All real physical processes, including of the first-passage time, occur with a change in entropy. This circumstance is not taken into account when studying the first-passage time, but is illustrated in this article using the example of electron transfer through a metallic double dot. The statistics of the first-passage time of a random process N(t) for electrons transferred through a metallic double dot is considered. The expressions for the average first-passage time are compared with and without taking into account the change in entropy during this time. External influences on the average value of the first-passage time are considered for the case of DC bias voltage.
With nontrivial entropy production, first passage process is one of the most common nonequilibrium process in stochastic thermodynamics. Using one dimensional birth and death precess as a model framework, approximated expressions of mean first passage time (FPT), mean total number of jumps (TNJ), and their coefficients of variation (CV), are obtained for the case far from equilibrium. Consequently, uncertainty relations for FPT and TNJ are presented. Generally, mean FPT decreases exponentially with entropy production, while mean TNJ decreases exponentially first and then tends to a starting si…
Measurements of spatial diffusion of cold atoms in optical lattices have revealed anomalous super-diffusion, which is controlled by the depth of the optical lattice. We use first passage time statistics to derive the diffusion front of the atoms. In particular, the distributions of areas swept under the first passage curve till its first arrival, and of areas under the Bessel excursion are shown to be powerful tools in the analysis of the atomic cloud. A rather general relation between first passage time statistics and diffusivity is discussed, showing that first passage time analysis is a use…
Consider a network embedded in the 2D plane, where a particle diffuses along the edges of the network. It is clear that over short length scales a particle moves along a single edge and thus undergoes one-dimensional diffusion. However, on larger length scales it is no longer immediately clear how the transport will behave. One could intuit that as the network is embedded in two dimensions for "large enough" length scales the transport will also appear two-dimensional. Is this true for all networks? Can we quantify the length scales upon which this transition occurs? What is the transport beha…
We perform an in-depth study for mean first-passage time (MFPT)---a primary quantity for random walks with numerous applications---of maximal-entropy random walks (MERW) performed in complex networks. For MERW in a general network, we derive an explicit expression of MFPT in terms of the eigenvalues and eigenvectors of the adjacency matrix associated with the network. For MERW in uncorrelated networks, we also provide a theoretical formula of MFPT at the mean-field level, based on which we further evaluate the dominant scalings of MFPT to different targets for MERW in uncorrelated scale-free n…
The time until the failure of some node of the system or until the end of some stage of the operation of the tribological system is associated with the change in entropy in the system that occurs during this time. Methods of the first-passage time by a random process of some given level are used. We assume that the first-passage time is equal to the time to failure. A statistical distribution containing the first-passage time is introduced. The thermodynamic parameter associated with the random variable of the first-passage time is expressed in terms of the change in entropy. This parameter is…
We study the similarities and differences between different models concerning subdiffusion. More particularly, we calculate first passage time (FPT) distributions for subdiffusion, derived from Greens' functions of nonlinear equations obtained from Sharma-Mittal's, Tsallis's and Gauss's nonadditive entropies. Then we compare these with FPT distributions calculated from a fractional model using a subdiffusion equation with a fractional time derivative. All of Greens' functions give us exactly the same standard relation $<(Δx)^2> =2 D_αt^α$ which characterizes subdiffusion ($0<α<1$), but general…
The first-passage time is proposed as an independent thermodynamic parameter of the statistical distribution that generalizes the Gibbs distribution. The theory does not include the determination of the first passage statistics itself. A random process is set that describes a physical phenomenon. The first passage statistics is determined from this random process. The thermodynamic parameter conjugated to the first-passage time is the same as the Laplace transform parameter of the first-passage time distribution in the partition function. The corresponding partition function is divided into mu…
Non-equilibrium symmetry of cyclic first-passage times
University of Padova（帕多瓦大学）；Max Planck Institute for the Physics of Complex Systems（马克斯·普朗克复杂系统物理研究所）；Okinawa Institute of Science and Technology Graduate University（冲绳科学技术大学院大学）；Center for Systems Biology Dresden（德累斯顿系统生物学中心）；Max Planck Institute of Molecular Cell Biology and Genetics（马克斯·普朗克分子细胞生物学与遗传学研究所）
The approach the first-passage time (FPT) of a random process to a certain level is applied to the description of radiation-enhanced diffusion. This is an integral approach to describing the problem of radiation-enhanced diffusion, which does not specify the details of the process but takes into account the overall change in entropy during the process. Relationships are obtained to take into account the influence of radiation effects on the diffusion coefficient. The theoretical results obtained are compared with the experimental ones.
We investigate the fluctuations of the time elapsed until the electric charge transferred through a conductor reaches a given threshold value. For this purpose, we measure the distribution of the first-passage times for the net number of electrons transferred between two metallic islands in the Coulomb blockade regime. Our experimental results are in excellent agreement with numerical calculations based on a recent theory describing the exact first-passage-time distributions for any non-equilibrium stationary Markov process. We also derive a simple analytical approximation for the first-passag…
In this work we consider a class of recursively-grown fractal networks $G_n(t)$, whose topology is controlled by two integer parameters $t$ and $n$. We first analyse the structural properties of $G_n(t)$ (including fractal dimension, modularity and clustering coefficient) and then we move to its transport properties. The latter are studied in terms of first-passage quantities (including the mean trapping time, the global mean first-passage time and the Kemeny's constant) and we highlight that their asymptotic behavior is controlled by network's size and diameter. Remarkably, if we tune $n$ (or…
Thermodynamics with thermodynamic variable first-passage time. II. Dynamics of explosive boiling of superheated liquid, critical indices, fractional calculus
Institute for Nuclear Research, pr. Nauki, 47 Kiev, Ukraine（乌克兰国家核科学研究所）
Comparison of extended irreversible thermodynamics and nonequilibrium statistical operator method with thermodynamics based on a distribution containing the first-passage time
Characterization of composite materials, whose properties vary in space over microscopic scales, has become a problem of broad interdisciplinary interest. In particular, estimation of the inhomogeneous transport coefficients, e.g. the diffusion coefficient or the heat conductivity which shape important processes in biology and engineering, is a challenging task. The analysis of such systems is further complicated, because two alternative formulations of the inhomogeneous transport equations exist in the literature -- the Smoluchowski and Fokker-Planck equations, which are also related to the s…
We derive a thermodynamic uncertainty relation (TUR) for first-passage times (FPTs) on continuous time Markov chains. The TUR utilizes the entropy production coming from bidirectional transitions, and the net flux coming from unidirectional transitions, to provide a lower bound on FPT fluctuations. As every bidirectional transition can also be seen as a pair of separate unidirectional ones, our approach typically yields an ensemble of TURs. The tightest bound on FPT fluctuations can then be obtained from this ensemble by a simple and physically motivated optimization procedure. The results pre…
The mean first passage time, one of the important characteristics for a stochastic process, is often calculated assuming the observation time is infinite. However, in practice, the observation time, T, is always finite and the mean first passage time (MFPT) is dependent on the length of the observation time. In this work, we investigate the observation time dependence of the MFPT of a particle freely moving in the interval [-L,L] for a simple diffusion model and four different models of subdiffusion, the fractional diffusion equation (FDE), scaled Brown motion (SBM), fractional Brownian motion…
Many out of equilibrium phenomena, such as diffusion-limited reactions or target search processes, are controlled by first-passage events. So far the general determination of the mean first-passage time (FPT) to a target in confinement has left aside aging processes, involved in contexts as varied as glassy dynamics, tracer diffusion in biological membranes or transport of cold atoms in optical lattices. Here we consider general non-Markovian scale-invariant processes in arbitrary dimension, displaying aging, and demonstrate that all the moments of the FPT obey universal scalings with the conf…
We present general methods to exactly calculate mean-first passage quantities on self-similar networks defined recursively. In particular, we calculate the mean first-passage time and the splitting probabilities associated to a source and one or several targets; averaged quantities over a given set of sources (e.g., same-connectivity nodes) are also derived. The exact estimate of such quantities highlights the dependency of first-passage processes with respect to the source-target distance, which has recently revealed to be a key parameter to characterize transport in complex media. We explici…
We investigate the voltage-driven transport of hybridized DNA through membrane channels. As membrane channels are typically too narrow to accommodate hybridized DNA, the dehybridization of the DNA is the critical rate limiting step in the transport process. Using a two-dimensional stochastic model, we show that the dehybridization process proceeds by two distinct mechanisms; thermal denaturation in the limit of low driving voltage, and direct stripping in the high to moderate voltage regime. Additionally, we investigate the effects of introducing non-homologous defects into the DNA strand.
For transport processes in geometrically restricted domains, the mean first-passage time (MFPT) admits a general scaling dependence on space parameters for diffusion, anomalous diffusion, and diffusion in disordered or fractal media. For transport in self-similar fractal structures, we obtain a new expression for the source-target distance dependence of the MFPT that exhibits both the leading power law behavior, depending on the Hausdorff and spectral dimension of the fractal, as well as small log periodic oscillations that are a clear and definitive signal of the underlying fractal structure.…
We study the statistics of infima, stopping times and passage probabilities of entropy production in nonequilibrium steady states, and show that they are universal. We consider two examples of stopping times: first-passage times of entropy production and waiting times of stochastic processes, which are the times when a system reaches for the first time a given state. Our main results are: (i) the distribution of the global infimum of entropy production is exponential with mean equal to minus Boltzmann's constant; (ii) we find the exact expressions for the passage probabilities of entropy produ…
We propose a model for anomalous transport in inhomogeneous environments, such as fractured rocks, in which particles move only along pre-existing self-similar curves (cracks). The stochastic Loewner equation is used to efficiently generate such curves with tunable fractal dimension $d_f$. We numerically compute the probability of first passage (in length or time) from one point on the edge of the semi-infinite plane to any point on the semi-circle of radius $R$. The scaled probability distributions have a variance which increases with $d_f$, a non-monotonic skewness, and tails that decay fast…
We show that the steady-state entropy production rate of a stochastic process is inversely proportional to the minimal time needed to decide on the direction of the arrow of time. Here we apply Wald's sequential probability ratio test to optimally decide on the direction of time's arrow in stationary Markov processes. Furthermore the steady state entropy production rate can be estimated using mean first-passage times of suitable physical variables. We derive a first-passage time fluctuation theorem which implies that the decision time distributions for correct and wrong decisions are equal. Ou…
*First-principles derivation of the entropy production in erectric static conduction. *The second-order (symmetric) density matrix contributes to the entropy production. *New schemes of steady states formulated using a relaxation-type von Neumann equation. *Stationary temperature is introduced to characterize steady states. *The mechanism of the entropy production in steady states is also clarified.
Recent large deviation results have provided general lower bounds for the fluctuations of time-integrated currents in the steady state of stochastic systems. A corollary are so-called thermodynamic uncertainty relations connecting precision of estimation to average dissipation. Here we consider this problem but for counting observables, i.e., trajectory observables which, in contrast to currents, are non-negative and non-decreasing in time (and possibly symmetric under time reversal). In the steady state, their fluctuations to all orders are bound from below by a Conway-Maxwell-Poisson distrib…
Non-equilibrium states of a thermodynamic statistical system are investigated using the thermodynamic parameter of the system lifetime, first-passage time, the time before degeneration of the system under influence of fluctuations. Statistical distributions that describe the behavior of energy and lifetime are used. Entropy and obtained thermodynamic relations are compared with the results of Extended Irreversible thermodynamics, where as an additional parameter selected fluxes. Explicit expressions are obtained for average lifetime and conjugate thermodynamic quantity. It is shown that, when …
We calculate the first passage time distribution for diffusion through a cylindrical pore with sticky walls. A particle diffusively explores the interior of the pore through a series of binding and unbinding events with the cylinder wall. Through a diagrammatic expansion we obtain first passage time statistics for the particle's exit from the pore. Connections between the model and nucleocytoplasmic transport in cells are discussed.
Some general aspects of nonlinear transport phenomena are discussed on the basis of two kinds of formulations obtained by extending Kubo's perturbational scheme of the density matrix and Zubarev's non-equilibrium statistical operator formulation. Both formulations are extended up to infinite order of an external force in compact forms and their relationship is clarified through a direct transformation.
The first passage time (FPT) for random walks is a key indicator of how fast information diffuses in a given system. Despite the role of FPT as a fundamental feature in transport phenomena, its behavior, particularly in heterogeneous networks, is not yet fully understood. Here, we study, both analytically and numerically, the scaling behavior of the FPT distribution to a given target node, averaged over all starting nodes. We find that random walks arrive quickly at a local hub, and therefore, the FPT distribution shows a crossover with respect to time from fast decay behavior (induced from th…
Motivated by a range of biological applications related to the transport of molecules in cells, we present a modular framework to treat first-passage problems for diffusion in partitioned spaces. The spatial domains can differ with respect to their diffusivity, geometry, and dimensionality, but can also refer to transport modes alternating between diffusive, driven, or anomalous motion. The approach relies on a coarse-graining of the motion by dissecting the trajectories on domain boundaries or when the mode of transport changes, yielding a small set of states. The time evolution of the reduce…
We solve the problem of first-passage time for run-and-tumble particles in one dimension. Exact expression is derived for the mean first-passage time in the general case, considering external force-fields and chemotactic-fields, giving rise to space dependent swim-speed and tumble rate. Agreement between theoretical formulae and numerical simulations is obtained in the analyzed case studies -- constant and sinusoidal force fields, constant gradient chemotactic field. Reported findings can be useful to get insights into very different phenomena involving active particles, such as bacterial moti…
The length-scale dependence of the dynamic entropy is studied in a molecular dynamics simulation of a binary Lennard-Jones liquid above the mode-coupling critical temperature $T_c$. A number of methods exist for estimating the entropy of dynamical systems and we utilize an approximation based on calculating the mean first-passage time (MFPT) for particle displacement because of its tractability and its accessibility in real and simulation measurements. The MFPT dynamic entropy $S(ε)$ is defined to equal the inverse of the average first-passage time for a particle to exit a sphere of radius $ε$…
We consider a system of two Brownian particles (say A and B), coupled to each other via harmonic potential of stiffness constant $k$. Particle-A is connected to two heat baths of constant temperatures $T_1$ and $T_2$, and particle-B is connected to a single heat bath of a constant temperature $T_3$. In the steady state, the total entropy production for both particles obeys the fluctuation theorem. We compute the total entropy production due to one of the particles called as partial or apparent entropy production, in the steady state for a time segment $τ$. When both particles are weakly intera…
We use maximal entropy random walk (MERW) to study the trapping problem in dendrimers modeled by Cayley trees with a deep trap fixed at the central node. We derive an explicit expression for the mean first passage time from any node to the trap, as well as an exact formula for the average trapping time (ATT), which is the average of the source-to-trap mean first passage time over all non-trap starting nodes. Based on the obtained closed-form solution for ATT, we further deduce an upper bound for the leading behavior of ATT, which is the fourth power of $\ln N$, where $N$ is the system size. Th…
Modulating ion transport through nanoporous membranes is critical to many important chemical and biological separation processes. The corresponding transport timescales, however, are often too long to capture accurately using conventional molecular dynamics (\textsc{Md}). Recently, path sampling techniques such as forward-flux sampling (\textsc{Ffs}) have emerged as attractive alternatives for efficiently and accurately estimating arbitrarily long ionic passage times. Here, we use non-equilibrium \textsc{Md} and \textsc{Ffs} to explore how the kinetics and mechanism of pressure-driven chloride…
We develop a new theoretical framework for describing steady-state quantum transport phenomena, based on the general maximum-entropy principle of non-equilibrium statistical mechanics. The general form of the many-body density matrix is derived, which contains the invariant part of the current operator that guarantees the non-equilibrium and steady-state character of the ensemble. Several examples of the theory are given, demonstrating the relationship of the present treatment to the widely-used scattering-states occupation schemes at the level of the self-consistent single-particle approximat…
Entropy Production in Mesoscopic Electronic Transport Beyond Weak-Coupling
Instituto de Física Teórica, Universidade Estadual Paulista (UNESP)（圣保罗州立大学理论物理研究所）；Instituto de Física, Universidade Federal do Rio de Janeiro（里约热内卢联邦大学物理研究所）；Institut für Theoretische Physik, Universität Regensburg（雷根斯堡大学理论物理研究所）
The nonadditive entropy introduced by Tsallis in 1988 has been used in different fields and generalizes the Boltzmann entropy extending the possibilities of application of the statistical methods developed in the context of Mechanics. Here we investigate one of the last points of the theory that still are under discussion: the source term of the nonextensive transport equation. Based on a simple system, we show that the nonadditivity is a direct consequence of the phase space topology, and derive the source term that leads to the nonextensive transport equation.
Often sharp changes in cellular behavior are triggered by thresholded events, i.e., by the attainment of a threshold value of a relevant cellular or molecular dynamical variable. Since the governing variable itself typically undergoes noisy or stochastic dynamics, there is a corresponding variability in the times when the same change occurs in each cell of a population. This time is called the "first passage" time and the corresponding process is a "first passage" (FP) process, referring to the event when a random variable first passes the threshold value. In this review we first present and e…
Subdiffusive motion of tracer particles in complex crowded environments, such as biological cells, has been shown to be widepsread. This deviation from brownian motion is usually characterized by a sublinear time dependence of the mean square displacement (MSD). However, subdiffusive behavior can stem from different microscopic scenarios, which can not be identified solely by the MSD data. In this paper we present a theoretical framework which permits to calculate analytically first-passage observables (mean first-passage times, splitting probabilities and occupation times distributions) in di…
A unified view on macroscopic thermodynamics and quantum transport is presented. Thermodynamic processes with an exchange of energy between two systems necessarily involve the flow of other balanceable quantities. These flows are first analyzed using a simple drift-diffusion model, which includes the thermoelectric effects, and connects the various transport coefficients to certain thermodynamic susceptibilities and a diffusion coefficient. In the second part of the paper the connection between macroscopic thermodynamics and quantum statistics is discussed. It is proposed to employ not particl…
