Physical scenarios that require a relativistic treatment are ubiquitous in nature, ranging from cosmological objects to charge carriers in Dirac materials. Interestingly all of these situations have in common that the systems typically operate very far from thermal equilibrium. Therefore, if and how the framework of stochastic thermodynamics applies at relativistic energies is a salient question. In the present work we generalize the notions of stochastic heat and work for the relativistic Langevin equation and derive the fluctuation theorems without and with feedback. For processes with feedback we consider the ramifications of the lack of simultaneity of events in the inertial frames of observer and Brownian particles, and we argue that the framework of absolute irreversibility is instrumental to avoid acausal considerations. The analysis is concluded with a few remarks on potential experimental applications in graphene.
We propose a new parametrization of 2D turbulence based on generalized thermodynamics and Brownian theory. Explicit relaxation equations are obtained that should be easily implementable in numerical simulations for three typical types of turbulent flows. Our parametrization is related to previous ones but it removes their defects and offers attractive new perspectives.
A covariant Fokker-Planck type equation for a simple gas and an equation for the Brownian motion are derived from a relativistic kinetic theory based on the Boltzmann equation. For the simple gas the dynamic friction four-vector and the diffusion tensor are identified and written in terms of integrals which take into account the collision processes. In the case of Brownian motion, the Brownian particles are considered as non-relativistic whereas the background gas behaves as a relativistic gas. A general expression for the semi-relativistic viscous friction coefficient is obtained and the part…
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.
A theory for (1+3)-dimensional relativistic Brownian motion under the influence of external force fields is put forward. Starting out from a set of relativistically covariant, but multiplicative Langevin equations we describe the relativistic stochastic dynamics of a forced Brownian particle. The corresponding Fokker-Planck equations are studied in the laboratory frame coordinates. In particular, the stochastic integration prescription, i.e. the discretization rule dilemma, is elucidated (pre-point discretization rule {\it vs.} mid-point discretization rule {\it vs.} post-point discretization …
We construct a theory for the 1+1-dimensional Brownian motion in a viscous medium, which is (i) consistent with Einstein's theory of special relativity, and (ii) reduces to the standard Brownian motion in the Newtonian limit case. In the first part of this work the classical Langevin equations of motion, governing the nonrelativistic dynamics of a free Brownian particle in the presence of a heat bath (white noise), are generalized in the framework of special relativity. Subsequently, the corresponding relativistic Langevin equations are discussed in the context of the generalized Ito (pre-poin…
Understanding the statistical behavior of the heat in stochastic systems gives us insight about the thermodynamics of such systems. Using the recently proposed Relativistic Stochastic Thermodynamics, we investigate the statistics of the heat of a Relativistic Ornstein-Uhlenbeck particle, comparing with the classical cases. The results are exact through numerical integration of the Fokker-Planck of the joint distribution, and are validated by numerical simulations.
We present a systematic expansion of Kramers equation in the high friction limit. The latter is expanded within an operator continued fraction scheme. The relevant operators include both temporal and spatial derivatives and a covariant derivate or gauge like operator associated to the potential energy. Trivially, the first order term yields the Smoluchowsky equation. The second order term is readily obtained, known as the corrected Smoluchowsky equation. Further terms are computed in compact and straightforward fashion. As an application, the nonequilibrium thermodynamics and hydrodynamical sc…
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…
We study the influence of entanglement on the relation between the statistical entropy of an open quantum system and the heat exchanged with a low temperature environment. A model of quantum Brownian motion of the Caldeira-Leggett type - for which a violation of the Clausius inequality has been stated by Th.M. Nieuwenhuizen and A.E. Allahverdyan [Phys. Rev. E 66, 036102 (2002)] - is reexamined and the results of the cited work are put into perspective. In order to address the problem from an information theoretical viewpoint a model of two coupled Brownian oscillators is formulated that can al…
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…
Understanding stochastic thermodynamics of active Brownian particles (ABPs) system has been an important topic in very recent years. In this article we study a general model of active Brownian particle systems by introducing a coarse-grained Fokker-Planck equation, which allows us to identify an effective entropy production along a stochastic trajectory, wherein an activity and configuration dependent diffusion coefficient comes into play with an important role. Although the hidden component between the true entropy production and the effective one is dominant, the effective entropy production…
We propose an optimization strategy to control the dynamics of a stochastic system transferred from one thermal equilibrium to another and apply it experimentally to a Brownian particle in an optical trap under compression. Based on a variational principle that treats the transfer duration and the expended work on an equal footing, our strategy leads to a family of protocols that are either optimally cheap for a given duration or optimally fast for a given energetic cost. This approach unveils a universal relation $Δt\,ΔW \ge (Δt\,ΔW)_{\rm opt}$ between the transfer duration and the expended w…
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 …
A Wigner-Klein-Kramers equation is proposed, which merges relativistic, quantum and thermo dynamics. The relativistic effect on quantum Brownian motion is studied via the Breit-Fermi Hamiltonian applied into a dissipative Madelung hydrodynamics. A new thermo-quantum Smoluchowski equation is derived, which accounts for the relativistic correction of the Bohm quantum potential.
We analyze a token-based Brownian circuit in which Brownian particles, coined `tokens,' move randomly by exploiting thermal fluctuations, searching for a path in multi-token state space corresponding to the solution of a given problem. The circuit can evaluate a Boolean function with a unique solution. However, its computation time varies with each run. We numerically calculate the probability distributions of Brownian adders' computation time, given by the first-passage time, and analyze the thermodynamic uncertainty relation and the thermodynamic cost based on stochastic thermodynamics. The …
Human-created engines and evolutionarily optimized molecular motors exhibit sophisticated design in order to harvest chemical or thermal energy for generating unidirectional motion. The complexity of these motors makes their random emergence unlikely. Molecules capable of locomotion, however, seem to be essential to the creation of the first self-replicator and initiation of Darwinian evolution, posing a question of the physical mechanism that can facilitate emergence of directed motion in an isotropic environment. Here we show a universal thermodynamic mechanism for spontaneous emergence of m…
We calculate analytically the stochastic thermodynamic properties of an isothermal Brownian engine driven by a duo of time-periodic forces, including its Onsager coefficients, the stochastic work of each force, and the corresponding stochastic entropy production. We verify the relations between different operational regimes, maximum power, maximum efficiency and minimum dissipation, and reproduce the signature features of the stochastic efficiency. All these results are experimentally tested without adjustable parameters on a colloidal system.
We review a series of experimental studies of the thermodynamics of nonequilibrium processes at the microscale. In particular, in these experiments we studied the fluctuations of the thermodynamic properties of a single optically-trapped microparticle immersed in water and in the presence of external random forces. In equilibrium, the fluctuations of the position of the particle can be described by an effective temperature that can be tuned up to thousands of Kelvins. Isothermal and non-isothermal thermodynamic processes that also involve changes in a control parameter were implemented by cont…
We study a Brownian Carnot cycle introduced by T. Schmiedl and U. Seifert [Europhys. Lett. \textbf{81}, 20003 (2008)] from a viewpoint of the linear irreversible thermodynamics. By considering the entropy production rate of this cycle, we can determine thermodynamic forces and fluxes of the cycle and calculate the Onsager coefficients for general protocols, that is, arbitrary schedules to change the potential confining the Brownian particle. We show that these Onsager coefficients contain the information of the protocol shape and they satisfy the tight-coupling condition irrespective of whatev…
This paper is concerned with the stochastic thermodynamics of non-equilibrium Gaussian processes that can exhibit anomalous diffusion. In the systems considered, the noise correlation function is not necessarily related to friction. Thus, there is no conventional fluctuation-dissipation relation (FDR) of the second kind and no unique way to define a temperature. We start from a Markovian process with time-dependent diffusivity (an example being scaled Brownian motion). It turns out that standard stochastic thermodynamic notions can be applied rather straightforwardly by introducing a time-depe…
We consider the overdamped Brownian dynamics of a particle starting inside a square potential well which, upon exiting the well, experiences a flat potential where it is free to diffuse. We calculate the particle's probability distribution function (PDF) at coordinate $x$ and time $t$, $P(x,t)$, by solving the corresponding Smoluchowski equation. The solution is expressed by a multipole expansion, with each term decaying $t^{1/2}$ faster than the previous one. At asymptotically large times, the PDF outside the well converges to the Gaussian PDF of a free Brownian particle. The average energy, …
We extend the stochastic energetics to a relativistic system. The thermodynamic laws and equipartition theorem are discussed for a relativistic Brownian particle and the first and the second law of thermodynamics in this formalism are derived. The relation between the relativistic equipartition relation and the rate of heat transfer is discussed in the relativistic case together with the nature of the noise term.
Relativistic Brownian motion can be inexpensively demonstrated on a graphene chip. The interplay of stochastic and relativistic dynamics, governing the transport of charge carrier in graphene, induces noise-controlled effects such as (i) a stochastic effective mass, detectable as a suppression of the particle mobility with increasing the temperature; (ii) a transverse ratchet effect, measurable as a net current orthogonal to an ac drive on an asymmetric substrate, and (iii) a chaotic stochastic resonance. Such properties can be of practical applications in the emerging graphene technology.
Fluctuation Theorems are statements about the entropy of systems far from thermal equilibrium. In this Letter relativistic Fluctuation Theorems for Brownian motion are presented and proven. Though there is a known discretization dilemma leading to a certain class of Brownian processes, the Fluctuation Theorems are shown to cover the entire class, and to determine the physical process within this class. In the general-relativistic case the heat responsible for entropy production is the exchanged 4-momentum projected on the local time axis of the heat bath.
We address the thermodynamics (equilibrium density profiles, phase diagram, instability analysis...) and the collapse of a self-gravitating gas of Brownian particles in D dimensions, in both canonical and microcanonical ensembles. In the canonical ensemble, we derive the analytic form of the density scaling profile which decays as f(x)=x^{-α}, with alpha=2. In the microcanonical ensemble, we show that f decays as f(x)=x^{-α_{max}}, where α_{max} is a non-trivial exponent. We derive exact expansions for alpha_{max} and f in the limit of large D. Finally, we solve the problem in D=2, which displ…
The relativistic generalization of the Brownian motion is discussed. We show that the transformation property of the noise term is determined by requiring for the equilibrium distribution function to be Lorentz invariant, such as the Jüttner distribution function. It is shown that this requirement generates an entanglement between the force term and the noise so that the noise itself should not be a covariant quantity.
The complete physical understanding of the optimization of the thermodynamic work still is an important open problem in stochastic thermodynamics. We address this issue using the Hamiltonian approach of linear response theory in finite time and weak processes. We derive the Euler-Lagrange equation associated and discuss its main features, illustrating them using the paradigmatic example of driven Brownian motion in overdamped regime. We show that the optimal protocols obtained either coincide, in the appropriate limit, with the exact solutions by stochastic thermodynamics or can be even identi…
Examples of self propulsion in strongly fluctuating environment is abound in nature, e.g., molecular motors and pumps operating in living cells. Starting from Langevin equation of motion, we develop a fluctuating thermodynamic description of self propelled particles using simple models of velocity dependent forces. We derive fluctuation theorems for entropy production and a modified fluctuation dissipation relation, characterizing the linear response at non-equilibrium steady states. We study these notions in a simple model of molecular motors, and in the Rayleigh-Helmholtz and energy-depot mo…
We characterize finite-time thermodynamic processes of multidimensional quadratic overdamped systems. Analytic expressions are provided for heat, work, and dissipation for any evolution of the system covariance matrix. The Bures-Wasserstein metric between covariance matrices naturally emerges as the local quantifier of dissipation. General principles of how to apply these geometric tools to identify optimal protocols are discussed. Focusing on the relevant slow-driving limit, we show how these results can be used to analyze cases in which the experimental control over the system is partial.
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…
We perform an extensive analysis of passive as well as active micro-heat engines with different single-particle stochastic models. Using stochastic thermodynamics we calculate thermodynamic work, heat, entropy production and efficiency of passive and active Brownian heat engines analytically as well as numerically and compare them. We run the heat engines with a protocol for which the average thermodynamic quantities are calculated exactly for an arbitrary cycle time. We also discuss about the group of protocols for which exact non-quasistatic calculations can be done, completely in the passiv…
We consider a time-dependent quantum linear oscillator coupled to a bath at an arbitrary strength. We then introduce a generalized Jarzynski equality (GJE) which includes the terms reflecting the system-bath coupling. This enables us to study systematically the coupling effect on the linear oscillator in a non-equilibrium process. This is also associated with the second law of thermodynamics beyond the weak-coupling limit. We next take into consideration the GJE in the classical limit. By this generalization we show that the Jarzynski equality in its original form can be associated with the se…
This work focuses on the response to an external field of a Brownian particle submerged in an Ohmic quantum thermal bath. The field only affects the dynamics of the central particle without affecting the thermal reservoir. The thermodynamic function to be analyzed is the average work due only to the external force. Being energy a non-local function of the protocol, a standard variational principle is used to derive it. It was found that the energy reaches a minimum imposing a restriction on the optimal protocol. This is found by applying the variational principle to the non-local work function…
We introduce the idea of {\it collisional models} for Brownian particles, in which a particle is sequentially placed in contact with distinct thermal environments and external forces. Thermodynamic properties are exactly obtained, irrespective the number of reservoirs involved. In the presence of external forces, entropy production presents a bilinear form in which Onsager coefficients are exactly calculated. Analysis of Brownian engines based on sequential thermal switchings is proposed and considerations about their efficiencies are investigated taking into account distinct external forces p…
We analyze the dynamics of a Brownian gas in contact with a heat bath in which large temperature fluctuations occur. There are two distinct time scales present, one describes the decay of the fluctuations in the temperature and the other one is associated with the establishment of local equilibrium. Although the gas has reached local equilibrium, there exist large fluctuations in an intensive parameter (temperature) which break the thermodynamic equilibrium with the heat bath. Thus the decay of the fluctuations in the intensive parameter is larger than the characteristic time for the establish…
A diffusion process of a Brownian particle in a medium of temperature $T$ is re-considered. We assume that temperature of the medium fluctuates around its mean value. The velocity probability distribution is obtained. It is shown that the stationary state is not a thermodynamic equilibrium state described by the Maxwell distribution. Instead a nonequilibrium state is produced by temperature fluctuations.
The Langevin equation (LE) for the one-dimensional relativistic Brownian motion is derived from a microscopic collision model. The model assumes that a heavy point-like Brownian particle interacts with the lighter heat bath particles via elastic hard-core collisions. First, the commonly known, non-relativistic LE is deduced from this model, by taking into account the non-relativistic conservation laws for momentum and kinetic energy. Subsequently, this procedure is generalized to the relativistic case. There, it is found that the relativistic stochastic force is still $\gd$-correlated (white n…
Brownian particles placed sequentially in contact with distinct thermal reservoirs and subjected to external driving forces are promising candidates for the construction of reliable thermal engines. In this contribution, we address the role of driving forces for enhancing the machine performance. Analytical expressions for thermodynamic quantities such as power output and efficiency are obtained for general driving schemes. A proper choice of these driving schemes substantially increases both power output and efficiency and extends the working regime. Maximizations of power and efficiency, whe…
I work out the general expressions for the first relativistic correction of order $ \dfrac{1}{c^2} $ to thermodynamics. The starting point is the relativistic Hamiltonian that I derived in a previous paper, which I expanded to powers of $ \dfrac{1}{c^2} $ to derive a local (in time) Hamiltonian. Limiting to the first relativistic correction, I worked out in general how the relativistic corrections to thermodynamics arise. I then applied the formalism to the problem of N particles with harmonic oscillator interaction in 3D to see the explicit expressions for relativistic corrections.
Broken Detailed Balance and Entropy Production in CPTP Quantum Brownian Motion
Università degli Studi di Palermo（巴勒莫大学）；Università degli Studi di Trieste（的里雅斯特大学）；Istituto Nazionale di Fisica Nucleare（意大利国家核物理研究所）；Queen’s University Belfast（贝尔法斯特女王大学）
We compute the entropy production engendered in the environment from a single Brownian particle which moves in a mean flow, and show that it corresponds in expectation to classical near-equilibrium entropy production in the surrounding fluid with specific mesoscopic transport coefficients. With temperature gradient, extra terms are found which results from the nonlinear interaction between the particle and the non-equilibrated environment. The calculations are carried out in the multi-time formalism and in the advection-dissipation limit where the Stokes number (St) of the flow tends to zero a…
Thermodynamics of nanoscale devices is an active area of research. Despite their noisy surround- ing they often produce mechanical work (e.g. micro-heat engines) or display rectified Brownian motion (e.g. molecular motors). This invokes the research in terms of experimentally quantifiable thermodynamic efficiencies. To enhance the efficiency of such devices, close-loop control is an useful technique. Here a single Brownian particle is driven by a harmonic confinement with time-periodic contraction and expansion, together with a velocity feedback that acts on the particle only when the trap con…
We study a simple microscopic model for the one-dimensional stochastic motion of a (non)relativistic Brownian particle, embedded into a heat bath consisting of (non)relativistic particles. The stationary momentum distributions are identified self-consistently (for both Brownian and heat bath particles) by means of two coupled integral criteria. The latter follow directly from the kinematic conservation laws for the microscopic collision processes, provided one additionally assumes probabilistic independence of the initial momenta. It is shown that, in the nonrelativistic case, the integral cri…
We initially prepare a quantum linear oscillator weakly coupled to a bath in equilibrium at an arbitrary temperature. We disturb this system by varying a Hamiltonian parameter of the coupled oscillator, namely, either its spring constant or mass according to an arbitrary but pre-determined protocol in order to perform external work on it. We then derive a closed expression for the reduced density operator of the coupled oscillator along this non-equilibrium process as well as the exact expression pertaining to the corresponding quasi-static process. This immediately allows us to analytically d…
We discuss the dynamics and thermodynamics of systems with long-range interactions. We contrast the microcanonical description of an isolated Hamiltonian system to the canonical description of a stochastically forced Brownian system. We show that the mean-field approximation is exact in a proper thermodynamic limit. The equilibrium distribution function is solution of an integrodifferential equation obtained from a static BBGKY-like hierarchy. It also optimizes a thermodynamical potential (entropy or free energy) under appropriate constraints. We discuss the kinetic theory of these systems. In…
We analyze the translational and rotational motion of an ellipsoidal Brownian particle from the viewpoint of stochastic thermodynamics. The particle's Brownian motion is driven by external forces and torques and takes place in an heterogeneous thermal environment where friction coefficients and (local) temperature depend on space and time. Our analysis of the particle's stochastic thermodynamics is based on the entropy production associated with single particle trajectories. It is motivated by the recent discovery that the overdamped limit of vanishing inertia effects (as compared to viscous f…
Stimulated by experimental progress in high energy physics and astrophysics, the unification of relativistic and stochastic concepts has re-attracted considerable interest during the past decade. Focusing on the framework of special relativity, we review, here, recent progress in the phenomenological description of relativistic diffusion processes. After a brief historical overview, we will summarize basic concepts from the Langevin theory of nonrelativistic Brownian motions and discuss relevant aspects of relativistic equilibrium thermostatistics. The introductory parts are followed by a deta…
We discuss the dynamics and thermodynamics of the Brownian Mean Field (BMF) model which is a system of N Brownian particles moving on a circle and interacting via a cosine potential. It can be viewed as the canonical version of the Hamiltonian Mean Field (HMF) model. We first complete the description of this system in the mean field approximation. Then, we take fluctuations into account and study the stochastic evolution of the magnetization both in the homogeneous phase and in the inhomogeneous phase. We discuss its behavior close to the critical point.
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…
