We demonstrate the conventional Jarzynski relation (JR) is violated for a non-Markovian process with colored noise. As an example an exactly soluble model is considered with a simple protocol for the external work performed on the system along a non-equilibrium trajectory. For that model we derive an exact expression for the dissipative energy in terms of an arbitrary correlator of the noise characterized by an autocorrelation time $t_c$. As the result we find corrections to the JR in terms of $t_c$. In the limiting case of a Gaussian process as well as an infinitely slow process the conventional JR is retained. The result is valid for an arbitrary colored noise.
We prove the Jarzynski relation for general stochastic processes including non-Markovian systems with memory. The only requirement for our proof is the existence of a stationary state, therefore excluding non-ergodic systems. We then show how the concepts of stochastic thermodynamics can be used to prove further exact non-equilibrium relations like the Crooks relation and the fluctuation theorem on entropy production for non-Markovian dynamics.
We explore the role a non-Markovian memory kernel plays on information exchange and entropy production in the context of a external work protocol. The Jarzynski Equality is shown to hold for both the harmonic and the non-harmonic models. We observe the memory function acts as an information pump, recovering part of the information lost to the thermal reservoir as a consequence of the non-equilibrium work protocol. The pumping action occurs for both the harmonic and non-harmonic cases. Unexpectedly, we found that the harmonic model does not produce entropy, regardless of the work protocol. The …
It has recently been shown that the Jarzynski equality gets modified, when there are experimental errors in computing work. This modified result also holds good in presence of feedback. In this work, we use a simple toy model, that of a Szilard engine, to prove these results both in the presence and in absence of feedback.
We have studied dynamical responses and the Jarzynski equality (JE) of classical open systems described by the generalized Caldeira-Leggett model with the nonlocal system-bath coupling. In the derived non-Markovian Langevin equation, the nonlinear nonlocal dissipative term and state-dependent diffusion term yielding multiplicative colored noise satisfy the fluctuation-dissipation relation. Simulation results for harmonic oscillator systems have shown the following: (a) averaged responses of the system $< x >$ to applied sinusoidal and step forces significantly depend on model parameters of mag…
We obtain the Crooks and the Jarzynski non-equilibrium fluctuation relations using a direct quantum-mechanical approach for a finite system that is either isolated or coupled not too strongly to a heat bath. These results were hitherto derived mostly in the classical limit. The two main ingredients in the picture are the time-reversal symmetry and the application of the first law to the case where an agent performs work on the system. No further assumptions regarding stochastic or Markovian behavior are necessary, neither a master equation or a classical phase-space picture are required. The s…
In this paper, we address an important question of the relationship between fluctuation theorems for the dissipated work $W_{d} = W-ΔF$ with general finite-time (like Jarzynski equality and Crooks relation) and infinite-time (like Gallavotti-Cohen theorem) drive protocols and their time-reversal symmetric versions. The relations between these kinds of fluctuation relations are uncovered based on the examples of a classical Markovian $N$-level system. Further consequences of these relations are discussed with respect to the possible experimental verifications.
We derive a general set of fluctuation relations for a nonequilibrium open quantum system described by a Lindblad master equation. In the special case of conservative Hamiltonian dynamics, these identities allow us to retrieve quantum versions of Jarzynski and Crooks relations. In the linear response regime, these fluctuation relations yield a fluctuation-dissipation theorem (FDT) valid for a stationary state arbitrarily far from equilibrium. For a closed system, this FDT reduces to the celebrated Callen-Welton-Kubo formula.
We derive the nonequilibrium transient state work fluctuation theorem and also the Jarzynski equality for a classical harmonic oscillator linearly coupled to a harmonic heat bath, which is dragged by an external agent. Coupling with the bath makes the dynamics not only dissipative but also non-Markovian in general. Since we do not assume anything about the spectral nature of the harmonic bath the derivation is not only restricted to the Markovian bath rather it is more general, for a non-Markovian bath.
We study work fluctuation theorems for oscillators in non-Markovian heat baths. By calculating the work distribution function for a harmonic oscillator with motion described by the generalized Langevin equation, the Jarzynski equality (JE), transient fluctuation theorem (TFT), and Crooks' theorem (CT) are shown to be exact. In addition to this derivation, numerical simulations of anharmonic oscillators indicate that the validity of these nonequilibrium theorems do not depend on the memory of the bath. We find that the JE and the CT are valid under many oscillator potentials and driving forces …
This work brings together Keldysh non-equilibrium quantum theory and thermodynamics, by showing that a real-time diagrammatic technique is an equivalent of stochastic thermodynamics for non-Markovian quantum machines (heat engines, refrigerators, etc). Symmetries are found between quantum trajectories and their time-reverses on the Keldysh contour, for any interacting quantum system coupled to ideal reservoirs of electrons, phonons or photons. These lead to quantum fluctuation theorems the same as the well-known classical ones (Jarzynski and Crooks equalities, integral fluctuation theorem, etc…
Condensation transition in a non-Markovian zero-range process is studied in one and higher dimensions. In the mean-field approximation, corresponding to infinite range hopping, the model exhibits condensation with a stationary condensate, as in the Markovian case, but with a modified phase diagram. In the case of nearest-neighbor hopping, the condensate is found to drift by a "slinky" motion from one site to the next. The mechanism of the drift is explored numerically in detail. A modified model with nearest-neighbor hopping which allows exact calculation of the steady state is introduced. The…
The thermodynamics of small quantum many-body systems strongly coupled to a heat bath at low temperatures with non-Markovian behavior are new challenges for quantum thermodynamics, as traditional thermodynamics is built on large systems vanishingly weakly coupled to a non-dynamical reservoir. Important also are the quantum attributes, as in quantum coherence, correlations, entanglement and fluctuations. All told, one needs to reexamine the meaning of the thermodynamic functions, the viability of the thermodynamic relations and the validity of the thermodynamic laws anew. In one popular approac…
We derive geometrical bounds on the irreversibility in both quantum and classical Markovian open systems that satisfy the detailed balance condition. Using information geometry, we prove that irreversible entropy production is bounded from below by a modified Wasserstein distance between the initial and final states, thus strengthening the Clausius inequality in the reversible-Markov case. The modified metric can be regarded as a discrete-state generalization of the Wasserstein metric, which has been used to bound dissipation in continuous-state Langevin systems. Notably, the derived bounds ca…
Stochastic thermodynamics and the associated fluctuation relations provide the means to extend the fundamental laws of thermodynamics to small scales and systems out of equilibrium. The fluctuating thermodynamic variables are usually treated in the context of either isolated Hamiltonian evolution, or Markovian dynamics in open systems. However, there is no reason a priori why the Markovian approximation should be valid in driven systems under non-equilibrium conditions. In this work we introduce an explicitly non-Markovian model of dynamics of an open system, where the correlations between the…
We present a theoretical framework to understand a modified fluctuation-dissipation theorem valid for systems close to non-equilibrium steady-states and obeying markovian dynamics. We discuss the interpretation of this result in terms of trajectory entropy excess. The framework is illustrated on a simple pedagogical example of a molecular motor. We also derive in this context generalized Green-Kubo relations similar to the ones derived recently by Seifert., Phys. Rev. Lett., 104, 138101 (2010) for more general networks of biomolecular states.
Determining the work which is supplied to a system by an external agent, provides a crucial step in any experimental realization of transient fluctuation relations. This, however, poses a problem for quantum systems, where the standard procedure requires the projective measurement of energy at the beginning and the end of the protocol. Unfortunately, projective measurements, which are preferable from the point of view of theory, seem to be difficult to implement experimentally. We demonstrate that, when using a particular type of generalized energy measurements, the resulting work statistics i…
In this paper we present an exact Grassmann stochastic Schrödinger equation for the dynamics of an open fermionic quantum system coupled to a reservoir consisting of a finite or infinite number of fermions. We use this stochastic approach to derive the exact master equation for a fermionic system strongly coupled to electronic reservoirs. The generality and applicability of this Grassmann stochastic approach is justified and exemplified by several quantum open system problems concerning quantum decoherence and quantum transport for both vacuum and finite-temperature fermionic reservoirs. We sh…
Condensation phenomena in non-equilibrium systems have been modeled by the zero-range process, which is a model of particles hopping between boxes with Markovian dynamics. In many cases, memory effects in the dynamics cannot be neglected. In an attempt to understand the possible impact of temporal correlations on the condensate, we introduce and study a process with non-Markovian zero-range dynamics. We find that memory effects have significant impact on the condensation scenario. Specifically, two main results are found: (1) In mean-field dynamics, the steady state corresponds to that of a Ma…
It is shown in this paper that the quantum master equation can be mapped to a modified continuous time random walk (CTRW) if the relaxation term is composed of transitions over a set of states. When the Hamiltonian is time-independent and transitions are between its eigenlevels, such a modified CTRW reduces to the Markovian walk equivalent to the Pauli master equation. On the other hand, the memory in such a modified CTRW is composed of a temporal factor and the probability determined by the Liouville flow when the relaxation term is reduced as a special dephasing term.
In this paper, we present a general derivation of a modified fluctuation-dissipation theorem (MFDT) valid near an arbitrary non-stationary state for a system obeying markovian dynamics. We show that the method to derive modified fluctuation-dissipation theorems near non-equilibrium stationary states used by J. Prost et al., PRL 103, 090601 (2009), is generalizable to non-stationary states. This result follows from both standard linear response theory and from a transient fluctuation theorem, analogous to the Hatano-Sasa relation. We show that this modified fluctuation-dissipation theorem can b…
The persistence of a stochastic variable is the probability that it does not cross a given level during a fixed time interval. Although persistence is a simple concept to understand, it is in general hard to calculate. Here we consider zero mean Gaussian stationary processes in discrete time $n$. Few results are known for the persistence $P_0(n)$ in discrete time, except the large time behavior which is characterized by the nontrivial constant $θ$ through $P_0(n)\sim θ^n$. Using a modified version of the Independent Interval Approximation (IIA) that we developed before, we are able to calculat…
We consider a quantum mechanical system represented in phase space (referred to hereafter as "Wigner space"), coupled to a harmonic oscillator bath. We derive quantum hierarchal Fokker-Planck (QHFP) equations not only in real time, but also in imaginary time, which represents an inverse temperature. This is an extension of a previous work, in which we studied a spin-boson system, to a Brownian system. It is shown that the QHFP in real time obtained from a correlated thermal equilibrium state of the total system possess the same form as those obtained from a factorized initial state. A modified…
