Hyperaccurate currents in stochastic thermodynamics

Thermodynamic observables of mesoscopic systems can be expressed as integrated empirical currents. Their fluctuations are bound by thermodynamic uncertainty relations. We introduce the hyperaccurate current as the integrated empirical current with the least fluctuations in a given nonequilibrium system. For steady-state systems described by overdamped Langevin equations, we derive an equation for the hyperaccurate current by means of a variational principle. We show that the hyperaccurate current coincides with the entropy production if and only if the latter saturates the thermodynamic uncertainty relation, and it can be substantially more precise otherwise. The hyperaccurate current can be used to improve estimates of entropy production from experimental data.

Supersymmetries in nonequilibrium Langevin dynamics

Elisabeth Agoritsas

Stochastic phenomena are often described by Langevin equations, which serve as a mesoscopic model for microscopic dynamics. It has been known since the work of Parisi and Sourlas that reversible (or equilibrium) dynamics present supersymmetries (SUSYs). These are revealed when the path-integral action is written as a function not only of the physical fields, but also of Grassmann fields representing a Jacobian arising from the noise distribution. SUSYs leave the action invariant upon a transformation of the fields that mixes the physical and the Grassmann ones. We show that contrary to common belief, it is possible to extend the known reversible construction to the case of arbitrary irreversible dynamics, for overdamped Langevin equations with additive white noise—provided their steady state is known. The construction is based on the fact that the Grassmann representation of the functional determinant is not unique, and can be chosen so as to present a generalization of the Parisi-Sourlas SUSY. We show how such SUSYs are related to time-reversal symmetries and allow one to derive modified fluctuation-dissipation relations valid in nonequilibrium. We give as a concrete example the results for the Kardar-Parisi-Zhang equation.

2021

Ambient space formulations and statistical mechanics of holonomically constrained Langevin systems

John Maddocks

The most classic approach to the dynamics of an n-dimensional mechanical system constrained by d independent holonomic constraints is to pick explicitly a new set of (n - d) curvilinear coordinatesparametrizingthe manifold of configurations satisfying the constraints, and to compute the Lagrangian generating the unconstrained dynamics in these (n - d) configuration coordinates. Starting from this Lagrangian an unconstrained Hamiltonian H(q,p) on 2(n-d) dimensional phase space can then typically be defined in the standard way via a Legendre transform. Furthermore, if the system is in contact with a heat bath, the associated Langevin and Fokker-Planck equations can be introduced. Provided that an appropriate fluctuation-dissipation condition is satisfied, there will be a canonical equilibrium distribution of the Gibbs form exp(-beta H) with respect to the flat measure dqdp in these 2(n - d) dimensional curvilinear phase space coordinates. The existence of (n - d) coordinates satisfying the constraints is often guaranteed locally by an implicit function theorem. Nevertheless in many examples these coordinates cannot be constructed in any tractable form, even locally, so that other approaches are of interest. In ambient space formulations the dynamics are defined in the full original n-dimensional configuration space, and associated 2n-dimensional phase space, with some version of Lagrange multipliers introduced so that the 2(n - d) dimensional sub-manifold of phase space implied by the holonomic constraints and their time derivative, is invariant under the dynamics. In this article we review ambient space formulations, and explain that for constrained dynamics there is in fact considerable freedom in how a Hamiltonian form of the dynamics can be constructed. We then discuss and contrast the Langevin and Fokker-Planck equations and their equilibrium distributions for the different forms of ambient space dynamics.

Springer-Verlag2011

Entropy production for coarse-grained dynamics

Daniel Maria Busiello, Amos Maritan

Systems out of equilibrium exhibit a net production of entropy. We study the dynamics of a stochastic system represented by a Master equation (ME) that can be modeled by a Fokker-Planck equation in a coarse-grained, mesoscopic description. We show that the corresponding coarse-grained entropy production contains information on microscopic currents that are not captured by the Fokker-Planck equation and thus cannot be deduced from it. We study a discrete-state and a continuous-state system, deriving in both the cases an analytical expression for the coarse-graining corrections to the entropy production. This result elucidates the limits in which there is no loss of information in passing from a ME to a Fokker-Planck equation describing the same system. Our results are amenable of experimental verification, which could help to infer some information about the underlying microscopic processes.

2019

Ambient space formulations and statistical mechanics of holonomically constrained Langevin systems

John Maddocks

Springer-Verlag2011