In Stochastic Thermodynamics, heat is a random variable with a probability distribution associated. Studies of the distribution of heat are mostly in the overdamped regime and in one dimension. Here we solve the heat distribution in the underdamped regime for three different cases: the free particle, the linear potential, and the harmonic potential. All of them in arbitrary dimensions. The results are exact and generalize known results in the literature.
Fluctuation theorems play a central role in nonequilibrium physics and stochastic thermodynamics. Here we derive an integral fluctuation theorem for the dissipated heat in systems governed by an underdamped Langevin dynamics. We show that this identity may be used to predict the occurrence of extreme events leading to exponential tails in the probability distribution functions of the heat and related quantities.
The critical step in a molecular process is often a rare-event and has to be simulated by an enhanced sampling protocol. Recovering accurate dynamical estimates from such biased simulation is challenging. Girsanov reweighting is a method to reweight dynamic properties formulated as path expected values. The path probability is calculated at the time-step resolution of the molecular-dynamics integrator. But the theory is largely limited to overdamped Langevin dynamics. For underdamped Langevin dynamics, the absolute continuity of the path probability ratio for the biased and unbiased potential …
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…
We derive bounds on the precision of fluctuating currents, which are valid for the steady state of underdamped Langevin dynamics. These bounds provide a generalization of the overdamped thermodynamic uncertainty relation to the finite-mass regime. In the overdamped case, the precision of a current is bounded by the entropy production. By contrast, the underdamped bound acquires two additional positive terms, which characterize the local mean acceleration and the fluctuations of the velocity. We generalize the bound to the cases of a magnetic field and anisotropic temperature, and derive a join…
A trade-off between the precision of an arbitrary current and the dissipation, known as the thermodynamic uncertainty relation, has been investigated for various Markovian systems. Here, we study the thermodynamic uncertainty relation for underdamped Langevin dynamics. By employing information inequalities, we prove that, for such systems, the relative fluctuation of a current at a steady state is constrained by both the entropy production and the average dynamical activity. We find that, unlike what is the case for overdamped dynamics, the dynamical activity plays an important role in the bou…
Thermodynamic uncertainty relation (TUR) provides a stricter bound for entropy production (EP) than that of the thermodynamic second law. This stricter bound can be utilized to infer the EP and derive other trade-off relations. Though the validity of the TUR has been verified in various stochastic systems, its application to general Langevin dynamics has not been successful in a unified way, especially for underdamped Langevin dynamics, where odd parity variables in time-reversal operation such as velocity get involved. Previous TURs for underdamped Langevin dynamics is neither experimentally …
The diffusion behavior of particles moving in complex heterogeneous environment is a very topical issue. We characterize particle's trajectory via an underdamped Langevin system driven by a Gaussian white noise with a time dependent diffusivity of velocity, together with a random relaxation timescale $τ$ to parameterize the effect of complex medium. We mainly concern how the random parameter $τ$ influences the diffusion behavior and ergodic property of this Langevin system. Besides, the comparison between the fixed and random initial velocity $v_0$ is conducted to show the effect of different …
We derive the fluctuating hydrodynamic equation for the number and momentum densities exactly from the underdamped Langevin equation. This derivation is an extension of the Kawasaki-Dean formula in underdamped case. The steady state probability distribution of the number and momentum densities field can be expressed by the kinetic and potential energies. In the massless limit, the obtained fluctuating hydrodynamic equation reduces to the Kawasaki-Dean equation. Moreover, the derived equation corresponds to the field equation derived from the canonical equation when the friction coefficient is …
Exact Fluctuation-Response Relations for Underdamped Langevin Dynamics
Center for Gravitational Physics and Quantum Information, Yukawa Institute for Theoretical Physics, Kyoto University（京都大学汤川理论物理研究所引力物理与量子信息中心）；Quantum AI & Cyber Security Research Institute, FPT Corporation（FPT公司量子AI与网络安全研究所）；Department of Physics, Graduate School of Science, The University of Tokyo（东京大学理学研究科物理学系）；Department of Physics, Kyoto University（京都大学物理学系）
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…
We use a one-dimensional two layer model with a semi-permeable membrane to study the diffusion of a therapeutic drug delivered from a drug-eluting stent (DES). The rate of drug transfer from the stent coating to the arterial wall is calculated by using underdamped Langevin dynamics simulations. Our results reveal that the membrane has virtually no delay effect on the rate of delivery from the DES. The work demonstrates the great potential of underdamped Langevin dynamics simulations as an easy to implement, efficient, method for solving complicated diffusion problems in systems with a spatiall…
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.
It is quite generally assumed that the overdamped Langevin equation provides a quantitative description of the dynamics of a classical Brownian particle in the long time limit. We establish and investigate a paradigm anomalous diffusion process governed by an underdamped Langevin equation with an explicit time dependence of the system temperature and thus the diffusion and damping coefficients. We show that for this underdamped scaled Brownian motion (UDSBM) the overdamped limit fails to describe the long time behaviour of the system and may practically even not exist at all for a certain rang…
We present a simple derivation of the integral fluctuation theorems for excess housekeeping heat for an underdamped Langevin system, without using the concept of dual dynamics. In conformity with the earlier results, we find that the fluctuation theorem for housekeeping heat holds when the steady state distributions are symmetric in velocity, whereas there is no such requirement for the excess heat. We first prove the integral fluctuation theorem for the excess heat, and then show that it naturally leads to the integral fluctuation theorem for housekeeping heat. We also derive the modified det…
We investigate the performance of an underdamped stochastic heat engine for a time-dependent harmonic oscillator. We analytically determine the optimal protocol that maximizes the efficiency at fixed power. The maximum efficiency reduces to the Curzon-Ahlborn formula at maximum power and the Carnot formula at zero power. We further establish that the efficiency at maximum power is universally given by the Curzon-Ahlborn efficiency in the weakly damped regime. Finally, we show that even small deviations from operation at maximum power may result in a significantly increased efficiency.
Active Brownian engines rectify energy from reservoirs composed of self-propelling non-equilibrium molecules into work. We consider a class of such engines based on an underdamped Brownian particle trapped in a power-law potential. The energy they transform has thermodynamic properties of heat only if the non-equilibrium reservoir can be assigned a suitable effective temperature consistent with the second law and thus yielding an upper bound on the engine efficiency. The effective temperature exists if the total force exerted on the particle by the bath is not correlated with the particle posi…
We derive a bound on generalized currents for Langevin systems in terms of the total entropy production in the system and its environment. For overdamped dynamics, any generalized current is bounded by the total rate of entropy production. We show that this entropic bound on the magnitude of generalized currents imposes power-efficiency tradeoff relations for ratchets in contact with a heat bath: Maximum efficiency---Carnot efficiency for a Smoluchowski-Feynman ratchet and unity for a flashing or rocking ratchet---can only be reached at vanishing power output. For underdamped dynamics, while t…
After establishing stochastic thermodynamics for underdamped Langevin systems in contact with multiple reservoirs, we derive its overdamped limit using timescale separation techniques. The overdamped theory is different from the naive theory that one obtains when starting from overdamped Langevin or Fokker-Planck dynamics and only coincide with it in presence of a single reservoir. The reason is that the coarse-grained fast momenta dynamics reaches a nonequilibrium state which conducts heat in presence of multiple reservoirs. The underdamped and overdamped theory are both shown to satisfy fund…
We study thermodynamic processes in contact with a heat bath that may have an arbitrary time-varying periodic temperature profile. Within the framework of stochastic thermodynamics, and for models of thermo-dynamic engines in the idealized case of underdamped particles in the low-friction regime, we derive explicit bounds as well as optimal control protocols that draw maximum power and achieve maximum efficiency at any specified level of power.
Motivated to understand the asymptotic behavior of periodically driven thermodynamic systems, we study the prototypical example of Brownian particle, overdamped and underdamped, in harmonic potentials subjected to periodic driving. The harmonic strength and the coefficients of drift and diffusion are all taken to be $T$-periodic. We obtain the asymptotic distributions almost exactly treating driving nonperturbatively. In the underdamped case, we exploit the underlying $SL_2$ symmetry to obtain the asymptotic state, and study the dynamics and fluctuations of energies and entropy. We further obt…
We numerically solve the underdamped Langevin equation to obtain the trajectories of a particle in a sinusoidal potential driven by a temporally sinusoidal force in a medium with coefficient of friction periodic in space as the potential but with a phase difference. With the appropriate choice of system parameters, like the mean friction coefficient and the period of the applied field, only two kinds of periodic trajectories are obtained for all possible initial conditions at low noise strengths: one with a large amplitude and a large phase lag with respect to the applied field and the other w…
In this work, we study the nonequilibrium statistical properties of the relaxation dynamics of a nanoparticle trapped in a harmonic potential. We report an exact time-dependent analytical solution to the Langevin dynamics that arises from the stochastic differential equation of our system's energy in the underdamped regime. By utilizing this stochastic thermodynamics approach, we are able to completely describe the heat exchange process between the nanoparticle and the surrounding environment. As an important consequence of our results, we observe the validity of the heat exchange fluctuation …
We investigate the occurrence of heat leakages in overdamped Brownian harmonic systems. We exactly compute the underdamped and overdamped stochastic heats exchanged with the bath for a sudden frequency or temperature switch. We show that the underdamped heat reduces to the corresponding overdamped expression in the limit of large friction for the isothermal process. However, we establish that this is not the case for the isochoric transformation. We microscopically derive the additionally generated heat leakage and relate its origin to the initial relaxation of the velocity of the system. Our …
The Landauer principle states that at least $k_B T \ln 2$ of energy is required to erase a 1-bit memory, with $k_B T$ the thermal energy of the system. We study the effects of inertia on this bound using as one-bit memory an underdamped micro-mechanical oscillator confined in a double-well potential created by a feedback loop. The potential barrier is precisely tunable in the few $k_B T$ range. We measure, within the stochastic thermodynamic framework, the work and the heat of the erasure protocol. We demonstrate experimentally and theoretically that, in this underdamped system, the Landauer b…
We study the possibility of achieving the Carnot efficiency in a finite-power underdamped Brownian Carnot cycle. Recently, it was reported that the Carnot efficiency is achievable in a general class of finite-power Carnot cycles in the vanishing limit of the relaxation times. Thus, it may be interesting to clarify how the efficiency and power depend on the relaxation times by using a specific model. By evaluating the heat-leakage effect intrinsic in the underdamped dynamics with the instantaneous adiabatic processes, we demonstrate that the compatibility of the Carnot efficiency and finite pow…
We study the dynamics of Brownian particles in a heterogeneous one-dimensional medium with a spatially-dependent diffusion coefficient of the form $D(x)\sim |x|^c$, at constant temperature. The particle's probability distribution function (PDF) is calculated both analytically, by solving Fick's diffusion equation, and from numerical simulations of the underdamped Langevin equation. At large times, the PDFs calculated by both approaches yield identical results, corresponding to subdiffusion for $c<0$, and superdiffusion for $0<c<1$. For $c>1$, the diffusion equation predicts that the particles …
In this paper, we study the diffusive limit of solutions to the generalized Langevin equation (GLE) in a periodic potential. Under the assumption of quasi-Markovianity, we obtain sharp longtime equilibration estimates for the GLE using techniques from the theory of hypocoercivity. We then prove asymptotic results for the effective diffusion coefficient in three limiting regimes: the short memory, the overdamped and the underdamped limits. Finally, we employ a recently developed spectral numerical method in order to calculate the effective diffusion coefficient for a wide range of (effective) f…
The retainability of canonical distributions for a Brownian particle controlled by a time-dependent harmonic potential is investigated in the overdamped and underdamped situations, respectively. Because of different time scales, the overdamped and underdamped Langevin equations (as well as the corresponding Fokker-Planck equations) lead to distinctive restrictions on protocols maintaining canonical distributions. Two special cases are analyzed in details: First, a Brownian particle is controlled by a time-dependent harmonic potential and embedded in medium with constant temperature; Second, a …
The present work investigates the effect of inertia on the entropy production rate $Π$ for all canonical models of active particles for different dimensions and the type of confinement. To calculate $Π$, the link between the entropy production and dissipation of heat rate is explored resulting in a simple and intuitive expression. By analyzing the Kramers equation, alternative formulations of $Π$ are obtained and the virial theorem for active particles is derived. Exact results are obtained for particles in an unconfined environment and in a harmonic trap. In both cases, $Π$ is independent of …
The Langevin equation greatly simplifies the mathematical expression of the effects of thermal noise by using only two terms, a dissipation term, and a random-noise term. The Langevin description was originally applied to a system in contact with a single heat reservoir; however, many recent studies have also adopted a Langevin description for systems connected to multiple heat reservoirs. This is accomplished through the introduction of a simple summation for the dissipation and random-noise terms associated with each reservoir. However, the validity of this simple addition has been the focus…
A Langevin canonical framework for a chiral two--level system coupled to a bath of harmonic oscillators is developed within a coupling scheme different to the well known spin-boson model. Thermal equilibrium values are reached at asymptotic times by solving the corresponding set of non--linear coupled equations in a Markovian regime. In particular, phase difference thermal values (or, equivalently, the so--called coherence factor) and heat capacity through energy fluctuations are obtained and discussed in terms of tunneling rates and asymmetries.
Recent experiments on Brownian colloidal particles have been studied theoretically in terms of overdamped Langevin equations with multiplicative white noise using an unconventional stochastic interpretation. Complementary numerical simulations of the same system are well described using the conventional Stratonovich interpretation. Here we address this dichotomy from a more generic starting point: the underdamped Langevin equation and its corresponding Fokker--Planck equation.
Starting from the stochastic thermodynamics description of two coupled underdamped Brownian particles, we showcase and compare three different coarse-graining schemes leading to an effective thermodynamic description for the first of the two particles: marginalization over one particle, bipartite structure with information flows and the Hamiltonian of mean force formalism. In the limit of time-scale separation where the second particle with a fast relaxation time scale locally equilibrates with respect to the coordinates of the first slowly relaxing particle, the effective thermodynamics resul…
Response lags are generic to almost any physical system and often play a crucial role in the feedback loops present in artificial nanodevices and biological molecular machines. In this paper, we perform a comprehensive study of small stochastic systems governed by an underdamped Langevin equation and driven out of equilibrium by a time-delayed continuous feedback control. In their normal operating regime, these systems settle in a nonequilibrium steady state in which work is permanently extracted from the surrounding heat bath. By using the Fokker-Planck representation of the dynamics, we deri…
In a description of physical systems with Langevin equations, interacting degrees of freedom are usually coupled through symmetric parameter matrices. This coupling symmetry is a consequence of time-reversal symmetry of the involved conservative forces. If coupling parameters fluctuate randomly, the resulting noise is called multiplicative. For example, mechanical oscillators can be coupled through a fluctuating, symmetric matrix of spring "constants". Such systems exhibit well-studied instabilities. In this note, we study the complementary case of antisymmetric, time-reversal symmetry breakin…
The Langevin equation with multiplicative noise and state-dependent transport coefficient has to be always complemented with the proper interpretation rule of the noise, such as the Ito and Stratonovich conventions. Although the mathematical relationship between the different rules and how to translate from one rule to another are well-established, it still remains controversial what is a more {\it physically} natural rule. In this communication, we derive the overdamped Langevin equation with multiplicative noise for Brownian particles, by systematically eliminating the fast degrees of freedo…
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.
Characteristic oscillations in frequency-resolved heat dissipation of linear time-delayed Langevin systems: Approach from the violation of the fluctuation-response relation
We study a Langevin-like model which describes an inertial particle in a one-dimensional harmonic potential and subjected to two heat baths and one athermal environment. The thermal noises are white and Gaussian, and the temperatures of heat reservoirs are different. The athermal medium act through an external non-Gaussian noise of Poisson type. We calculate exactly the time-dependent cumulant-generating function of position and velocity of the particle, as well as an expression of this generating function for stationary states. We discuss the long-time behavior of first cumulants of the energ…
The scaling of the mobility of two-dimensional Langevin dynamics in a periodic potential as the friction vanishes is not well understood for non-separable potentials. Theoretical results are lacking, and numerical calculation of the mobility in the underdamped regime is challenging because the computational cost of standard Monte Carlo methods is inversely proportional to the friction coefficient, while deterministic methods are ill-conditioned. In this work, we propose a new variance-reduction method based on control variates for efficiently estimating the mobility of Langevin-type dynamics. …
Compared to other formulations of the second law of thermodynamics, the Clausius statement that heat does not spontaneously flow from cold to hot concerns a system in non-equilibrium states, and in that respect is more ambitious but also more ambiguous. We discuss two scenarios when the Clausius statement in its plain form does not hold. First, for ergodic systems, the energy transfer may be consistent with the statement on a coarse-grained time scale, but be anomalously directed during time intervals shorter than the thermalization time. In particular, when an initially colder system is broug…
We obtain the quantum Langevin equation (QLE) of a charged quantum particle moving in a harmonic potential in the presence of a uniform external magnetic field and linearly coupled to a quantum heat bath through momentum variables. The bath is modeled as a collection of independent quantum harmonic oscillators. The QLE involves a random force which does not depend on the magnetic field, and a quantum-generalized classical Lorentz force. These features are also present in the QLE for the case of particle-bath coupling through coordinate variables. However, significant differences are also obser…
We experimentally study a piezoelectric energy harvester driven by broadband random vibrations. We show that a linear model, consisting of an underdamped Langevin equation for the dynamics of the tip mass, electromechanically coupled with a capacitor and a load resistor, can accurately describe the experimental data. In particular, the theoretical model allows us to define fluctuating currents and to study the stochastic thermodynamics of the system, with focus on the distribution of the extracted work over different time intervals. Our analytical and numerical analysis of the linear model is …
Shortcuts to isothermality provide a powerful method to speed up quasistatic thermodynamic processes within finite-time manipulation. We employ the shortcut strategy to design and optimize Brownian heat engines, and formulate a geometric description of the energetics with the thermodynamic length. We obtain a tight and reachable bound of the output power, which is reached by the optimal protocol to vary the control parameters with a proper constant velocity of the thermodynamic length. Our results generalize the previous optimization in the highly underdamped and the overdamped regimes to the …
