One of the major challenges in stochastic thermodynamics is to compute the distributions of stochastic observables for small-scale systems for which fluctuations play a significant role. Hitherto much theoretical and experimental research has focused on systems composed of passive Brownian particles. In this paper, we study the heat fluctuations in a system of interacting active particles. Specifically we consider a one-dimensional harmonic chain of $N$ active Ornstein-Uhlenbeck particles, with the chain ends connected to heat baths of different temperatures. We compute the moment-generating function for the heat flow in the steady state. We employ our general framework to explicitly compute the moment-generating function for two example single-particle systems. Further, we analytically obtain the scaled cumulants for the heat flow for the chain. Numerical Langevin simulations confirm the long-time analytical expressions for first and second cumulants for the heat flow for a two-particle chain.
Unsteady heat transfer in a harmonic chain is analyzed. Two types of thermal perturbations are considered: 1) initial instant temperature perturbation, 2) external heat supply. Closed equations describing the heat propagation are obtained and their analytical solution is constructed.
We present an exact solution of the Langevin's equation in the steady state limit in a three dimensional, harmonic crystal of slab geometry whose boundary surfaces along its length are connected to two stochastic, white noise heat baths at different temperatures. We show that the heat trasport obeys the Fourier's law in the continuum limit.
Thermodynamic quantities, like heat, entropy, or work, are random variables, in stochastic systems. Here, we investigate the statistics of the heat exchanged by a Brownian particle subjected to a logarithm-harmonic potential. We derive analytically the characteristic function and its moments for the heat. Through numerical integration, and numerical simulation, we calculate the probability distribution as well, characterizing fully the statistical behavior of the heat. The results are also investigated in the asymptotic limit, where we encounter the characteristic function in terms of hypergeo…
We study vibrational energy transport in a quasi 1-D harmonic chain with both longitudinal and transverse vibrations. We demonstrate via both numerical simulation and theoretic analysis that for 1-D atomic chain connected by 3D harmonic springs, the coefficient of heat conduction changes it continuously with its lattice constant, indicating the qualitative difference from the corresponding 1-D case where the coefficient is independent of the lattice constant.
In this work exact solutions for the equation that describes anomalous heat propagation in 1D harmonic lattices are obtained. Rectangular, triangular, and sawtooth initial perturbations of the temperature field are considered. The solution for an initially rectangular temperature profile is investigated in detail. It is shown that the decay of the solution near the wavefront is proportional to $1/ \sqrt{t}$. In the center of the perturbation zone the decay is proportional to $1/t$. Thus the solution decays slower near the wavefront, leaving clearly visible peaks that can be detected experiment…
An analytical model of unsteady heat transfer in a one-dimensional harmonic crystal is presented. A nonlocal temperature is introduced as a generalization of the kinetic temperature. A closed equation determining unsteady thermal processes in terms of the nonlocal temperature is derived. For an instantaneous heat perturbation a time-reversible equation for the kinetic temperature is derived and solved. The resulting constitutive law for the heat flux in the considered system is obtained. This law significantly differs from Fourier's law and it predicts a finite velocity of the heat front and i…
Heat fluctuations of a harmonic oscillator in contact with a thermostat and driven out of equilibrium by an external deterministic force are studied experimentally and theoretically within the context of Fluctuation Theorems. We consider the case of a periodic forcing of the oscillator, and we calculate the analytic probability density function of heat fluctuations. The limit of large time is discussed and we show that heat fluctuations satisfy the conventional fluctuation theorem, even if a different fluctuation relation exists for this quantity. Experimental results are also given for a tran…
We consider a simple model of a stochastic heat engine, which consists of a single Brownian particle moving in a one-dimensional periodically breathing harmonic potential. Overdamped limit is assumed. Expressions of second moments (variances and covariances ) of heat and work are obtained in the form of integrals, whose integrands contain functions satisfying certain differential equations. The results in the quasi-static limit are simple functions of temperatures of hot and cold thermal baths. The coefficient of variation of the work is suggested to give an approximate probability for the wor…
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 …
We study the heat transport properties of a chain of coupled quantum harmonic oscillators in contact at its ends with two heat reservoirs at distinct temperatures. Our approach is based on the use of an evolution equation for the density operator which is a canonical quantization of the classical Fokker-Planck-Kramers equation. We set up the evolution equation for the covariances and obtain the stationary covariances at the stationary states from which we determine the thermal conductance in closed form when the interparticle interaction is small. The conductance is finite in the thermodynamic…
In the recent paper by Sokolov et al. (Int. J. of Heat and Mass Transfer 176, 2021, 121442) ballistic heat propagation in 1D harmonic crystal is considered and the properties of the exact discrete solution and the solution of the ballistic heat equation introduced by Krivtsov are numerically compared. The aim of this note is to demonstrate that the latter continuum fundamental solution can be formally obtained as the slow time-varying component of the large-time asymptotics for the exact discrete solution on a moving point of observation.
We consider unsteady heat transfer in a one-dimensional harmonic crystal surrounded by a viscous environment and subjected to an external heat supply. The basic equations for the crystal particles are stated in the form of a system of stochastic differential equations. We perform a continualization procedure and derive an infinite set of linear partial differential equations for covariance variables. An exact analytic solution describing unsteady ballistic heat transfer in the crystal is obtained. It is shown that the stationary spatial profile of the kinetic temperature caused by a point sour…
We consider heat transfer across an arbitrary harmonic network connected to two heat baths at different temperatures. The network has $N$ positional degrees of freedom, of which $N_L$ are connected to a bath at temperature $T_L$ and $N_R$ are connected to a bath at temperature $T_R$. We derive an exact formula for the cumulant generating function for heat transfer between the two baths. The formula is valid even for $N_L \ne N_R$ and satisfies the Gallavotti-Cohen fluctuation symmetry. Since harmonic crystals in three dimensions are known to exhibit different regimes of transport such as balli…
The formalism of Kundu et al. [J. Stat. Mech. (2011) P03007], for computing the large deviations of heat flow in harmonic systems, is applied to the case of single Brownian particle in a harmonic trap and coupled to two heat baths at different temperatures. The large-t form of the moment generating function <exp[-sQ]> ~ g(s) exp[t m(s)], of the total heat flow Q from one of the baths to the particle in a given time interval t, is studied and exact explicit expressions are obtained for both m(s) and g(s). For a special case of the single particle problem that corresponds to the work done by an …
We consider one-dimensional systems of all-to-all harmonically coupled particles with arbitrary masses, subject to two Langevin thermal baths. The couplings correspond to the mean-field limit of long-range interactions. Additionally, the particles can be subject to a harmonic on-site potential to break momentum conservation. Using the non-equilibrium Green operator formalism, we calculate the transmittance, the heat flow and local temperatures, for arbitrary configurations of masses. For identical masses, we show analytically that, the heat flux decays with the system size $N$, as $1/N$, regar…
We study full counting statistics for transferred heat and entropy production between multi-terminal systems in absence of a finite junction. The systems are modelled as collections of coupled harmonic oscillators which are kept at different equilibrium temperatures and are connected via arbitrary time dependent couplings. Following consistent quantum framework and two-time measurement concept we obtain analytical expressions for the generalized cumulant generating function. We discuss transient and steady-state fluctuation theorems for the transferred quantities. We also address the effect of…
We find an exact series solution for the steady-state probability distribution of a harmonically trapped active Brownian particle in two dimensions, in the presence of translational diffusion. This series solution allows us to efficiently explore the behavior of the system in different parameter regimes. Identifying "active" and "passive" regimes, we predict a surprising re-entrant active-to-passive transition with increasing trap stiffness. Our numerical simulations validate this finding. We discuss various interesting limiting cases wherein closed form expressions for the distributions can b…
We analyse non-equilibrium Carnot-like cycles built with a colloidal particle in a harmonic trap, which is immersed in a fluid that acts as a heat bath. Our analysis is carried out in the overdamped regime. The cycle comprises four branches: two isothermal processes and two \textit{locally} adiabatic ones. In the latter, both the temperature of the bath and the stiffness of the harmonic trap vary in time, but in such a way that the average heat vanishes for all times. All branches are swept at a finite rate and, therefore, the corresponding processes are irreversible, not quasi-static. Specifi…
We consider heat transport across a harmonic chain connected at its two ends to white-noise Langevin reservoirs at different temperatures. In the steady state of this system the heat $Q$ flowing from one reservoir into the system in a finite time $τ$ has a distribution $P(Q,τ)$. We study the large time form of the corresponding moment generating function $<e^{-λQ}>\sim g(λ) e^{τμ(λ)}$. Exact formal expressions, in terms of phonon Green's functions, are obtained for both $μ(λ)$ and also the lowest order correction $g(λ)$. We point out that, in general a knowledge of both $μ(λ)$ and $g(λ)$ is re…
We consider heat transfer in an infinite two-dimensional square harmonic scalar lattice lying in a viscous environment and subjected to a heat source. The basic equations for the particles of the lattice are stated in the form of a system of stochastic ordinary differential equations. We perform a continualization procedure and derive an infinite system of linear partial differential equations for covariance variables. The most important results of the paper are the deterministic differential-difference equation describing non-stationary heat propagation in the lattice and the analytical formu…
Motivated by recent discussion about the possibility of non-Clausius (from cold to hot) heat flow, we revisit the familiar model of an impurity atom of mass $M$ embedded in an otherwise uniform one-dimensional harmonic lattice of host atoms of mass $m$. Assuming that the initial distributions for the impurity and the rest of the lattice have canonical forms with given temperatures, we show that the average kinetic energy of the impurity may increase with time even if its initial temperature is higher than or equal to that of the lattice. Such an increase is only temporary in uniform lattices a…
Heat transport in open quantum systems is particularly susceptible to the modeling of system-reservoir interactions. It thus requires to consistently treat the coupling between a quantum system and its environment. While perturbative approaches are successfully used in fields like quantum optics and quantum information, they reveal deficiencies, typically in the context of thermodynamics, when it is essential to respect additional criteria such as fluctuation-dissipation theorems. We use a non-perturbative approach for quantum dissipative dynamics based on a stochastic Liouville-von Neumann eq…
An analytical model of high frequency oscillations of the kinetic and potential energies in a one-dimensional harmonic crystal with a substrate potential is obtained by introducing the nonlocal energies [1]. A generalization of the kinetic temperature (nonlocal temperature) is adopted to derive a closed equation determining the heat propagation processes in the harmonic crystal with a substrate potential.
We study heat conduction in a harmonic crystal whose bulk dynamics is supplemented by random reversals (flips) of the velocity of each particle at a rate $λ$. The system is maintained in a nonequilibrium stationary state(NESS) by contacts with Langevin reservoirs at different temperatures. We show that the one-body and pair correlations in this system are the same (after an appropriate mapping of parameters) as those obtained for a model with self-consistent reservoirs. This is true both for the case of equal and random(quenched) masses. While the heat conductivity in the NESS of the ordered s…
We study the heat transport in systems of coupled oscillators driven out of equilibrium by Gaussian heat baths. We illustrate with a few examples that such systems can exhibit ``strange'' transport phenomena. In particular, {\em circulation} of heat flux may appear in the steady state of a system of three oscillators only. This indicates that the direction of the heat fluxes can in general not be "guessed" from the temperatures of the heat baths. Although we primarily consider harmonic couplings between the oscillators, we explain why this strange behavior persists under weak anharmonic pertur…
We derive the thermal conductivities of one-dimensional harmonic and anharmonic lattices with self-consistent heat baths (BRV lattice) from the Single-Mode Relaxation Time (SMRT) approximation. For harmonic lattice, we obtain the same result as previous works. However, our approach is heuristic and reveals phonon picture explicitly within the heat transport process. The results for harmonic and anharmonic lattices are compared with numerical calculations from Green-Kubo formula. The consistency between derivation and simulation strongly supports that effective (renormalized) phonons are energy…
We study the problem of heat conduction in a mass-disordered two-dimensional harmonic crystal. Using two different stochastic heat baths, we perform simulations to determine the system size (L) dependence of the heat current (J). For white noise heat baths we find that J ~ 1/L^a with $ a \approx 0.59 $ while correlated noise heat baths gives $ a \approx 0.51 $. A special case with correlated disorder is studied analytically and gives a=3/2 which agrees also with results from exact numerics.
We consider a thermal quantum harmonic oscillator weakly coupled to a heat bath at a different temperature. We analytically study the quantum heat exchange statistics between the two systems using the quantum-optical master equation. We exactly compute the characteristic function of the heat distribution and show that it verifies the Jarzynski-Wójcik fluctuation theorem. We further evaluate the heat probability density in the limit of long thermalization times, both in the low and high temperature regimes, and investigate its time evolution by calculating its first two cumulants.
We present an exact solution for the heat conductance along a harmonic chain connecting two reservoirs at different temperatures. In this model, the end points correspond to Brownian particles with different damping coefficients. Such analytical expression for the heat conductance covers its behavior from mesoscopic to very long one-dimensional quantum chains, and validates the ballistic nature of the heat transport in the latter example. This implies the absence of the Fourier law for classical and quantum harmonic chains. We also provide a thorough analysis of the normal modes of system whic…
We provide an explicit method for solving general markovian master equations for quadratic bosonic Hamiltonians with linear bath operators. As an example we consider a one-dimensional quantum harmonic oscillator chain coupled to thermal reservoirs at both ends of the chain. We derive an analytic solution of the Redfield master equation for homogeneous harmonic chain and recover classical results, namely, vanishing temperature gradient and constant heat current in the thermodynamic limit. In the case of the disordered gapped chains we observe universal heat current scaling independent of the ba…
We study the transport of heat along a chain of particles interacting through a harmonic potential and subject to heat reservoirs at its ends. Each particle has two degrees of freedom and is subject to a stochastic noise that produces infinitesimal changes in the velocity while keeping the kinetic energy unchanged. This is modelled by means of a Langevin equation with multiplicative noise. We show that the introduction of this energy conserving stochastic noise leads to Fourier's law. By means of an approximate solution that becomes exact in the thermodynamic limit, we also show that the heat …
The notion of a nonequilibrium heat capacity is important for bio-energetics and for calorimetry of active materials more generally. It centers around the notion of excess heat or excess work dissipated during a quasistatic relaxation between different nonequilibrium conditions. We give exact results for active random walks moving in an energy landscape on a graph, based on calculations employing the matrix-tree and matrix-forest theorems. That graphical method applies to any Markov jump process under the physical condition of local detailed balance, and is not restricted to the examples given…
We study heat rectification in a minimalistic model composed of two masses subjected to on-site and coupling linear forces in contact with effective Langevin baths induced by laser interactions. Analytic expressions of the heat currents in the steady state are spelled out. Asymmetric heat transport is found in this linear system if both the bath temperatures and the temperature dependent bath-system couplings are also exchanged.
We consider heat conduction across an ordered oscillator chain with harmonic interparticle interactions and also onsite harmonic potentials. The onsite spring constant is the same for all sites excepting the boundary sites. The chain is connected to Ohmic heat reservoirs at different temperatures. We use an approach following from a direct solution of the Langevin equations of motion. This works both in the classical and quantum regimes. In the classical case we obtain an exact formula for the heat current in the limit of system size N to infinity. In special cases this reduces to earlier resu…
We investigate the mechanism of heat conduction in ordered and disordered harmonic onedimensional chains within the quantum mechanical Langevin method. In the case of the disordered chains we find indications for normal heat conduction which means that there is a finite temperature gradient but we cannot clearly decide whether the heat resistance increases linearly with the chain length. Furthermore we observe characteristic quantum mechanical features like Bose-Einstein statistics of the occupation numbers of the normal modes, freezing of the heat conductivity and the influence of the entangl…
In d-dimensional lattices of coupled quantum harmonic oscillators, we analyze the heat current caused by two thermal baths of different temperature, which are coupled to opposite ends of the lattice, with focus on the validity of Fourier's law of heat conduction. We provide analytical solutions of the heat current through the quantum system in the non-equilibrium steady state using the rotating-wave approximation and bath interactions described by a master equation of Lindblad form. The influence of local dephasing in the transition of ballistic to diffusive transport is investigated.
We work out the non-equilibrium steady state properties of a harmonic lattice which is connected to heat reservoirs at different temperatures. The heat reservoirs are themselves modeled as harmonic systems. Our approach is to write quantum Langevin equations for the system and solve these to obtain steady state properties such as currents and other second moments involving the position and momentum operators. The resulting expressions will be seen to be similar in form to results obtained for electronic transport using the non-equilibrium Green's function formalism. As an application of the fo…
A general formulation is developed to study heat conduction in disordered harmonic chains with arbitrary heat baths that satisfy the fluctuation-dissipation theorem. A simple formal expression for the heat current J is obtained, from which its asymptotic system-size (N) dependence is extracted. It is shown that the ``thermal conductivity'' depends not just on the system itself but also on the spectral properties of the fluctuation and noise used to model the heat baths. As special cases of our heat baths we recover earlier results which reported that for fixed boundaries $J \sim 1/N^{3/2}$, wh…
We study the thermal conduction behaviors of one-dimensional lattice models with asymmetry harmonic interparticle interactions in this paper. Normal thermal conductivity independent of the system size is observed when the lattice chains are long enough. Because only the harmonic interactions are involved, the result confirms without ambiguous interpretation that the asymmetry plays key role in resulting in the normal thermal conduction in one-dimensional momentum conserving lattices. Both equilibrium and nonequilibrium simulations are performed to support the conclusion.
We investigate the transport of phonons between $N$ harmonic oscillators in contact with independent thermal baths and coupled to a common oscillator, and derive an expression for the steady state heat flow between the oscillators in the weak coupling limit. We apply these results to an optomechanical array consisting of a pair of mechanical resonators coupled to a single quantised electromagnetic field mode by radiation pressure as well as to thermal baths with different temperatures. In the weak coupling limit this system is shown to be equivalent to two mutually-coupled harmonic oscillators…
We study the active work fluctuations of an active Ornstein-Uhlenbeck particle in the presence of a confining harmonic potential. We tackle the problem analytically both for stationary and generic uncorrelated initial states. Our results show that harmonic confinement can induce singularities in the active work rate function, with linear stretches at large positive and negative active work, at sufficiently large active and harmonic force constants. These singularities originate from big jumps in the displacement and in the active force, occurring at the initial or ending points of trajectories…
We investigate to what extent the specific heat of amorphous silica can be calculated within the harmonic approximation. For this we use molecular dynamics computer simulations to calculate, for a simple silica model (the BKS potential), the velocity autocorrelation function and hence an effective density of states g(nu). We find that the harmonic approximation is valid for temperatures below 300K but starts to break down at higher temperatures. We show that in order to get a reliable description of the low frequency part of g(nu), i.e. where the boson peak is observed, it is essential to use …
We consider heat transport in one-dimensional harmonic chains with isotopic disorder, focussing our attention mainly on how disorder correlations affect heat conduction. Our approach reveals that long-range correlations can change the number of low-frequency extended states. As a result, with a proper choice of correlations one can control how the conductivity $κ$ scales with the chain length $N$. We present a detailed analysis of the role of specific long-range correlations for which a size-independent conductivity is exactly recovered in the case of fixed boundary conditions. As for free bou…
Through an exact analysis using quantum Langevin dynamics, we demonstrate the crossover from ballistic to diffusive thermal transport in a harmonic chain with each site connected to Ohmic heat reservoirs. The temperatures of the two heat baths at the boundaries are specified from before whereas the temperatures of the interior heat reservoirs are determined self-consistently by demanding that in the steady state, on average, there is no heat current between any such (self-consistent) reservoir and the harmonic chain. Essence of our study is that the effective mean free path separating the ball…
We study the motion of active patchy colloids in an optical trap using experiments, theory and numerical simulations. To achieve isotropic and harmonic confinement, we prototype microparticles with a nearly uniform refractive index and verify that, in the absence of activity, the confined motion is identical to that of optically homogeneous Brownian particles. If the activity is turned on by means of vertical AC fields, the density distributions are described by Boltzmann-like statistics (Gaussian with effective temperature) only for strongly confining traps, whereas weaker potentials give ris…
We investigate the steady state heat current in two and three dimensional isotopically disordered harmonic lattices. Using localization theory as well as kinetic theory we estimate the system size dependence of the current. These estimates are compared with numerical results obtained using an exact formula for the current given in terms of a phonon transmission function, as well as by direct nonequilibrium simulations. We find that heat conduction by high-frequency modes is suppressed by localization while low-frequency modes are strongly affected by boundary conditions. Our {\color{black}heur…
We consider heat transport in one-dimensional harmonic chains attached at its ends to Langevin heat baths. The harmonic chain has mass impurities where the separation $d$ between any two successive impurities is randomly distributed according to a power-law distribution $P(d)\sim 1/d^{α+1}$, being $α>0$. In the regime where the first moment of the distribution is well defined ($1<α<2$) the thermal conductivity $κ$ scales with the system size $N$ as $κ\sim N^{(α-3)/α}$ for fixed boundary conditions, whereas for free boundary conditions $κ\sim N^{(α-1)/α}$ if $N\gg1$. When $α=2$, the inverse loc…
We propose a quantum Stirling heat engine with an ensemble of harmonic oscillators as the working medium. We show that the efficiency of the harmonic oscillator quantum Stirling heat engine (HO-QSHE) at a given frequency can be maximized at a specific ratio of the temperatures of the thermal reservoirs. In the low temperature or equivalently high frequency limit of the harmonic oscillators, the efficiency of the HO-QSHE approaches the Carnot efficiency. Further, we analyse quantum Stirling heat engine with an ensemble of particle in box quantum systems as the working medium. Here both work and…
We investigate the steady state heat current in two and three dimensional disordered harmonic crystals in a slab geometry, connected at the boundaries to stochastic white noise heat baths at different temperatures.The disorder causes short wavelength phonon modes to be localized so the heat current in this system is carried by the extended phonon modes which can be either diffusive or ballistic. Using ideas both from localization theory and from kinetic theory we estimate the contribution of various modes to the heat current and from this we obtain the asymptotic system size dependence of the …
The stochastic dynamics of the damped harmonic oscillator in a heat bath is simulated with an algorithm that is exact for time steps of arbitrary size. Exact analytical results are given for correlation functions and power spectra in the form they acquire when computed from experimental time-lapse recordings. Three applications are discussed: (i) Effects of finite sampling-rate and -time, described exactly here, are similar for other stochastic dynamical systems-e.g. motile micro-organisms and their time-lapse recorded trajectories. (ii) The same statistics is satisfied by any experimental sys…
Macroscopic cyclic heat engines have been a major motivation for the emergence of thermodynamics. In the last decade, cyclic heat engines that have large fluctuations and operate at finite time were studied within the more modern framework of stochastic thermodynamics. The second law for such heat engines states that the efficiency cannot be larger than the Carnot efficiency. The concept of cyclic active heat engines for a system in the presence of hidden dissipative degrees of freedom, also known as a nonequilibrium or active reservoir, has also been studied in theory and experiment. Such act…
We study the full nonequilibirum steady state distribution $P_{\text{st}}\left(X\right)$ of the position $X$ of a damped particle confined in a harmonic trapping potential and experiencing active noise, whose correlation time $τ_c$ is assumed to be very short. Typical fluctuations of $X$ are governed by a Boltzmann distribution with an effective temperature that is found by approximating the noise as white Gaussian thermal noise. However, large deviations of $X$ are described by a non-Boltzmann steady-state distribution. We find that, in the limit $τ_c \to 0$, they display the scaling behavior…
We address the general problem of heat conduction in one dimensional harmonic chain, with correlated isotopic disorder, attached at its ends to white noise or oscillator heat baths. When the low wavelength $μ$ behavior of the power spectrum $W$ (of the fluctuations of the random masses around their common mean value) scales as $W(μ)\sim μ^β$, the asymptotic thermal conductivity $κ$ scales with the system size $N$ as $κ\sim N^{(1+β)/(2+β)}$ for free boundary conditions, whereas for fixed boundary conditions $κ\sim N^{(β-1)/(2+β)}$; where $β>-1$, which is the usual power law scaling for one dime…
We present a theoretical study of bose condensation and specific heat of non-interacting bosons in finite lattices in harmonic potentials in one, two, and three dimensions. We numerically diagonalize the Hamiltonian to obtain the energy levels of the systems. Using the energy levels thus obtained, we investigate the temperature dependence, dimensionality effects, lattice size dependence, and evolution to the bulk limit of the condensate fraction and the specific heat. Some preliminary results on the specific heat of fermions in optical lattices are also presented. The results obtained are cont…
