The total entropy production quantifies the extent of irreversibility in thermodynamic systems, which is nonnegative for any feasible dynamics. When additional information such as the initial and final states or moments of an observable is available, it is known that tighter lower bounds on the entropy production exist according to the classical speed limits and the thermodynamic uncertainty relations. Here, we obtain a universal lower bound on the total entropy production in terms of probability distributions of an observable in the time forward and backward processes. For a particular case, we show that our universal relation reduces to a classical speed limit, imposing a constraint on the speed of the system's evolution in terms of the Hatano--Sasa entropy production. Notably, the newly obtained classical speed limit is tighter than the previously reported bound by a constant factor. Moreover, we demonstrate that a generalized thermodynamic uncertainty relation can be derived from another particular case of the universal relation. Our new uncertainty relation holds for systems with time-reversal symmetry breaking and recovers several existing bounds. Our approach provides a unified perspective on two closely related classes of inequality: classical speed limits and thermodynamic uncertainty relations.
In recent letter [Phys.~Rev.~Lett {\bf 123}, 110602 (2019)], Y.~Hasegawa and T.~V.~Vu derived a thermodynamic uncertainty relation. But the bound of their relation is loose. In this comment, through minor changes, an improved bound is obtained. This improved bound is the same as the one obtained in [Phys.~Rev.~Lett {\bf 123}, 090604 (2019)] by A.~M.~Timpanaro {\it et. al.}, but the derivation here is straightforward.
An extension of the thermodynamic uncertainty relation (TUR) to time-delayed Langevin systems has been recently proposed by T. V. Vu and Y. Hasegawa (arXiv:1809.06610v2). Here we show that the derivation is erroneous.
We generalize the thermodynamic uncertainty relation, providing an entropic upper bound for average fluxes in time-continuous steady-state systems (Gingrich et al., Phys. Rev. Lett. 116, 120601 (2016)), to time-discrete Markov chains and to systems under time-symmetric, periodic driving.
Discrete-time counterpart of thermodynamic uncertainty relation (conjectured in P. Pietzonka, et.al., arXiv:1702.07699 (2017)) with finite time interval is considered. We show that this relation do not hold by constructing a concrete counterexample to this. Our finding suggests that the proof of thermodynamic uncertainty relation with finite time interval, if true, should strongly rely on the fact that the time is continuous.
The thermodynamic uncertainty relations provide a universal trade-offs between entropy dissipation rate and fluctuations in transport current. This relation has been mostly used to estimate a minimum entropy dissipation rate by experimentally measuring current fluctuations. Here we consider joint currents and show that such uncertainty relations cannot be simultaneously achievable for any two currents, which leads to a potential underestimation of the minimum entropy dissipation rate.
The thermodynamic uncertainty relation offers a universal energetic constraint on the relative magnitude of current fluctuations in nonequilibrium steady states. However, it has only been derived for long observation times. Here, we prove a recently conjectured finite-time thermodynamic uncertainty relation for steady-state current fluctuations. Our proof is based on a quadratic bound to the large deviation rate function for currents in the limit of a large ensemble of many copies.
We introduce a model for a periodically driven electron pump that sequentially interact with an arbitrary number of heat and particle reservoirs. Exact expressions for the thermodynamic fluxes, such as entropy production and particle flows are derived arbitrarily far from equilibrium. We use the present model to perform a comparative study of thermodynamic uncertainty relations that are valid for systems with time-periodic driving.
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.
We consider a Brownian particle in harmonic confinement of stiffness $k$, in one dimension in the underdamped regime. The whole setup is immersed in a heat bath at temperature $T$. The center of harmonic trap is dragged under any arbitrary protocol. The thermodynamic uncertainty relations for both position of the particle and current at time $t$ are obtained using the second law of thermodynamics as well as the positive semi-definite property of the correlation matrix of work and degrees of freedom of the system for both underdamped and overdamped cases.
Recently, some general relations have been studied in nonequilibrium mesoscopic systems. In particular, the thermodynamic uncertainty relation (TUR) provides a universal internal relation among the cumulants of currents and the entropy production. In this paper, we give a simple derivation of TUR for thermally fluctuating particle current in a tilted periodic potential from a coarse grained point of view with the use of the transition probabilities. Also, we explore the condition for the bound of TUR to monotonically increase with the affinity.
Thermodynamic uncertainty relations quantifying a trade-off between current fluctuation and entropy production have been found in various stochastic systems. Herein, we study the thermodynamic uncertainty relations for Langevin systems driven by an external control protocol. Using information-theoretic techniques, we derive the uncertainty relations for arbitrary observables satisfying a scaling condition in both overdamped and underdamped regimes. We prove that the observable fluctuation is constrained by both entropy production and a kinetic term. The derived bounds are applicable to both cu…
A universal large $\mathcal{N}$ theory of nonequilibrium fluctuations emerges in the limit of fast jump rates and large occupancies. We use this theory to derive a set of coarse grained thermodynamic uncertainty relations (TUR) -- one of them being an activity bound. Importantly, the activity serves as a tighter bound for the entropy production in 1D systems. These results are particularly useful in the many-body regime, where typically a coarse grained approach is required to handle the large microscopic state space.
We extend a class of recently derived thermodynamic uncertainty relations to vector-valued observables. In contrast to the scalar-valued observables examined previously, this multidimensional thermodynamic uncertainty relation provides a natural way to study currents in high-dimensional systems and to obtain relations between different observables. Our proof is based on the generalized Cr{á}mer-Rao inequality, which we interpret as a relation between physical observables and the Fisher information. This allows us to develop high-dimensional versions of both the original, steady state uncertain…
The thermodynamic uncertainty relation sets the minimal bound of the cost-precision trade-off relation for dissipative processes. Examining the dynamics of an internally coupled system that is driven by a constant thermodynamic force, we however find that the trade-off relation of a sub-system is not constrained by the minimal bound of conventional uncertainty relation. We made our point explicit by using an exactly solvable model of interacting oscillators. As the number (N) of interacting oscillators increases, the uncertainty bound of individual oscillators is reduced to 2k_B T/N upon full …
The thermodynamic uncertainty relation (TUR) provides a universal entropic bound for the precision of the fluctuation of the charge transfer for example for a class of continuous time stochastic processes. However, its extension to general nonequilibrium dynamics is still an unsolved problem. In this Letter, we show TUR for an arbitrary finite time in terms of exchange fluctuation theorem applied to ensemble of copies of the original system by assuming a physical regularity condition for the probability distribution. As a nontrivial practical consequence, we obtain universal scaling relations …
Many versions of Thermodynamic Uncertainty Relations (TUR) have recently been discovered, which impose lower bounds on relative fluctuations of integrated currents in irreversible dissipative processes, and suggest that there may be fundamental limitations on the precision of small scale machines and heat engines. In this work we rigorously demonstrate that TUR can be evaded by using dynamic protocols that are asymmetric under time-reversal. We illustrate our results using a model heat engine using two-level systems, and also discuss heuristically the fundamental connections between TUR and ti…
The thermodynamic uncertainty relation (TUR) has been well studied for systems with few degrees of freedom. While, in principle, the TUR holds for more complex systems with many interacting degrees of freedom as well, little is known so far about its behavior in such systems. We analyze the TUR in the thermodynamic limit for mixtures of driven particles with short-range interactions. Our main result is an explicit expression for the optimal estimate of the total entropy production in terms of single-particle currents and correlations between two-particle currents. Quantitative results for vari…
The thermodynamic uncertainty relation originally proven for systems driven into a non-equilibrium steady state (NESS) allows one to infer the total entropy production rate by observing any current in the system. This kind of inference scheme is especially useful when the system contains hidden degrees of freedom or hidden discrete states, which are not accessible to the experimentalist. A recent generalization of the thermodynamic uncertainty relation to arbitrary time-dependent driving allows one to infer entropy production not only by measuring current-observables but also by observing stat…
Thermodynamic uncertainty relations yield a lower bound on entropy production in terms of the mean and fluctuations of a current. We derive their general form for systems under arbitrary time-dependent driving from arbitrary initial states and extend these relations beyond currents to state variables. The quality of the bound is discussed for various types of observables for an interacting pair of colloidal particles in a moving laser trap and for the dynamical unfolding of a small protein. Since the input for evaluating these bounds does not require specific knowledge of the system or its cou…
Semi-Markov processes generalize Markov processes by adding temporal memory effects as expressed by a semi-Markov kernel. We recall the path weight for a semi-Markov trajectory and the fact that thermodynamic consistency in equilibrium imposes a crucial condition called direction-time independence for which we present an alternative derivation. We prove a thermodynamic uncertainty relation that formally resembles the one for a discrete-time Markov process. The result relates the entropy production of the semi-Markov process to mean and variance of steady-state currents. We prove a further ther…
We introduce a field-theoretic thermodynamic uncertainty relation as an extension of the one derived so far for a Markovian dynamics on a discrete set of states and for overdamped Langevin equations. We first formulate a framework which describes quantities like current, entropy production and diffusivity in the case of a generic field theory. We will then apply this general setting to the one-dimensional Kardar-Parisi-Zhang equation, a paradigmatic example of a non-linear field-theoretic Langevin equation. In particular, we will treat the dimensionless Kardar-Parisi-Zhang equation with an eff…
We presented a methodology to approximate the entropy production for Brownian motion in a tilted periodic potential. The approximation stems from the well known thermodynamic uncertainty relation. By applying a virial-like expansion, we provided a tighter lower limit solely in terms of the drift velocity and diffusion. The approach presented is systematically analysed in the tight-binding regime. We also provide a relatively simple rule to validate using the tight-binding approach based on drift and diffusion relations rather than energy barriers and forces. We also discuss the implications of…
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…
The thermodynamic uncertainty relation expresses a universal trade-off between precision and entropy production, which applies in its original formulation to current observables in steady-state systems. We generalize this relation to periodically time-dependent systems and, relatedly, to a larger class of inherently time-dependent current observables. In the context of heat engines or molecular machines, our generalization applies not only to the work performed by constant driving forces, but also to the work performed while changing energy levels. The entropic term entering the generalized un…
The thermodynamic uncertainty relation (TUR) for underdamped dynamics has intriguing problems while its counterpart for overdamped dynamics has recently been derived. Even for the case of steady states, a proper way to match underdamped and overdamped TURs has not been found. We derive the TUR for underdamped systems subject to general time-dependent protocols, that covers steady states, by using the Cramér-Rao inequality. We show the resultant TUR to give rise to the inequality of the product of the variance and entropy production. We prove it to approach to the known overdamped result for la…
The thermodynamic uncertainty relation gives a lower bound on the amount of dissipation in a mesoscopic system. By considering the fluctuations in the hysteresis of the current -- the sum of the currents in the time-forward and time-reversed processes -- we extend this relation to systems with broken time-reversal symmetry, either due to the presence of odd state variables, odd driving field or due to explicit time-dependent driving that is time-reversal asymmetric. We illustrate our predictions on a dilute, weakly-interacting gas driven out of equilibrium by the slow compression of a piston a…
The thermodynamic uncertainty relation provides a universal lower bound on the product of entropy production and the fluctuations of any current. While proven for Markov dynamics on a discrete set of states and for overdamped Langevin dynamics, its status for underdamped dynamics is still open. We consider a two-dimensional harmonically confined charged particle in a magnetic field under the action of an external torque. We show analytically that, depending on the sign of the magnetic field, the thermodynamic uncertainty relation does not hold for the currents associated with work and heat. A …
Thermodynamic uncertainty relations have emerged as universal bounds on current fluctuations in non-equilibrium systems. Here we derive a new bound for a particular class of run-and-tumble type processes using the mathematical framework of renewal-reward theory which can be applied to both Markovian and non-Markovian systems. We demonstrate the results for selected single-particle models as well as a variant of the asymmetric simple exclusion process with collective tumbles. Our bound is relatively tight for a broad parameter regime and only requires knowledge of the statistics of run lengths …
The Thermodynamic Uncertainty Relation (TUR) is a lower bound for the variance of a current as a function of the average entropy production and average current. Depending on the assumptions, one obtains different versions of the TUR. For instance, from the exchange fluctuation theorem, one obtains a corresponding exchange TUR. Alternatively, we show that TURs are a consequence of a very simple property: every process $s$ has only one inverse $s'=m(s)$, where $m$ is an involution, $m(m(s))=s$. This property allows the derivation of a general TUR without using any fluctuation theorem. As applica…
The fluctuation theorem is the fundamental equality in nonequilibrium thermodynamics that is used to derive many important thermodynamic relations, such as the second law of thermodynamics and the Jarzynski equality. Recently, the thermodynamic uncertainty relation was discovered, which states that the fluctuation of observables is lower bounded by the entropy production. In the present Letter, we derive a thermodynamic uncertainty relation from the fluctuation theorem. We refer to the obtained relation as the fluctuation theorem uncertainty relation, and it is valid for arbitrary dynamics, st…
The thermodynamic uncertainty relation, which establishes a universal trade-off between the relative fluctuation of arbitrary currents and the dissipation, has been found for various Markovian systems. However, this relation has not been revealed for non-Markovian systems. Thus, we investigate the thermodynamic uncertainty relation for time-delayed Langevin systems. First, we demonstrate numerically that the conventional uncertainty relation does not hold in certain delayed systems, which suggests that the lower bound should be refined to sustain the validity of the inequality. By introducing …
Recently, it has been shown that there is a trade-off relation between thermodynamic cost and current fluctuations, referred to as the thermodynamic uncertainty relation (TUR). The TUR has been derived for various processes, such as discrete-time Markov jump processes and overdamped Langevin dynamics. For underdamped dynamics, it has recently been reported that some modification is necessary for application of the TUR. In this study, we present a more generalized TUR, applicable to a system driven by a velocity-dependent force in the context of underdamped Langevin dynamics, by extending the t…
Thermodynamic uncertainty relations (TURs) are recently established relations between the relative uncertainty of time-integrated currents and entropy production in nonequilibrium systems. For small perturbations away from equilibrium, linear response (LR) theory provides the natural framework to study generic nonequilibrium processes. Here we use LR to derive TURs in a straightforward and unified way. Our approach allows us to generalize TURs to systems without local time reversal symmetry, including, for example, ballistic transport, and periodically driven classical and quantum systems. We …
Thermodynamic uncertainty relations (TURs) express a fundamental tradeoff between the precision (inverse scaled variance) of any thermodynamic current by functionals of the average entropy production. Relying on purely variational arguments, we significantly extend these inequalities by incorporating and analyzing the impact of higher statistical cumulants of entropy production within a general framework of time-symmetrically controlled computation. This allows us to derive an exact expression for the current that achieves the minimum scaled variance, for which the TUR bound tightens to an equ…
Fluctuation theorems are fundamental results in non-equilibrium thermodynamics. Considering the fluctuation theorem with respect to the entropy production and an observable, we derive a new thermodynamic uncertainty relation which also applies to non-cyclic and time-reversal non-symmetric protocols. Furthermore, we investigate the relation between the thermodynamic uncertainty relation and the correlation between the entropy and the observable.
We introduce a new technique to bound the fluctuations exhibited by a physical system, based on the Euclidean geometry of the space of observables. Through a simple unifying argument, we derive a sweeping generalization of so-called Thermodynamic Uncertainty Relations (TURs). We not only strengthen the bounds but extend their realm of applicability and in many cases prove their optimality, without resorting to large deviation theory or information-theoretic techniques. In particular, we find the best TUR based on entropy production alone and also derive a novel bound for stationary Markov proc…
We introduce a continuous time-reversal operation which connects the time-forward and time-reversed trajectories in the steady state of an irreversible Markovian dynamics via a continuous family of stochastic dynamics. This continuous time-reversal allows us to derive a tighter version of the thermodynamic uncertainty relation (TUR) involving observables evaluated relative to their local mean value. Moreover, the family of dynamics realizing the continuous time-reversal contains an equilibrium dynamics halfway between the time-forward and time-reversed dynamics. We show that this equilibrium d…
A general framework for the field-theoretic thermodynamic uncertainty relation was recently proposed and illustrated with the $(1+1)$ dimensional Kardar-Parisi-Zhang equation. In the present paper, the analytical results obtained there in the weak coupling limit are tested via a direct numerical simulation of the KPZ equation with good agreement. The accuracy of the numerical results varies with the respective choice of discretization of the KPZ non-linearity. Whereas the numerical simulations strongly support the analytical predictions, an inherent limitation to the accuracy of the approximat…
Physical systems that power motion and create structure in a fixed amount of time dissipate energy and produce entropy. Whether living or synthetic, systems performing these dynamic functions must balance dissipation and speed. Here, we show that rates of energy and entropy exchange are subject to a speed limit -- a time-information uncertainty relation -- imposed by the rates of change in the information content of the system. This uncertainty relation bounds the time that elapses before the change in a thermodynamic quantity has the same magnitude as its initial standard deviation. From this…
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…
The thermodynamic uncertainty relation (TUR) quantifies a relationship between current fluctuations and dissipation in out-of-equilibrium overdamped Langevin dynamics, making it a natural counterpart of the fluctuation-dissipation theorem in equilibrium statistical mechanics. For underdamped Langevin dynamics, the situation is known to be more complicated, with dynamical activity also playing a role in limiting the magnitude of current fluctuations. Progress on those underdamped TUR-like bounds has largely come from applications of the information-theoretic Cramér-Rao inequality. Here, we pres…
In nonequilibrium systems, the relative fluctuation of a current has a universal trade-off relation with the entropy production, called the thermodynamic uncertainty relation (TUR). For systems with broken time reversal symmetry, its violation has been reported in specific models or in the linear response regime. Here, we derive a modified version of the TUR analytically in the overdamped limit for general Langevin dynamics with a magnetic Lorentz force causing time reversal broken. Remarkably, this modified version is simply given by the conventional TUR scaled by the ratio of the reduced eff…
Bohr and Heisenberg suggested that the thermodynamical quantities of temperature and energy are complementary in the same way as position and momentum in quantum mechanics. Roughly speaking, their idea was that a definite temperature can be attributed to a system only if it is submerged in a heat bath, in which case energy fluctuations are unavoidable. On the other hand, a definite energy can only be assigned to systems in thermal isolation, thus excluding the simultaneous determination of its temperature. Rosenfeld extended this analogy with quantum mechanics and obtained a quantitative uncer…
Irreversible processes accomplished in a fixed time involve nonlinearly coupled flows of matter, energy, and information. Here, using entropy production as an example, we show how thermodynamic uncertainty relations and speed limits on these nonlinear processes derive from linear regression. These uncertainty relations hold for both passive and actively-driven nonequilibrium processes and all have a mathematical form that mirrors uncertainty relations in quantum mechanics. Using optimal linear models, we show that information-theoretic variables naturally give physical predictions of the equat…
Thermodynamic Length in Stochastic Thermodynamics of Far-From-Equilibrium Systems: Unification of Fluctuation Relation and Thermodynamic Uncertainty Relation
We investigate the thermodynamic uncertainty relation for the $(1+1)$ dimensional Kardar-Parisi-Zhang equation on a finite spatial interval. In particular, we extend the results for small coupling strengths obtained previously to large values of the coupling parameter. It will be shown that, due to the scaling behavior of the KPZ equation, the TUR product displays two distinct regimes which are separated by a critical value of an effective coupling parameter. The asymptotic behavior below and above the critical threshold is explored analytically. For small coupling, we determine this product p…
In the real world, one almost never knows the parameters of a thermodynamic process to infinite precision. Reflecting this, here we investigate how to extend stochastic thermodynamics to systems with uncertain parameters, including uncertain number of heat baths / particle reservoirs, uncertainty in the precise values of temperatures / chemical potentials of those reservoirs, uncertainty in the energy spectrum, uncertainty in the control protocol, etc. We formalize such uncertainty with an (arbitrary) probability measure over all transition rate matrices satisfying local detailed balance. This…
Thermodynamic uncertainty relations quantify how the signal-to-noise ratio of a given observable is constrained by dissipation. Fluctuation relations generalize the second law of thermodynamics to stochastic processes. We show that any fluctuation relation directly implies a thermodynamic uncertainty relation, considerably increasing their range of applicability. In particular, we extend thermodynamic uncertainty relations to scenarios which include measurement and feedback. Since feedback generally breaks time-reversal invariance, the uncertainty relations involve quantities averaged over the…
