Detailed Fluctuation Theorem Research Articles

Exchange fluctuation theorems for a chain of interacting particles in presence of two heat baths

The exchange fluctuation theorem for heat exchanged between two systems at different temperatures, when kept in direct contact, has been investigated by Jarzynski and Wójcik [Phys. Rev. Lett. 92, 230602 (2004)]. We extend this result to the case where two Langevin reservoirs at different temperatures are connected via a conductor made of interacting particles, and are subjected to an external drive or work source. The Langevin reservoirs are characterized by Gaussian white noise fluctuations and concomitant friction coefficients. We first derive the Crooks theorem for the ratio between forward and reverse paths, and discuss the first law in this model. Then we derive the modified detailed fluctuation theorems (MDFT) for the heat exchanged at each end. These theorems differ from the usual form of the detailed fluctuation theorems (DFT) in literature, due the presence of an extra multiplicative factor. This factor quantifies the deviation of our MFDT from the DFT. Finally, we numerically study our model, with only two interacting particles for simplicity.

Symmetry for the duration of entropy-consuming intervals.

We introduce the violation fraction υ as the cumulative fraction of time that a mesoscopic system spends consuming entropy at a single trajectory in phase space. We show that the fluctuations of this quantity are described in terms of a symmetry relation reminiscent of fluctuation theorems, which involve a function Φ, which can be interpreted as an entropy associated with the fluctuations of the violation fraction. The function Φ, when evaluated for arbitrary stochastic realizations of the violation fraction, is odd upon the symmetry transformations that are relevant for the associated stochastic entropy production. This fact leads to a detailed fluctuation theorem for the probability density function of Φ. We study the steady-state limit of this symmetry in the paradigmatic case of a colloidal particle dragged by optical tweezers through an aqueous solution. Finally, we briefly discuss possible applications of our results for the estimation of free-energy differences from single-molecule experiments.

Quantum fluctuation theorems and generalized measurements during the force protocol.

Generalized measurements of an observable performed on a quantum system during a force protocol are investigated and conditions that guarantee the validity of the Jarzynski equality and the Crooks relation are formulated. In agreement with previous studies by M. Campisi, P. Talkner, and P. Hänggi [Phys. Rev. Lett. 105, 140601 (2010); Phys. Rev. E 83, 041114 (2011)], we find that these fluctuation relations are satisfied for projective measurements; however, for generalized measurements special conditions on the operators determining the measurements need to be met. For the Jarzynski equality to hold, the measurement operators of the forward protocol must be normalized in a particular way. The Crooks relation additionally entails that the backward and forward measurement operators depend on each other. Yet, quite some freedom is left as to how the two sets of operators are interrelated. This ambiguity is removed if one considers selective measurements, which are specified by a joint probability density function of work and measurement results of the considered observable. We find that the respective forward and backward joint probabilities satisfy the Crooks relation only if the measurement operators of the forward and backward protocols are the time-reversed adjoints of each other. In this case, the work probability density function conditioned on the measurement result satisfies a modified Crooks relation. The modification appears as a protocol-dependent factor that can be expressed by the information gained by the measurements during the forward and backward protocols. Finally, detailed fluctuation theorems with an arbitrary number of intervening measurements are obtained.

Perpetual extraction of work from a nonequilibrium dynamical system under Markovian feedback control

By treating both control parameters and dynamical variables as probabilistic variables, we develop a succinct theory of perpetual extraction of work from a generic classical nonequilibrium system subject to a heat bath via repeated measurements under a Markovian feedback control. It is demonstrated that a problem for perpetual extraction of work in a nonequilibrium system is reduced to a problem of Markov chain in the higher-dimensional phase space. We derive a version of the detailed fluctuation theorem, which was originally derived for classical nonequilibrium systems by Horowitz and Vaikuntanathan [Phys. Rev. E 82, 061120 (2010)], in a form suitable for the analyses of perpetual extraction of work. Since our theory is formulated for generic dynamics of probability distribution function in phase space, its application to a physical system is straightforward. As simple applications of the theory, two exactly solvable models are analyzed. The one is a nonequilibrium two-state system and the other is a particle confined to a one-dimensional harmonic potential in thermal equilibrium. For the former example, it is demonstrated that the observer on the transitory steps to the stationary state can lose energy and that work larger than that achieved in the stationary state can be extracted. For the latter example, it is demonstrated that the optimal protocol for the extraction of work via repeated measurements can differ from that via a single measurement. The validity of our version of the detailed fluctuation theorem, which determines the upper bound of the expected work in the stationary state, is also confirmed for both examples. These observations provide useful insights into exploration for realistic modeling of a machine that extracts work from its environment.

Strong fluctuation theorem for nonstationary nonequilibrium systems

We present a finite-time detailed fluctuation theorem of the form P̃(ΔS(env))=e(ΔS(env))P̃(-ΔS(env)) for an appropriately weighted probability density P̃(ΔS(env)) of the external entropy production in the environment ΔS(env). The fluctuation theorem is valid for nonequilibrium systems with constant rates starting with an arbitrary initial probability distribution. We discuss the implication of this relation for the case of a temperature quench in classical equilibrium systems. The fluctuation theorem is tested numerically for a Markov jump process with six states and for a surface growth model.

Fluctuation theorems and inequalities generalizing the second law of thermodynamics out of equilibrium

We present a general framework for systems which are prepared in a nonstationary nonequilibrium state in the absence of any perturbation and which are then further driven through the application of a time-dependent perturbation. By assumption, the evolution of the system must be described by Markovian dynamics. We distinguish two different situations depending on the way the nonequilibrium state is prepared; either it is created by some driving or it results from a relaxation following some initial nonstationary conditions. Our approach is based on a recent generalization of the Hatano-Sasa relation for nonstationary probability distributions. We also investigate whether a form of the second law holds for separate parts of the entropy production and for any nonstationary reference process, a question motivated by the work of M. Esposito et al. [Phys. Rev. Lett. 104, 090601 (2010)]. We find that although the special structure of the theorems derived in this reference is not recovered in the general case, detailed fluctuation theorems still hold separately for parts of the entropy production. These detailed fluctuation theorems contain interesting generalizations of the second law of thermodynamics for nonequilibrium systems.

Entropy production of a mechanically driven single oligomeric enzyme: a consequence of fluctuation theorem

In this work we have shown how an applied mechanical force affects an oligomeric enzyme kinetics in a chemiostatic condition where the statistical characteristics of random walk of the substrate molecules over a finite number of active sites of the enzyme plays important contributing factors in governing the overall rate and nonequilibrium thermodynamic properties. The analytical results are supported by the simulation of single trajectory based approach of entropy production using Gillespie’s stochastic algorithm. This microscopic numerical approach not only gives the macroscopic entropy production from the mean of the distribution of entropy production which depends on the force but also a broadening of the distribution by the applied mechanical force, a kind of power broadening. In the nonequilibrium steady state (NESS), both the mean and the variance of the distribution increases and then saturates with the rise in applied force corresponding to the situation when the net rate of product formation reaches a limiting value with an activationless transition. The effect of the system-size and force on the entropy production distribution is shown to be constrained by the detailed fluctuation theorem.

Nonequilibrium fluctuation theorem for systems under discrete and continuous feedback control

In the time reverse process of a feedback manipulated stochastic system, we allow performing measurements without violating causality. As a result we come across an entropy production due to the measurement process. This entropy production, in addition to the usual system and medium entropy production, constitutes the total entropy production of the combined system of the reservoir, the system, and the feedback controller. We show that this total entropy production of "full" system satisfies an integrated fluctuation theorem as well as a detailed fluctuation theorem as expected. We illustrate and verify this idea through explicit calculation and direct simulation in two examples.

Multivariable fluctuation theorems in the steady-state cycle kinetics of single enzyme with competing substrates

We prove the detailed and integral multivariable fluctuation theorems in the steady-state cycle kinetics of single enzyme with competing substrates for any arbitrary time interval [0, t]. It is shown that the moment generating function for the stochastic number of each enzymatic cycle follows the multivariable fluctuation theorems in the form of Kurchan–Lebowitz–Spohn-type symmetry. These symmetry relations associated with different variables are independent of each other, which may help experimentally determine the thermodynamic affinities from the sample trajectories separately. Furthermore, we also obtain the Kawasaki equalities for the fluctuating chemical work done within each enzymatic cycle. The derivation here is directly based on the generalized Haldane equalities, which say that the forward and backward conditional dwell times for each enzymatic cycle have identical distributions. These symmetries are independent of each other, which may help experimentally determine the thermodynamic affinities from the sample trajectories separately.

Quantum-trajectory approach to the stochastic thermodynamics of a forced harmonic oscillator

I formulate a quantum stochastic thermodynamics for the quantum trajectories of a continuously monitored forced harmonic oscillator coupled to a thermal reservoir. Consistent trajectory-dependent definitions are introduced for work, heat, and entropy, through engineering the thermal reservoir from a sequence of two-level systems. Within this formalism the connection between irreversibility and entropy production is analyzed and confirmed by proving a detailed fluctuation theorem for quantum trajectories. Finally, possible experimental verifications are discussed.

Fluctuation theorems in the presence of information gain and feedback

In this study, we rederive the fluctuation theorems in the presence of feedback by assuming the known Jarzynski equality and detailed fluctuation theorems. We find that both the classical and quantum systems can be analyzed using a similar treatment in terms of state space trajectories. We first briefly reproduce the already known work theorems for a classical system in order to show its equivalence with the quantum treatment. We then extend the treatment to arrive at new results, namely the generalizations of Seifert’s entropy production theorem and the Hatano–Sasa fluctuation theorem, in the presence of feedback. We have also derived the extended version of the Tasaki–Crooks fluctuation theorem for a quantum particle in the presence of multiple loop feedback. For deriving the extended quantum fluctuation theorems, we have considered open systems. No assumption is made on the nature of environment and the strength of system–bath coupling. However, it is assumed that the measurement process involves classical errors.

Entropy production in the nonequilibrium steady states of interacting many-body systems

Entropy production is one of the most important characteristics of nonequilibrium steady states. We study here the steady-state entropy production, both at short times as well as in the long-time limit, of two important classes of nonequilibrium systems: transport systems and reaction-diffusion systems. The usefulness of the mean entropy production rate and of the large deviation function of the entropy production for characterizing nonequilibrium steady states of interacting many-body systems is discussed. We show that the large deviation function displays a kink-like feature at zero entropy production that is similar to that observed for a single particle driven along a periodic potential. This kink is a direct consequence of the detailed fluctuation theorem fulfilled by the probability distribution of the entropy production and is therefore a generic feature of the corresponding large deviation function.

Nonequilibrium detailed fluctuation theorem for repeated discrete feedback

We extend the framework of forward and reverse processes commonly utilized in the derivation and analysis of the nonequilibrium work relations to thermodynamic processes with repeated discrete feedback. Within this framework, we derive a generalization of the detailed fluctuation theorem, which is modified by the addition of a term that quantifies the change in uncertainty about the microscopic state of the system upon making measurements of physical observables during feedback. As an application, we extend two nonequilibrium work relations: the nonequilibrium work fluctuation theorem and the relative-entropy work relation.

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.

Generalized detailed fluctuation theorem under nonequilibrium feedback control

It has been shown recently that the Jarzynski equality is generalized under nonequilibrium feedback control [T. Sagawa and M. Ueda, Phys. Rev. Lett. 104, 090602 (2010)]. The presence of feedback control in physical systems should modify both the Jarzynski equality and the detailed fluctuation theorem [K. H. Kim and H. Qian, Phys. Rev. E 75, 022102 (2007)]. However, the generalized Jarzynski equality under forward feedback control has been proved by considering that the physical systems under feedback control should locally satisfy the detailed fluctuation theorem. We use the same formalism and derive the generalized detailed fluctuation theorem for nonequilibrium driven systems under feedback control. We find that the feedback control in a physical system should preserve the detailed fluctuation theorem if the system has the same feedback information measure in forward and reverse directions.

Unifying approach for fluctuation theorems from joint probability distributions

Any decomposition of the total trajectory entropy production for Markovian systems has a joint probability distribution satisfying a generalized detailed fluctuation theorem, when all the contributing terms are odd with respect to time reversal. The expression of the result does not bring into play dual probability distributions, hence easing potential applications. We show that several fluctuation theorems for perturbed nonequilibrium steady states are unified and arise as particular cases of this general result. In particular, we show that the joint probability distribution of the system and reservoir trajectory entropies satisfy a detailed fluctuation theorem valid for all times.

Three Detailed Fluctuation Theorems

The total entropy production of a trajectory can be split into an adiabatic and a nonadiabatic contribution, deriving, respectively, from the breaking of detailed balance via nonequilibrium boundary conditions or by external driving. We show that each of them, the total, the adiabatic, and the nonadiabatic trajectory entropy, separately satisfies a detailed fluctuation theorem.

Fluctuation theorem for entropy production in a chemical reaction channel

Fluctuation theorem for entropy production in a mesoscopic chemical reaction network is discussed. When the system size is sufficiently large, it is found that, by defining a kind of coarse-grained dissipation function, the entropy production in a reversible reaction channel can be approximately described by a type of detailed fluctuation theorem. Such a fluctuation relation has been successfully tested by direct simulations in a linear reaction model consisting of two reversible channels and in an oscillatory model wherein only one channel is reversible.

Entropy production theorems and some consequences

The total entropy production fluctuations are studied in some exactly solvable models. For these systems, the detailed fluctuation theorem holds even in the transient state, provided initially that the system is prepared in thermal equilibrium. The nature of entropy production during the relaxation of a system to equilibrium is analyzed. The averaged entropy production over a finite time interval gives a better bound for the average work performed on the system than that obtained from the well-known Jarzynski equality. Moreover, the average entropy production as a quantifier for information theoretic nature of irreversibility for finite time nonequilibrium processes is discussed.

Abstract fluctuation theorem

AbstractWe formulate an abstract fluctuation theorem which sheds light on mathematical relations between the fluctuation theorems of Bochkov and Kuzovlev [Contribution to the general theory of thermal fluctuations in nonlinear systems. Sov. Phys.–JETP45 (1977), 125] and Jarzynski [Hamiltonian derivation of a detailed fluctuation theorem. J. Stat. Phys.98 (2001), 77–102] on the one hand, and those of Evans and Searles [Equilibrium microstates which generate second law violating steady states. Phys. Rev. E 50 (1994), 1645–1648] and Gallavotti and Cohen [Dynamical ensembles in stationary states. J. Stat. Phys.80 (1995), 931–970] on the other.