The energy dissipation rate in a nonequilibirum reaction system can be determined by the reaction rates in the underlying reaction network. By developing a coarse-graining process in state space and a corresponding renormalization procedure for reaction rates, we find that energy dissipation rate has an inverse power-law dependence on the number of microscopic states in a coarse-grained state. The dissipation scaling law requires self-similarity of the underlying network, and the scaling exponent depends on the network structure and the flux correlation. Implications of this inverse dissipation scaling law for active flow systems such as microtubule-kinesin mixture are discussed.
Recently Mayer et al. [Phys. Rev. E {\bf 68}, 016116 (2003)] proposed a new way to compute numerically the fluctuation-dissipation ratios in nonequilibrium critical systems. Using well-known facts of nonequilibrium critical dynamics I show that the leading contributions of the quantities they consider are in fact one-time quantities which are independent of the waiting time. The ratio of these one-time quantities determines the slope of the straight lines observed in the fluctuation-dissipation plots of Mayer et al.
In a nonequilibrium steady state, the violation of the fluctuation-dissipation theorem (FDT) is connected to breaking detailed balance. For the velocity correlations of a driven colloidal particle we calculate an explicit expression of the FDT violation. The equilibrium form of the FDT can be restored by measuring the velocity with respect to the local mean velocity.
F1-ATPase (or F1), the highly-efficient and reversible biochemical engine, has motivated physicists as well as biologists to imagine the design principles governing machines in the fluctuating world. Recent experiments have clarified yet another interesting property of F1; the dissipative heat inside the motor is very small, irrespective of the velocity of rotation and energy transport. Conceptual interest is devoted to the fact that the amount of internal dissipation is not simply determined by the sequence of equilibrium pictures, but also relies on the rotational-angular dependence of nucle…
A living non-Newtonian matter like the cell cortex and tissues are driven out-of-equilibrium at multiple spatial and temporal scales. The stochastic dynamics of a particle embedded in such a medium are non-Markovian, given by a generalized Langevin equation. Due to the non-Markovian nature of the dynamics, the heat dissipation and the entropy production rate cannot be computed using the standard methods for Markovian processes. In this work, to calculate heat dissipation, we use an effective Markov description of the non-Markovian dynamics, which includes the degrees-of-freedom of the medium. …
Baths produce friction and random forcing on particles suspended in them. The relation between noise and friction in (generalized) Langevin equations is usually referred to as the second fluctuation-dissipation theorem. We show what is the proper nonequilibrium extension, to be applied when the environment is itself active and driven. In particular we determine the effective Langevin dynamics of a probe from integrating out a steady nonequilibrium environment. The friction kernel picks up a frenetic contribution, i.e., involving the environment's dynamical activity, responsible for the breakin…
A generalized version of the nonequilibrium linear Glauber model with $q$ states in $d$ dimensions is introduced and analyzed. The model is fully symmetric, its dynamics being invariant under all permutations of the $q$ states. Exact expressions for the two-time autocorrelation and response functions on a $d$-dimensional lattice are obtained. In the stationary regime, the fluctuation-dissipation theorem holds, while in the transient the aging is observed with the fluctuation-dissipation ratio leading to the value predicted for the linear Glauber model.
Recently, Kawai, Parrondo, and Van den Broeck have related dissipation to time-reversal asymmetry. We generalized the result by considering a protocol where the physical system is driven away from an initial thermal equilibrium state with temperature $β_0$ to a final thermal equilibrium state at a different temperature. We illustrate the result using a model with an exact solution, i.e., a particle in a moving one-dimensional harmonic well.
We use a relationship between response and correlation function in nonequilibrium systems to establish a connection between the heat production and the deviations from the equilibrium fluctuation-dissipation theorem. This scheme extends the Harada-Sasa formulation [Phys. Rev. Lett. 95, 130602 (2005)], obtained for Langevin equations in steady states, as it also holds for transient regimes and for discrete jump processes involving small entropic changes. Moreover, a general formulation includes two times and the new concepts of two-time work, kinetic energy, and of a two-time heat exchange that…
Chemical reaction networks (CRNs) are prototypical complex systems because reactions are nonlinear and connected in intricate ways, and they are also essential to understand living systems. Here, I discuss how recent developments in nonequilibrium thermodynamics provide new insight on how CRNs process energy and perform sophisticated tasks, and describe open challenges in the field.
We discuss research done in two important areas of nonequilibrium statistical mechanics: fluctuation dissipation relations and dynamical fluctuations. In equilibrium systems the fluctuation-dissipation theorem gives a simple relation between the response of observables to a perturation and correlation functions in the unperturbed system. Our contribution here is an investigation of the form of the response function for systems out of equilibrium. Furthermore, we use the theory of large deviations to examine dynamical fluctuations in systems out of equilibrium. In dynamical fluctuation theory w…
Living organisms are inherently out-of-equilibrium systems. We employ new developments in stochastic energetics and rely on a minimal microscopic model to predict the amount of mechanical energy dissipated by such dynamics. Our model includes complex rheological effects and nonequilibrium stochastic forces. By performing active microrheology and tracking micron-sized vesicles in the cytoplasm of living oocytes, we provide unprecedented measurements of the spectrum of dissipated energy. We show that our model is fully consistent with the experimental data, and we use it to offer predictions for…
We propose that nonequilibrium quantum criticality in open systems at both zero and finite temperatures can be described by a master equation of the Lindblad form. We derive this equation from a system coupling microscopic to a heat bath. It is suggested to be valid generally for studying dynamical quantum criticality and is thus designated as Model Q upon generalizing Hohenberg and Halperin's classification of classical critical dynamics. We find that the dissipation rate in the equation must be included in the scaling forms as an indispensable additional scaling variable in order to correctl…
A model of coupled molecular oscillators is proposed to study nonequilibrium thermodynamics of synchronization. We find that synchronization of nonequilibrium oscillators costs energy even when the oscillator-oscillator coupling is conservative. By solving the steady state of the many-body system analytically, we show that the system goes through a nonequilibrium phase transition driven by energy dissipation, and the critical energy dissipation depends on both the frequency and strength of the exchange reactions. Moreover, our study reveals the optimal design for achieving maximum synchronizat…
We examine stochastic processes that are used to model nonequilibrium processes (e.g, pulling RNA or dragging colloids) and so deliberately violate detailed balance. We argue that by combining an information-theoretic measure of irreversibility with nonequilibrium work theorems, the thermal physics implied by abstract dynamics can be determined. This measure is bounded above by thermodynamic entropy production and so may quantify how well a stochastic dynamics models reality. We also use our findings to critique various modeling approaches and notions arising in steady-state thermodynamics.
We investigate the open dynamics of a chain of interacting spins using the quantized version of the GENERIC equation from classical out-of-equilibrium thermodynamics. We focus on both equilibrium and nonequilibrium scenarios for chains of different sizes. While in the equilibrium case we demonstrate thermal equilibration to the correct many-body Gibbs density matrix, in the nonequilibrium dynamics we show a ballistic-to-diffusive transition in the steady-state energy current and a scaling that is consistent with Fourier's law of heat transfer.
Systems coupled to multiple thermodynamic reservoirs can exhibit nonequilibrium dynamics, breaking detailed balance to generate currents. To power these currents, the entropy of the reservoirs increases. The rate of entropy production, or dissipation, is a measure of the statistical irreversibility of the nonequilibrium process. By measuring this irreversibility in several biological systems, recent experiments have detected that particular systems are not in equilibrium. Here we discuss three strategies to replace binary classification (equilibrium versus nonequilibrium) with a quantification…
We present a framework to determine nonequilibrium steady states in strongly correlated electron systems in the presence of dissipation. This is demonstrated for a correlated electron (Falicov-Kimball) model attached to a heat bath and irradiated by an intense pump light, for which an exact solution is obtained with the Floquet method combined with the nonequilibrium dynamical mean-field theory. On top of a Drude-like peak indicative of photometallization as observed in recent pump-probe experiments, new nonequilibrium phenomena are predicted to emerge, where the optical conductivity exhibits …
We extend the quantum theory of dissipation in the context of system-reservoir model, where the reservoir in question is kept in a nonequilibrium condition. Based on a systematic separation of time scales involved in the dynamics, appropriate generalizations of the fluctuation-dissipation and Einstein's relations have been pointed out. We show that the Wigner-Weisskopf decay of the system mode results in a rate constant which depending on the relaxation of nonequilibrium bath is dynamically modified. We also calculate the time-dependent spectra of a cavity mode with a suitable gain when the ca…
We investigate a class of nonequilibrium media described by Langevin dynamics that satisfies the local detailed balance. For the effective dynamics of a probe immersed in the medium, we derive an inequality that bounds the violation of the second fluctuation-dissipation relation (FDR). We also discuss the validity of the effective dynamics. In particular, we show that the effective dynamics obtained from nonequilibrium linear response theory is consistent with that obtained from a singular perturbation method. As an example of these results, we propose a simple model for a nonequilibrium mediu…
Microscopic machines utilize free energy to create and maintain out-of-equilibrium organization in virtually all living things. Often this takes the form of converting the free energy stored in nonequilibrium chemical potential differences into useful work, via a series of reactions involving the binding, chemical catalysis, and unbinding of small molecules. Such chemical reactions occur on timescales much faster than the protein conformational rearrangements they induce. Here, we derive the energetic cost for driving a system out of equilibrium via a series of such effectively instantaneous (…
The Zubarev nonequilibrium statistical operator (NSO) method in Renyi statistics is discussed. The solution of $q$-parametrized Liouville equation within the NSO method is obtained. A statistical approach for a consistent description of reaction-diffusion processes in "gas-adsorbate-metal" system is proposed using the NSO method in Renyi statistics.
The dynamics and structure of nonequilibrium liquids, driven by non-conservative forces which can be either external or internal, generically hold the signature of the net dissipation of energy in the thermostat. Yet, disentangling precisely how dissipation changes collective effects remains challenging in many-body systems due to the complex interplay between driving and particle interactions. First, we combine explicit coarse-graining and stochastic calculus to obtain simple relations between diffusion, density correlations and dissipation in nonequilibrium liquids. Based on these results, w…
We investigate nonequilibrium chemical reaction systems from the view point of steady state thermodynamics proposed by Oono and Paniconi [Prog. Theor. Phys. Suppl. 130, 29 (1998)]. The concentrations of some compounds are operated by an external system, so that a transition from a steady state to other steady state takes place. We show that an analogue of Clausius inequality holds macroscopically for the operation processes. This implies that the second law of thermodynamics can be generalized, including nonequilibrium steady states.
Near equilibrium, thermodynamic intuition suggests that fast, irreversible processes will dissipate more energy and entropy than slow, quasistatic processes connecting the same initial and final states. Here, we test the hypothesis that this relationship between speed and dissipation holds for stochastic processes far from equilibrium. To analyze these processes on finite timescales, we derive an exact expression for the path probabilities of continuous-time Markov chains from the path summation solution of the master equation. Applying this formula to a model for nonequilibrium self-assembly,…
We study dynamics of pattern formation in systems belonging to class of reaction-Cattaneo models including persistent diffusion (memory effects of the diffusion flux). It was shown that due to the memory effects pattern seletion process are realized. We have found that oscillatory behavior of the radius of the adsorbate islands is governed by finite propagation speed. It is shown that stabilization of nano-patterns in such models is possible only by nonequilibrium chemical reactions. Oscillatory dynamics of pattern formation is studied in details by numerical simulations.
Nonequilibrium fluctuation-dissipation theorems (FDTs) are one of the most important advances in stochastic thermodynamics over the past two decades. Here we provide rigorous mathematical proofs of two types of nonequilibrium FDTs for inhomogeneous diffusion processes with unbounded drift and diffusion coefficients by using the Schauder estimates for partial differential equations of parabolic type and the theory of weakly continuous semigroups. The FDTs proved in this paper apply to any forms of inhomogeneous and nonlinear external perturbations. Furthermore, we prove the uniqueness of the co…
Current formulations of nonequilibrium thermodynamics of open chemical reaction networks only consider chemostats as free-energy sources sustaining nonequilibrium behaviours. Here, we extend the theory to include incoherent light as a source of free energy. We do so by relying on a local equilibrium assumption to derive the chemical potential of photons relative to the system they interact with. This allows us to identify the thermodynamic potential and the thermodynamic forces driving light-reacting chemical systems out of equilibrium. We use this framework to treat two paradigmatic photochem…
A stochastic dynamics has a natural decomposition into a drift capturing mean rate of change and a martingale increment capturing randomness. They are two statistically uncorrelated, but not necessarily independent mechanisms contributing to the overall fluctuations of the dynamics, representing the uncertainties in the past and in the future. A generalized Einstein relation is a consequence solely because the dynamics being stationary; and the Green-Kubo formula reflects a balance between the two mechanisms. Equilibrium with reversibility is characterized by a novel covariance symmetry.
We present a study of the spatial correlation functions of a one-dimensional reaction-diffusion system in both equilibrium and out of equilibrium. For the numerical simulations we have employed the Gillespie algorithm dividing the system in cells to treat diffusion as a chemical process between adjacent cells. We find that the spatial correlations are spatially short ranged in equilibrium but become long ranged in nonequilibrium. These results are in good agreement with theoretical predictions from fluctuating hydrodynamics for a one-dimensional system and periodic boundary conditions.
Nonequilibrium thermodynamics of a system situated in a sustained environment with influx and efflux is usually treated as a subsystem in a larger, closed "universe". It remains a question what the minimally required description for the surrounding of such an open driven system is, so that its nonequilibrium thermodynamics can be established solely based on the internal stochastic kinetics. We provide a solution to this problem using insights from studies of molecular motors in a chemical nonequilibrium steady state (NESS) with sustained external drive through a regenerating system, or in a qu…
Optimal control of nanomagnets has become an urgent problem for the field of spintronics as technological tools approach thermodynamically determined limits of efficiency. In complex, fluctuating systems, like nanomagnetic bits, finding optimal protocols is challenging, requiring detailed information about the dynamical fluctuations of the controlled system. We provide a new, physically transparent derivation of a metric tensor for which the length of a protocol is proportional to its dissipation. This perspective simplifies nonequilibrium optimization problems by recasting them in a geometric…
We perform a detailed field theoretical study of nonequilibrium Josephson oscillations between interacting Bose-Einstein condensates confined in a finite-size double-well trap. We find that the Josephson junction can sustain multiple undamped Josephson oscillations up to a characteristic time scale $τ_c$ without quasipartcles being excited in the system. This may explain recent related experiments. At larger times the dynamics of the junction is governed by fast Rabi oscillations between the descrete quasiparticle levels. We predict that a selftrapped BEC state will be destroyed by these Rabi …
The development of sophisticated experimental means to control nanoscale systems has motivated efforts to design driving protocols which minimize the energy dissipated to the environment. Computational models are a crucial tool in this practical challenge. We describe a general method for sampling an ensemble of finite-time, nonequilibrium protocols biased towards a low average dissipation. We show that this scheme can be carried out very efficiently in several limiting cases. As an application, we sample the ensemble of low-dissipation protocols that invert the magnetization of a 2D Ising mod…
In equilibrium, the fluctuation-dissipation theorem (FDT) expresses the response of an observable to a small perturbation by a correlation function of this variable with another one that is conjugate to the perturbation with respect to \emph{energy}. For a nonequilibrium steady state (NESS), the corresponding FDT is shown to involve in the correlation function a variable that is conjugate with respect to \emph{entropy}. By splitting up entropy production into one of the system and one of the medium, it is shown that for systems with a genuine equilibrium state the FDT of the NESS differs from …
Landauer's principle states that information erasure requires heat dissipation. Landauer's original result focused on equilibrium memories. We here investigate the reset of information stored in a nonequilibrium state of a symmetric two-state memory. We derive a nonequilibrium generalization of the erasure principle and demonstrate that the corresponding bounds on work and heat may be reduced to zero. We further introduce reset protocols that harness the initial preparation energy and entropy and so allow to reach these nonequilibrium bounds. We finally provide numerical simulations with reali…
Transitions between nonequilibrium steady states obey a generalized Clausius inequality, which becomes an equality in the quasistatic limit. For slow but finite transitions, we show that the behavior of the system is described by a response matrix whose elements are given by a far-from-equilibrium Green-Kubo formula, involving the decay of correlations evaluated in the nonequilibrium steady state. This result leads to a fluctuation-dissipation relation between the mean and variance of the nonadiabatic entropy production, $Δs_{\rm na}$. Furthermore, our results extend -- to nonequilibrium stead…
Equilibrium is characterized by its fundamental properties such as the detailed balance, the fluctuation-dissipation relation, and no heat dissipation. Based on the stochastic thermodynamics, we show that these three properties are equivalent to each other in conventional Langevin thermal systems with microscopic reversibility. Thus, a conventional steady state has either all three properties (equilibrium) or none of them (nonequilibrium). In contrast, with velocity-dependent forces breaking the microscopic reversibility, we prove that the detailed balance and the fluctuation-dissipation relat…
A Unified Nonequilibrium Framework: Thermodynamic Distance, Dissipation, and Stationary Laws via Effective State Count, Variational Stationarity, and Thermodynamic Bounds
We study non-equilibrium (NE) fluctuation-dissipation (FD) relations in the context of quantum thermoelectric transport through a two-terminal nanodevice, in the steady-state and with interaction. The FD relations for the one- and two-particle correlation functions are derived. Numerical applications, using self-consistent NE Green's functions calculations, are given for electron-phonon interaction in the central region. We find that the FD relations for the one-particle correlation function are strongly dependent on both the NE conditions and the interactions, while they are much less depende…
We build a rigorous nonequilibrium thermodynamic description for open chemical reaction networks of elementary reactions. Their dynamics is described by deterministic rate equations satisfying mass action law. Our most general framework considers open networks driven by time-dependent chemostats. The energy and entropy balances are established and a nonequilibrium Gibbs free energy is introduced. The difference between this latter and its equilibrium form represents the minimal work done by the chemostats to bring the network in its nonequilibrium state. It is minimized in nondriven detailed-b…
We show that the extension of Casimir-like forces to fluctuating fluids driven out of equilibrium can exhibit two interrelated phenomena forbidden at equilibrium: self-forces can be induced on single asymmetric objects and the action--reaction principle between two objects can be violated. These effects originate in asymmetric restrictions imposed by the objects' boundaries on the fluid's fluctuations. They are not ruled out by the second law of thermodynamics since the fluid is in a nonequilibrium state. Considering a simple reaction--diffusion model for the fluid, we explicitly calculate the…
We give a proof of transient fluctuation relations for the entropy production (dissipation function) in nonequilibrium systems, which is valid for most time reversible dynamics. We then consider the conditions under which a transient fluctuation relation yields a steady state fluctuation relation for driven nonequilibrium systems whose transients relax, producing a unique nonequilibrium steady state. Although the necessary and sufficient conditions for the production of a unique nonequilibrium steady state are unknown, if such a steady state exists, the generation of the steady state fluctuati…
Using the Lindblad master equation approach, we investigate the structure of steady-state solutions of open integrable quantum lattice models, driven far from equilibrium by incoherent particle reservoirs attached at the boundaries. We identify a class of boundary dissipation processes which permits to derive exact steady-state density matrices in the form of graded matrix-product operators. All the solutions factorize in terms of vacuum analogues of Baxter's Q-operators which are realized in terms of non-unitary representations of certain finite dimensional subalgebras of graded Yangians. We …
We study a nonequilibrium Langevin many-body system containing two 'test' particles and many 'background' particles. The test particles are spatially confined by a harmonic potential, and the background particles are driven by an external driving force. Employing numerical simulations of the model, we formulate an effective description of the two test particles in a nonequilibrium steady state. In particular, we investigate several different definitions of the effective force acting between the test particles. We find that the law of action and reaction does not hold for the total mechanical f…
There are many functional contexts where it is desirable to maintain a mesoscopic system in a nonequilibrium state. However, such control requires an inherent energy dissipation. In this article, we unify and extend a number of works on the minimum energetic cost to maintain a mesoscopic system in a prescribed nonequilibrium distribution using ancillary control. For a variety of control mechanisms, we find that the minimum amount of energy dissipation necessary can be cast as an information-theoretic measure of distinguishability between the target nonequilibrium state and the underlying equil…
Unlike fluids at thermal equilibrium, biomolecular mixtures in living systems can sustain nonequilibrium steady states, in which active processes modify the conformational states of the constituent molecules. Despite qualitative similarities between liquid--liquid phase separation in these systems, the extent to which the phase-separation kinetics differ remains unclear. Here we show that inhomogeneous chemical reactions can alter the nucleation kinetics of liquid--liquid phase separation in a manner that is consistent with classical nucleation theory, but can only be rationalized by introduci…
Measurement of energy dissipation in small nonequilibrium systems is generally a difficult task. Recently, Harada and Sasa [Phys.Rev.Lett. 95, 130602(2005)] derived an equality relating the energy dissipation rate to experimentally accessible quantities in nonequilibrium steady states described by the Langevin equation. Here, we show the first experimental test of this new relation in an optically driven colloidal system. We find that this equality is validated to a fairly good extent, thus the irreversible work of a small system is estimated from readily obtainable quantities.
The computation of free energy differences through an exponential weighting of out of equilibrium paths (known as the Jarzynski equality) is often used for transitions between states described by an external parameter $λ$ in the Hamiltonian. We present here an extension to transitions between states defined by different values of some reaction coordinate, using a projected Brownian dynamics. In contrast with other approaches, we use a projection rather than a constraining potential to let the constraints associated with the reaction coordinate evolve. We show how to use the Lagrange multiplier…
All current formulations of nonequilibrium thermodynamics of open chemical reaction networks rely on the assumption of non-interacting species. We develop a general theory which accounts for interactions between chemical species within a mean-field approach using activity coefficients. Thermodynamic consistency requires that rate equations do not obey to standard mass-action kinetics, but account for the interactions with concentration dependent kinetic constants. Many features of the ideal formulations are recovered. Crucially, the thermodynamic potential and the forces driving non-ideal chem…
The nonequilibrium dynamics of a binary Lennard-Jones mixture in a simple shear flow is investigated by means of molecular dynamics simulations. The range of temperature investigated covers both the liquid, supercooled and glassy states, while the shear rate covers both the linear and nonlinear regimes of rheology. The results can be interpreted in the context of a nonequilibrium, schematic mode-coupling theory developed recently, which makes the theory applicable to a wide range of soft glassy materials. The behavior of the viscosity is first investigated. In the nonlinear regime, strong shea…
This paper studies a mathematical formalism of nonequilibrium thermodynamics for chemical reaction models with $N$ species, $M$ reactions, and general rate law. We establish a mathematical basis for J. W. Gibbs' macroscopic chemical thermodynamics under G. N. Lewis' kinetic law of entire equilibrium (detailed balance in nonlinear chemistry kinetics). In doing so, the equilibrium thermodynamics is then naturally generalized to nonequilibrium settings without detailed balance. The kinetic models are represented by a Markovian jumping process. A generalized macroscopic chemical free energy functi…
