We consider damped stochastic systems in a controlled (time-varying) quadratic potential and study their transition between specified Gibbs-equilibria states in finite time. By the second law of thermodynamics, the minimum amount of work needed to transition from one equilibrium state to another is the difference between the Helmholtz free energy of the two states and can only be achieved by a reversible (infinitely slow) process. The minimal gap between the work needed in a finite-time transition and the work during a reversible one, turns out to equal the square of the optimal mass transport (Wasserstein-2) distance between the two end-point distributions times the inverse of the duration needed for the transition. This result, in fact, relates non-equilibrium optimal control strategies (protocols) to gradient flows of entropy functionals via and the Jordan-Kinderlehrer-Otto scheme. The purpose of this paper is to introduce ideas and results from the emerging field of stochastic thermodynamics in the setting of classical regulator theory, and to draw connections and derive such fundamental relations from a control perspective in a multivariable setting.
By considering a thermodynamic force as gauge field, we extend constitutive equations of Onsager's non-equilibrium thermodynamics to non-linear equations. In Onsager's non-equilibrium thermodynamics, the thermodynamic force corresponds to a pure gauge, for which the constitutive equations are obtained by gauge fixing. If we extend the thermodynamic force from pure gauge to physical one, we obtain the non-linear constitutive equations of non-equilibrium thermodynamics.
A dynamical theory for the organization and dissipation of a current in a non-equilibrium fluid near equilibrium is presented. This is based on the Lyapunov exponents of the phase space of the system.
We develop the stochastic approach to thermodynamics based on the stochastic dynamics, which can be discrete (master equation) continuous (Fokker-Planck equation), and on two assumptions concerning entropy. The first is the definition of entropy itself and the second, the definition of entropy production rate which is nonnegative and vanishes in thermodynamic equilibrium. Based on these assumptions we study interacting systems with many degrees of freedom in equilibrium or out of thermodynamic equilibrium, and how the macroscopic laws are derived from the stochastic dynamics. These studies inc…
Classical gravitation is treated from the point of view of non-equilibrium thermodynamics. Gravitational potential is a thermodynamic state variable in a weakly nonlocal treatment. Entropy production is calculated and the simplest solution of the inequality with corresponding fluxes and forces is given. In case of ideal gravitation without dissipation one obtains the Poisson equation.
Non-equilibrium states of a thermodynamic statistical system are investigated using the thermodynamic parameter of the system lifetime, first-passage time, the time before degeneration of the system under influence of fluctuations. Statistical distributions that describe the behavior of energy and lifetime are used. Entropy and obtained thermodynamic relations are compared with the results of Extended Irreversible thermodynamics, where as an additional parameter selected fluxes. Explicit expressions are obtained for average lifetime and conjugate thermodynamic quantity. It is shown that, when …
The extension of equilibrium thermodynamics to non-equilibrium systems is based on the assumption of "local equilibrium," followed by the assumption that an entropy-density function may be defined, and that this entropy-density would have the same functional dependence on the local densities, (u,v,n), as the total entropy S on the variables (U,V,N). In this article we question the validity of all the assumptions made in the theory of non-equilibrium thermodynamics. We find that the assumption of "local equilibrium" is ill-founded, that it is not clear how to define an entropy-density function,…
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.
Validity of local equilibrium has been questioned for non-equilibrium systems which are characterized by delayed response. In particular, for systems with non-zero thermodynamic inertia, the assumption of local equilibrium leads to negative values of the entropy production, which is in contradiction with the second law of thermodynamics. In this paper we address this question by suggesting a variational formulation of irreversible evolution of a system with non-zero thermodynamic inertia. We introduce the Lagrangian, which depends on the properties of the normal and the so-called "mirror-image…
We consider the problem of constructing a thermodynamic theory of non-equilibrium steady states as a formal extension of the equilibrium theory. Specifically, studying a particular system, we attempt to construct a phenomenological theory describing the interplay between heat and mechanical work that takes place during operations through which the system undergoes transitions between non-equilibrium steady states. We find that, in contrast to the case of the equilibrium theory, apparently, there exists no systematic way within a phenomenological formulation to describe the work done by the sys…
Starting from the second law of thermodynamics applied to an isolated system consisting of the system surrounded by an extremely large medium, we formulate a general non-equilibrium thermodynamic description of the system when it is out of equilibrium. We then apply it to study the structural relaxation in glasses and establish the phenomenology behind the concept of the fictive temperature and of the empirical Tool-Narayanaswamy equation on firmer theoretical foundation.
The theory of phenomenological Non-equilibrium Thermodynamics is extended by includimg stochastic processes in order to account for recently derived thermodynamical relations such as the Jarzynski equality. Four phenomenological axioms are postulated resulting in a phenomenological interpretation of Jarzynski's equality. Especially, considering the class of Jarzynski processes Jarzynski's equality follows from the axiom that the statistical average of the exponential work is protocol independent.
Using the recently developed covariant Ito-Langevin dynamics, we develop a non-equilibrium thermodynamic theory for small systems coupled to multiplicative noises. The theory is based on Ito-calculus, and is fully covariant under time-independent nonlinear transformation of variables. Assuming instantaneous detailed balance, we derive expressions for various thermodynamic functions, including work, heat, entropy production, and free energy, both at ensemble level and at trajectory level, and prove the second law of thermodynamics for arbitrary non-equilibrium processes. We relate time-reversal…
We present our numerical study on quantum thermodynamics of the resonant level model subjected to non-equilibrium condition as well as external driving. Following our previous work on non-equilibrium quantum thermodynamics (Phys. Rev. B 101, 184304 [2020]), we expand the density operator into a series of power in the driving speed, where we can determine the non-adiabatic thermodynamic quantities. Particularly, we calculate the non-equilibrium entropy production rate as well as higher order non-adiabatic corrections to the energy and/or population. In the limit of weak system-bath coupling, ou…
Ehrenfest urns with interaction that are connected in a ring is considered as a paradigm model for non-equilibrium thermodynamics and is shown to exhibit two distinct non-equilibrium steady states (NESS) of uniform and non-uniform particle distributions. As the inter-particle attraction varies, a first order non-equilibrium phase transition occurs between these two NESSs characterized by a coexistence regime. The phase boundaries, the NESS particle distributions near saddle points and the associated particle fluxes, average urn population fractions, and the relaxational dynamics to the NESSs a…
We derive a universal thermodynamic uncertainty relation (TUR) that applies to an arbitrary observable in a general Markovian system. The generality of our result allows us to make two findings: (1) for an arbitrary out-of-equilibrium system, both the entropy production and the \textit{degree of non-stationarity} are required to tightly bound the strength of a thermodynamic current; (2) by removing the antisymmetric constraint on observables, the TUR in physics and a fundamental inequality in theoretical finance can be unified in a single framework.
In recent years, the unified theory of information and thermodynamics has been intensively discussed in the context of stochastic thermodynamics. The unified theory reveals that information theory would be useful to understand non-stationary dynamics of systems far from equilibrium. In this letter, we have found a new link between stochastic thermodynamics and information theory well known as information geometry. By applying this link, an information geometric inequality can be interpreted as a thermodynamic uncertainty relationship between speed and thermodynamic cost. We have numerically ap…
Thermodynamic Length in Stochastic Thermodynamics of Far-From-Equilibrium Systems: Unification of Fluctuation Relation and Thermodynamic Uncertainty Relation
In this series of papers we shall carry out a reconsideration of the thermodynamical behavior of the called HMF model, a paradigmatic ferromagnetic toy model exhibiting many features of the real long-range interacting systems. This first work is devoted to perform the microcanonical description of this model system: the calculation of microcanonical entropy and some fundamental thermodynamic observables, the distribution and correlation functions, as well as the analysis of the thermodynamical stability and the relevant thermodynamic limit.
We discuss the relevance of geometric concepts in the theory of stochastic differential equations for applications to the theory of non-equilibrium thermodynamics of small systems. In particular, we show how the Eells-Elworthy-Malliavin covariant construction of the Wiener process on a Riemann manifold provides a physically transparent formulation of optimal control problems of finite-time thermodynamic transitions. Based on this formulation, we turn to an evaluative discussion of recent results on optimal thermodynamic control and their interpretation.
We present the stochastic thermodynamic analysis of a time-periodic single particle pump, including explicit results for flux, thermodynamic force, entropy production, work, heat and efficiency. These results are valid far from equilibrium. The deviations from the linear (Onsager) regime are discussed.
This work presents a unified dissipaton-equation-of-motion (DEOM) theory and its evaluations on the Helmholtz free energy change due to the isotherm mixing of two isolated subsystems. One is a local impurity and another is a nonlocal Gaussian bath. DEOM constitutes a fundamental theory for such open quantum mixtures. To complete the theory, we construct also the imaginary-time DEOM formalism via an analytical continuation of dissipaton algebra, which would be limited to equilibrium thermodynamics. On the other hand, the real-time DEOM deals with both equilibrium structural and nonequilibrium d…
The accurate determination of transport coefficients in numerical simulations is becoming increasingly important in a wide range of applications. Here we consider the linear response in systems driven away from thermal equilibrium into a non-equilibrium steady state with non-vanishing entropy production rate. A simple derivation of a general response formula is presented. For Markov processes we explicitly construct the conjugate quantities and discuss their relation with known response formulas. Emphasis is put on the formal analogy with thermodynamic potentials and some consequences are disc…
We present a model independent, operator algebraic approach to non-equilibrium quantum thermodynamics within the framework of two-dimensional Conformal Field Theory. Two infinite reservoirs in equilibrium at their own temperatures and chemical potentials are put in contact through a defect line, possibly by inserting a probe. As time evolves, the composite system then approaches a non-equilibrium steady state that we describe. In particular, we re-obtain recent formulas of Bernard and Doyon.
The stochastic thermodynamics of a dilute, well-stirred mixture of chemically-reacting species is built on the stochastic trajectories of reaction events obtained from the Chemical Master Equation. However, when the molecular populations are large, the discrete Chemical Master Equation can be approximated with a continuous diffusion process, like the Chemical Langevin Equation or Low Noise Approximation. In this paper, we investigate to what extent these diffusion approximations inherit the stochastic thermodynamics of the Chemical Master Equation. We find that a stochastic-thermodynamic descr…
We consider a closed quantum system, initially at thermal equilibrium, driven by arbitrary external parameters. We derive a lower bound on the entropy production which we express in terms of the Bures angle between the nonequilibrium and the corresponding equilibrium state of the system. The Bures angle is an angle between mixed quantum states and defines a thermodynamic length valid arbitrarily far from equilibrium. As an illustration, we treat the case of a time-dependent harmonic oscillator for which we obtain analytic expressions for generic driving protocols.
We develop a consistent stochastic thermodynamics for environments composed of thermodynamic reservoirs in an external conservative force field, that is environments described by the Generalized or Gibbs canonical ensemble. We demonstrate that small systems weakly coupled to such reservoirs exchange both heat and work by verifying a local detailed balance relation for the induced stochastic dynamics. Based on this analysis, we help to rationalize the observation that nonthermal reservoirs can increase the efficiency of thermodynamic heat engines.
Lagrange and Hamilton equations for thermodynamic evolution near equilibrium as well as Schrodinger-like equation for the non-equilibrium case are obtained extending the CPDQ Principle (Constancy of the product momentum-oordinate uncertainty) to a new conjugate pair where the momentum f is the extension of the mechanical f=p.δq product for the case the coordinate q is not directly observable. Applied to the case of a particle in a one dimension box, the results are in agreement with reported calculated and measured thermal conductance.
The quantum Nash equilibrium in the thermodynamic limit is studied for games like quantum Prisoner's dilemma and the quantum game of chicken. A phase transition is seen in both games as a function of the entanglement in the game. We observe that for maximal entanglement irrespective of the classical payoffs, a majority of players choose Quantum strategy over Defect in the thermodynamic limit.
Assuming time-scale separation, a simple and unified theory of thermodynamics and stochastic thermodynamics is constructed for small classical systems strongly interacting with its environment in a controllable fashion. The total Hamiltonian is decomposed into a bath part and a system part, the latter being the Hamiltonian of mean force. Both the conditional equilibrium of bath and the reduced equilibrium of the system are described by canonical ensemble theories with respect to their own Hamiltonians. The bath free energy is independent of the system variables and the control parameter. Furth…
In the paper, "Time & clocks: A thermodynamic approach" Lucia and Grisolia describe the connections between the physical nature of time and macroscopic irreversibility in thermodynamics. They also discuss the possibility of constructing a thermodynamic clock that links the two, through an approach based on the behaviour of a black body. Their work primarily focuses on the macroscopic irreversibilty, and their attempt to define 'thermodynamic time' is grounded on the concepts from non-equilibrium thermodynamics such as, entropy generation and time-dependent thermodynamic fluxes - in and out of …
The appeal of thermodynamics to problems outside physics is undeniable, as is the growing recognition of its apparent universality, yet in the absence of a rigorous formalism divorced from the peculiarities of molecular systems all attempts to generalize thermodynamics remain qualitative and heuristic at best. In this paper we formulate a probabilistic theory of thermodynamics and and set the basis for its application to generic stochastic populations.
The study of stochastic thermodynamic machines is one of the main topics in nonequilibrium thermodynamics. In this study, within the framework of Fokker-Planck equation, and using the method of characteristics of partial differential equation as well as the variational method, performance of stochastic thermodynamic machines is optimized according to the external potential, with the irreversible work $W_{irr}$, or the total entropy production $ΔS_{\rm tot}$ equivalently, reaching its lower bound. Properties of the optimal thermodynamic machines are discussed, with explicit expressions of upper…
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…
We consider stochastic thermodynamics as a theory of statistical inference for experimentally observed fluctuating time-series. To that end, we introduce a general framework for quantifying the knowledge about the dynamical state of the system on two scales: a fine-grained or microscopic, deterministic and a coarse-grained or mesoscopic, stochastic level of description. For a generic model dynamics, we show how the mathematical expressions for fluctuating entropy changes used in Markovian stochastic thermodynamics emerge naturally. Our ideas are conceptional approaches towards (i) connecting e…
Non-equilibrium processes in Schottky systems generate by projection onto the equilibrium subspace reversible accompanying processes for which the non-equilibrium variables are functions of the equilibrium ones. The embedding theorem which guarantees the compatibility of the accompanying processes with the non-equilibrium entropy is proved. The non-equilibrium entropy is defined as a state function on the non-equilibrium state space containing the contact temperature as a non-equilibrium variable. If the entropy production does not depend on the internal energy, the contact temperature changes…
In stochastic thermodynamics standard concepts from macroscopic thermodynamics, such as heat, work, and entropy production, are generalized to small fluctuating systems by defining them on a trajectory-wise level. In Langevin systems with continuous state-space such definitions involve stochastic integrals along system trajectories, whose specific values depend on the discretization rule used to evaluate them (i.e. the "interpretation" of the noise terms in the integral). Via a systematic mathematical investigation of this apparent dilemma, we corroborate the widely used standard interpretatio…
