Transient state work fluctuation theorem for a classical harmonic oscillator linearly coupled to a harmonic bath

Based on a Hamiltonian description we present a rigorous derivation of the transient state work fluctuation theorem and the Jarzynski equality for a classical harmonic oscillator linearly coupled to a harmonic heat bath, which is dragged by an external agent. Coupling with the bath makes the dynamics dissipative. Since we do not assume anything about the spectral nature of the harmonic bath the derivation is not restricted only to the Ohmic bath, rather it is more general, for a non-Ohmic bath. We also derive expressions of the average work done and the variance of the work done in terms of the two-time correlation function of the fluctuations of the position of the harmonic oscillator. In the case of an Ohmic bath, we use these relations to evaluate the average work done and the variance of the work done analytically and verify the transient state work fluctuation theorem quantitatively. Actually these relations have far-reaching consequences. They can be used to numerically evaluate the average work done and the variance of the work done in the case of a non-Ohmic bath when analytical evaluation is not possible.

Large deviation function and fluctuation theorem for classical particle transport

We analytically evaluate the large deviation function in a simple model of classical particle transfer between two reservoirs. We illustrate how the asymptotic long-time regime is reached starting from a special propagating initial condition. We show that the steady-state fluctuation theorem holds provided that the distribution of the particle number decays faster than an exponential, implying analyticity of the generating function and a discrete spectrum for its evolution operator.

An integral fluctuation theorem for systems with unidirectional transitions

The fluctuations of a Markovian jump process with one or more unidirectional transitions, where R-ij > 0 but R-ji = 0, are studied. We find that such systems satisfy an integral fluctuation theorem. The fluctuating quantity satisfying the theorem is a sum of the entropy produced in the bidirectional transitions and a dynamical contribution, which depends on the residence times in the states connected by the unidirectional transitions. The convergence of the integral fluctuation theorem is studied numerically and found to show the same qualitative features as systems exhibiting microreversibility.

Thermodynamic derivation of the fluctuation theorem and Jarzynski equality

A thermodynamic expression for the analog of the canonical ensemble for nonequilibrium systems is described based on a purely information theoretical interpretation of entropy. It is shown that this nonequilibrium canonical distribution implies some important results from nonequilibrium thermodynamics, specifically, the fluctuation theorem and the Jarzynski equality. Those results are therefore expected to be more widely applicable, for example, to macroscopic systems.

Crooks' fluctuation theorem for a process on a two dimensional fluid field

We investigate the behavior of a two-dimensional inviscid and incompressible flow when pushed out of dynamical equilibrium. We use the two-dimensional vorticity equation with spectral truncation on a rectangular domain. For a sufficiently large number of degrees of freedom, the equilibrium statistics of the flow can be described through a canonical ensemble with two conserved quantities, energy and enstrophy. To perturb the system out of equilibrium, we change the shape of the domain according to a protocol, which changes the kinetic energy but leaves the enstrophy constant. We interpret this as doing work to the system. Evolving along a forward and its corresponding backward process, we find numerical evidence that the distributions of the work performed satisfy the Crooks relation. We confirm our results by proving the Crooks relation for this system rigorously.

Thermodynamics of trajectories and local fluctuation theorems for harmonic quantum networks

We present a general method to undertake a thorough analysis of the thermodynamics of the quantum jump trajectories followed by an arbitrary quantum harmonic network undergoing linear and bilinear dynamics. The approach is based on the phase-space representation of the state of a harmonic network. The large deviation function associated with this system encodes the full counting statistics of exchange and also allows one to deduce for fluctuation theorems obeyed by the dynamics. We illustrate the method showing the validity of a local fluctuation theorem about the exchange of excitations between a restricted part of the environment (i.e., a local bath) and a harmonic network coupled with different schemes.

Work fluctuations in an elastic dumbbell model of polymers in planar elongational flow

We use a path-integral approach to calculate the distribution P(w, t) of the fluctuations in the work W at time t of a polymer molecule (modeled as an elastic dumbbell in a viscous solvent) that is acted on by an elongational flow field having a flow rate (gamma) over dot. We find that P(w, t) is non-Gaussian and that, at long times, the ratio P(w, t)/ P (-w, t) is equal to expw/(k(B)T)], independent of (gamma) over dot. On the basis of this finding, we suggest that polymers in elongational flows satisfy a fluctuation theorem.

Irreversibility-to-reversibility crossover in transient response of an optically trapped particle

We study the transient response of a colloidal bead which is released from different heights and allowed to relax in the potential well of an optical trap. Depending on the initial potential energy, the system's time evolution shows dramatically different behaviors. Starting from the short-time reversible to long-time irreversible transition, a stationary reversible state with zero net dissipation can be achieved as the release point energy is decreased. If the system starts with even lower energy, it progressively extracts useful work from thermal noise and exhibits an anomalous irreversibility. In addition, we have verified the Transient Fluctuation Theorem and the Integrated Transient Fluctuation Theorem even for the non-ergodic descriptions of our system. Copyright (C) EPLA, 2011

Heat fluctuations and coherences in a quantum heat engine

Quantum coherence can affect the thermodynamics of small quantum systems. Coherences have been shown to affect the power generated by a quantum heat engine (QHE) which is coupled to two thermal photon reservoirs and to an additional cavity mode. We show that the fluctuations of the heat exchanged between the QHE and the reservoirs strongly depend on quantum coherence, especially when the engine operates as a refrigerator, i.e., heat current flows from the cold bath to the hot bath. Intriguingly, we find that the ratio of positive and negative (with respect to the thermodynamic force) fluctuations in the heat current satisfies a universal coherence-independent fluctuation theorem.

Electron transfer statistics and thermal fluctuations in molecular junctions

We derive analytical expressions for probability distribution function (PDF) for electron transport in a simple model of quantum junction in presence of thermal fluctuations. Our approach is based on the large deviation theory combined with the generating function method. For large number of electrons transferred, the PDF is found to decay exponentially in the tails with different rates due to applied bias. This asymmetry in the PDF is related to the fluctuation theorem. Statistics of fluctuations are analyzed in terms of the Fano factor. Thermal fluctuations play a quantitative role in determining the statistics of electron transfer; they tend to suppress the average current while enhancing the fluctuations in particle transfer. This gives rise to both bunching and antibunching phenomena as determined by the Fano factor. The thermal fluctuations and shot noise compete with each other and determine the net (effective) statistics of particle transfer. Exact analytical expression is obtained for delay time distribution. The optimal values of the delay time between successive electron transfers can be lowered below the corresponding shot noise values by tuning the thermal effects. (C) 2015 AIP Publishing LLC.

Detecting the work statistics through Ramsey-like interferometry

Out-of-equilibrium statistical mechanics is attracting considerable interest due to the recent advances in the control and manipulations of systems at the quantum level. Recently, an interferometric scheme for the detection of the characteristic function of the work distribution following a time-dependent process has been proposed [L. Mazzola et al., Phys. Rev. Lett. 110 (2013) 230602]. There, it was demonstrated that the work statistics of a quantum system undergoing a process can be reconstructed by effectively mapping the characteristic function of work on the state of an ancillary qubit. Here, we expand that work in two important directions. We first apply the protocol to an interesting specific physical example consisting of a superconducting qubit dispersively coupled to the field of a microwave resonator, thus enlarging the class of situations for which our scheme would be key in the task highlighted above. We then account for the interaction of the system with an additional one (which might embody an environment), and generalize the protocol accordingly.

Dynamical symmetries and crossovers in a three-spin system with collective dissipation

We consider the non-equilibrium dynamics of a simple system consisting of interacting spin-1/2 particles subjected to a collective damping. The model is close to situations that can be engineered in hybrid electro/opto-mechanical settings. Making use of large-deviation theory, we find a Gallavotti-Cohen symmetry in the dynamics of the system as well as evidence for the coexistence of two dynamical phases with different activity levels. We show that additional damping processes smooth out this behavior. Our analytical results are backed up by Monte Carlo simulations that reveal the nature of the trajectories contributing to the different dynamical phases.

Entropy Production in Nonequilibrium Systems at Stationary States

We present a stochastic approach to nonequilibrium thermodynamics based on the expression of the entropy production rate advanced by Schnakenberg for systems described by a master equation. From the microscopic Schnakenberg expression we get the macroscopic bilinear form for the entropy production rate in terms of fluxes and forces. This is performed by placing the system in contact with two reservoirs with distinct sets of thermodynamic fields and by assuming an appropriate form for the transition rate. The approach is applied to an interacting lattice gas model in contact with two heat and particle reservoirs. On a square lattice, a continuous symmetry breaking phase transition takes place such that at the nonequilibrium ordered phase a heat flow sets in even when the temperatures of the reservoirs are the same. The entropy production rate is found to have a singularity at the critical point of the linear-logarithm type.

Geometric and Combinatorial Aspects of NonEquilibrium Statistical Mechanics

Non-Equilibrium Statistical Mechanics is a broad subject. Grossly speaking, it deals with systems which have not yet relaxed to an equilibrium state, or else with systems which are in a steady non-equilibrium state, or with more general situations. They are characterized by external forcing and internal fluxes, resulting in a net production of entropy which quantifies dissipation and the extent by which, by the Second Law of Thermodynamics, time-reversal invariance is broken. In this thesis we discuss some of the mathematical structures involved with generic discrete-state-space non-equilibrium systems, that we depict with networks in all analogous to electrical networks. We define suitable observables and derive their linear regime relationships, we discuss a duality between external and internal observables that reverses the role of the system and of the environment, we show that network observables serve as constraints for a derivation of the minimum entropy production principle. We dwell on deep combinatorial aspects regarding linear response determinants, which are related to spanning tree polynomials in graph theory, and we give a geometrical interpretation of observables in terms of Wilson loops of a connection and gauge degrees of freedom. We specialize the formalism to continuous-time Markov chains, we give a physical interpretation for observables in terms of locally detailed balanced rates, we prove many variants of the fluctuation theorem, and show that a well-known expression for the entropy production due to Schnakenberg descends from considerations of gauge invariance, where the gauge symmetry is related to the freedom in the choice of a prior probability distribution. As an additional topic of geometrical flavor related to continuous-time Markov chains, we discuss the Fisher-Rao geometry of nonequilibrium decay modes, showing that the Fisher matrix contains information about many aspects of non-equilibrium behavior, including non-equilibrium phase transitions and superposition of modes. We establish a sort of statistical equivalence principle and discuss the behavior of the Fisher matrix under time-reversal. To conclude, we propose that geometry and combinatorics might greatly increase our understanding of nonequilibrium phenomena.

Path Optimization in Free Energy Calculations

Free energy calculations are a computational method for determining thermodynamic quantities, such as free energies of binding, via simulation.

Currently, due to computational and algorithmic limitations, free energy calculations are limited in scope.

In this work, we propose two methods for improving the efficiency of free energy calculations.

First, we expand the state space of alchemical intermediates, and show that this expansion enables us to calculate free energies along lower variance paths.

We use Q-learning, a reinforcement learning technique, to discover and optimize paths at low computational cost.

Second, we reduce the cost of sampling along a given path by using sequential Monte Carlo samplers.

We develop a new free energy estimator, pCrooks (pairwise Crooks), a variant on the Crooks fluctuation theorem (CFT), which enables decomposition of the variance of the free energy estimate for discrete paths, while retaining beneficial characteristics of CFT.

Combining these two advancements, we show that for some test models, optimal expanded-space paths have a nearly 80% reduction in variance relative to the standard path.

Additionally, our free energy estimator converges at a more consistent rate and on average 1.8 times faster when we enable path searching, even when the cost of path discovery and refinement is considered.