Integral fluctuation relations for entropy production at stopping times

DOI10.1088/1742-5468/AB40A0MaRDI QIDQ5149451zbMATHOpenAlexFDO

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)

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

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)

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.

Recommendations

• Fluctuation theorems for total entropy production in generalized Langevin systems
• Fluctuation relations and positivity of the entropy production in irreversible dynamical systems
• Fluctuations of entropy production in the isokinetic ensemble
• Entropy production and large deviation function for systems with microscopically irreversible transitions
• Maximum entropy production and the fluctuation theorem
• Entropy and entropy production in Fokker-Plank equation under the generalized fluctuation-dissipation relation
• The transient fluctuation theorem of sample entropy production for general stochastic processes
• Entropy production in stochastic systems with fast and slow time-scales

Cites work

• scientific article; zbMATH DE number 3934150 (Why is no real title available?)
• scientific article; zbMATH DE number 3651447 (Why is no real title available?)
• scientific article; zbMATH DE number 46727 (Why is no real title available?)
• scientific article; zbMATH DE number 3567644 (Why is no real title available?)
• scientific article; zbMATH DE number 6026126 (Why is no real title available?)
• scientific article; zbMATH DE number 3085434 (Why is no real title available?)
• A Gallavotti-Cohen-type symmetry in the large deviation functional for stochastic dynamics
• An introduction to measure theory
• Brownian motors: noisy transport far from equilibrium
• Exposition of a New Theory on the Measurement of Risk
• Feynman's ratchet and pawl.
• Nonequilibrium fluctuations in quantum heat engines: theory, example, and possible solid state experiments
• Nonequilibrium measurements of free energy differences for microscopically reversible Markovian systems
• On the definition of entropy production, via examples
• Probability with Martingales
• Statistical properties of the energy exchanged between two heat baths coupled by thermal fluctuations
• Stochastic energetics
• Stochastic thermodynamics: principles and perspectives
• Time-reversed dynamical entropy and irreversibility in Markovian random processes
• Two refreshing views of fluctuation theorems through kinematics elements and exponential martingale

Cited in

(10)

• Time-dependence of the effective temperatures of a two-dimensional Brownian gyrator with cold and hot components
• Stochastic thermodynamics: experiment and theory
• Information thermodynamics of financial markets: the Glosten–Milgrom model
• 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
• Multicyclic norias: a first-transition approach to extreme values of the currents
• Generalized Itô's lemma and the stochastic thermodynamics of diffusion with resetting
• Estimating entropy production rates with first-passage processes
• Fluctuation theorem as a special case of Girsanov theorem
• Universal excursion and bridge shapes in ABBM/CIR/Bessel processes

This page was built for publication: Integral fluctuation relations for entropy production at stopping times

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5149451)