Integral fluctuation relations for entropy production at stopping times

DOI10.1088/1742-5468/AB40A0zbMATH Open1456.60096arXiv1903.08115OpenAlexW2921113319MaRDI QIDQ5149451FDOQ5149451

Authors: Izaak Neri, Edgar Roldán, S. Pigolotti, Frank Jülicher 

Publication date: 11 February 2021

Published in: Journal of Statistical Mechanics: Theory and Experiment (Search for Journal in Brave)

Abstract: A stopping time $T$ is the first time when a trajectory of a stochastic process satisfies a specific criterion. In this paper, we use martingale theory to derive the integral fluctuation relation $langle{e}^{-S_{mtot}(T)}angle=1$ for the stochastic entropy production $S_{mtot}$ in a stationary physical system at stochastic stopping times $T$. This fluctuation relation implies the law $langle{S}_{mtot}(T)anglegeq0$, which states that it is not possible to reduce entropy on average, even by stopping a stochastic process at a stopping time, and which we call the second law of thermodynamics at stopping times. This law implies bounds on the average amount of heat and work a system can extract from its environment when stopped at a random time. Furthermore, the integral fluctuation relation implies that certain fluctuations of entropy production are universal or are bounded by universal functions. These universal properties descend from the integral fluctuation relation by selecting appropriate stopping times: for example, when $T$ is a first-passage time for entropy production, then we obtain a bound on the statistics of negative records of entropy production. We illustrate these results on simple models of nonequilibrium systems described by Langevin equations and reveal two interesting phenomena. First, we demonstrate that isothermal mesoscopic systems can extract on average heat from their environment when stopped at a cleverly chosen moment and the second law at stopping times provides a bound on the average extracted heat. Second, we demonstrate that the average efficiency at stopping times of an autonomous stochastic heat engines, such as Feymann's ratchet, can be larger than the Carnot efficiency and the second law of thermodynamics at stopping times provides a bound on the average efficiency at stopping times.

Full work available at URL: https://arxiv.org/abs/1903.08115

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Mathematics Subject Classification ID

Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Stopping times; optimal stopping problems; gambling theory (60G40) Statistical thermodynamics (82B30)

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Cited In (10)

• Stochastic thermodynamics: experiment and theory
• Fluctuation theorem as a special case of Girsanov theorem
• Time-dependence of the effective temperatures of a two-dimensional Brownian gyrator with cold and hot components
• Finite-time bounds on the probabilistic violation of the second law of thermodynamics
• Extreme value statistics of edge currents in Markov jump processes and their use for entropy production estimation
• Information thermodynamics of financial markets: the Glosten–Milgrom model
• Generalized Itô's lemma and the stochastic thermodynamics of diffusion with resetting
• Estimating entropy production rates with first-passage processes
• Universal excursion and bridge shapes in ABBM/CIR/Bessel processes
• Multicyclic norias: a first-transition approach to extreme values of the currents

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