A fundamental problem in modern thermodynamics is how a molecular-scale machine performs useful work, while operating away from thermal equilibrium without excessive dissipation. To this end, we derive a friction tensor that induces a Riemannian manifold on the space of thermodynamic states. Within the linear-response regime, this metric structure controls the dissipation of finite-time transformations, and bestows optimal protocols with many useful properties. We discuss the connection to the existing thermodynamic length formalism, and demonstrate the utility of this metric by solving for optimal control parameter protocols in a simple nonequilibrium model.
Thermodynamics is independent of a description at a microscopic level consequently statistical thermodynamics must produce results independent of the coordinate system used to describe the particles and their interactions. In the path integral formalism the equilibrium properties are cal- culated by using closed paths and an euclidean coordinate system. We show that the calculations on these paths are coordinates independent. In the change of coordinate systems we consider those preserving the physics on which we focus. Recently it has been shown that the path integral formalism can be built f…
We consider diffusion-like paths that are explored by a particle moving via a conservative force while being in thermal equilibrium with its surroundings. To probe rare transitions, we use the Onsager-Machlup (OM) functional as a path probability distribution function for double-ended paths that are constrained to start and stop at predesignated points after a fixed time. We explore the continuous-time limit where the OM functional has been commonly regularized by using the Ito-Girsanov change of measure. When used as a path measure, the Ito-Girsanov expression generates an ensemble of double-…
A numerical experiment of ideal stochastic motion of a particle subject to conservative forces and Gaussian noise reveals that the path probability depends exponentially on action. This distribution implies a fundamental principle generalizing the least action principle of the Hamiltonian-Lagrangian mechanics and yields an extended formalism of mechanics for random dynamics. Within this theory, Liouville theorem of conservation of phase density distribution must be modified to allow time evolution of phase density and consequently the Boltzmann H theorem. We argue that the gap between the regu…
Thermodynamic length is a metric distance between equilibrium thermodynamic states. Among other interesting properties, this metric asymptotically bounds the dissipation induced by a finite time transformation of a thermodynamic system. It is also connected to the Jensen-Shannon divergence, Fisher information and Rao's entropy differential metric. Therefore, thermodynamic length is of central interest in understanding matter out-of-equilibrium. In this paper, we will consider how to define thermodynamic length for a small system described by equilibrium statistical mechanics and how to measure…
Starting from an algebraic approach of quantum physics it has been shown via the Tomita-Takesaki theorem and the KMS condition that the canonical density matrix contains the dynamics of the system provided we use a rescaling of time. In this paper we show that the path integral form of the partition function reveals a dynamics which is complementary of the one given by the Tomita-Takesaki theorem. To do that we work in the spirit of a Feynman'conjecture. We define the entropy as a measure of the disorder in space time. By using an equilibrium condition we introduce a natural time scale that it…
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…
The paper by Malek Mansour and Garcia [Phys. Rev. E 101, 052135 (2020)] is shown to be based on misconceptions in the stochastic formulation of chemical thermodynamics in reactive systems. Their erroneous claims, asserting that entropy production cannot be correctly evaluated using path probabilities whenever the reactive system involves more than one elementary reaction leading to the same composition changes, are refuted.
Expanding upon previous work, using the path-integral formalism we derive expressions for the one-particle reduced density matrix and the two-point correlation function for a quadratic system of bosons that interact through a general class of memory kernels. The results are applied to study the density, condensate fraction and pair correlation function of trapped bosons harmonically coupled to external distinguishable masses.
In this paper, we follow in the footsteps of Onsager and Machlup (OM) and consider diffusion-like paths that are explored by a particle moving via a conservative force while being in thermal equilibrium with its surroundings. Instead of considering diffusion (Brownian dynamics), we use a Metropolis algorithm to derive an OM-like functional. Through the lens of the Metropolis algorithm, we are able to elucidate the errors made when using a nonzero time increment. Of particular interest are transition paths that transverse an energy barrier that is large (but not too large) compared to the typic…
We investigate a thermally isolated quantum many-body system with an external control represented by a step protocol of a parameter. The propagator at each step of the parameter change is described by thermodynamic quantities under some assumptions. For the time evolution of such systems, we formulate a path integral over the trajectories in the thermodynamic state space. In particular, for quasi-static operations, we derive an effective action of the thermodynamic entropy and its canonically conjugate variable. Then, the symmetry for the uniform translation of the conjugate variable emerges i…
A theory for non-equilibrium systems is derived from a maximum entropy approach similar in spirit to the equilibrium theory given by Gibbs. Requiring Hamilton's principle of stationary action to be satisfied on average during a trajectory, we add constraints on the transition probability distribution which lead to a path probability of the Onsager-Machlup form. Additional constraints derived from energy and momentum conservation laws then introduce heat exchange and external driving forces into the system, with Lagrange multipliers related to the temperature and pressure of an external thermos…
For a system of bosons that interact through a class of general memory kernels, a recurrence relation for the partition function is derived within the path-integral formalism. This approach provides a generalization to previously known treatments in the literature of harmonically coupled systems of identical particles. As an example the result is applied to the specific heat of a simplified model of an open quantum system of bosons, harmonically coupled to a reservoir of distinguishable fictitious masses.
Work belongs to the most basic notions in thermodynamics but it is not well understood in quantum systems, especially in open quantum systems. By introducing a novel concept of work functional along individual Feynman path, we invent a new approach to study thermodynamics in the quantum regime. Using the work functional, we derive a path-integral expression for the work statistics. By performing the $\hbar$ expansion, we analytically prove the quantum-classical correspondence of the work statistics. In addition, we obtain the quantum correction to the classical fluctuating work. We can also ap…
We study the heat statistics of a quantum Brownian motion described by the Caldeira-Leggett model. By using the path integral approach, we introduce a novel concept of the quantum heat functional along every pair of Feynman paths. This approach has an advantage of improving our understanding about heat in quantum systems. First, we demonstrate the microscopic reversibility of the system by connecting the heat functional to the forward and its time-reversed probabilities. Second, we analytically prove the quantum-classical correspondence of the heat functional and their statistics, which allows…
We review recent studies of contact and thermodynamic geometry for black holes in AdS spacetimes in the extended thermodynamics framework. The cosmological constant gives rise to the notion of pressure $P = -Λ/ 8 π$ and, subsequently a conjugate volume $V$, thereby leading to a close analogy with hydrostatic thermodynamic systems. To begin with, we review the contact geometry approach to thermodynamics in general and then consider thermodynamic metrics constructed as the Hessians of various thermodynamic potentials. We then study their correspondence to statistical ensembles for systems with t…
Traditional stochastic modeling of reactive systems limits the domain of applicability of the associated path thermodynamics to systems involving a single elementary reaction at the origin of each observed change in composition. An alternative stochastic modeling has recently been proposed to overcome this limitation. These two ways of modeling reactive systems are in principle incompatible. The question thus arises about choosing the appropriate type of modeling to be used in practical situations. In the absence of sufficiently accurate experimental results, one way to address this issue is t…
Considerable progress has recently been made with geometrical approaches to understanding and controlling small out-of-equilibrium systems, but a mathematically rigorous foundation for these methods has been lacking. Towards this end, we develop a perturbative solution to the Fokker-Planck equation for one-dimensional driven Brownian motion in the overdamped limit enabled by the spectral properties of the corresponding single-particle Schrödinger operator. The perturbation theory is in powers of the inverse characteristic timescale of variation of the fastest varying control parameter, measure…
Is a spontaneous transition from a state x to a state y allowed by thermodynamics? Such a question arises often in chemical thermodynamics and kinetics. We ask the more formal question: is there a continuous path between these states, along which the conservation laws hold, the concentrations remain non-negative and the relevant thermodynamic potential G (Gibbs energy, for example) monotonically decreases? The obvious necessary condition, G(x)\geq G(y), is not sufficient, and we construct the necessary and sufficient conditions. For example, it is impossible to overstep the equilibrium in 1-di…
The use of variational method in functional integral approach is discussed for fermion and boson systems with Coulomb interaction. The formal general expression of thermodynamic potential is obtained by Feynman path integral technique and representation of Coulomb interaction with functional integrals. Introduced additional complex field show to transform the problem to calculation of functional integrals containing third order vertices. The thermodynamic potential can be found from variational principle with respect to field cumulants. The calculation of the equation of state and critical pro…
Thermodynamics is a well developed tool to study systems in equilibrium but no such general framework is available for non-equilibrium processes. Only hope for a quantitative description is to fall back upon the equilibrium language as often done in biology. This gap is bridged by the work theorem. By using this theorem we show that the Barkhausen-type non-equilibrium noise in a process, repeated many times, can be combined to construct a special matrix ${\cal S}$ whose principal eigenvector provides the equilibrium distribution. For an interacting system ${\cal S}$, and hence the equilibrium …
Our first very wide survey of the supercritical phase diagram and its key properties reveals a universal interrelation between dynamics and thermodynamics and an unambiguous transition between liquidlike and gaslike states. This is seen in the master plot showing a collapse of the data representing the dependence of specific heat on key dynamical parameters in the system for many different paths on the phase diagram. As a result, the observed transition is path-independent. We call it a "c"-transition due to the "c"-shaped curve parameterizing the dependence of the specific heat on key dynamic…
The reaction coordinate describing a transition between reactant and product is a fundamental concept in the theory of chemical reactions. Within transition-path theory, a quantitative definition of the reaction coordinate is found in the committor, which is the probability that a trajectory initiated from a given microstate first reaches the product before the reactant. Here we develop an information-theoretic origin for the committor and show how selecting transition paths from the equilibrium ensemble induces entropy production which exactly equals the information that system dynamics provi…
We investigate the consequences of reparametrizations in the geometric description of thermodynamics analyzing the effects on the thermodynamic phase space. It is known that the contact and Riemannian structures of the thermodynamic phase space are related to thermodynamic equilibrium and statistical fluctuations in the Boltzmann-Gibbs statistical mechanics. The physical motivation for this analysis rests upon the possibility of having, instead of a direct control of the intensive parameters determining the state of the corresponding physical reservoirs, the control of a set of differentiable …
It is a pleasure to write for this 90'th anniversary volume of Journal of Low Temperature Physics dedicated to Horst Meyer at Duke University. I was a PhD student with Horst in the period 1975-1980, working in experimental low temperature physics. While in Horst's group, I also did a theoretical physics project on the side. This project in the metric geometry of thermodynamics was motivated by my work in Horst's lab, and helped me to understand the theory of critical phenomena, very much in play in Horst's lab. In this paper, I explain the essence of my theory project and give a few accounts o…
Despite being a well-established operational approach to quantify entanglement, Rényi entropy calculations have been plagued by their computational complexity. We introduce here a theoretical framework based on an optimal thermodynamic integration scheme, where the Rényi entropy can be efficiently evaluated using regularizing paths. This approach avoids slowly convergent fluctuating contributions and leads to low-variance estimates. In this way, large system sizes and high levels of entanglement in model or first-principles Hamiltonians are within our reach. We demonstrate it in the one-dimens…
We present results from Molecular Dynamics simulations of the thermal glass transition in a dense polymer melt. In previous work we compared the simulation data with the idealized version of mode coupling theory (MCT) and found that the theory provides a good description of the dynamics above the critical temperature. In order to investigate the influence of different thermodynamic paths on the structural relaxation (alpha-process), we performed simulations for three different pressures and are thus able to give a sketch of the critical line of MCT in the pressure-temperature-plane [(p,T)-plan…
In this work we show that a Legendre transformation is nothing but a mere change of contact polarization from the point of view of contact geometry. Then, we construct a set of Riemannian and pseudo-Riemannian metrics on a contact manifold by introducing almost contact and para-contact structures and we analyze their isometries. We show that it is not possible to find a class of metric tensors which fulfills two properties: on the one hand, to be polarization independent i.e. the Legendre transformations are the corresponding isometries and, on the other, that it induces a Hessian metric into …
The dissipation generated during a quasistatic thermodynamic process can be characterised by introducing a metric on the space of Gibbs states, in such a way that minimally-dissipating protocols correspond to geodesic trajectories. Here, we show how to generalize this approach to open quantum systems by finding the thermodynamic metric associated to a given Lindblad master equation. The obtained metric can be understood as a perturbation over the background geometry of equilibrium Gibbs states, which is induced by the Kubo-Mori-Bogoliubov (KMB) inner product. We illustrate this construction on…
Most recently, the path integral molecular dynamics has been successfully used to consider the thermodynamics of single-component identical bosons and fermions. In this work, the path integral molecular dynamics is developed to simulate the thermodynamics, Green's function and momentum distribution of two-component bosons in three dimensions. As an example of our general method, we consider the thermodynamics of up to sixteen bosons in a three-dimensional harmonic trap. For noninteracting spinor bosons, our simulation shows a bump in the heat capacity. As the repulsive interaction strength inc…
Legendre invariant metrics have been introduced in Geometrothermodynamics to take into account the important fact that the thermodynamic properties of physical systems do not depend on the choice of thermodynamic potential from a geometric perspective. In this work, we show that these metrics also have a statistical origin which can be expressed in terms of the average and variance of the differential of the microscopic entropy. To show this, we use a particular reparametrization of the coordinates of the corresponding thermodynamic phase space.
The meaning of thermodynamic descriptions is found in large-deviations scaling of the fluctuations probabilities. The primary large-deviations rate function is the entropy, which is the basis for both fluctuation theorems and for characterizing the thermodynamic interactions of systems. Freidlin-Wentzell theory provides a general formulation of large-deviations scaling for non-equilibrium stochastic processes, through a representation in terms of a Hamiltonian dynamical system. A number of related methods now exist to construct the Freidlin-Wentzell Hamiltonian for many kinds of stochastic pro…
If a system is at thermodynamic equilibrium, an observer cannot tell whether a film of it is being played forward or in reverse: any transition will occur with the same frequency in the forward as in the reverse direction. However, if expenditure of energy changes the rate of even a single transition to yield a non-equilibrium steady state, such time-reversal symmetry undergoes a widespread breakdown, far beyond the point at which the energy is expended. An explosion of interdependency also arises, with steady-state probabilities of system states depending in a complicated manner on the rate o…
The friction coefficient of a particle can depend on its position as it does when the particle is near a wall. We formulate the dynamics of particles with such state-dependent friction coefficients in terms of a general Langevin equation with multiplicative noise, whose evaluation requires the introduction of specific rules. Two common conventions, the Ito and the Stratonovich, provide alternative rules for evaluation of the noise, but other conventions are possible. We show the requirement that a particle's distribution function approach the Boltzmann distribution at long times dictates that …
Stochastic Thermodynamics on Time-Evolving Curved Spaces
The University of Tokyo（东京大学）；RIKEN Center for Advanced Intelligence Project (AIP)（理化学研究所先进智能项目中心）；Inamori Research Institute for Science (InaRIS)（稻盛科学技术研究所）
It has been shown that contact geometry is the proper framework underlying classical thermodynamics and that thermodynamic fluctuations are captured by an additional metric structure related to Fisher's Information Matrix. In this work we analyze several unaddressed aspects about the application of contact and metric geometry to thermodynamics. We consider here the Thermodynamic Phase Space and start by investigating the role of gauge transformations and Legendre symmetries for metric contact manifolds and their significance in thermodynamics. Then we present a novel mathematical characterizat…
We develop a geometric formalism suited for describing the quantum thermodynamics of a certain class of nanoscale systems (whose density matrix is expressible in the McLennan--Zubarev form) at any arbitrary non-equilibrium steady state. It is shown that the non-equilibrium steady states are points on control parameter spaces which are in a sense generated by the steady state Massieu--Planck function. By suitably altering the system's boundary conditions, it is possible to take the system from one steady state to another. We provide a contact Hamiltonian description of such transformations and …
It is shown that time reversibility of Hamiltonian microscopic dynamics and Gibbs canonical statistical ensemble of initial conditions for it together produce an exact virial expansion for probability distribution of path of molecular Brownian particle in a fluid. This expansion leads to inequality connecting logarithmic derivative of the distribution with respect to fluid density and characteristic volume occupied by pair statistical correlation between the path and fluid molecules. Due to the inequality, finiteness of this volume means that asymptotic of the distribution is essentially non-G…
Experimental realizations of a variety of atomic binary Bose-Fermi mixtures have brought opportunities for studying composite quantum systems with different spin-statistics. The binary atomic mixtures can exhibit a structural transition from a mixture into phase separation as the boson-fermion interaction increases. By using a path-integral formalism to evaluate the grand partition function and thermodynamic grand potential, we obtain the effective potential of binary Bose-Fermi mixtures. Thermodynamic quantities in a broad range of temperatures and interactions are also derived. The structura…
We derive the relativistic thermodynamic scale equation using imaginary-time path integrals, with complex scalar field theory taken as a concrete example. We use Fujikawa's method to derive the scaling anomaly for this system using a matrix regulator. We make a general scaling argument to show how for anomalous systems, the $β$ function of the vacuum theory can be derived from measurement of macroscopic thermodynamic parameters.
Non-equilibrium thermodynamics of Onsager and Machlup and of Hashitsume is reformulated as a gravity analog model, in which thermodynamic variables, kinetic coefficients and generalized forces form, respectively, coordinates, metric tensor and vector fields in a space of thermodynamic variables. The relevant symmetry of the model is the general coordinate transformation. Then, the entropy production is classified into three categories, when a closed path is depicted as a thermodynamic cycle. One category is time reversal odd, and is attributed to the number of lines of magnetic flux passing th…
We demonstrate that irreversibility arises from the principle of microscopic reversibility and the presence of memory in the time evolution of a single copy of a system driven by a protocol. We introduce microscopic reversibility by using the concept of protocol- and pathway-dependent thermodynamic function, as defined in J.R. Arias-Gonzalez, arXiv:1511.08017 [cond-mat.stat-mech], and memory by using the concept of non-Markovianity, as in J.R. Arias-Gonzalez, arXiv:1511.06139 [cond-mat.stat-mech]. We define work as the change in free energy and heat as the change in entropy for micoscopic, ind…
The imaginary time path integral formalism is applied to a nonlinear Hamiltonian for a short fragment of heterogeneous DNA with a stabilizing solvent interaction term. Torsional effects are modeled by a twist angle between neighboring base pairs stacked along the molecule backbone. The base pair displacements are described by an ensemble of temperature dependent paths thus incorporating those fluctuational effects which shape the multisteps thermal denaturation. By summing over $\sim 10^7 - 10^8$ base pair paths, a large number of double helix configurations is taken into account consistently …
