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 thermodynamic speed limit which gives a tighter bound of the entropy production. We also discuss stochastic thermodynamics for the subsystem and derive a lower bound on the partial entropy production as a generalization of the second law of information thermodynamics. Our formalism also provides a geometric picture of the optimal protocol to minimize the entropy production. We illustrate these results by the optimal stochastic heat engine and show a geometrical bound of the efficiency.
We derive a relation between the dissipation in a stochastic dynamics and the Wasserstein distance. We show that the minimal amount of dissipation required to transform an initial state to a final state during a diffusion process is given by the Wasserstein distance between the two states, divided by the total time of the process. This relation implies a lower bound on the dissipation for any diffusion process in terms of its initial and final state. Using a lower bound on the Wasserstein distance, we further show that we can give a lower bound on the dissipation in terms of only the mean and …
Wasserstein-2 gradient flows and the geometry of entropy production in classical and quantum stochastic thermodynamics
Universidad de La Laguna（拉古纳大学）；Instituto Universitario de Estudios Avanzados (IUdEA), Universidad de La Laguna（拉古纳大学高级研究研究所）；University of California, Irvine（加州大学尔湾分校）；ICREA-Complex Systems Lab, Pompeu Fabra University（庞培法布拉大学）；The University of Tokyo（东京大学）
Thermodynamic and magnetocaloric properties of geometrically frustrated Ising spin clusters of selected shapes and sizes are studied by exact enumeration. In the ground state the magnetization and the entropy show step-wise variations with an applied magnetic field. The number of steps, their widths and heights depend on the cluster shape and size. While the character of the magnetization plateau heights is always increasing, the entropy is not necessarily decreasing function of the field, as one would expect. For selected clusters showing some interesting ground-state properties, the calculat…
We derive geometrical bounds on the irreversibility in both quantum and classical Markovian open systems that satisfy the detailed balance condition. Using information geometry, we prove that irreversible entropy production is bounded from below by a modified Wasserstein distance between the initial and final states, thus strengthening the Clausius inequality in the reversible-Markov case. The modified metric can be regarded as a discrete-state generalization of the Wasserstein metric, which has been used to bound dissipation in continuous-state Langevin systems. Notably, the derived bounds ca…
Thermodynamics serves as a universal means for studying physical systems from an energy perspective. In recent years, with the establishment of the field of stochastic and quantum thermodynamics, the ideas of thermodynamics have been generalized to small fluctuating systems. Independently developed in mathematics and statistics, the optimal transport theory concerns the means by which one can optimally transport a source distribution to a target distribution, deriving a useful metric between probability distributions, called the Wasserstein distance. Despite their seemingly unrelated nature, a…
We discuss here the use of generalized forms of entropy, taken as information measures, to characterize phase transitions and critical behavior in thermodynamic systems. Our study is based on geometric considerations pertaining to the space of parameters that describe statistical mechanics models. The thermodynamic stability of the system is the focus of attention in this geometric context.
Although Boltzmann's definition of entropy, and, hence, the existence of negative temperatures, are widely accepted, we will show scenarios which apparently at a first glance are inconsistent with our normal notion of thermodynamics. This is shown in the framework of stochastic thermodynamics for special geometrical frustrated systems (GFSs), which have maximum entropy at its ground state and constant negative temperature. For two GFSs in weak thermal contact and at same temperature, all energetic constellations are equal probable. A hot and a cool GFS in contact is driven by entropic forces v…
We discuss geometric formulations of hydrodynamic limits in diffusive systems. Specifically, we describe a geometrical construction in the space of density profiles --- the Wasserstein geometry --- which allows the deterministic hydrodynamic evolution of the systems to be related to steepest descent of the free energy, and show how this formulation can be related to most probable paths of mesoscopic dissipative systems. The geometric viewpoint is also linked to fluctuating hydrodynamics of these systems via a saddle point argument.
A manifestly covariant, coordinate independent reformulation of the Thermodynamic Field Theory (TFT) is presented. The TFT is a covariant field theory that describes the evolution of a thermodynamic system, extending the near-equilibrium theory established by Prigogine in 1954. We introduce the {\it Minimum Dissipation Principle}, which is conjectured to apply to any system relaxing towards a steady-state. We also derive the thermodynamic field equations, which in the case of alpha-alpha and beta-beta processes have already appeared in the literature. In more general cases the equations are no…
We derive a geometrical expression of the excess entropy production for quasi-static transitions between nonequilibrium steady states of Markovian jump processes, which can be exactly applied to nonlinear and nonequilibrium situations. The obtained expression is geometrical; the excess entropy production depends only on a trajectory in the parameter space, analogous to the Berry phase in quantum mechanics. Our results imply that vector potentials are needed to construct thermodynamics of nonequilibrium steady states.
In this work we propose a geometric view of the azeotropy problem, using some simplified models. We demonstrate that the occurrence of azeotropes in binary mixtures can be viewed-geometrically-as the intersection of curves in the plane (for some models, these curves are parabolas). Furthermore, the idea of functions from the plane to the plane is used to help understand the azeotropic phenomenon. These ideas are illustrated with two simple cases, with one and two azeotropes, allowing the analysis of a unusual thermodynamic behavior-such as double azeotropy-with simple mathematical tools, by un…
For open systems described by the quantum Markovian master equation, we study a possible extension of the Clausius equality to quasistatic operations between nonequilibrium steady states (NESSs). We investigate the excess heat divided by temperature (i.e., excess entropy production) which is transferred into the system during the operations. We derive a geometrical expression for the excess entropy production, which is analogous to the Berry phase in unitary evolution. Our result implies that in general one cannot define a scalar potential whose difference coincides with the excess entropy pro…
An analysis of the thermodynamic behavior of quantum systems can be performed from a geometrical perspective investigating the structure of the state space. We have developed such an analysis for nonextensive thermostatistical frameworks, making use of the q-divergence derived from Tsallis' entropy. Generalized expressions for operator variance and covariance are considered, in terms of which the fundamental tensor is given.
We propose a geometrical engine undergoing an adiabatic (Thouless) pumping process for a small system connected to external isothermal reservoirs with the control of electrochemical potentials of the reservoirs and one parameter in the system Hamiltonian. Thanks to the geometrical nature of this process, the entropy production is characterized by the geometric metric tensor which is connected to the Fisher information and the Hessian of the density matrix in a nonequilibrium steady state. The existence of an inequality between the thermodynamic length and entropy production is established. We …
Critical exponent $γ\succeq 1.1$ characterizes behavior of the mechanical susceptibility of a real fluid when temperature approaches the critical one. It results in zero Gaussian curvature of the local shape of the critical point on the thermodynamic equation of state surface, which imposes a new constraint upon the construction of the potential equation of state of the real fluid from the empirical data. All known empirical equations of state suffer from a weakness that the Gaussian curvature of the critical point is negative definite instead of zero.
We characterize finite-time thermodynamic processes of multidimensional quadratic overdamped systems. Analytic expressions are provided for heat, work, and dissipation for any evolution of the system covariance matrix. The Bures-Wasserstein metric between covariance matrices naturally emerges as the local quantifier of dissipation. General principles of how to apply these geometric tools to identify optimal protocols are discussed. Focusing on the relevant slow-driving limit, we show how these results can be used to analyze cases in which the experimental control over the system is partial.
In the present work, we discuss how the functional form of thermodynamic observables can be deduced from the geometric properties of subsets of phase space. The geometric quantities taken into account are mainly extrinsic curvatures of the energy level sets of the Hamiltonian of a system under investigation. In particular, it turns out that peculiar behaviours of thermodynamic observables at a phase transition point are rooted in more fundamental changes of the geometry of the energy level sets in phase space. More specifically, we discuss how microcanonical and geometrical descriptions of pha…
We study a two dimensional Ising model between thermostats at different temperatures. By applying the recently introduced KQ dynamics, we show that the system reaches a steady state with coexisting phases transversal to the heat flow. The relevance of such complex states on thermodynamic or geometrical observables is investigated. In particular, we study energy, magnetization and metric properties of interfaces and clusters which, in principle, are sensitive to local features of configurations. With respect to equilibrium states, the presence of the heat flow amplifies the fluctuations of both…
Evaluation of global thermodynamic properties, such as the entropy or the free energy, of complex systems featuring a high degree of frustration or disorder is often desirable. Nevertheless, they cannot be measured directly in standard Monte Carlo simulation. Therefore, they are either evaluated indirectly from the directly measured quantities, for example by the thermodynamic integration method (TIM), or by applying more sophisticated simulation methods, such as the Wang-Landau (WL) algorithm, which can directly sample density of states. In the present investigation we compare the performance…
A candidate for a consistent steady state thermodynamics is constructed for a radiation field in vacuum sandwiched by two black bodies of different temperatures. Because of the collisionless nature of photons, a steady state of a radiation field is completely determined by the temperatures of the two black bodies. Then the zeroth, first, second and third laws can be extended to steady states, where the idea of local steady states plays an important role for the system whose geometrical shape is anisotropic and inhomogeneous. The thermodynamic formalism presented in this paper does not include …
We investigate the consequences of reparametrizations in the geometric description of thermodynamics analyzing the effects on the thermodynamic phase space. It is known that the contact and Riemannian structures of the thermodynamic phase space are related to thermodynamic equilibrium and statistical fluctuations in the Boltzmann-Gibbs statistical mechanics. The physical motivation for this analysis rests upon the possibility of having, instead of a direct control of the intensive parameters determining the state of the corresponding physical reservoirs, the control of a set of differentiable …
Anisotropy in temperature, chemical potential, or ion concentration, provides the fuel that feeds dynamical processes that sustain life. At the same time, anisotropy is a root cause of incurred losses manifested as entropy production. In this work we consider a rudimentary model of an overdamped stochastic thermodynamic system in an anisotropic temperature heat bath, and study minimum entropy production when driving the system between thermodynamic states in finite time. While entropy production in isotropic temperature environments can be expressed in terms of the length (in the Wasserstein-2…
Speed-accuracy relations for diffusion models: Wisdom from nonequilibrium thermodynamics and optimal transport
Department of Mathematical Engineering and Information Physics, School of Engineering, The University of Tokyo（数学工程与信息物理系，工学院，东京大学）；Department of Earth and Planetary Physics, School of Science, The University of Tokyo（地球与行星物理系，理学院，东京大学）；Preferred Networks Inc.（Preferred Networks公司）；Universal Biology Institute, Graduate School of Science, The University of Tokyo（生物科学研究所，研究生院，东京大学）
Thermodynamic length is a metric distance between equilibrium thermodynamic states that asymptotically bounds the dissipation induced by a finite time transformation of a thermodynamic system. By means of thermodynamic length, we first evaluate the departures from ideal to real gases in geometric thermodynamics with and without Legendre invariance. In particular, we investigate ideal and real gases in the Ruppeiner and geometrothermodynamic formalisms. Afterwards, we formulate a strategy to relate thermodynamic lengths to efficiency of thermodynamic systems in both the aforementioned framework…
