The relationships between reversible Carnot cycles, the absence of perpetual motion machines and the existence of a non-decreasing, globally unique entropy function forms the starting point of many textbook presentations of the foundations of thermodynamics. However, the thermal fluctuation phenomena associated with statistical mechanics has been argued to restrict the domain of validity of this basis of the second law of thermodynamics. Here we demonstrate that fluctuation phenomena can be incorporated into the traditional presentation, extending, rather than restricting, the domain of validity of the phenomenologically motivated second law. Consistency conditions lead to constraints upon the possible spectrum of thermal fluctuations. In a special case this uniquely selects the Gibbs canonical distribution and more generally incorporates the Tsallis distributions. No particular model of microscopic dynamics need be assumed.
The reformulation of nonequilibirum thermodynamics, to include the treatment of thermodynamic fluctuations, is applied to the hydrodynamic fluctuations of a simple fluid. It is shown that the nonequilibrium thermodynamic scheme leads to the explicit form of the Fokker-Planck equation which describes the time behaviour of the probability distribution function of these hydrodynamic fluctuations as well as the irreversible processes which are connected with this behaviour.
Recently, there has been a considerable progress on the issue of the thermodynamic second law, which is known as the law of entropy increase or irreversibility. In particular, a novel symmetry known as the Gallavotti-Cohen symmetry is found in nonequilibrium (NEQ) fluctuations, which leads to so-called fluctuation theorems. The thermodynamic second law is a simple corollary of fluctuation theorems, from which one can predict quantitatively how often NEQ processes violate the law of entropy increase. Violations disappear in the thermodynamic limit, but can be observed reasonably well in small s…
In recent letter [Phys.~Rev.~Lett {\bf 123}, 110602 (2019)], Y.~Hasegawa and T.~V.~Vu derived a thermodynamic uncertainty relation. But the bound of their relation is loose. In this comment, through minor changes, an improved bound is obtained. This improved bound is the same as the one obtained in [Phys.~Rev.~Lett {\bf 123}, 090604 (2019)] by A.~M.~Timpanaro {\it et. al.}, but the derivation here is straightforward.
We analyze thermodynamic bounds on equilibrium fluctuations of an order parameter, which are analogous to relations, which have been derived recently in the context of non-equilibrium fluctuations of currents. We discuss the case of {\it global} fluctuations when the order parameter is measured in the full system of interest, and {\it local} fluctuations, when the order parameter is evaluated only in a sub-part of the system. Using isometric fluctuation theorems, we derive thermodynamic bounds on the fluctuations of the order parameter in both cases. These bounds could be used to infer the val…
Thermodynamical fluctuations of temperature in mirrors may produce surface fluctuations not only through thermal expansion in mirror body but also through thermal expansion in mirror coating. We analyze the last "surface" effect which can be larger than the first "volume" one due to larger thermal expansion coefficient of coating material and smaller effective volume. In particular, these fluctuations may be important in laser interferometric gravitational antennae.
We have constructed a nonextensive thermodynamic formalism consisting of two sets of parallel Legendre transformation structures in previous papers. One is the physical set and the other is the Lagrange set. In this paper we study the thermodynamic stability criterion with a dual interpretation of the thermodynamic relations and quantities. By recourse to the assumption that volume in nonextenstive system is nonadditive, we conclude that it is the physical pressure that is responsible for the mechanical balance between any two parts in a given nonextensive system. It is verified that in the ph…
The thermodynamic relations in the Tsallis statistics were studied with physical quantities. An additive entropic variable related to the Tsallis entropy was introduced by assuming the form of the first law of the thermodynamics. The fluctuations in the Tsallis statistics were derived with physical quantities with the help of the introduced entropic variable. It was shown that the mean squares of the fluctuations of the physical quantities in the Tsallis statistics are the same as those in the conventional statistics. The mean square of the fluctuation of the Tsallis entropy and the mean squar…
We reformulate stochastic thermodynamics in terms of noise realizations for Langevin systems in contact with multiple reservoirs and investigated the structure of the second laws of thermodynamics. We derive a hierarchy of fluctuation theorems when one degree of freedom of the system is affected by multiple reservoirs simultaneously, that is, when noise mixing occurs. These theorems and the associated second laws of thermodynamics put stricter bounds on the thermodynamics of Langevin systems. We apply our results to a stochastic machine in noise-mixing environments and demonstrate that our new…
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.
The thermodynamic uncertainty relation (TUR) provides a universal entropic bound for the precision of the fluctuation of the charge transfer for example for a class of continuous time stochastic processes. However, its extension to general nonequilibrium dynamics is still an unsolved problem. In this Letter, we show TUR for an arbitrary finite time in terms of exchange fluctuation theorem applied to ensemble of copies of the original system by assuming a physical regularity condition for the probability distribution. As a nontrivial practical consequence, we obtain universal scaling relations …
Large fluctuations have received considerable attention as they encode information on the fine-scale dynamics. Large deviation relations known as fluctuation theorems also capture crucial nonequilibrium thermodynamical properties. Here we report that, using the technique of uniformization, the thermodynamic large deviation functions of continuous-time Markov processes can be obtained from Markov chains evolving in discrete time. This formulation offers new theoretical and numerical approaches to explore large deviation properties. In particular, the time evolution of autonomous and non-autonom…
The postulational basis of classical thermodynamics has been expanded to incorporate equilibrium fluctuations. The main additional elements of the proposed thermodynamic theory are the concept of quasi-equilibrium states, a definition of non-equilibrium entropy, a fundamental equation of state in the entropy representation, and a fluctuation postulate describing the probability distribution of macroscopic parameters of an isolated system. Although these elements introduce a statistical component that does not exist in classical thermodynamics, the logical structure of the theory is different f…
We compare two approaches to nonequilibrium thermodynamics, the two-generator bracket formulation of time-evolution equations for averages and the macroscopic fluctuation theory, for an isothermal driven diffusive system under steady state conditions. The fluctuation dissipation relations of both approaches play an important role for a detailed comparison. The nonequilibrium Helmholtz free energies introduced in these two approaches differ as a result of boundary conditions. A Fokker-Planck equation derived by projection operator techniques properly reproduces long range fluctuations in nonequ…
A few decades after Hill's work on nano-thermodynamics, the development of a thermodynamic framework, to account consistently for the fluctuations of small systems due to their interactions with the surrounding environment, is still underway. Here we discuss how, in a small system, the interaction energy with the environment may be described through a conjugate pair of intensive and extensive variables, giving rise to a Gibbs thermodynamics with an additional thermodynamic degree of freedom. The relevant thermodynamic potentials help describe the equilibrium conditions and the material propert…
We discuss universality of response functions in systems with excited degrees of freedom. We propose a unification of two existing phenomenologies, two-power law decay and deviation from power law due to non-extensivity. A universal curve is derived by maximizing entropy with a non-linear constraint. The same formalism can explain the universal fluctuation curves which have been discovered recently by Bramwell, Holdsworth, and Pinton.
The detailed fluctuation theorem (DFT) is a statement about the asymmetry in the statistics of the entropy production. Consequences of the DFT are the second law of thermodynamics and the thermodynamics uncertainty relation (TUR), which translate into lower bounds for the mean and variance of currents, respectively. However, far from equilibrium, mean and variance are not enough to characterize the underlying distribution of the entropy production. The fluctuations are not necessarily Gaussian (nor symmetric), which means its skewness could be nonzero. We prove that the DFT imposes a negative …
We establish the fluctuation theorem in the presence of information exchange between a nonequilibrium system and other degrees of freedom such as an observer and a feedback controller, where the amount of information exchange is added to the entropy production. The resulting generalized second law sets the fundamental limit of energy dissipation and energy cost during the information exchange. Our results apply not only to feedback-controlled processes but also to a much broader class of information exchanges, and provides a unified framework of nonequilibrium thermodynamics of measurement and…
We extend stochastic thermodynamics by relaxing the two assumptions that the Markovian dynamics must be linear and that the equilibrium distribution must be a Boltzmann distribution. We show that if we require the second law to hold when those assumptions are relaxed, then it cannot be formulated in terms of Shannon entropy. However, thermodynamic consistency is salvaged if we reformulate the second law in terms of generalized entropy; our first result is an equation relating the precise form of the non-linear master equation to the precise associated generalized entropy which results in therm…
The present work extends the well-known thermodynamic relation $C=β^{2}< δ{E^{2}}>$ for the canonical ensemble. We start from the general situation of the thermodynamic equilibrium between a large but finite system of interest and a generalized thermostat, which we define in the course of the paper. The resulting identity $< δβδ{E}> =1+< δ{E^{2}}% > \partial ^{2}S(E) /\partial {E^{2}}$ can account for thermodynamic states with a negative heat capacity $C<0$; at the same time, it represents a thermodynamic fluctuation relation that imposes some restrictions on the determination of the microcano…
Using an additivity property, we study particle-number fluctuations in a system of interacting self-propelled particles, called active Brownian particles (ABPs), which consists of repulsive disks with random self-propulsion velocities. From a fluctuation-response relation - a direct consequence of additivity, we formulate a thermodynamic theory which captures the previously observed features of nonequilibrium phase transition in the ABPs from a homogeneous fluid phase to an inhomogeneous phase of coexisting gas and liquid. We substantiate the predictions of additivity by analytically calculati…
The work approaches the study of the fluctuations for the thermodynamic systems in the presence of the fields. The approach is of phenomenological nature and developed in a Gaussian approximation. The study is exemplified on the cases of a magnetizable continuum in a magnetoquasistatic field, as well as for the so called discrete systems. In the last case one finds that the fluctuations estimators depends both on the intrinsic properties of the system and on the characteristics of the environment. Following some earlier ideas of one of the authors we present a new class of thermodynamic inequa…
The fluctuation theorem is the fundamental equality in nonequilibrium thermodynamics that is used to derive many important thermodynamic relations, such as the second law of thermodynamics and the Jarzynski equality. Recently, the thermodynamic uncertainty relation was discovered, which states that the fluctuation of observables is lower bounded by the entropy production. In the present Letter, we derive a thermodynamic uncertainty relation from the fluctuation theorem. We refer to the obtained relation as the fluctuation theorem uncertainty relation, and it is valid for arbitrary dynamics, st…
We here present the complete analysis of experiments on driven Brownian motion and electric noise in a $RC$ circuit, showing that thermodynamic entropy production can be related to the breaking of time-reversal symmetry in the statistical description of these nonequilibrium systems. The symmetry breaking can be expressed in terms of dynamical entropies per unit time, one for the forward process and the other for the time-reversed process. These entropies per unit time characterize dynamical randomness, i.e., temporal disorder, in time series of the nonequilibrium fluctuations. Their difference…
We illustrate recent results concerning the validity of the work fluctuation theorem in open quantum systems [M. Campisi, P. Talkner, and P. Hänggi, Phys. Rev. Lett. {\bf 102}, 210401 (2009)], by applying them to a solvable model of an open quantum system. The central role played by the thermodynamic partition function of the open quantum system, -- a two level fluctuator with a strong quantum nondemolition coupling to a harmonic oscillator --, is elucidated. The corresponding quantum Hamiltonian of mean force is evaluated explicitly. We study the thermodynamic entropy and the corresponding sp…
Systems with interacting degrees of freedom play a prominent role in stochastic thermodynamics. Our aim is to use the concept of detached path probabilities and detached entropy production for bipartite Markov processes and elaborate on a series of special cases including measurement-feedback systems, sensors and hidden Markov models. For these special cases we show that fluctuation theorems involving the detached entropy production recover known results which have been obtained separately before. Additionally, we show that the fluctuation relation for the detached entropy production can be us…
This paper reports on a macroscopic fluctuation theory developed over the last ten years in collaboration with L. Bertini, A. De Sole, D. Gabrielli and C. Landim. This theory has been inspired by and tested on stochastic models of interacting particles (stochastic lattice gases). It is the basis for a new approach to the study of stationary non equilibrium states applicable to a large class of systems. This overview emphasizes general ideas and for the details I refer to the published papers.
Fluctuation theorems are fundamental results in non-equilibrium thermodynamics. Considering the fluctuation theorem with respect to the entropy production and an observable, we derive a new thermodynamic uncertainty relation which also applies to non-cyclic and time-reversal non-symmetric protocols. Furthermore, we investigate the relation between the thermodynamic uncertainty relation and the correlation between the entropy and the observable.
Thermodynamic Length in Stochastic Thermodynamics of Far-From-Equilibrium Systems: Unification of Fluctuation Relation and Thermodynamic Uncertainty Relation
By taking full advantage of the dynamic property imposed by the detailed balance condition, we derive a new refined unified fluctuation theorem (FT) for general stochastic thermodynamic systems. This FT involves the joint probability distribution functions of the final phase space point and a thermodynamic variable. Jarzynski equality, Crooks fluctuation theorem, and the FTs of heat as well as the trajectory entropy production can be regarded as special cases of this refined unified FT, and all of them are generalized to arbitrary initial distributions. We also find that the refined unified FT…
Microscopic dynamical aspects of the propulsion of nanomotors by self-phoretic mechanisms are considered. Propulsion by self-diffusiophoresis relies on the mechanochemical coupling between the fluid velocity field and the concentration fields induced by asymmetric catalytic reactions on the motor surface. The consistency between the thermodynamics of this coupling and the microscopic reversibility of the underlying molecular dynamics is investigated. For this purpose coupled Langevin equations for the translational, rotational, and chemical fluctuations of self-phoretic motors are derived. A m…
The measurement of thermal fluctuations provides information about the microscopic state of a thermodynamic system and can be used in order to extract work from a single heat bath in a suitable cyclic process. We present a minimal framework for the modeling of a measurement device and we propose a protocol for the measurement of thermal fluctuations. In this framework, the measurement of thermal fluctuations naturally leads to the dissipation of work. We illustrate this framework on a simple two states system inspired by the Szilard's information engine.
Thermodynamics of itinerant magnets is studied using a classical model with one parameter characterizing the degree of itinerancy. Monte Carlo simulations for bcc and fcc lattices are compared with the mean-field approximation and with the Onsager cavity field approximation extended to itinerant systems. The qualitative features of thermodynamics are similar to the known results of the functional integral method. It is found that magnetic short-range order is weak and almost independent on the degree of itinerancy, and the mean-field approximation describes the thermodynamics reasonably well. …
We use the work done on and the heat removed from a system to maintain it in a nonequilibrium steady state for a thermodynamic-like description of such a system as well as of its fluctuations. Based on a generalized Onsager-Machlup theory for nonequilibrium steady states we indicate two ambiguities, not present in an equilibrium state, in defining such work and heat: one due to a non-uniqueness of time-reversal procedures and another due to multiple possibilities to separate heat into work and an energy difference in nonequilibrium steady states. As a consequence, for such systems, the work an…
Thermodynamic length is a path function that generalizes the notion of length to the surface of thermodynamic states. Here, we show how to measure thermodynamic length in far-from-equilibrium single molecule experiments using the work fluctuation relations. For these microscopic systems, it proves necessary to define the thermodynamic length in terms of the Fisher information. Consequently, the thermodynamic length can be directly related to the magnitude of fluctuations about equilibrium. The work fluctuation relations link the work and the free energy change during an external perturbation o…
Information plays a pivotal role in the thermodynamics of nonequilibrium processes with feedback. However, much remains to be learned about the nature of information fluctuations in small scale devices and their relation with fluctuations in other thermodynamics quantities, like heat and work. Here we derive a series of fluctuation theorems for information flow and partial entropy production in a Brownian particle model of feedback cooling and extend them to arbitrary driven diffusion processes. We then analyze the long-time behavior of the feedback-cooling model in detail. Our results provide…
We study in detail the dynamic scaling of the three-dimensional (3D) Ising model driven through its critical point on finite-size lattices and show that a series of new critical exponents are needed to account for the anomalous scalings originating from breaking of self-similarity of the so-called phases fluctuations. Our results demonstrate that new exponents are generally required for scaling in the whole driven process once the lattice size or an externally applied field are taken into account. These open a new door in critical phenomena and suggest that much is yet to be explored in driven…
The thermodynamic uncertainty relations provide a universal trade-offs between entropy dissipation rate and fluctuations in transport current. This relation has been mostly used to estimate a minimum entropy dissipation rate by experimentally measuring current fluctuations. Here we consider joint currents and show that such uncertainty relations cannot be simultaneously achievable for any two currents, which leads to a potential underestimation of the minimum entropy dissipation rate.
Novel physical mechanism is proposed for explanation of temperature-independent transition reactions in molecular systems. The mechanism becomes effective in the case of conformation transitions between quasi-isoenergetic molecular states. It is shown that at room temperatures, stochastic broadening of molecular energy levels predominates the energy of low frequency vibrations accompanying the transition. This leads to a cancellation of temperature dependence in the stochastically averaged rate constants. As an example, physical interpretation of temperature-independent onset of P2X_3 receptor…
Thermodynamic effects of local structure fluctuations in glassformers are analyzed in terms of energy basins and inter-basin hopping. Depending on the time-scale of measurement, one observes short-time thermodynamic properties related to a narrow set of basins, or equilibrium properties that include structural relaxation. The inter-basin hopping is manifested by the fluctuations of the pressure, internal energy, and other thermodynamic short time characteristics. Formulas relating the inter-basin fluctuations of pressure and internal energy to the differences between the long- and short-time s…
Standard results for the fluctuations of thermodynamic quantities are derived under the assumption of sampling identical systems that are in different, not fully equilibrated states. These results apply to fluctuations with time in a particular macroscopic body and can be traced to the fluctuations of thermal occupancy. When many identically prepared - but not identical - systems are studied, mesoscopic fluctuations due to variations from sample to sample contribute to the fluctuations of thermodynamic quantities. We study the combined effect of mesoscopic fluctuations and fluctuations of ther…
We study the speed of fluctuation of a quantum system around its thermodynamic equilibrium state, and show that the speed will be extremely small for almost all times in typical thermodynamic cases. The setting considered here is that of a quantum system couples to a bath, both jointly described as a closed system. This setting, is the same as the one considered in [N. Linden et al., Phys. Rev. E 79:061103 (2009)] and the ``thermodynamic equilibrium state'' refers to a situation that includes the usual thermodynamic equilibrium case, as well as far more general situations.
A thermodynamic-like formalism is developed for superstatistical systems based on conditional entropies. This theory takes into account large-scale variations of intensive variables of systems in nonequilibrium stationary states. Ordinary thermodynamics is recovered as a special case of the present theory, and corrections to it can be systematically evaluated. A generalization of Einstein's relation for fluctuations is presented using a maximum entropy condition.
ESI Group（ESI集团）；Aragon Institute of Engineering Research (I3A)（阿拉贡工程研究院（I3A））；Universidad de Zaragoza（萨拉戈萨大学）；PIMM Lab（PIMM实验室）；ENSAM Institute of Technology（ENSAM技术学院）
A method of consideration of gaussian fluctuations of the effective mean field within the framework of the GRPA scheme is applied to investigation of thermodynamical properties of a pseudospin-electron model (PEM). The grand canonical potential, pseudospin mean value, as well as the mean squares of fluctuations are calculated. Obtained results are compared with corresponding ones obtained by other approximations. An influence of the gaussian fluctuations of mean field on the thermodynamic properties of PEM is discussed.
Fluctuation relations are identities, holding in non-equilibrium systems, that have attracted a lot of interest in the last 20 years. This is a series of 4 lectures discussing various aspects of such relations for stochastic equations modeling non-equilibrium processes.
Fluctuations of thermodynamic quantities become non-negligible and play an important role when the system size is small. We develop finite-time thermodynamics of fluctuations in microscopic heat engines whose environmental temperature and mechanical parameter are driven periodically in time. Within the slow-driving regime, this formalism universally holds in a coarse-grained time scale whose resolution is much longer than the correlation time of the fluctuations, and is shown to be consistent with the relation analogous to the fluctuation-dissipation relation. Employing a geometric argument, a…
In a thermodynamical process, the dissipation or production of entropy can only be positive or zero according to the second law of thermodynamics. However the laws of thermodynamics are applicable to large systems in the thermodynamic limit. Recently a fluctuation theorem known as the Transient Fluctuation Theorem (TFT) which generalizes the second law of thermodynamics even for small systems has been proposed. This theorem has been tested in small systems such as a colloidal particle in an optical trap. We report for the first time an analogous experimental study of TFT in a spatially extende…
The fluctuation-dissipation theorem is a fundamental result in statistical physics that establishes a connection between the response of a system subject to a perturbation and the fluctuations associated with observables in equilibrium. Here we derive its version within a resource-theoretic framework, where one investigates optimal quantum state transitions under thermodynamic constraints. More precisely, we first characterise optimal thermodynamic distillation processes, and then prove a relation between the amount of free energy dissipated in such processes and the free energy fluctuations o…
Microcanonical thermodynamics (MCTh) is contrasted to canonical thermodynamics (CTh). At phase transitions of 1.order the two ensembles are NOT equivalent even in the thermodynamic limit . Energy fluctuations do not vanish and phase separations are suppressed in CTh. A proper treatment of fluctuations is neccessary. MCTh allows to address even isolated small systems where phase transitions can be clearly classified into first order and continuous ones. The microcanonical caloric curve T(E) determines the transition temperature, latent heat AND surface entropy/tension. For systems of ca.1000 Na…
Thermodynamic uncertainty relations (TURs) place strict bounds on the fluctuations of thermodynamic quantities in terms of the associated entropy production. In this work we identify the tightest (and saturable) matrix-valued TUR that can be derived from the exchange fluctuation theorems describing the statistics of heat and particle flow between multiple systems. Our result holds for both quantum and classical systems, undergoing general non-Markovian and non-stationary processes. Moreover, it provides bounds not only for the variances, but also for the correlations between thermodynamic quan…
Turbulent flows are out-of-equilibrium because the energy supply at large scales and its dissipation by viscosity at small scales create a net transfer of energy among all scales. Here, the energy cascade is approximated by a combined contribution of a forward drift and diffusion that recover accepted phenomenological theories of turbulence. The fluctuation theorem (FT) is then shown to describe the scale-wise statistics of forward and backward energy transfer and their connection to irreversibility and entropy production. The ensuing turbulence entropy may be used to formulate an extended tur…
