Stochastic thermodynamics of fractional Brownian motion

Abstract

This paper is concerned with the stochastic thermodynamics of nonequilibrium Gaussian processes that can exhibit anomalous diffusion. In the systems considered, the noise correlation function is not necessarily related to friction. Thus there is no conventional fluctuation-dissipation relation (FDR) of the second kind and no unique way to define a temperature. We start from a Markovian process with time-dependent diffusivity (an example being scaled Brownian motion). It turns out that standard stochastic thermodynamic notions can be applied rather straightforwardly by introducing a time-dependent temperature, yielding the integral fluctuation relation. We then proceed to our focal system, that is, a particle undergoing fractional Brownian motion (FBM). In this case, the noise is still Gaussian, but the noise correlation function is nonlocal in time, defining a non-Markovian process. We analyze in detail the consequences when using the conventional notions of stochastic thermodynamics with a constant medium temperature. In particular, the heat calculated from dissipation into the medium differs from the log ratio of path probabilities of forward and backward motion, yielding a deviation from the standard integral fluctuation relation for the total entropy production if the latter is defined via system entropy and heat exchange. These apparent inconsistencies can be circumvented by formally defining a time-nonlocal temperature that fulfills a generalized FDR. To shed light on the rather abstract quantities resulting from the latter approach, we perform a perturbation expansion in terms of $\ensuremath{\epsilon}=H\ensuremath{-}1/2$, where $H$ is the Hurst parameter of FBM and $1/2$ corresponds to the Brownian case. This allows us to calculate analytically, up to linear order in $\ensuremath{\epsilon}$, the generalized temperature and the corresponding heat exchange. By this, we provide explicit expressions and a physical interpretation for the leading corrections induced by non-Markovianity.