DOCSLIB.ORG

Work Fluctuations and Jarzynski Equality in Stochastic Resetting

Total Page：16

File Type：pdf, Size：1020Kb

Download full-text PDF Read full-text
Work Fluctuations and Jarzynski Equality in Stochastic Resetting Work fluctuations and Jarzynski equality in stochastic resetting Deepak Gupta,1 Carlos A. Plata,1 and Arnab Pal2, 3, 4, ∗ 1Dipartimento di Fisica `G. Galilei', INFN, Universit´adi Padova, Via Marzolo 8, 35131 Padova, Italy 2School of Chemistry, Raymond and Beverly Sackler Faculty of Exact Sciences, Tel Aviv University, Tel Aviv 6997801, Israel 3Center for the Physics and Chemistry of Living Systems. Tel Aviv University, 6997801, Tel Aviv, Israel 4The Sackler Center for Computational Molecular and Materials Science, Tel Aviv University, 6997801, Tel Aviv, Israel (Dated: February 4, 2020) We consider the paradigm of an overdamped Brownian particle in a potential well, which is modu- lated through an external protocol, in the presence of stochastic resetting. Thus, in addition to the short range diffusive motion, the particle also experiences intermittent long jumps which reset the particle back at a preferred location. Due to the modulation of the trap, work is done on the system and we investigate the statistical properties of the work fluctuations. We find that the distribution function of the work typically, in asymptotic times, converges to a universal Gaussian form for any protocol as long as that is also renewed after each resetting event. When observed for a finite time, we show that the system does not generically obey the Jarzynski equality which connects the finite time work fluctuations to the difference in free energy, albeit a restricted set of protocols which we identify herein. In stark contrast, the Jarzynski equality is always fulfilled when the protocols continue to evolve without being reset. We present a set of exactly solvable models, demonstrate the validation of our theory and carry out numerical simulations to illustrate these findings. Finally, we have pointed out possible realistic implementations for resetting in experiments using the so-called engineered swift equilibration. Introduction.| Stochastic thermodynamics is a cor- of thermodynamics were interpreted by identifying the nerstone in non-equilibrium statistical physics [1{5]. Mi- contributions to the total entropy production [53], and croscopic systems satisfy stochastic laws of motion gov- furthermore it was shown to satisfy a universal integral erned by force fields and thermal fluctuations which arise fluctuation relation [54]. While these first studies focused due to the surrounding. The subject then teaches us that exclusively on the entropy production, efforts are yet to thermodynamic observables such as work, heat, entropy be made to understand other response functions. More- production etc. measured along the stochastic trajecto- over, not much is known about the distribution of these ries taken from ensembles of such dynamics will fluctuate observables. In particular, one important observable is too. Understanding the distribution and the statistical the work function which is produced due to external per- properties of these fluctuations is of great interest since turbations to the system. Work statistics encodes im- they hold a treasure trove of information about micro- portant features of an out-of-equilibrium thermodynamic scopic systems and how they respond to external pertur- process but its computation is usually quite daunting. bations. Indeed there has been a myriad of studies to un- Here, we set out to characterize work fluctuations in a derstand e.g., non-equilibrium dynamics of biopolymers stochastic system which is subjected to resetting. Our de- [6,7], colloidal particles [8{14], efficiency of molecular tailed analysis to this account then reveals emergence of bio-motors [15, 16] and microscopic engines [17], heat robust universal pattern in work-fluctuations: firstly re- conduction [18, 19], electronic transport in quantum sys- setting renders work-fluctuations Gaussian independent tems [20], trapped-ion systems [21] and many more [22]. of the nature of the external perturbation that produces Although we observe such diverse small systems with no it. Secondly, work fluctuations are found to obey the JE apparent similarity, it is remarkable to find that there under certain conditions which we identify through this exist some universal relations which are shared in com- comprehensive study. mon. One of the most celebrated ones is perhaps the General theory.| For the sake of generality, we put Jarzynski equality (JE) that relates the non-equilibrium forward our results in the paradigmatic framework of a fluctuations of the work to the equilibrium free energy one-dimensional overdamped Brownian particle in a po- difference [23{25]. Universalities of such kind have al- tential U(x; λ(t)), which is modulated externally through arXiv:1909.08512v2 [cond-mat.stat-mech] 2 Feb 2020 ways been considered as an important feature in physical the protocol λ(t). Motion of such a particle is governed sciences and in this paper we seek out for thermodynamic by the Langevin equation of the form invariant principles in stochastic resetting systems [26]. p x_(t) = −γ−1@ U(x; λ(t)) + 2Dη(t); (1) Dynamics with stochastic reset has drawn a lot of at- x tention recently because of its rich non-equilibrium prop- where γ and D are the friction and diffusion coefficients erties [26{41] and its broad applicability in first passage respectively that satisfy the fluctuation-dissipation rela- processes [42{52]. Nevertheless, thermodynamical per- tion, i.e., Dγ = kBT , with kB being the Boltzmann con- spective of resetting systems has been largely overlooked stant and T is the temperature of the medium. We as- so far. It was only recently when first and second laws sume hη(t)i = 0 and hη(t)η(t0)i = δ(t − t0). Moreover, let 2 us consider that the position of the particle at t = 0 is distributed according to the probability density function (PDF) pini(x0). At random times taken from an expo- nential distribution f(t) = re−rt, the particle in motion is stopped and teleported to the initial configuration. The external modulation of the potential performs work on the system which can be defined as [23] Z t 0 0 0 1 0 @U[x(t ); λ(t )] dλ(t ) W = dt 0 ; (2) kBT 0 @λ dt measured in units of kBT . In what follows, we will set kBT = D = 1 without any loss of generality. Since the reset process is instantaneous, we will as- sume that no work was done during this course (a finite FIG. 1: Schematic of a Brownian particle confined in a har- resetting-work will be discussed later). In order to quan- monic trap U(x; λ(t)) = κ(t)[x − y(t)]2=2, where λ(t) = tify the work fluctuations, it is convenient to first define fy(t); κ(t)g represents the set of time-dependent protocols the moment generating function (MGF) namely which are independently regulated. λ = y(t) and λ = κ(t) Z 1 indicate the center of the trap (panel A) and the stiffness −kW (panel B) respectively. The resetting mechanism acts both on Hr(k; t) ≡ dW e Pr(W; t) (3) −∞ the particle and the protocols as mentioned in the text. Here, we show the modulation of the protocol when it is renewed where Pr(W; t) is the PDF of the work at time t, averaged after each resetting (panel C) or remains unaltered (panel D). over the initial distribution pini(x0) and the underlying dynamics with stochastic resetting. To delve deeper, we make use of the renewal structure in resetting dynamics of W recursively from the knowledge of the moments of to construct a relation that connects the MGF for r > 0 the process without resetting. to that of r = 0 for any initial and subsequent resetting Universal work fluctuations.|The infinite set of positions moments given by Eq. (5) contains the same informa- tion as that of the full distributions Pr(W; t). However, ~ H0(k; s + r) physical intuition tells us that not all the moments con- H~r(k; s) = ; (4) 1 − rH~0(k; s + r) tribute significantly at long time. To see this, we con- sider a trajectory of time length t with multiple possible ~ R 1 −st where Hr(k; s) = 0 dt e Hr(k; t) and the subscript resetting events. The total work done along this long 0 indicates the observables with r = 0. We have added a trajectory can then be decomposed into the sum of the proof of Eq. (4) in [55]; but it is imperative to stress the partial works produced in each time interval between the following points here. Note that Eq. (4) holds for any resetting events. However, these intervals are statistically initial condition and naturally adheres to a fixed initial independent since the entire configuration of the system condition which was derived in [56, 57], but in the ab- (comprising the particle and the trap) is renewed after sence of any protocol λ(t). In the presence of protocol, each resetting event, and hence there are no correlations one needs to be meticulous since the structure of this between the intervals. Therefore, for a long enough ob- equation relies on the fact that λ(t) is also renewed after servation time t one would expect on an average ∼ rt each resetting. As we will see later, Eq. (4) does not hold number of resetting events and the total work W (t) can when the protocol is unaffected under resetting [55]. then be written as W ≈ W1 +W2 +W3 +···+W[rt]. Since The MGF, given by Eq. (4), can be inverted to obtain the intervals are disjoint, the Wi-s are also independent the full work statistics at a given time. Nonetheless, we and identically distributed. Moreover, if Wi-s are regular will show that it suffices to know the first and second (with finite mean and variance), one would expect that moment to predict the universal behavior of the work the distribution of W , according to the central limit the- fluctuations in the large time limit.
Load more

Recommended publications
  • Thermodynamic Derivation of the Fluctuation Theorem and Jarzynski
    Thermodynamic derivation of the fluctuation theorem and Jarzynski equality MAARTEN H. P. AMBAUM ∗ Department of Meteorology, University of Reading, United Kingdom Abstract 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 distribu- tion 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. 1 Introduction Earth system may be governed by thermodynamic con- straints on entropy production [11, 12, 13, 14, 15]. The The derivations of the fluctuation theorem [1, 2] and the theoretical underpinning of those thermodynamic con- Jarzynski equality [3] appear to depend on the underlying straints is still lacking. The presence of a fluctuation the- microscopic Hamiltonian dynamics. From this it would orem for such systems would be of great importance. follow that these theorems are only relevant to micro- Here we demonstrate that the information-theoretical scopic systems, with their associated definitions of en- definition of entropy implies the fluctuation theorem and tropy and temperature. In contrast, a statistical mechani- the Jarzynski equality. It is shown that these results are cal description of macroscopic systems often depends on due to the counting properties of entropy rather than the more general forms of entropy, primarily information en- dynamics of the underlying system. As such, both these tropy [4, 5, 6]. Two notable examples from fluid dynamics results are applicable to a much wider class of problems, are the statistical mechanics of point vortices [7] and the specifically, macroscopic systems for which we can define statistical mechanics of two-dimensional incompressible an entropy and which are thermostatted in some general flows[8].
    [Show full text]
  • Jarzynski Equality: Connections to Thermodynamics and the Second Law
    PHYSICAL REVIEW E 75, 011133 ͑2007͒ Jarzynski equality: Connections to thermodynamics and the second law Benoit Palmieri and David Ronis* Department of Chemistry, McGill University, 801 Sherbrooke Ouest, Montréal, Québec, Canada H3A 2K6 ͑Received 6 September 2006; published 31 January 2007͒ The one-dimensional expanding ideal gas model is used to compute the exact nonequilibrium distribution function. The state of the system during the expansion is defined in terms of local thermodynamics quantities. The final equilibrium free energy, obtained a long time after the expansion, is compared against the free energy that appears in the Jarzynski equality. Within this model, where the Jarzynski equality holds rigorously, the free energy change that appears in the equality does not equal the actual free energy change of the system at any time of the process. More generally, the work bound that is obtained from the Jarzynski equality is an upper bound to the upper bound that is obtained from the first and second laws of thermodynamics. The cancellation of the dissipative ͑nonequilibrium͒ terms that result in the Jarzynski equality is shown in the framework of response theory. This is used to show that the intuitive assumption that the Jarzynski work bound becomes equal to the average work done when the system evolves quasistatically is incorrect under some conditions. DOI: 10.1103/PhysRevE.75.011133 PACS number͑s͒: 05.20.Ϫy, 05.70.Ln, 05.40.Ϫa I. INTRODUCTION tained, as above, by the ratio of two canonical partition func- tions defined at the same temperature, but for the two differ- Only a few relations are exactly satisfied for processes in ent work parameters a and b.
    [Show full text]
  • Jarzynski Equality and Crooks Relation for Local Models of Air-Sea Interaction Achim Wirth1 and Florian Lemarié:2 1Univ
    https://doi.org/10.5194/esd-2020-82 Preprint. Discussion started: 15 December 2020 c Author(s) 2020. CC BY 4.0 License. Jarzynski equality and Crooks relation for local models of air-sea interaction Achim Wirth1 and Florian Lemarié:2 1Univ. Grenoble Alpes, CNRS, Grenoble INP, LEGI, 38000 Grenoble, France 2Univ. Grenoble Alpes, Inria, CNRS, Grenoble INP, LJK, 38000 Grenoble,France Correspondence: [email protected] Abstract. We show using a hierarchy of local models of air-sea interaction that the most prominent of the work theorems, the Jarzynski equality and the Crooks relation can be applied to air-sea interaction. In the more idealized models, with and without a Coriolis force, the variability is provided from a Gaussian white-noise which modifies the shear between the atmosphere and the ocean. The dynamics is Gaussian and the Jarzynski equality and Crooks relation can be obtained analytically solving 5 stochastic differential equations. The more involved model consists of interacting atmospheric and oceanic boundary-layers, where only the dependence on the vertical direction is resolved, the turbulence is modeled through standard turbulent models and the stochasticity comes from a randomized drag coefficient. It is integrated numerically and can give rise to a non-Gaussian dynamics. Also in this case the Jarzynski equality allows for calculating a dynamic-beta βD of the turbulent fluctuations (the 1 equivalent of the thermodynamic-beta β = (kBT )− in thermal fluctuations). The Crooks relation gives the βD as a function of 10 the magnitude of the work fluctuations. It is well defined (constant) in the Gaussian models and can show a slight variation in the more involved models.
    [Show full text]
  • Jarzynski Equality for Driven Quantum Field Theories
    CALT-TH-2017-052 Jarzynski Equality for Driven Quantum Field Theories Anthony Bartolotta1, ∗ and Sebastian Deffner2, y 1Walter Burke Institute for Theoretical Physics, California Institute of Technology, Pasadena, CA 91125 USA 2Department of Physics, University of Maryland Baltimore County, Baltimore, MD 21250 USA (Dated: October 4, 2017) The fluctuation theorems, and in particular, the Jarzynski equality, are the most important pillars of modern non-equilibrium statistical mechanics. We extend the quantum Jarzynski equality to- gether with the Two-Time Measurement Formalism to their ultimate range of validity { to quantum field theories. To this end, we focus on a time-dependent version of scalar phi-four. We find closed form expressions for the resulting work distribution function, and we find that they are proper phys- ical observables of the quantum field theory. Also, we show explicitly that the Jarzynski equality and Crooks fluctuation theorems hold at one-loop order independent of the renormalization scale. As a numerical case study, we compute the work distributions for an infinitely smooth protocol in the ultra-relativistic regime. In this case, it is found that work done through processes with pair creation is the dominant contribution. PACS numbers: 05.70.Ln, 05.30.-d, 11.10.-z, 05.40.-a I. INTRODUCTION The most prominent (integral) fluctuation theorem [11] is the Jarzynski equality [12], which holds for all systems In physics there are two kinds of theories to describe initially prepared in equilibrium and undergoing isother- motion: microscopic theories whose range of validity is mal processes, determined by a length scale and the amount of kinetic hexp (−βW )i = exp (−β∆F ) ; (2) energy, such as classical mechanics or quantum mechan- ics; and phenomenological theories, such as thermody- where β is the inverse temperature, W is the thermody- namics, which are valid as long as external observables namic work, and ∆F is the free energy difference between remain close to some equilibrium value.
    [Show full text]
  • Fluctuation Relations in Simple Examples of Non-Equilibrium Steady States
    HOME | SEARCH | PACS & MSC | JOURNALS | ABOUT | CONTACT US Fluctuation relations in simple examples of non-equilibrium steady states This article has been downloaded from IOPscience. Please scroll down to see the full text article. 2008 J. Stat. Mech. 2008 P08005 (http://iopscience.iop.org/1742-5468/2008/08/P08005) The Table of Contents and more related content is available Download details: IP Address: 132.77.4.129 The article was downloaded on 12/08/2008 at 11:03 Please note that terms and conditions apply. ournal of Statistical Mechanics: Theory and Experiment JAn IOP and SISSA journal Fluctuation relations in simple examples of non-equilibrium steady states J. Stat. Mech. Rapha¨el Chetrite1, Gregory Falkovich2,3 and Krzysztof Gaw¸edzki1 1 Laboratoire de Physique, CNRS, ENS-Lyon, Universit´edeLyon, 46 All´ee d’Italie, F-69364 Lyon, France 2 Physics of Complex Systems, Weizmann Institute of Science, Rehovot 76100, Israel 3 KITP, University of California at Santa Barbara, Santa Barbara, CA 93106, USA E-mail: [email protected], [email protected] and [email protected] Received 16 June 2008 Accepted 22 July 2008 (2008) P08005 Published 12 August 2008 Online at stacks.iop.org/JSTAT/2008/P08005 doi:10.1088/1742-5468/2008/08/P08005 Abstract. We discuss fluctuation relations in simple cases of non-equilibrium Langevin dynamics. In particular, we show that, close to non-equilibrium steady states with non-vanishing probability currents, some of these relations reduce to a modified version of the fluctuation–dissipation theorem. The latter may be interpreted as the equilibrium-like relation in the reference frame moving with the mean local velocity determined by the probability current.
    [Show full text]
  • The Physics of Small Systems: from Energy to Information
    NON-EQUILIBRIUM THERMODYNAMICS OPENA ACCESS Institut d’Estudis Catalans, Barcelona, Catalonia www.cat-science.cat CONTRIB SCI 11:137-146 (2015) doi:10.2436/20.7010.01.224 The physics of small systems: From energy to information Fèlix Ritort1,2 1Small Biosystems Lab, Departament de Física de la Matèria Condensada, Universitat de Barcelona, Barcelona, Catalonia. 2Ciber-BBN, Instituto de Salud Carlos III, Madrid, Spain Summary. The focus of this review is the recent developments in the non-equilibrium physics of small systems. Special emphasis is placed on single- molecule experiments and their contribution to expanding our current under- standing of fundamental concepts, such as temperature, energy, entropy, and infor- mation. [Contrib Sci 11(2): 137-146 (2015)] Correspondence: Fèlix Ritort Departament de Física de la Matèria Condensada Universitat de Barcelona Martí i Franquès, 1 08028 Barcelona, Catalonia Tel.:+34-934035869 E-mail: [email protected] © Douglas Zook. http://www.douglaszookphotography.com © Douglas Zook. Non-equilibrium, dissipation, and entro- momentum, and energy. For example, consider a block of mass py production sitting on the floor. If we move the block by pulling on it, then frictional forces between the block and the floor arise that heat Non-equilibrium conditions pervade nature. From a waterfall up the block at the contact area. A net amount of energy in the to a star, from a microbe to a human being, all natural systems form of heat then flows from the block to the floor. The block is are intrinsically non-equilibrium, as equilibrium systems are out of equilibrium. In yet another example, an electric current only an approximate description of what we observe (but in- flowing through a resistance (e.g., a metal) heats up the resis- deed a very good one in some cases).
    [Show full text]
  • A Work Fluctuation Theorem for a Brownian Particle in a Non Confining Potentia
    A work fluctuation theorem for a Brownian particle in a non confining potential Christoph Streißnig, Holger Kantz Max Planck Institute for the Physics of Complex Systems N¨othnitzerStraße 38 D-01187 Dresden Using the Feynman-Kac formula, a work fluctuation theorem for a Brownian particle in a non confining potential, e.g., a potential well with finite depth, is derived. The theorem yields an inequality that puts a lower bound on the average work needed to change the potential in time. In comparison to the Jarzynski equality, which holds for confining potentials, an additional term describing a form of energy related to the never ending diffusive expansion appears. I. INTRODUCTION and so-called detailed fluctuation theorems for different cases have been discovered, see [2{11] for further reading. Thermal equilibrium is one of the most fundamental Since changing the potential with nonzero speed drives concepts in statistical mechanics. Roughly speaking it is the system away from equilibrium, inequality (3) and the a state where time does no longer appear in any of the rel- Jarzynski equality (4) are actually out of equilibrium re- evant macroscopic observables. These equilibrium states sults. Hence it is only required that the system starts in are very well studied and there exists a set of basic sta- equilibrium and the final equilibrium state exists. The tistical and thermodynamic statements about them. Let emphasis here is on exists, W does not care if the sys- us list some of them for the simple special case of an tem relaxes back to equilibirum after the potential has overdamped one dimensional Brownian particle in ther- been changed.
    [Show full text]
  • Second Law of Thermodynamics - Wikipedia, the Fr
    Second law of thermodynamics - Wikipedia, the fr... file:///media/TOSHIBA/Second_law_of_thermodyn... Second law of thermodynamics From Wikipedia, the free encyclopedia The second law of thermodynamics is an expression of the tendency that over time, differences in temperature, pressure, and chemical potential equilibrate in an isolated physical system. From the state of thermodynamic equilibrium, the law deduced the principle of the increase of entropy and explains the phenomenon of irreversibility in nature. The second law declares the impossibility of machines that generate usable energy from the abundant internal energy of nature by processes called perpetual motion of the second kind. The second law may be expressed in many specific ways, but the first formulation is credited to the French scientist Sadi Carnot in 1824 (see Timeline of thermodynamics). The law is usually stated in physical terms of impossible processes. In classical thermodynamics, the second law is a basic postulate applicable to any system involving measurable heat transfer, while in statistical thermodynamics, the second law is a consequence of unitarity in quantum theory. In classical thermodynamics, the second law defines the concept of thermodynamic entropy, while in statistical mechanics entropy is defined from information theory, known as the Shannon entropy. Thermodynamics Contents 1 Description 1.1 Clausius statement 1.2 Kelvin Branches statement Classical· Statistical· Chemical 1.3 Principle of Equilibrium / Non-equilibrium Carathéodory Thermofluids 1.4 Equivalence of the Laws statements Zeroth· First · Second · Third 2 Corollaries Systems 2.1 Perpetual motion of the State: second kind Equation of state 2.2 Carnot Ideal gas· Real gas theorem Phase of matter· Equilibrium 2.3 Clausius Control volume· Instruments theorem Processes: 2.4 1 of 22 01/15/2017 02:43 PM Second law of thermodynamics - Wikipedia, the fr..
    [Show full text]
  • Arxiv:1912.04969V2 [Quant-Ph] 24 Sep 2020 Scheme Could Be Applied by Considering the System Together with Its Environment As a Global, Closed, System (See E.G
    Semi-classical work and quantum work identities in Weyl representation O. Brodier1, K. Mallick2 and A. M. Ozorio de Almeida3 1 Institut Denis Poisson, Campus de Grandmont, Universit´ede Tours, 37200 TOURS 2 Institut de Physique Th´eorique,,Universit´eParis-Saclay, CEA and CNRS, 91191 Gif-sur-Yvette, France 3 Centro Brasileiro de Pesquisas F´ısicas, Rua Dr. Xavier Sigaud, 150, 22290-180 Rio de Janeiro, BRASIL (Dated: September 25, 2020) We derive a semi-classical nonequilibrium work identity by applying the Wigner-Weyl quantization scheme to the Jarzynski identity for a classical Hamiltonian. This allows us to extend the concept of work to the leading order in ~. We propose a geometric interpretation of this semi-classical Jarzynski relation in terms of trajectories in a complex phase space and illustrate it with the exactly solvable case of the quantum harmonic oscillator. PACS numbers: 03.65.Sq,03.65.Yz According to the second principle of thermodynamics, macroscopic phenomena tend to evolve towards states cor- responding to a maximum number of underlying microstates, i.e. states that maximize entropy. Combined with the first principle, this leads to a more operational statement for isothermal processes: the minimal amount of work to modify a system from a state A to a state B is given by W ≥ F (B) − F (A); (1) where F = U − TS is the free energy. Statistical mechanics has shown that the interpretation of macroscopic thermodynamics is statistical, by endowing microscopic states with a probability measure. Hence, the second principle should be understood as an average of a random process; one should write, in fact, hW i ≥ F (B) − F (A); (2) where hW i is the average of path-dependent work along the realizations of a given macroscopic process (or protocol) leading from state A to state B.
    [Show full text]
  • On Free Energy Calculations Using Fluctuation Theorems of Work
    On Free Energy Calculations using Fluctuation Theorems of Work Doctoral Thesis by Aljoscha M. Hahn Von der Fakultät für Mathematik und Naturwissenschaften der CARL VON OSSIETZKY UNIVERSITÄT OLDENBURG zur Erlangung des Grades und Titels eines Doctor rerum naturalium (Dr. rer. nat.) angenommene Dissertation von Herrn Aljoscha Maria Hahn, geboren am 20. Februar 1977 in Hagios Antonios (Kreta). Gutachter: Prof. Dr. Andreas Engel Zweitgutachter: Prof. Dr. Holger Stark Tag der Disputation: 15. Oktober 2010 Summary Free energy determination of thermodynamic systems which are analytical intractable is an intensively studied problem since at least 80 years. The basic methods are commonly traced back to the works of John Kirkwood in the 1930s and Robert Zwanzig in the 1950s, who developed the widely known thermodynamic integration and thermodynamic perturbation theory. Originally aiming analytic calculations of thermodynamic proper- ties with perturbative methods, the full power of their methods was only revealed in conjunction with modern computer capabilities and Monte Carlo simulation techniques. In this alliance they allow for effective, nonperturbative treatment of model systems with high complexity, in specific calculations of free energy differences between thermodynamic states. The recently established nonequilibrium work theorems, found by Christopher Jarzyn- ski and Gavin Crooks in the late 1990s, revived traditional free energy methods in a quite unexpected form. Whilst formerly relying on computer simulations of microscopic distributions, in their new robe they are based on measurements of work of nonequi- librium processes. The nonequilibrium work theorems, i.e. the Jarzynski Equation and the Crooks Fluctuation Theorem meant a paradigmatic change with respect to theory, experiment, and simulation in admitting the extraction of equilibrium information from nonequilibrium trajectories.
    [Show full text]
  • Title Nonequilibrium Identities and Response Theory for Dissipative Particles Author(S) Hayakawa, Hisao; Otsuki, Michio Citation
    Nonequilibrium identities and response theory for dissipative Title particles Author(s) Hayakawa, Hisao; Otsuki, Michio Citation Physical Review E (2013), 88(3) Issue Date 2013-09-11 URL http://hdl.handle.net/2433/179392 Right ©2013 American Physical Society Type Journal Article Textversion publisher Kyoto University PHYSICAL REVIEW E 88, 032117 (2013) Nonequilibrium identities and response theory for dissipative particles Hisao Hayakawa1,* and Michio Otsuki2 1Yukawa Institute for Theoretical Physics, Kyoto University, Kyoto 606-8502, Japan 2Department of Materials Science, Shimane University, Matsue 690-8504, Japan (Received 3 June 2013; published 11 September 2013) We derive some nonequilibrium identities such as the integral fluctuation theorem and the Jarzynski equality starting from a nonequilibrium state for dissipative classical systems. Thanks to the existence of the integral fluctuation theorem we can naturally introduce an entropy-like quantity for dissipative classical systems in far from equilibrium states. We also derive the generalized Green-Kubo formula as a nonlinear response theory for a steady dynamics around a nonequilibrium state. We numerically verify the validity of the derived formulas for sheared frictionless granular particles. DOI: 10.1103/PhysRevE.88.032117 PACS number(s): 05.40.−a, 05.70.Ln, 45.70.−n I. INTRODUCTION which the system has neither local time reversal symmetry nor local detailed balance. We also demonstrate the validity of Construction of a nonlinear response theory around a the derived formulas from the direct numerical simulation of nonequilibrium state is one of the most challenging problems sheared frictionless granular particles. in theoretical physics [1–3]. The most remarkable achieve- The organization of this paper is as follows.
    [Show full text]
  • Jarzynski Equality for Driven Quantum Field Theories
    PHYSICAL REVIEW X 8, 011033 (2018) Jarzynski Equality for Driven Quantum Field Theories † Anthony Bartolotta1,* and Sebastian Deffner2, 1Walter Burke Institute for Theoretical Physics, California Institute of Technology, Pasadena, California 91125, USA 2Department of Physics, University of Maryland Baltimore County, Baltimore, Maryland 21250, USA (Received 13 October 2017; revised manuscript received 8 December 2017; published 27 February 2018) The fluctuation theorems, and in particular, the Jarzynski equality, are the most important pillars of modern nonequilibrium statistical mechanics. We extend the quantum Jarzynski equality together with the two-time measurement formalism to their ultimate range of validity—to quantum field theories. To this end, we focus on a time-dependent version of scalar ϕ4. We find closed-form expressions for the resulting work distribution function, and we find that they are proper physical observables of the quantum field theory. Also, we show explicitly that the Jarzynski equality and Crooks fluctuation theorems hold at one- loop order independent of the renormalization scale. As a numerical case study, we compute the work distributions for an infinitely smooth protocol in the ultrarelativistic regime. In this case, it is found that work done through processes with pair creation is the dominant contribution. DOI: 10.1103/PhysRevX.8.011033 Subject Areas: Particles and Fields, Quantum Physics, Statistical Physics I. INTRODUCTION processes. About all real, finite-time processes the second law of thermodynamics asserts only that some amount of In physics there are two kinds of theories to describe entropy is dissipated into the environment, which can be motion: microscopic theories whose range of validity is expressed with the average, irreversible entropy production determined by a length scale and the amount of kinetic as hΣi ≥ 0 [9].
    [Show full text]