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 is only one stationary non-equilibrium state and exponential distribution for the lifetime, flows can only reduce the average system lifetime. However, there are possibilities to description of increase the average lifetime of the system. A description of the growth of the average lifetime for one stationary non-equilibrium state is possible when choosing distributions for the lifetime, differing from the limiting exponential distribution.
Comparison of extended irreversible thermodynamics and nonequilibrium statistical operator method with thermodynamics based on a distribution containing the first-passage time
We derive a thermodynamic uncertainty relation (TUR) for first-passage times (FPTs) on continuous time Markov chains. The TUR utilizes the entropy production coming from bidirectional transitions, and the net flux coming from unidirectional transitions, to provide a lower bound on FPT fluctuations. As every bidirectional transition can also be seen as a pair of separate unidirectional ones, our approach typically yields an ensemble of TURs. The tightest bound on FPT fluctuations can then be obtained from this ensemble by a simple and physically motivated optimization procedure. The results pre…
Thermodynamics with thermodynamic variable first-passage time. II. Dynamics of explosive boiling of superheated liquid, critical indices, fractional calculus
Institute for Nuclear Research, pr. Nauki, 47 Kiev, Ukraine（乌克兰国家核科学研究所）
We derive a thermodynamic uncertainty relation for first passage processes in quantum Markov chains. We consider first passage processes that stop after a fixed number of jumps, which contrasts with typical quantum Markov chains which end at a fixed time. We obtain bounds for the observables of the first passage processes in quantum Markov chains by the Loschmidt echo, which quantifies the extent of irreversibility in quantum many-body systems. Considering a particular case, we show that the lower bound corresponds to the quantum Fisher information, which plays a fundamental role in uncertaint…
Non-equilibrium and first-passage properties of generalized Ornstein-Uhlenbeck processes under stochastic resetting
Moscow Institute of Electronics and Mathematics, National Research University Higher School of Economics（莫斯科电子与数学研究所，国立高等经济大学）；Chemistry Department, M.V.Lomonosov Moscow State University（莫斯科大学化学系）
A family of non-equilibrium statistical operators (NSO) is introduced which differ by the system lifetime distribution over which the quasi-equilibrium (relevant) distribution is averaged. This changes the form of the source in the Liouville equation, as well as the expressions for the kinetic coefficients, average fluxes, and kinetic equations obtained with use of NSO. It is possible to choose a class of lifetime distributions for which thermodynamic limiting transition and to tend to infinity of average lifetime of system is reduced to the result received at exponential distribution for life…
The thermodynamics is studied with the thermodynamic parameter of the lifetime, first-passage time, generalizing the equilibrium thermodynamics. Various ways of describing several stationary nonequilibrium states in the system are considered. The possibilities of increasing the lifetime of the system under external influences on it are investigated.
The first-passage time is proposed as an independent thermodynamic parameter of the statistical distribution that generalizes the Gibbs distribution. The theory does not include the determination of the first passage statistics itself. A random process is set that describes a physical phenomenon. The first passage statistics is determined from this random process. The thermodynamic parameter conjugated to the first-passage time is the same as the Laplace transform parameter of the first-passage time distribution in the partition function. The corresponding partition function is divided into mu…
With nontrivial entropy production, first passage process is one of the most common nonequilibrium process in stochastic thermodynamics. Using one dimensional birth and death precess as a model framework, approximated expressions of mean first passage time (FPT), mean total number of jumps (TNJ), and their coefficients of variation (CV), are obtained for the case far from equilibrium. Consequently, uncertainty relations for FPT and TNJ are presented. Generally, mean FPT decreases exponentially with entropy production, while mean TNJ decreases exponentially first and then tends to a starting si…
Current is a characteristic feature of nonequilibrium systems. In stochastic systems, these currents exhibit fluctuations constrained by the rate of dissipation in accordance with the recently discovered thermodynamic uncertainty relation. Here, we derive a conjugate uncertainty relationship for the first passage time to accumulate a fixed net current. More generally, we use the tools of large-deviation theory to simply connect current fluctuations and first passage time fluctuations in the limit of long times and large currents. With this connection, previously discovered symmetries and bound…
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.
We investigate non-equilibrium fluctuations of a solid surface governed by the stochastic Mullins-Herring equation with conserved noise. This equation describes surface diffusion of adatoms accompanied by their exchange between the surface and the bulk of the solid, when desorption of adatoms is negligible. Previous works dealt with dynamic scaling behavior of the fluctuating interface. Here we determine the probability that the interface first reaches a large given height at a specified time. We also find the optimal time history of the interface conditional on this non-equilibrium fluctuatio…
It is known that equilibrium thermodynamics can be deduced from a constrained Fisher information extemizing process. We show here that, more generally, both non-equilibrium and equilibrium thermodynamics can be obtained from such a Fisher treatment. Equilibrium thermodynamics corresponds to the ground state solution, and non-equilibrium thermodynamics corresponds to excited state solutions, of a Schroedinger wave equation (SWE). That equation appears as an output of the constrained variational process that extremizes Fisher information. Both equilibrium- and non-equilibrium situations can ther…
Macroscopic thermodynamics of equilibrium is constructed for systems obeying power-law canonical distributions. With this, the connection between macroscopic thermodynamics and microscopic statistical thermodynamics is generalized. This is complementary to the Gibbs theorem for the celebrated exponential canonical distributions of systems in contact with a heat bath. Thereby, a thermodynamic basis is provided for power-law phenomena ubiquitous in nature.
The kinetic uncertainty relation (KUR) is a trade-off relation between the precision of an observable and the mean dynamical activity in a fixed time interval for a time-homogeneous and continuous-time Markov chain. In this letter, we derive the KUR on the first passage time for the time-integrated current from the information inequality at stopping times. The relation shows that the precision of the first passage time is bounded from above by the mean number of jumps up to that time. We apply our result to simple systems and demonstrate that the activity constraint gives a tighter bound than …
The time until the failure of some node of the system or until the end of some stage of the operation of the tribological system is associated with the change in entropy in the system that occurs during this time. Methods of the first-passage time by a random process of some given level are used. We assume that the first-passage time is equal to the time to failure. A statistical distribution containing the first-passage time is introduced. The thermodynamic parameter associated with the random variable of the first-passage time is expressed in terms of the change in entropy. This parameter is…
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.
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…
Results of analytic and numerical investigations of first-passage properties of equilibrium fluctuations of monatomic steps on a vicinal surface are reviewed. Both temporal and spatial persistence and survival probabilities, as well as the probability of persistent large deviations are considered. Results of experiments in which dynamical scanning tunneling microscopy is used to evaluate these first-passage properties for steps with different microscopic mechanisms of mass transport are also presented and interpreted in terms of theoretical predictions for appropriate models. Effects of discre…
We show that for a subdiffusive continuous time random walk with scale-free waiting time distribution the first-passage dynamics on a finite interval can be optimised by introduction of a piecewise linear potential barrier. Analytical results for the survival probability and first-passage density based on the fractional Fokker-Planck equation are shown to agree well with Monte Carlo simulations results. As an application we discus an improved deign for efficient translocation of gradient copolymers compared to homopolymer translocation in a quasi-equilibrium approximation.
A strengthened Lindblad inequality has been proved. We have applied this result for proving a generalized $H$-theorem in non equilibrium thermodynamics. Information processing also can be considered as some thermodynamic process. From this point of view we have proved a strengthened data processing inequality in quantum information theory.
Small thermodynamic systems exhibit peculiar behavior different from that observed in long-scale systems. Non-equilibrium processes taking place in those systems are strongly influenced by the presence of fluctuations which can be large. Contributions to the free energy which vanish at the infinite number of particles limit cannot be neglected and may exert an important influence on the dynamics. We show that in spite of these important differences, the method of non-equilibrium thermodynamics still applies when reducing the size of the system. By using this method, assumption of local equilib…
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.
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…
We study the dynamic and thermodynamic origin of non-canonical equilibria, and we discuss their connection with the generalized central limit theorem and the micro-canonical Boltzmann principle. We reach the conclusion that the zeroth law of thermodynamics and the Boltzmann principle are fulfilled thanks to an apparent fault turned into a benefit: the dynamic approach can only produce a truncated form of inverse power law equilibrium.
We consider the area functional defined by the integral of an Ornstein-Uhlenbeck process which starts from a given value and ends at the time it first reaches zero (its equilibrium level). Exact results are presented for the mean, variance, skewness and kurtosis of the underlying area probability distribution, together with the covariance and correlation between the area and the first passage time. Amongst other things, the analysis demonstrates that the area distribution is asymptotically normal in the weak noise limit, which stands in contrast to the first passage time distribution. Various …
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…
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.
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.
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…
Many out of equilibrium phenomena, such as diffusion-limited reactions or target search processes, are controlled by first-passage events. So far the general determination of the mean first-passage time (FPT) to a target in confinement has left aside aging processes, involved in contexts as varied as glassy dynamics, tracer diffusion in biological membranes or transport of cold atoms in optical lattices. Here we consider general non-Markovian scale-invariant processes in arbitrary dimension, displaying aging, and demonstrate that all the moments of the FPT obey universal scalings with the conf…
We discuss inertial effects in systems outside equilibrium within the framework of non-equilibrium thermodynamics. By introducing a Gibbs equation in which the entropy depends on the probability density, we are able to describe a system of Brownian particles immersed in a heat bath in both inertial and diffusion regimes. In the former, a relaxation equation for the diffusion current is obtained whereas in the latter we recover Fick's law. Our approach, which uses the elements of the theory of internal degrees of freedom, constitutes the mesoscopic version of a previous analysis which takes int…
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 explore the idea that non-equilibrium steady states breaking detailed balance are obtained by deforming trajectories (lines in space-time) that have been sampled in a reference system with stochastic dynamics obeying detailed balance, and we ask for the work required to perform this task. These geometric deformations are not arbitrary but arise through interactions with the environment, either the manipulation of conserved quantities by an external agent, or by their exchange with a work reservoir. This view allows to consistently model the breaking of detailed balance and the accompanying …
This paper presents a nonequilibrium thermodynamic model for the relaxation of a local, isolated system in nonequilibrium using the principle of steepest entropy ascent (SEA), which can be expressed as a variational principle in thermodynamic state space. The model is able to arrive at the Onsager relations for such a system. Since no assumption of local equilibrium is made, the conjugate fluxes and forces, which result, are intrinsic to the subspaces of the system's state space and are defined using the concepts of hypoequilibrium state and nonequilibrium intensive properties, which describe …
In this review we discuss the persistence and the related first-passage properties in extended many-body nonequilibrium systems. Starting with simple systems with one or few degrees of freedom, such as random walk and random acceleration problems, we progressively discuss the persistence properties in systems with many degrees of freedom. These systems include spins models undergoing phase ordering dynamics, diffusion equation, fluctuating interfaces etc. Persistence properties are nontrivial in these systems as the effective underlying stochastic process is non-Markovian. Several exact and ap…
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,…
