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

Thermodynamic Geometry of Nonequilibrium Fluctuations in Cyclically Driven Transport

Nonequilibrium thermal machines under cyclic driving generally outperform steady-state counterparts. However, there is still lack of coherent understanding of versatile transport and fluctuation features under time modulations. Here, we formulate a theoretical framework of thermodynamic geometry in terms of full counting statistics of nonequilibrium driven transports. We find that, besides the conventional dynamic and adiabatic geometric curvature contributions, the generating function is also divided into an additional nonadiabatic contribution, manifested as the metric term of full counting statistics. This nonadiabatic metric generalizes recent results of thermodynamic geometry in near-equilibrium entropy production to far-from-equilibrium fluctuations of general currents. Furthermore, the framework proves geometric thermodynamic uncertainty relations of near-adiabatic thermal devices, constraining fluctuations in terms of statistical metric quantities and thermodynamic length. We exemplify the theory in experimentally accessible driving-induced quantum chiral transport and Brownian heat pump.

Limiting flux in quantum thermodynamics

In quantum systems, entropy production is typically defined as the quantum relative entropy between two states. This definition provides an upper bound for any flux (of particles, energy, entropy, etc.) of bounded observables, which proves especially useful near equilibrium. However, this bound tends to be irrelevant in general nonequilibrium situations. We propose a new upper bound for such fluxes in terms of quantum relative entropy, applicable even far from equilibrium and in the strong coupling regime. Additionally, we compare this bound with Monte Carlo simulations of random qubits with coherence, as well as with a model of two interacting nuclear spins.

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.

Thermodynamic Bounds on Correlation Times

We derive a variational expression for the correlation time of physical observables in steady-state diffusive systems. As a consequence of this variational expression, we obtain lower bounds on the correlation time, which provide speed limits on the self-averaging of observables. In equilibrium, the bound takes the form of a trade-off relation between the long- and short-time fluctuations of an observable. Out of equilibrium, the trade-off can be violated, leading to an acceleration of self-averaging. We relate this violation to the steady-state entropy production rate, as well as the geometric structure of the irreversible currents, giving rise to two complementary speed limits. One of these can be formulated as a lower estimate on the entropy production from the measurement of time-symmetric observables. Using an illustrating example, we show the intricate behavior of the correlation time out of equilibrium for different classes of observables and how this can be used to partially infer dissipation even if no time-reversal symmetry breaking can be observed in the trajectories of the observable.

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.

Direct Route to Thermodynamic Uncertainty Relations and Their Saturation

Thermodynamic uncertainty relations (TURs) bound the dissipation in nonequilibrium systems from below by fluctuations of an observed current. Contrasting the elaborate techniques employed in existing proofs, we here prove TURs directly from the Langevin equation. This establishes the TUR as an inherent property of overdamped stochastic equations of motion. In addition, we extend the transient TUR to currents and densities with explicit time dependence. By including current-density correlations we, moreover, derive a new sharpened TUR for transient dynamics. Our arguably simplest and most direct proof, together with the new generalizations, allows us to systematically determine conditions under which the different TURs saturate and thus allows for a more accurate thermodynamic inference. Finally, we outline the direct proof also for Markov jump dynamics.

Oscillating states of driven Langevin systems under large viscous drives

We provide a perturbative scheme that is suitable to study oscillating states in driven Langevin systems in the large viscous regime. We explicitly determine the oscillating state distribution of an underdamped Brownian particle driven by a time-dependent periodic potential. Apart from the harmonic and anharmonic parameters of the potential, the noise strength and the viscous parameter (or equivalently their ratio referred to as the thermal parameter), which appear in the dynamics of the Brownian particle, are also driven periodically. We specify various nonequilibrium observables, relevant to characterize the oscillating states, and evaluate them to linear order in anharmonic perturbation. We find that the effect of viscous drives on oscillating states is measurable even at leading order and show that the thermodynamic properties of the system in these states are significantly distinct from those in equilibrium or even from those exhibited by oscillating states of overdamped driven systems.

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.

Geometric decomposition of entropy production into excess, housekeeping, and coupling parts

For a generic overdamped Langevin dynamics driven out of equilibrium by both time-dependent and nonconservative forces, the entropy production rate can be decomposed into two positive terms, termed excess and housekeeping entropy. However, this decomposition is not unique: There are two distinct decompositions, one due to Hatano and Sasa, the other one due to Maes and Netočný. Here we establish the connection between these two decompositions and provide a simple, geometric interpretation. We show that this leads to a decomposition of the entropy production rate into three positive terms, which we call the excess, housekeeping, and coupling part, respectively. The coupling part characterizes the interplay between the time-dependent and nonconservative forces. We also derive thermodynamic uncertainty relations for the excess and housekeeping entropy in both the Hatano-Sasa and Maes-Netočný decomposition and show that all quantities obey integral fluctuation theorems. We illustrate the decomposition into three terms using a solvable example of a dragged particle in a nonconservative force field.

Geometric bounds on the power of adiabatic thermal machines

We analyze the performance of slowly driven meso- and microscale refrigerators and heat engines that operate between two thermal baths with a small temperature difference. Using a general scaling argument, we show that such devices can work arbitrarily close to their Carnot limit only if heat leaks between the baths are fully suppressed. Their power output is then subject to a universal geometric bound that decays quadratically to zero at the Carnot limit. This bound can be asymptotically saturated in the quasistatic limit if the driving protocols are suitably optimized and the temperature difference between the baths goes to zero with the driving frequency. These results hold under generic conditions for any thermodynamically consistent dynamics admitting a well-defined adiabatic-response regime and a generalized Onsager symmetry. For illustration, we work out models of a qubit-refrigerator and a coherent charge pump operating as a cooling device.

Origin of loose bound of the thermodynamic uncertainty relation in a dissipative two-level quantum system

Thermodynamic uncertainty relations (TURs), originally discovered for classical systems, dictate the tradeoff between dissipation and fluctuations of irreversible current, specifying a minimal bound that constrains the two quantities. In a series of efforts to extend the relation to the one under more generalized conditions, it has been noticed that the bound is less tight in open quantum processes. To study the origin of the loose bounds, we consider an external field-driven transition dynamics of a two-level quantum system weakly coupled to the bosonic bath as a model of an open quantum system. The model makes it explicit that the imaginary part of quantum coherence, which contributes to dissipation to the environment, is responsible for loosening the TUR bound by suppressing the relative fluctuations in the irreversible current of transitions, whereas the real part of the coherence tightens it. Our study offers a better understanding of how quantum nature affects the TUR bound.

Higher-order efficiency bound and its application to nonlinear nanothermoelectrics

Power and efficiency of heat engines are two conflicting objectives. A tight efficiency bound is expected to give insights on the fundamental properties of such a power-efficiency tradeoff. Here, we derive an upper bound on the efficiency of steady-state heat engines, which incorporates higher-order fluctuations of power. In a prototypical model of nonlinear nanostructured thermoelectrics, we show that the obtained bound is tighter than a well-established efficiency bound derived from the thermodynamic uncertainty relation, demonstrating that the higher-order terms have rich information about the thermodynamic efficiency in the nonlinear regime. In particular, we find that the higher-order bound is exactly achieved if the tight coupling condition is satisfied. The obtained bound gives a consistent prediction with an observation that nonlinearity enhances the power-efficiency tradeoff, and would also be useful in a variety of nanoscale engines.

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 in Slowly Driven Quantum Heat Engines

Thermodynamic uncertainty relations express a trade-off between precision, defined as the noise-to-signal ratio of a generic current, and the amount of associated entropy production. These results have deep consequences for autonomous heat engines operating at steady state, imposing an upper bound for their efficiency in terms of the power yield and its fluctuations. In the present Letter we analyze a different class of heat engines, namely, those which are operating in the periodic slow-driving regime. We show that an alternative TUR is satisfied, which is less restrictive than that of steady-state engines: it allows for engines that produce finite power, with small power fluctuations, to operate close to reversibility. The bound further incorporates the effect of quantum fluctuations, which reduces engine efficiency relative to the average power and reliability. We finally illustrate our findings in the experimentally relevant model of a single-ion heat engine.

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.

Stochastic Discrete Time Crystals: Entropy Production and Subharmonic Synchronization

Discrete time crystals are periodically driven systems that display spontaneous symmetry breaking of time translation invariance in the form of indefinite subharmonic oscillations. We introduce a thermodynamically consistent model for a discrete time crystal and analyze it using the framework of stochastic thermodynamics. In particular, we evaluate the rate of energy dissipation of this many-body system of interacting noisy subharmonic oscillators in contact with a heat bath. The mean-field model displays the phenomenon of subharmonic synchronization, which corresponds to collective subharmonic oscillations of the individual units. The 2D model does not display synchronization but it does show a time-crystalline phase, which is characterized by a power-law behavior of the number of coherent subharmonic oscillations with system size. This result demonstrates that the emergence of coherent oscillations is possible even in the absence of synchronization.

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.

Free diffusion bounds the precision of currents in underdamped dynamics

The putative generalization of the thermodynamic uncertainty relation (TUR) to underdamped dynamics is still an open problem. So far, bounds that have been derived for such a dynamics are not particularly transparent and they do not converge to the known TUR in the overdamped limit. Furthermore, it was found that there are restrictions for a TUR to hold such as the absence of a magnetic field. In this article we first analyze the properties of driven free diffusion in the underdamped regime and show that it inherently violates the overdamped TUR for finite times. Based on numerical evidence, we then conjecture a bound for one-dimensional driven diffusion in a potential which is based on the result for free diffusion. This bound converges to the known overdamped TUR in the corresponding limit. Moreover, the conjectured bound holds for observables that involve higher powers of the velocity as long as the observable is odd under time reversal. Finally, we address the applicability of this bound to underdamped dynamics in higher dimensions.

Thermodynamic cycles with active matter

Active matter constantly dissipates energy to power the self-propulsion of its microscopic constituents. This opens the door to designing innovative cyclic engines without any equilibrium equivalent. We offer a consistent thermodynamic framework to characterize and optimize the performances of such cycles. Based on a minimal model, we put forward a protocol which extracts work by controlling only the properties of the confining walls at boundaries, and we rationalize the transitions between optimal cycles. We show that the corresponding power and efficiency are generally proportional, so that they reach their maximum values at the same cycle time in contrast with thermal cycles, and we provide a generic relation constraining the fluctuations of the power.

Entropy production estimation with optimal current

Entropy production characterizes the thermodynamic irreversibility and reflects the amount of heat dissipated into the environment and free energy lost in nonequilibrium systems. According to the thermodynamic uncertainty relation, we propose a deterministic method to estimate the entropy production from a single trajectory of system states. We explicitly and approximately compute an optimal current that yields the tightest lower bound using predetermined basis currents. Notably, the obtained tightest lower bound is intimately related to the multidimensional thermodynamic uncertainty relation. By proving the saturation of the thermodynamic uncertainty relation in the short-time limit, the exact estimate of the entropy production can be obtained for overdamped Langevin systems, irrespective of the underlying dynamics. For Markov jump processes, because the attainability of the thermodynamic uncertainty relation is not theoretically ensured, the proposed method provides the tightest lower bound for the entropy production. When entropy production is the optimal current, a more accurate estimate can be further obtained using the integral fluctuation theorem. We illustrate the proposed method using three systems: a four-state Markov chain, a periodically driven particle, and a multiple bead-spring model. The estimated results in all examples empirically verify the effectiveness and efficiency of the proposed method.

Fluctuation-response inequality out of equilibrium

We present an approach to response around arbitrary out-of-equilibrium states in the form of a fluctuation-response inequality (FRI). We study the response of an observable to a perturbation of the underlying stochastic dynamics. We find that the magnitude of the response is bounded from above by the fluctuations of the observable in the unperturbed system and the Kullback-Leibler divergence between the probability densities describing the perturbed and the unperturbed system. This establishes a connection between linear response and concepts of information theory. We show that in many physical situations, the relative entropy may be expressed in terms of physical observables. As a direct consequence of this FRI, we show that for steady-state particle transport, the differential mobility is bounded by the diffusivity. For a "virtual" perturbation proportional to the local mean velocity, we recover the thermodynamic uncertainty relation (TUR) for steady-state transport processes. Finally, we use the FRI to derive a generalization of the uncertainty relation to arbitrary dynamics, which involves higher-order cumulants of the observable. We provide an explicit example, in which the TUR is violated but its generalization is satisfied with equality.