required to stretch a polymer to a certain length or to let a particle escape from a metastable state.

The energy cost and optimal design for synchronization of coupled molecular oscillators

A model of coupled molecular biochemical oscillators is proposed to study nonequilibrium thermodynamics of synchronization. We find that synchronization of nonequilibrium oscillators costs addition energy to drive the exchange reaction (chemical interaction) between individual oscillators. By solving the steady state of the many-body system analytically, we show that the system goes through a nonequilibrium phase transition driven by energy dissipation, and the critical energy dissipation depends on both the frequency and strength of the exchange reaction. Moreover, our study reveals the optimal design for achieving maximum synchronization with a fixed energy budget. We apply our general theory to the Kai system in Cyanobacteria circadian clock and predict a relationship between the KaiC ATPase activity and synchronization of the KaiC hexamers. The theoretical framework can be extended to study thermodynamics of collective behaviors in other extended nonequilibrium active systems.

Direct evaluation of dynamical large-deviation rate functions using a variational ansatz

We describe a simple form of importance sampling designed to bound and compute large-deviation rate functions for time-extensive dynamical observables in continuous-time Markov chains. We start with a model, defined by a set of rates, and a time-extensive dynamical observable. We construct a reference model, a variational ansatz for the behavior of the original model conditioned on atypical values of the observable. Direct simulation of the reference model provides an upper bound on the large-deviation rate function associated with the original model, an estimate of the tightness of the bound, and, if the ansatz is chosen well, the exact rate function. The exact rare behavior of the original model does not need to be known in advance. We use this method to calculate rate functions for currents and counting observables in a set of network- and lattice models taken from the literature. Straightforward ansätze yield bounds that are tighter than bounds obtained from Level 2.5 of large deviations via approximations that involve uniform scalings of rates. We show how to correct these bounds in order to recover the rate functions exactly. Our approach is complementary to more specialized methods and offers a physically transparent framework for approximating and calculating the likelihood of dynamical large deviations.

Uncertainty relations for underdamped Langevin dynamics

A trade-off between the precision of an arbitrary current and the dissipation, known as the thermodynamic uncertainty relation, has been investigated for various Markovian systems. Here, we study the thermodynamic uncertainty relation for underdamped Langevin dynamics. By employing information inequalities, we prove that for such systems, the relative fluctuation of a current at a steady state is constrained by both the entropy production and the average dynamical activity. We find that unlike what is the case for overdamped dynamics, the dynamical activity plays an important role in the bound. We illustrate our results with two systems, a single-well potential system and a periodically driven Brownian particle model, and numerically verify the inequalities.

Kinetic Uncertainty Relations for the Control of Stochastic Reaction Networks

Nonequilibrium stochastic reaction networks are commonly found in both biological and nonbiological systems, but have remained hard to analyze because small differences in rate functions or topology can change the dynamics drastically. Here, we conjecture exact quantitative inequalities that relate the extent of fluctuations in connected components, for various network topologies. Specifically, we find that regardless of how two components affect each other's production rates, it is impossible to suppress fluctuations below the uncontrolled equivalents for both components: one must increase its fluctuations for the other to be suppressed. For systems in which components control each other in ringlike structures, it appears that fluctuations can only be suppressed in one component if all other components instead increase fluctuations, compared to the case without control. Even the general N-component system-with arbitrary connections and parameters-must have at least one component with increased fluctuations to reduce fluctuations in others. In connected reaction networks it thus appears impossible to reduce the statistical uncertainty in all components, regardless of the control mechanisms or energy dissipation.

Error-Speed Correlations in Biopolymer Synthesis

Synthesis of biopolymers such as DNA, RNA, and proteins are biophysical processes aided by enzymes. The performance of these enzymes is usually characterized in terms of their average error rate and speed. However, because of thermal fluctuations in these single-molecule processes, both error and speed are inherently stochastic quantities. In this Letter, we study fluctuations of error and speed in biopolymer synthesis and show that they are in general correlated. This means that, under equal conditions, polymers that are synthesized faster due to a fluctuation tend to have either better or worse errors than the average. The error-correction mechanism implemented by the enzyme determines which of the two cases holds. For example, discrimination in the forward reaction rates tends to grant smaller errors to polymers with faster synthesis. The opposite occurs for discrimination in monomer rejection rates. Our results provide an experimentally feasible way to identify error-correction mechanisms by measuring the error-speed correlations.

Uncertainty relations for time-delayed Langevin systems

The thermodynamic uncertainty relation, which establishes a universal trade-off between nonequilibrium current fluctuations and dissipation, has been found for various Markovian systems. However, this relation has not been revealed for non-Markovian systems; therefore, we investigate the thermodynamic uncertainty relation for time-delayed Langevin systems. We prove that the fluctuation of arbitrary dynamical observables is constrained by the Kullback-Leibler divergence between the distributions of the forward path and its reversed counterpart. Specifically, for observables that are antisymmetric under time reversal, the fluctuation is bounded from below by a function of a quantity that can be identified as a generalization of the total entropy production in Markovian systems. We also provide a lower bound for arbitrary observables that are odd under position reversal. The term in this bound reflects the extent to which the position symmetry has been broken in the system and can be positive even in equilibrium. Our results hold for finite observation times and a large class of time-delayed systems because detailed underlying dynamics are not required for the derivation. We numerically verify the derived uncertainty relations using two single time-delay systems and one distributed time-delay system.

Operationally Accessible Bounds on Fluctuations and Entropy Production in Periodically Driven Systems

For periodically driven systems, we derive a family of inequalities that relate entropy production with experimentally accessible data for the mean, its dependence on driving frequency, and the variance of a large class of observables. With one of these relations, overall entropy production can be bounded by just observing the time spent in a set of states. Among further consequences, the thermodynamic efficiency both of isothermal cyclic engines like molecular motors under a periodic load and of cyclic heat engines can be bounded using experimental data without requiring knowledge of the specific interactions within the system. We illustrate these results for a driven three-level system and for a colloidal Stirling engine.

Universal First-Passage-Time Distribution of Non-Gaussian Currents

We investigate the fluctuations of the time elapsed until the electric charge transferred through a conductor reaches a given threshold value. For this purpose, we measure the distribution of the first-passage times for the net number of electrons transferred between two metallic islands in the Coulomb blockade regime. Our experimental results are in excellent agreement with numerical calculations based on a recent theory describing the exact first-passage-time distributions for any nonequilibrium stationary Markov process. We also derive a simple analytical approximation for the first-passage-time distribution, which takes into account the non-Gaussian statistics of the electron transport, and show that it describes the experimental distributions with high accuracy. This universal approximation describes a wide class of stochastic processes, and can be used beyond the context of mesoscopic charge transport. In addition, we verify experimentally a fluctuation relation between the first-passage-time distributions for positive and negative thresholds.

Thermodynamic uncertainty relation in quantum thermoelectric junctions

Recently, a thermodynamic uncertainty relation (TUR) has been formulated for classical Markovian systems demonstrating trade-off between precision (current fluctuation) and cost (dissipation). Systems that violate the TUR are interesting as they overcome another trade-off relation concerning the efficiency of a heat engine, its power, and its stability (power fluctuations). Here, we analyze the root, extent, and impact on performance of TUR violations in quantum thermoelectric junctions at steady state. Considering noninteracting electrons, first we show that only the "classical" component of the current noise, arising from single-electron transfer events, follows the TUR. The remaining, "quantum" part of current noise is therefore responsible for the potential violation of the TUR in such quantum systems. Next, focusing on the resonant transport regime we determine the parameter range in which the violation of the TUR can be observed-for both voltage-biased junctions and thermoelectric engines. We illustrate our findings with exact numerical simulations of a serial double quantum dot system. Most significantly, we demonstrate that the TUR always holds in noninteracting thermoelectric generators when approaching the thermodynamic efficiency limit.

Unified Thermodynamic Uncertainty Relations in Linear Response

Thermodynamic uncertainty relations (TURs) are recently established relations between the relative uncertainty of time-integrated currents and entropy production in nonequilibrium systems. For small perturbations away from equilibrium, linear response (LR) theory provides the natural framework to study generic nonequilibrium processes. Here, we use LR to derive TURs in a straightforward and unified way. Our approach allows us to generalize TURs to systems without local time-reversal symmetry, including, e.g., ballistic transport and periodically driven classical and quantum systems. We find that, for broken time reversal, the bounds on the relative uncertainty are controlled both by dissipation and by a parameter encoding the asymmetry of the Onsager matrix. We illustrate our results with an example from mesoscopic physics. We also extend our approach beyond linear response: for Markovian dynamics, it reveals a connection between the TUR and current fluctuation theorems.

Broken detailed balance and non-equilibrium dynamics in living systems: a review

Living systems operate far from thermodynamic equilibrium. Enzymatic activity can induce broken detailed balance at the molecular scale. This molecular scale breaking of detailed balance is crucial to achieve biological functions such as high-fidelity transcription and translation, sensing, adaptation, biochemical patterning, and force generation. While biological systems such as motor enzymes violate detailed balance at the molecular scale, it remains unclear how non-equilibrium dynamics manifests at the mesoscale in systems that are driven through the collective activity of many motors. Indeed, in several cellular systems the presence of non-equilibrium dynamics is not always evident at large scales. For example, in the cytoskeleton or in chromosomes one can observe stationary stochastic processes that appear at first glance thermally driven. This raises the question how non-equilibrium fluctuations can be discerned from thermal noise. We discuss approaches that have recently been developed to address this question, including methods based on measuring the extent to which the system violates the fluctuation-dissipation theorem. We also review applications of this approach to reconstituted cytoskeletal networks, the cytoplasm of living cells, and cell membranes. Furthermore, we discuss a more recent approach to detect actively driven dynamics, which is based on inferring broken detailed balance. This constitutes a non-invasive method that uses time-lapse microscopy data, and can be applied to a broad range of systems in cells and tissue. We discuss the ideas underlying this method and its application to several examples including flagella, primary cilia, and cytoskeletal networks. Finally, we briefly discuss recent developments in stochastic thermodynamics and non-equilibrium statistical mechanics, which offer new perspectives to understand the physics of living systems.

Quantifying fluctuations in reversible enzymatic cycles and clocks

Biochemical reactions are fundamentally noisy at a molecular scale. This limits the precision of reaction networks, but it also allows fluctuation measurements that may reveal the structure and dynamics of the underlying biochemical network. Here, we study nonequilibrium reaction cycles, such as the mechanochemical cycle of molecular motors, the phosphorylation cycle of circadian clock proteins, or the transition state cycle of enzymes. Fluctuations in such cycles may be measured using either of two classical definitions of the randomness parameter, which we show to be equivalent in general microscopically reversible cycles. We define a stochastic period for reversible cycles and present analytical solutions for its moments. Furthermore, we associate the two forms of the randomness parameter with the thermodynamic uncertainty relation, which sets limits on the timing precision of the cycle in terms of thermodynamic quantities. Our results should prove useful also for the study of temporal fluctuations in more general networks.

Phase Transition in Protocols Minimizing Work Fluctuations

For two canonical examples of driven mesoscopic systems-a harmonically trapped Brownian particle and a quantum dot-we numerically determine the finite-time protocols that optimize the compromise between the standard deviation and the mean of the dissipated work. In the case of the oscillator, we observe a collection of protocols that smoothly trade off between average work and its fluctuations. However, for the quantum dot, we find that as we shift the weight of our optimization objective from average work to work standard deviation, there is an analog of a first-order phase transition in protocol space: two distinct protocols exchange global optimality with mixed protocols akin to phase coexistence. As a result, the two types of protocols possess qualitatively different properties and remain distinct even in the infinite duration limit: optimal-work-fluctuation protocols never coalesce with the minimal-work protocols, which therefore never become quasistatic.

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.

First-passage times in renewal and nonrenewal systems

Fluctuations in stochastic systems are usually characterized by full counting statistics, which analyzes the distribution of the number of events taking place in the fixed time interval. In an alternative approach, the distribution of the first-passage times, i.e., the time delays after which the counting variable reaches a certain threshold value, is studied. This paper presents the approach to calculate the first-passage time distribution in systems in which the analyzed current is associated with an arbitrary set of transitions within the Markovian network. Using this approach, it is shown that when the subsequent first-passage times are uncorrelated, there exist strict relations between the cumulants of the full counting statistics and the first-passage time distribution. On the other hand, when the correlations of the first-passage times are present, their distribution may provide additional information about the internal dynamics of the system in comparison to the full counting statistics; for example, it may reveal the switching between different dynamical states of the system. Additionally, I show that breaking of the fluctuation theorem for first-passage times may reveal the multicyclic nature of the Markovian network.