Heterogeneous Mean First-Passage Time Scaling in Fractal Media.

The mean first passage time (MFPT) of random walks is a key quantity characterizing dynamic processes on disordered media. In a random fractal embedded in the Euclidean space, the MFPT is known to obey the power law scaling with the distance between a source and a target site with a universal exponent. We find that the scaling law for the MFPT is not determined solely by the distance between a source and a target but also by their locations. The role of a site in the first passage processes is quantified by the random walk centrality. It turns out that the site of highest random walk centrality, dubbed as a hub, intervenes in first passage processes. We show that the MFPT from a departure site to a target site is determined by a competition between direct paths and indirect paths detouring via the hub. Consequently, the MFPT displays a crossover scaling between a short distance regime, where direct paths are dominant, and a long distance regime, where indirect paths are dominant. The two regimes are characterized by power laws with different scaling exponents. The crossover scaling behavior is confirmed by extensive numerical calculations of the MFPTs on the critical percolation cluster in two dimensional square lattices.

Trade-offs between number fluctuations and response in nonequilibrium chemical reaction networks.

We study the response of chemical reaction networks driven far from equilibrium to logarithmic perturbations of reaction rates. The response of the mean number of a chemical species is observed to be quantitively limited by number fluctuations and the maximum thermodynamic driving force. We prove these trade-offs for linear chemical reaction networks and a class of nonlinear chemical reaction networks with a single chemical species. Numerical results for several model systems support the conclusion that these trade-offs continue to hold for a broad class of chemical reaction networks, though their precise form appears to sensitively depend on the deficiency of the network.

Thermodynamic constraints on the nonequilibrium response of one-dimensional diffusions.

We analyze the static response to perturbations of nonequilibrium steady states that can be modeled as one-dimensional diffusions on the circle. We demonstrate that an arbitrary perturbation can be broken up into a combination of three specific classes of perturbations that can be fruitfully addressed individually. For each class, we derive a simple formula that quantitatively characterizes the response in terms of the strength of nonequilibrium driving valid arbitrarily far from equilibrium.

Free diffusion bounds the precision of currents in underdamped dynamics.

The putative generalization of the thermodynamic uncertainty relation (TUR) to underdamped dynamics is still an open problem. So far, bounds that have been derived for such a dynamics are not particularly transparent and they do not converge to the known TUR in the overdamped limit. Furthermore, it was found that there are restrictions for a TUR to hold such as the absence of a magnetic field. In this article we first analyze the properties of driven free diffusion in the underdamped regime and show that it inherently violates the overdamped TUR for finite times. Based on numerical evidence, we then conjecture a bound for one-dimensional driven diffusion in a potential which is based on the result for free diffusion. This bound converges to the known overdamped TUR in the corresponding limit. Moreover, the conjectured bound holds for observables that involve higher powers of the velocity as long as the observable is odd under time reversal. Finally, we address the applicability of this bound to underdamped dynamics in higher dimensions.

Exactly solvable two-terminal heat engine with asymmetric Onsager coefficients: Origin of the power-efficiency bound.

An engine producing a finite power at the ideal (Carnot) efficiency is a dream engine which is not prohibited by the thermodynamic second law. Some years ago, a two-terminal heat engine with asymmetric Onsager coefficients in the linear response regime was suggested by Benenti et al. [Phys. Rev. Lett. 106, 230602 (2011)10.1103/PhysRevLett.106.230602], as a prototypical system to make such a dream come true with nondivergent system parameter values. However, such a system has never been realized, in spite of many trials. Here, we introduce an exactly solvable two-terminal Brownian heat engine with the asymmetric Onsager coefficients in the presence of a Lorenz (magnetic) force. Nevertheless, we show that the dream engine regime cannot be accessible, even with the asymmetric Onsager coefficients, due to an instability keeping the engine from reaching its steady state. This is consistent with recent tradeoff relations between the engine power and efficiency, where the (cyclic) steady-state condition is implicitly presumed. We conclude that the inaccessibility to the dream engine originates from the steady-state constraint on the engine.

Quantum mechanical bound for efficiency of quantum Otto heat engine.

The second law of thermodynamics holds that the efficiency of heat engines, classical or quantum, cannot be greater than the universal Carnot efficiency. We discover another bound for the efficiency of a quantum Otto heat engine consisting of a harmonic oscillator. Dynamics of the engine is governed by the Lindblad equation for the density matrix, which is mapped to the Fokker-Planck equation for the quasiprobability distribution. Applying stochastic thermodynamics to the Fokker-Planck equation system, we obtain the ℏ-dependent quantum mechanical bound for the efficiency. It turns out that the bound is tighter than the Carnot efficiency. The engine achieves the bound in the low-temperature limit where quantum effects dominate. Our work demonstrates that quantum nature could suppress the performance of heat engines in terms of efficiency bound, work, and power output.

Effect of a magnetic field on the thermodynamic uncertainty relation.

The thermodynamic uncertainty relation provides a universal lower bound on the product of entropy production and the fluctuations of any current. While proven for Markov dynamics on a discrete set of states and for overdamped Langevin dynamics, its status for underdamped dynamics is still open. We consider a two-dimensional harmonically confined charged particle in a magnetic field under the action of an external torque. We show analytically that, depending on the sign of the magnetic field, the thermodynamic uncertainty relation does not hold for the currents associated with work and heat. A strong magnetic field can effectively localize the particle with concomitant bounded fluctuations and low dissipation. Numerical results for a three-dimensional variant and for further currents suggest that the existence of such a bound depends crucially on the specific current.

Universal property of the housekeeping entropy production.

The entropy production of a nonequilibrium system with broken detailed balance is a random variable whose mean value is nonnegative. The housekeeping entropy production, which is a part of total entropy production, is associated with the heat dissipation in maintaining a nonequilibrium steady state. We derive a Langevin-type stochastic differential equation for the housekeeping entropy production. The equation allows us to define a housekeeping entropic time τ. Remarkably it turns out that the probability distribution of the housekeeping entropy production at a fixed value of τ is given by the Gaussian distribution regardless of system details. The Gaussian distribution is universal for any systems, whether in the steady state or in the transient state and whether they are driven by time-independent or time-dependent driving forces. We demonstrate the universal distribution numerically for model systems.

Emergence of nonwhite noise in Langevin dynamics with magnetic Lorentz force.

We investigate the low mass limit of Langevin dynamics for a charged Brownian particle driven by a magnetic Lorentz force. In the low mass limit, velocity variables relaxing quickly are coarse-grained out to yield effective dynamics for position variables. Without the Lorentz force, the low mass limit is equivalent to the high friction limit. Both cases share the same Langevin equation that is obtained by setting the mass to zero. The equivalence breaks down in the presence of the Lorentz force. The low mass limit cannot be achieved by setting the mass to zero. The limit is also distinct from the large friction limit. We derive the effective equations of motion in the low mass limit. The resulting stochastic differential equation involves a nonwhite noise whose correlation matrix has antisymmetric components. We demonstrate the importance of the nonwhite noise by investigating the heat dissipation by a driven Brownian particle, where the emergent nonwhite noise has a physically measurable effect.

Efficiency at maximum power and efficiency fluctuations in a linear Brownian heat-engine model.

We investigate the stochastic thermodynamics of a two-particle Langevin system. Each particle is in contact with a heat bath at different temperatures T_{1} and T_{2} (

Macroscopic time-reversal symmetry breaking at a nonequilibrium phase transition.

We study the entropy production in a globally coupled Brownian particles system that undergoes an order-disorder phase transition. Entropy production is a characteristic feature of nonequilibrium dynamics with broken detailed balance. We find that the entropy production rate is subextensive in the disordered phase and extensive in the ordered phase. It is found that the entropy production rate per particle vanishes in the disordered phase and becomes positive in the ordered phase following critical scaling laws. We derive the scaling relations for associated critical exponents. The disordered phase exemplifies a case where the entropy production is subextensive with the broken detailed balance.

Hidden entropy production by fast variables.

We investigate nonequilibrium underdamped Langevin dynamics of Brownian particles that interact through a harmonic potential with coupling constant K and are in thermal contact with two heat baths at different temperatures. The system is characterized by a net heat flow and an entropy production in the steady state. We compare the entropy production of the harmonic system with that of Brownian particles linked with a rigid rod. The harmonic system may be expected to reduce to the rigid rod system in the infinite K limit. However, we find that the harmonic system in the K→∞ limit produces more entropy than the rigid rod system. The harmonic system has the center-of-mass coordinate as a slow variable and the relative coordinate as a fast variable. By identifying the contributions of the degrees of freedom to the total entropy production, we show that the hidden entropy production by the fast variable is responsible for the extra entropy production. We discuss the K dependence of each contribution.