For systems in an externally controllable time-dependent potential, the optimal protocol minimizes the mean work spent in a finite-time transition between two given equilibrium states. For overdamped dynamics which ignores inertia effects, the optimal protocol has been found to involve jumps of the control parameter at the beginning and end of the process. Including the inertia term, we show that this feature not only persists but that even delta peak-like changes of the control parameter at both boundaries make the process optimal. These results are obtained by analyzing two simple paradigmatic cases: First, a Brownian particle dragged by a harmonic optical trap through a viscous fluid and, second, a Brownian particle subject to an optical trap with time-dependent stiffness. These insights could be used to improve free energy calculations via either thermodynamic integration or "fast growth" methods using Jarzynski's equality.
The thermodynamic uncertainty relation (TUR) for underdamped dynamics has intriguing problems while its counterpart for overdamped dynamics has recently been derived. Even for the case of steady states, a proper way to match underdamped and overdamped TURs has not been found. We derive the TUR for underdamped systems subject to general time-dependent protocols, that covers steady states, by using the Cramér-Rao inequality. We show the resultant TUR to give rise to the inequality of the product of the variance and entropy production. We prove it to approach to the known overdamped result for la…
Building on our earlier work (Proesmans et. al., Phys.~Rev.~X \textbf{6} (2016), 041010), we introduce the underdamped Brownian duet as a prototype model of a dissipative system or of a work-to-work engine. Several recent advances from the theory of stochastic thermodynamics are illustrated with explicit analytic calculations and corresponding Langevin simulations. In particular, we discuss Onsager-Casimir symmetry, the trade-off relations between power, efficiency and dissipation, and stochastic efficiency.
Recently, it has been shown that there is a trade-off relation between thermodynamic cost and current fluctuations, referred to as the thermodynamic uncertainty relation (TUR). The TUR has been derived for various processes, such as discrete-time Markov jump processes and overdamped Langevin dynamics. For underdamped dynamics, it has recently been reported that some modification is necessary for application of the TUR. In this study, we present a more generalized TUR, applicable to a system driven by a velocity-dependent force in the context of underdamped Langevin dynamics, by extending the t…
We study thermodynamic processes in contact with a heat bath that may have an arbitrary time-varying periodic temperature profile. Within the framework of stochastic thermodynamics, and for models of thermo-dynamic engines in the idealized case of underdamped particles in the low-friction regime, we derive explicit bounds as well as optimal control protocols that draw maximum power and achieve maximum efficiency at any specified level of power.
The Landauer principle states that at least $k_B T \ln 2$ of energy is required to erase a 1-bit memory, with $k_B T$ the thermal energy of the system. We study the effects of inertia on this bound using as one-bit memory an underdamped micro-mechanical oscillator confined in a double-well potential created by a feedback loop. The potential barrier is precisely tunable in the few $k_B T$ range. We measure, within the stochastic thermodynamic framework, the work and the heat of the erasure protocol. We demonstrate experimentally and theoretically that, in this underdamped system, the Landauer b…
We derive optimal-work finite time protocols for a colloidal particle in a Gaussian well in the general non-Markovian underdamped regime in contact with a single reservoir. Optimal work protocols with and without measurements of position and velocity are shown to be linear in time. In order to treat the underdamped regime one must address forcing the particle at the start and at the end of a protocol, conditions which dominate the short time behaviour of the colloidal particle. We find that for protocols without measurement the least work by an external agent decreases linearly for forced star…
Starting from the stochastic thermodynamics description of two coupled underdamped Brownian particles, we showcase and compare three different coarse-graining schemes leading to an effective thermodynamic description for the first of the two particles: marginalization over one particle, bipartite structure with information flows and the Hamiltonian of mean force formalism. In the limit of time-scale separation where the second particle with a fast relaxation time scale locally equilibrates with respect to the coordinates of the first slowly relaxing particle, the effective thermodynamics resul…
Thermodynamic uncertainty relation (TUR) provides a stricter bound for entropy production (EP) than that of the thermodynamic second law. This stricter bound can be utilized to infer the EP and derive other trade-off relations. Though the validity of the TUR has been verified in various stochastic systems, its application to general Langevin dynamics has not been successful in a unified way, especially for underdamped Langevin dynamics, where odd parity variables in time-reversal operation such as velocity get involved. Previous TURs for underdamped Langevin dynamics is neither experimentally …
We propose a general framework to study transformations that drive an underdamped Brownian particle in contact with a thermal bath from an equilibrium state to a new one in an arbitrarily short time. To this end, we make use of a time and space-dependent potential, that plays a dual role: confine the particle, and manipulate the system. In the special case of an isothermal compression or decompression of a harmonically trapped particle, we derive explicit protocols that perform this quick transformation, following an inverse engineering method. We focus on the properties of these protocols, wh…
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 bou…
In contrast with a gas at thermodynamic equilibrium, the mean force exerted on a wall by a gas of active particles usually depends on the confining potential, thereby preventing a proper definition of mechanical pressure. In this paper, we investigate numerically the properties of a gas of underdamped self-propelled dumbbells subject to Brownian noise of increasing intensity, in order to understand how the notion of pressure is recovered as noise progressively masks the effects of self-propulsion and the system approaches thermodynamic equilibrium. The simulations performed for a mobile asymme…
In Stochastic Thermodynamics, heat is a random variable with a probability distribution associated. Studies of the distribution of heat are mostly in the overdamped regime and in one dimension. Here we solve the heat distribution in the underdamped regime for three different cases: the free particle, the linear potential, and the harmonic potential. All of them in arbitrary dimensions. The results are exact and generalize known results in the literature.
The thermodynamic uncertainty relation expresses a seemingly universal trade-off between the cost for driving an autonomous system and precision in any output observable. It has so far been proven for discrete systems and for overdamped Brownian motion. Its validity for the more general class of underdamped Brownian motion, where inertia is relevant, was conjectured based on numerical evidence. We now disprove this conjecture by constructing a counterexample. Its design is inspired by a classical pendulum clock, which uses an escapement to couple the motion of an oscillator to another degree o…
The thermodynamic uncertainty relation (TUR) quantifies a relationship between current fluctuations and dissipation in out-of-equilibrium overdamped Langevin dynamics, making it a natural counterpart of the fluctuation-dissipation theorem in equilibrium statistical mechanics. For underdamped Langevin dynamics, the situation is known to be more complicated, with dynamical activity also playing a role in limiting the magnitude of current fluctuations. Progress on those underdamped TUR-like bounds has largely come from applications of the information-theoretic Cramér-Rao inequality. Here, we pres…
We consider a Brownian particle in harmonic confinement of stiffness $k$, in one dimension in the underdamped regime. The whole setup is immersed in a heat bath at temperature $T$. The center of harmonic trap is dragged under any arbitrary protocol. The thermodynamic uncertainty relations for both position of the particle and current at time $t$ are obtained using the second law of thermodynamics as well as the positive semi-definite property of the correlation matrix of work and degrees of freedom of the system for both underdamped and overdamped cases.
We investigate the performance of an underdamped stochastic heat engine for a time-dependent harmonic oscillator. We analytically determine the optimal protocol that maximizes the efficiency at fixed power. The maximum efficiency reduces to the Curzon-Ahlborn formula at maximum power and the Carnot formula at zero power. We further establish that the efficiency at maximum power is universally given by the Curzon-Ahlborn efficiency in the weakly damped regime. Finally, we show that even small deviations from operation at maximum power may result in a significantly increased efficiency.
Thermodynamic uncertainty relations quantifying a trade-off between current fluctuation and entropy production have been found in various stochastic systems. Herein, we study the thermodynamic uncertainty relations for Langevin systems driven by an external control protocol. Using information-theoretic techniques, we derive the uncertainty relations for arbitrary observables satisfying a scaling condition in both overdamped and underdamped regimes. We prove that the observable fluctuation is constrained by both entropy production and a kinetic term. The derived bounds are applicable to both cu…
After establishing stochastic thermodynamics for underdamped Langevin systems in contact with multiple reservoirs, we derive its overdamped limit using timescale separation techniques. The overdamped theory is different from the naive theory that one obtains when starting from overdamped Langevin or Fokker-Planck dynamics and only coincide with it in presence of a single reservoir. The reason is that the coarse-grained fast momenta dynamics reaches a nonequilibrium state which conducts heat in presence of multiple reservoirs. The underdamped and overdamped theory are both shown to satisfy fund…
Considering viscous friction that varies spatially and temporally, the general expressions for entropy production, free energy, and entropy extraction rates are derived to a Brownian particle that walks in an overdamped and underdamped media. Via the well known stochastic approaches to underdamped and overdamped media, the thermodynamic expressions first derived at trajectory level then generalized to an ensemble level. To study the non-equilibrium thermodynamic features of a Brownian particle that hops in a medium where its viscosity varies on time, a Brownian particle that walks on a periodi…
The expressions for entropy production, free energy, and entropy extraction rates are derived for a Brownian particle that walks in an underdamped medium. Our analysis indicates that as long as the system is driven out of equilibrium, it constantly produces entropy at the same time it extracts entropy out of the system. At steady state, the rate of entropy production ${\dot e}_{p}$ balances the rate of entropy extraction ${\dot h}_{d}$. At equilibrium both entropy production and extraction rates become zero. The entropy production and entropy extraction rates are also sensitive to time. As tim…
We experimentally study a piezoelectric energy harvester driven by broadband random vibrations. We show that a linear model, consisting of an underdamped Langevin equation for the dynamics of the tip mass, electromechanically coupled with a capacitor and a load resistor, can accurately describe the experimental data. In particular, the theoretical model allows us to define fluctuating currents and to study the stochastic thermodynamics of the system, with focus on the distribution of the extracted work over different time intervals. Our analytical and numerical analysis of the linear model is …
Shortcuts to isothermality provide a powerful method to speed up quasistatic thermodynamic processes within finite-time manipulation. We employ the shortcut strategy to design and optimize Brownian heat engines, and formulate a geometric description of the energetics with the thermodynamic length. We obtain a tight and reachable bound of the output power, which is reached by the optimal protocol to vary the control parameters with a proper constant velocity of the thermodynamic length. Our results generalize the previous optimization in the highly underdamped and the overdamped regimes to the …
The retainability of canonical distributions for a Brownian particle controlled by a time-dependent harmonic potential is investigated in the overdamped and underdamped situations, respectively. Because of different time scales, the overdamped and underdamped Langevin equations (as well as the corresponding Fokker-Planck equations) lead to distinctive restrictions on protocols maintaining canonical distributions. Two special cases are analyzed in details: First, a Brownian particle is controlled by a time-dependent harmonic potential and embedded in medium with constant temperature; Second, a …
The context of the present paper is stochastic thermodynamics - an approach to nonequilibrium thermodynamics rooted within the broader framework of stochastic control. In contrast to the classical paradigm of Carnot engines, we herein propose to consider thermodynamic processes with periodic continuously varying temperature of a heat bath and study questions of maximal power and efficiency for two idealized cases, overdamped (first-order) and underdamped (second-order) stochastic models. We highlight properties of optimal periodic control, derive and numerically validate approximate formulae f…
Feedback control mechanisms are ubiquitous in science and technology, and play an essential role in regulating physical, biological and engineering systems. The standard second law of thermodynamics does not hold in the presence of measurement and feedback. Most studies so far have extended the second law for discrete, Markovian feedback protocols; however, non-Markovian feedback is omnipresent in processes where the control signal is applied with a non-negligible delay. Here, we experimentally investigate the thermodynamics of continuous, time-delayed feedback control using the motion of an o…
For a small system like a colloidal particle or a single biomolecule embedded in a heat bath, the optimal protocol of an external control parameter minimizes the mean work required to drive the system from one given equilibrium state to another in a finite time. In general, this optimal protocol obeys an integro-differential equation. Explicite solutions both for a moving laser trap and a time-dependent strength of such a trap show finite jumps of the optimal protocol to be typical both at the beginning and the end of the process.
Complexity Sciences Center（复杂性科学中心）；Physics and Astronomy Department, University of California at Davis, One Shields Avenue, Davis, CA 95616（物理与天文学系，加州大学戴维斯分校，One Shields Avenue，戴维斯，CA 95616）
We consider a classical and possibly driven composite system $X \otimes Y$ weakly coupled to a Markovian thermal reservoir $R$ so that an unambiguous stochastic thermodynamics ensues for $X \otimes Y$. This setup can be equivalently seen as a system $X$ strongly coupled to a non-Markovian reservoir $Y \otimes R$. We demonstrate that only in the limit where the dynamics of $Y$ is much faster then $X$, our unambiguous expressions for thermodynamic quantities such as heat, entropy or internal energy, are equivalent to the strong coupling expressions recently obtained in the literature using the H…
Many versions of Thermodynamic Uncertainty Relations (TUR) have recently been discovered, which impose lower bounds on relative fluctuations of integrated currents in irreversible dissipative processes, and suggest that there may be fundamental limitations on the precision of small scale machines and heat engines. In this work we rigorously demonstrate that TUR can be evaded by using dynamic protocols that are asymmetric under time-reversal. We illustrate our results using a model heat engine using two-level systems, and also discuss heuristically the fundamental connections between TUR and ti…
The energetic optimization problem, e.g., searching for the optimal switch- ing protocol of certain system parameters to minimize the input work, has been extensively studied by stochastic thermodynamics. In current work, we study this problem numerically with iterative dynamic programming. The model systems under investigation are toy actuators consisting of spring-linked beads with loading force imposed on both ending beads. For the simplest case, i.e., a one-spring actuator driven by tuning the stiffness of the spring, we compare the optimal control protocol of the stiffness for both the ov…
Controlling thermodynamic cycles to minimize the dissipated heat is a longstanding goal in thermodynamics, and more recently, a central challenge in stochastic thermodynamics for nanoscale systems. Here, we introduce a theoretical and computational framework for optimizing nonequilibrium control protocols that can transform a system between two distributions in a minimally dissipative fashion. These protocols optimally transport a system along paths through the space of probability distributions that minimize the dissipative cost of a transformation. Furthermore, we show that the thermodynamic…
Asking for the optimal protocol of an external control parameter that minimizes the mean work required to drive a nano-scale system from one equilibrium state to another in finite time, Schmiedl and Seifert ({\it Phys. Rev. Lett.} {\bf 98}, 108301 (2007)) found the Euler-Lagrange equation to be a non-local integro-differential equation of correlation functions. For two linear examples, we show how this integro-differential equation can be solved analytically. For non-linear physical systems we show how the optimal protocol can be found numerically and demonstrate that there may exist several d…
We perform an analytic study on the stochastic thermodynamics of a small classical particle trapped in a time dependent single-well potential in the highly underdamped limit. It is shown that the nonequilibrium probability density function for the system's energy is a Maxwell-Boltzmann distribution (as in equilibrium) with a closed form time dependent effective temperature and fractional degrees of freedom. We also find that the solvable model satisfies the Crooks fluctuation theorem, as it is expected. Moreover, we compute the average work in this isothermal process and characterize analytica…
The selection of an equilibrium state by maximising the entropy of a system, subject to certain constraints, is often powerfully motivated as an exercise in logical inference, a procedure where conclusions are reached on the basis of incomplete information. But such a framework can be more compelling if it is underpinned by dynamical arguments, and we show how this can be provided by stochastic thermodynamics, where an explicit link is made between the production of entropy and the stochastic dynamics of a system coupled to an environment. The separation of entropy production into three compon…
The generalized Langevin equation with an exponential kernel is used to analyze memory effects on the optimal work done by a Brownian particle in a heat bath and subjected to a harmonic moving potential. The generalized overdamping scenario is also investigated. Several facts emerge in these more precise descriptions using the same initial conditions of the Markovian which lead the particle to do mechanical work against the field. Compared with the results obtained with the latter, the memory fades the discontinuities observed in the highly underdamped regime, which suggests that this trait is…
