We extend stochastic thermodynamics by relaxing the two assumptions that the Markovian dynamics must be linear and that the equilibrium distribution must be a Boltzmann distribution. We show that if we require the second law to hold when those assumptions are relaxed, then it cannot be formulated in terms of Shannon entropy. However, thermodynamic consistency is salvaged if we reformulate the second law in terms of generalized entropy; our first result is an equation relating the precise form of the non-linear master equation to the precise associated generalized entropy which results in thermodynamic consistency. We then build on this result to extend the usual trajectory-level definitions of thermodynamic quantities that are appropriate even when the two assumptions are relaxed. We end by using these trajectory-level definitions to derive extended versions of the Crooks fluctuation theorem and Jarzynski equality which apply when the two assumptions are relaxed.
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.
Recently, there has been a considerable progress on the issue of the thermodynamic second law, which is known as the law of entropy increase or irreversibility. In particular, a novel symmetry known as the Gallavotti-Cohen symmetry is found in nonequilibrium (NEQ) fluctuations, which leads to so-called fluctuation theorems. The thermodynamic second law is a simple corollary of fluctuation theorems, from which one can predict quantitatively how often NEQ processes violate the law of entropy increase. Violations disappear in the thermodynamic limit, but can be observed reasonably well in small s…
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.
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 have constructed a nonextensive thermodynamic formalism consisting of two sets of parallel Legendre transformation structures in previous papers. One is the physical set and the other is the Lagrange set. In this paper we study the thermodynamic stability criterion with a dual interpretation of the thermodynamic relations and quantities. By recourse to the assumption that volume in nonextenstive system is nonadditive, we conclude that it is the physical pressure that is responsible for the mechanical balance between any two parts in a given nonextensive system. It is verified that in the ph…
In recent years, the unified theory of information and thermodynamics has been intensively discussed in the context of stochastic thermodynamics. The unified theory reveals that information theory would be useful to understand non-stationary dynamics of systems far from equilibrium. In this letter, we have found a new link between stochastic thermodynamics and information theory well known as information geometry. By applying this link, an information geometric inequality can be interpreted as a thermodynamic uncertainty relationship between speed and thermodynamic cost. We have numerically ap…
We present the stochastic thermodynamic analysis of a time-periodic single particle pump, including explicit results for flux, thermodynamic force, entropy production, work, heat and efficiency. These results are valid far from equilibrium. The deviations from the linear (Onsager) regime are discussed.
The thermodynamic relations in the Tsallis statistics were studied with physical quantities. An additive entropic variable related to the Tsallis entropy was introduced by assuming the form of the first law of the thermodynamics. The fluctuations in the Tsallis statistics were derived with physical quantities with the help of the introduced entropic variable. It was shown that the mean squares of the fluctuations of the physical quantities in the Tsallis statistics are the same as those in the conventional statistics. The mean square of the fluctuation of the Tsallis entropy and the mean squar…
We reformulate stochastic thermodynamics in terms of noise realizations for Langevin systems in contact with multiple reservoirs and investigated the structure of the second laws of thermodynamics. We derive a hierarchy of fluctuation theorems when one degree of freedom of the system is affected by multiple reservoirs simultaneously, that is, when noise mixing occurs. These theorems and the associated second laws of thermodynamics put stricter bounds on the thermodynamics of Langevin systems. We apply our results to a stochastic machine in noise-mixing environments and demonstrate that our new…
We prove the Jarzynski relation for general stochastic processes including non-Markovian systems with memory. The only requirement for our proof is the existence of a stationary state, therefore excluding non-ergodic systems. We then show how the concepts of stochastic thermodynamics can be used to prove further exact non-equilibrium relations like the Crooks relation and the fluctuation theorem on entropy production for non-Markovian dynamics.
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 …
Large fluctuations have received considerable attention as they encode information on the fine-scale dynamics. Large deviation relations known as fluctuation theorems also capture crucial nonequilibrium thermodynamical properties. Here we report that, using the technique of uniformization, the thermodynamic large deviation functions of continuous-time Markov processes can be obtained from Markov chains evolving in discrete time. This formulation offers new theoretical and numerical approaches to explore large deviation properties. In particular, the time evolution of autonomous and non-autonom…
The postulational basis of classical thermodynamics has been expanded to incorporate equilibrium fluctuations. The main additional elements of the proposed thermodynamic theory are the concept of quasi-equilibrium states, a definition of non-equilibrium entropy, a fundamental equation of state in the entropy representation, and a fluctuation postulate describing the probability distribution of macroscopic parameters of an isolated system. Although these elements introduce a statistical component that does not exist in classical thermodynamics, the logical structure of the theory is different f…
We compare two approaches to nonequilibrium thermodynamics, the two-generator bracket formulation of time-evolution equations for averages and the macroscopic fluctuation theory, for an isothermal driven diffusive system under steady state conditions. The fluctuation dissipation relations of both approaches play an important role for a detailed comparison. The nonequilibrium Helmholtz free energies introduced in these two approaches differ as a result of boundary conditions. A Fokker-Planck equation derived by projection operator techniques properly reproduces long range fluctuations in nonequ…
We develop a consistent stochastic thermodynamics for environments composed of thermodynamic reservoirs in an external conservative force field, that is environments described by the Generalized or Gibbs canonical ensemble. We demonstrate that small systems weakly coupled to such reservoirs exchange both heat and work by verifying a local detailed balance relation for the induced stochastic dynamics. Based on this analysis, we help to rationalize the observation that nonthermal reservoirs can increase the efficiency of thermodynamic heat engines.
A few decades after Hill's work on nano-thermodynamics, the development of a thermodynamic framework, to account consistently for the fluctuations of small systems due to their interactions with the surrounding environment, is still underway. Here we discuss how, in a small system, the interaction energy with the environment may be described through a conjugate pair of intensive and extensive variables, giving rise to a Gibbs thermodynamics with an additional thermodynamic degree of freedom. The relevant thermodynamic potentials help describe the equilibrium conditions and the material propert…
The relationships between reversible Carnot cycles, the absence of perpetual motion machines and the existence of a non-decreasing, globally unique entropy function forms the starting point of many textbook presentations of the foundations of thermodynamics. However, the thermal fluctuation phenomena associated with statistical mechanics has been argued to restrict the domain of validity of this basis of the second law of thermodynamics. Here we demonstrate that fluctuation phenomena can be incorporated into the traditional presentation, extending, rather than restricting, the domain of validi…
Assuming time-scale separation, a simple and unified theory of thermodynamics and stochastic thermodynamics is constructed for small classical systems strongly interacting with its environment in a controllable fashion. The total Hamiltonian is decomposed into a bath part and a system part, the latter being the Hamiltonian of mean force. Both the conditional equilibrium of bath and the reduced equilibrium of the system are described by canonical ensemble theories with respect to their own Hamiltonians. The bath free energy is independent of the system variables and the control parameter. Furth…
The appeal of thermodynamics to problems outside physics is undeniable, as is the growing recognition of its apparent universality, yet in the absence of a rigorous formalism divorced from the peculiarities of molecular systems all attempts to generalize thermodynamics remain qualitative and heuristic at best. In this paper we formulate a probabilistic theory of thermodynamics and and set the basis for its application to generic stochastic populations.
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…
We discuss universality of response functions in systems with excited degrees of freedom. We propose a unification of two existing phenomenologies, two-power law decay and deviation from power law due to non-extensivity. A universal curve is derived by maximizing entropy with a non-linear constraint. The same formalism can explain the universal fluctuation curves which have been discovered recently by Bramwell, Holdsworth, and Pinton.
The study of stochastic thermodynamic machines is one of the main topics in nonequilibrium thermodynamics. In this study, within the framework of Fokker-Planck equation, and using the method of characteristics of partial differential equation as well as the variational method, performance of stochastic thermodynamic machines is optimized according to the external potential, with the irreversible work $W_{irr}$, or the total entropy production $ΔS_{\rm tot}$ equivalently, reaching its lower bound. Properties of the optimal thermodynamic machines are discussed, with explicit expressions of upper…
The detailed fluctuation theorem (DFT) is a statement about the asymmetry in the statistics of the entropy production. Consequences of the DFT are the second law of thermodynamics and the thermodynamics uncertainty relation (TUR), which translate into lower bounds for the mean and variance of currents, respectively. However, far from equilibrium, mean and variance are not enough to characterize the underlying distribution of the entropy production. The fluctuations are not necessarily Gaussian (nor symmetric), which means its skewness could be nonzero. We prove that the DFT imposes a negative …
In stochastic thermodynamics standard concepts from macroscopic thermodynamics, such as heat, work, and entropy production, are generalized to small fluctuating systems by defining them on a trajectory-wise level. In Langevin systems with continuous state-space such definitions involve stochastic integrals along system trajectories, whose specific values depend on the discretization rule used to evaluate them (i.e. the "interpretation" of the noise terms in the integral). Via a systematic mathematical investigation of this apparent dilemma, we corroborate the widely used standard interpretatio…
We establish the fluctuation theorem in the presence of information exchange between a nonequilibrium system and other degrees of freedom such as an observer and a feedback controller, where the amount of information exchange is added to the entropy production. The resulting generalized second law sets the fundamental limit of energy dissipation and energy cost during the information exchange. Our results apply not only to feedback-controlled processes but also to a much broader class of information exchanges, and provides a unified framework of nonequilibrium thermodynamics of measurement and…
Stochastic thermodynamics is formulated for variables that are odd under time reversal. The invariance under spatial rotation of the collision rates due to the isotropy of the heat bath is shown to be a crucial ingredient. An alternative detailed fluctuation theorem is derived, expressed solely in terms of forward statistics. It is illustrated for a linear kinetic equation with kangaroo rates.
At very small scales, thermodynamic energy exchanges like work and heat become comparable to thermal energy of the system, which leads to unusual phenomena like the transient violations of Second Law. We explore the generic characters of such systems using the framework of Stochastic Thermodynamics and provide a preliminary overview of the basic concepts. Here we have attempted to put into simple terms some actively pursued topics like the arrow of time, effect of information gain on Second Law, explanation of origin of life using Crooks theorem and the thermodynamic uncertainty relations.
From a viewpoint of stochastic thermodynamics, we derive equations that describe the collective dynamics near the order-disorder transition in the globally coupled XY model and near the synchronization-desynchronization transition in the Kuramoto model. A new way of thinking is to interpret the deterministic time evolution of a macroscopic variable as an external operation to a thermodynamic system. We then find that the irreversible work determines the equation for the collective dynamics. When analyzing the Kuramoto model, we employ a generalized concept of irreversible work which originates…
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.
The present work extends the well-known thermodynamic relation $C=β^{2}< δ{E^{2}}>$ for the canonical ensemble. We start from the general situation of the thermodynamic equilibrium between a large but finite system of interest and a generalized thermostat, which we define in the course of the paper. The resulting identity $< δβδ{E}> =1+< δ{E^{2}}% > \partial ^{2}S(E) /\partial {E^{2}}$ can account for thermodynamic states with a negative heat capacity $C<0$; at the same time, it represents a thermodynamic fluctuation relation that imposes some restrictions on the determination of the microcano…
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…
The work approaches the study of the fluctuations for the thermodynamic systems in the presence of the fields. The approach is of phenomenological nature and developed in a Gaussian approximation. The study is exemplified on the cases of a magnetizable continuum in a magnetoquasistatic field, as well as for the so called discrete systems. In the last case one finds that the fluctuations estimators depends both on the intrinsic properties of the system and on the characteristics of the environment. Following some earlier ideas of one of the authors we present a new class of thermodynamic inequa…
We propose a way to incorporate the effect of a specific class of feedback processes into stochastic thermodynamics. These "Maxwell demon" feedbacks do not affect the system energetics but only the energy barriers between the system states (in a way which depends on the system states). They are thus of a purely informational nature. We show that the resulting formalism can be applied to study the thermodynamic effect of a feedback process acting on electron transfers through a junction.
We present a general formalism for the construction of thermodynamically consistent stochastic models of non-linear electronic circuits. The devices constituting the circuit can have arbitrary I-V curves and may include tunnel junctions, diodes, and MOS transistors in subthreshold operation, among others. We provide a full analysis of the stochastic non-equilibrium thermodynamics of these models, identifying the relevant thermodynamic potentials, characterizing the different contributions to the irreversible entropy production, and obtaining different fluctuation theorems. Our work provides a …
We study a relationship between optimal transport theory and stochastic thermodynamics for the Fokker-Planck equation. We show that the lower bound on the entropy production is the action measured by the path length of the $L^2$-Wasserstein distance. Because the $L^2$-Wasserstein distance is a geometric measure of optimal transport theory, our result implies a geometric interpretation of the entropy production. Based on this interpretation, we obtain a thermodynamic trade-off relation between transition time and the entropy production. This thermodynamic trade-off relation is regarded as a the…
We apply the stochastic thermodynamics formalism to describe the dynamics of systems of complex Langevin and Fokker-Planck equations. We provide in particular a simple and general recipe to calculate thermodynamical currents, dissipated and propagating heat for networks of nonlinear oscillators. By using the Hodge decomposition of thermodynamical forces and fluxes, we derive a formula for entropy production that generalises the notion of non-potential forces and makes trans- parent the breaking of detailed balance and of time reversal symmetry for states arbitrarily far from equilibrium. Our f…
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…
We here present the complete analysis of experiments on driven Brownian motion and electric noise in a $RC$ circuit, showing that thermodynamic entropy production can be related to the breaking of time-reversal symmetry in the statistical description of these nonequilibrium systems. The symmetry breaking can be expressed in terms of dynamical entropies per unit time, one for the forward process and the other for the time-reversed process. These entropies per unit time characterize dynamical randomness, i.e., temporal disorder, in time series of the nonequilibrium fluctuations. Their difference…
We illustrate recent results concerning the validity of the work fluctuation theorem in open quantum systems [M. Campisi, P. Talkner, and P. Hänggi, Phys. Rev. Lett. {\bf 102}, 210401 (2009)], by applying them to a solvable model of an open quantum system. The central role played by the thermodynamic partition function of the open quantum system, -- a two level fluctuator with a strong quantum nondemolition coupling to a harmonic oscillator --, is elucidated. The corresponding quantum Hamiltonian of mean force is evaluated explicitly. We study the thermodynamic entropy and the corresponding sp…
A general formulation of stochastic thermodynamics is presented for open systems exchanging energy and particles with multiple reservoirs. By introducing a partition in terms of "macrostates" (e.g. sets of "microstates"), the consequence on the thermodynamic description of the system is studied in detail. When microstates within macrostates rapidly thermalize, the entire structure of the microscopic theory is recovered at the macrostate level. This is not the case when these microstates remain out of equilibrium leading to additional contributions to the entropy balance. Some of our results ar…
The stochastic thermodynamics provides a framework for the description of systems that are out of thermodynamic equilibrium. It is based on the assumption that the elementary constituents are acted by random forces that generate a stochastic dynamics, which is here represented by a Fokker-Planck-Kramers equation. We emphasize the role of the irreversible probability current, the vanishing of which characterizes the thermodynamic equilibrium and yields a special relation between fluctuation and dissipation. The connection to thermodynamics is obtained by the definition of the energy function an…
Systems with interacting degrees of freedom play a prominent role in stochastic thermodynamics. Our aim is to use the concept of detached path probabilities and detached entropy production for bipartite Markov processes and elaborate on a series of special cases including measurement-feedback systems, sensors and hidden Markov models. For these special cases we show that fluctuation theorems involving the detached entropy production recover known results which have been obtained separately before. Additionally, we show that the fluctuation relation for the detached entropy production can be us…
Stochastic thermodynamics extends the notions and relations of classical thermodynamics to small systems that experience strong fluctuations. The definitions of work and heat and the microscopically reversible condition are two key concepts in the current framework of stochastic thermodynamics. Herein, we apply stochastic thermodynamics to small systems with odd controlling parameters and find that the definition of heat and the microscopically reversible condition are incompatible. Such a contradiction also leads to a revision to the fluctuation theorems and nonequilibrium work relations. By …
This paper reports on a macroscopic fluctuation theory developed over the last ten years in collaboration with L. Bertini, A. De Sole, D. Gabrielli and C. Landim. This theory has been inspired by and tested on stochastic models of interacting particles (stochastic lattice gases). It is the basis for a new approach to the study of stationary non equilibrium states applicable to a large class of systems. This overview emphasizes general ideas and for the details I refer to the published papers.
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.
Thermodynamic Length in Stochastic Thermodynamics of Far-From-Equilibrium Systems: Unification of Fluctuation Relation and Thermodynamic Uncertainty Relation
Strong-coupling statistical thermodynamics is formulated as Hamiltonian dynamics of an observed system interacting with another unobserved system (a bath). It is shown that the entropy production functional of stochastic thermodynamics, defined as the log-ratio of forward and backward system path probabilities, is in one-to-one relation with the log-ratios of joint initial conditions of the system and the bath. A version of strong-coupling statistical thermodynamics where the system-bath interaction vanishes at the beginning and the end of a process is, as is also weak-coupling stochastic ther…
By taking full advantage of the dynamic property imposed by the detailed balance condition, we derive a new refined unified fluctuation theorem (FT) for general stochastic thermodynamic systems. This FT involves the joint probability distribution functions of the final phase space point and a thermodynamic variable. Jarzynski equality, Crooks fluctuation theorem, and the FTs of heat as well as the trajectory entropy production can be regarded as special cases of this refined unified FT, and all of them are generalized to arbitrary initial distributions. We also find that the refined unified FT…
We study the thermodynamic properties of a microscopic model of coupled oscillators that exhibits a dynamical phase transition from a desynchronized to a synchronized phase. We consider two different configurations for the thermodynamic forces applied on the oscillators, one resembling the macroscopic power grids, and one resembling autonomous molecular motors. We characterize the input and the output power as well as the efficiency at maximum power, providing analytic expressions for such quantities near the critical coupling strength. We discuss the role of the quenched disorder in the therm…
Microscopic dynamical aspects of the propulsion of nanomotors by self-phoretic mechanisms are considered. Propulsion by self-diffusiophoresis relies on the mechanochemical coupling between the fluid velocity field and the concentration fields induced by asymmetric catalytic reactions on the motor surface. The consistency between the thermodynamics of this coupling and the microscopic reversibility of the underlying molecular dynamics is investigated. For this purpose coupled Langevin equations for the translational, rotational, and chemical fluctuations of self-phoretic motors are derived. A m…
The measurement of thermal fluctuations provides information about the microscopic state of a thermodynamic system and can be used in order to extract work from a single heat bath in a suitable cyclic process. We present a minimal framework for the modeling of a measurement device and we propose a protocol for the measurement of thermal fluctuations. In this framework, the measurement of thermal fluctuations naturally leads to the dissipation of work. We illustrate this framework on a simple two states system inspired by the Szilard's information engine.
The total entropy production of stochastic systems can be divided into three quantities. The first corresponds to the excess heat, whilst the second two comprise the house-keeping heat. We denote these two components the transient and generalised house-keeping heat and we obtain an integral fluctuation theorem for the latter, valid for all Markovian stochastic dynamics. A previously reported formalism is obtained when the stationary probability distribution is symmetric for all variables that are odd under time reversal which restricts consideration of directional variables such as velocity.
Thermodynamics of itinerant magnets is studied using a classical model with one parameter characterizing the degree of itinerancy. Monte Carlo simulations for bcc and fcc lattices are compared with the mean-field approximation and with the Onsager cavity field approximation extended to itinerant systems. The qualitative features of thermodynamics are similar to the known results of the functional integral method. It is found that magnetic short-range order is weak and almost independent on the degree of itinerancy, and the mean-field approximation describes the thermodynamics reasonably well. …
Thermodynamic effects of local structure fluctuations in glassformers are analyzed in terms of energy basins and inter-basin hopping. Depending on the time-scale of measurement, one observes short-time thermodynamic properties related to a narrow set of basins, or equilibrium properties that include structural relaxation. The inter-basin hopping is manifested by the fluctuations of the pressure, internal energy, and other thermodynamic short time characteristics. Formulas relating the inter-basin fluctuations of pressure and internal energy to the differences between the long- and short-time s…
Standard results for the fluctuations of thermodynamic quantities are derived under the assumption of sampling identical systems that are in different, not fully equilibrated states. These results apply to fluctuations with time in a particular macroscopic body and can be traced to the fluctuations of thermal occupancy. When many identically prepared - but not identical - systems are studied, mesoscopic fluctuations due to variations from sample to sample contribute to the fluctuations of thermodynamic quantities. We study the combined effect of mesoscopic fluctuations and fluctuations of ther…
