Stochastic thermodynamics as reviewed here systematically provides a framework for extending the notions of classical thermodynamics such as work, heat and entropy production to the level of individual trajectories of well-defined non-equilibrium ensembles. It applies whenever a non-equilibrium process is still coupled to one (or several) heat bath(s) of constant temperature. Paradigmatic systems are single colloidal particles in time-dependent laser traps, polymers in external flow, enzymes and molecular motors in single molecule assays, small biochemical networks and thermoelectric devices involving single electron transport. For such systems, a first-law like energy balance can be identified along fluctuating trajectories. For a basic Markovian dynamics implemented either on the continuum level with Langevin equations or on a discrete set of states as a master equation, thermodynamic consistency imposes a local-detailed balance constraint on noise and rates, respectively. Various integral and detailed fluctuation theorems, which are derived here in a unifying approach from one master theorem, constrain the probability distributions for work, heat and entropy production depending on the nature of the system and the choice of non-equilibrium conditions. For non-equilibrium steady states, particularly strong results hold like a generalized fluctuation–dissipation theorem involving entropy production. Ramifications and applications of these concepts include optimal driving between specified states in finite time, the role of measurement-based feedback processes and the relation between dissipation and irreversibility. Efficiency and, in particular, efficiency at maximum power can be discussed systematically beyond the linear response regime for two classes of molecular machines, isothermal ones such as molecular motors, and heat engines such as thermoelectric devices, using a common framework based on a cycle decomposition of entropy production. (Some figures may appear in colour only in the online journal) This article was invited by Erwin Frey.

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Stochastic thermodynamics, fluctuation theorems and molecular machines

We extend the work of Kurchan on the Gallavotti–Cohen fluctuation theorem, which yields a symmetry property of the large deviation function, to general Markov processes. These include jump processes describing the evolution of stochastic lattice gases driven in the bulk or through particle reservoirs, general diffusive processes in physical and/or velocity space, as well as Hamiltonian systems with stochastic boundary conditions. For dynamics satisfying local detailed balance we establish a link between the average of the action functional in the fluctuation theorem and the macroscopic entropy production. This gives, in the linear regime, an alternative derivation of the Green–Kubo formula and the Onsager reciprocity relations. In the nonlinear regime consequences of the new symmetry are harder to come by and the large deviation functional difficult to compute. For the asymmetric simple exclusion process the latter is determined explicitly using the Bethe ansatz in the limit of large N.

A gallavotti-cohen-type symmetry in the large deviation functional for stochastic dynamics

The large deviation approach to statistical mechanics

We give a general introduction to quantum phase transitions in strongly-correlated electron systems. These transitions which occur at zero temperature when a non-thermal parameter $g$ like pressure, chemical composition or magnetic field is tuned to a critical value are characterized by a dynamic exponent $z$ related to the energy and length scales $\Delta$ and $\xi$. Simple arguments based on an expansion to first order in the effective interaction allow to define an upper-critical dimension $D_{C}=4$ (where $D=d+z$ and $d$ is the spatial dimension) below which mean-field description is no longer valid. We emphasize the role of pertubative renormalization group (RG) approaches and self-consistent renormalized spin fluctuation (SCR-SF) theories to understand the quantum-classical crossover in the vicinity of the quantum critical point with generalization to the Kondo effect in heavy-fermion systems. Finally we quote some recent inelastic neutron scattering experiments performed on heavy-fermions which lead to unusual scaling law in $\omega /T$ for the dynamical spin susceptibility revealing critical local modes beyond the itinerant magnetism scheme and mention new attempts to describe this local quantum critical point.

https://arxiv.org/pdf/cond-mat/0102119.pdf

Quantum Phase Transitions

The theory of large deviations is concerned with the exponential decay of probabilities of large fluctuations in random systems. These probabilities are important in many fields of study, including statistics, finance, and engineering, as they often yield valuable information about the large fluctuations of a random system around its most probable state or trajectory. In the context of equilibrium statistical mechanics, the theory of large deviations provides exponential-order estimates of probabilities that refine and generalize Einstein's theory of fluctuations. This review explores this and other connections between large deviation theory and statistical mechanics, in an effort to show that the mathematical language of statistical mechanics is the language of large deviation theory. The first part of the review presents the basics of large deviation theory, and works out many of its classical applications related to sums of random variables and Markov processes. The second part goes through many problems and results of statistical mechanics, and shows how these can be formulated and derived within the context of large deviation theory. The problems and results treated cover a wide range of physical systems, including equilibrium many-particle systems, noise-perturbed dynamics, nonequilibrium systems, as well as multifractals, disordered systems, and chaotic systems. This review also covers many fundamental aspects of statistical mechanics, such as the derivation of variational principles characterizing equilibrium and nonequilibrium states, the breaking of the Legendre transform for nonconcave entropies, and the characterization of nonequilibrium fluctuations through fluctuation relations.

We present a selective overview of the current state of our knowledge (more precisely of ourignorance) regarding the derivation of Fourier's Law, ${\bf J}(\br) =-\kappa {\bf \nabla}T(\br)$; ${\bf J}$ the heat flux, $T$ the temperature and $\kappa$, the heat conductivity. This law is empirically well tested for both fluids and crystals, when the temperature varies slowly on the microscopic scale, with $\kappa$ an intrinsic property which depends only on the system's equilibrium parameters, such as the local temperature and density. There is however at present no rigorous mathematical derivation of Fourier's law and ipso facto of Kubo's formula for $\kappa$, involving integrals over equilibrium time correlations, for any system (or model) with a deterministic, e.g. Hamiltonian, microscopic evolution.

https://arxiv.org/pdf/math-ph/0002052.pdf

Fourier's Law: a Challenge for Theorists

We discuss an extension of the fluctuation theorem to stochastic models that, in the limit of zero external drive, are not able to equilibrate with their environment, extending earlier results of Sellitto. We show that if the entropy production rate is suitably defined, its probability distribution function verifies the fluctuation relation with the ambient temperature replaced by a (frequency dependent) effective temperature. We derive modified Green–Kubo relations. We illustrate these results with the simple example of an oscillator coupled to a non-equilibrium bath driven by an external force. We discuss the relevance of our results for driven glasses and the diffusion of Brownian particles in out-of-equilibrium media and propose a concrete experimental strategy for measuring the low frequency value of the effective temperature using the fluctuations of the work done by an ac conservative field. We compare our results to related ones that appeared in the literature recently.

https://iopscience.iop.org/article/10.1088/1742-5468/2005/09/P09013/pdf

A fluctuation theorem for non-equilibrium relaxational systems driven by external forces

The chaotic hypothesis has several implications which have generated interest in the literature because of their generality and because a few exact predictions are among them. However its application to Physics problems requires attention and can lead to apparent inconsistencies. In particular there are several cases that have been considered in the literature in which singularities are built in the models: for instance when among the forces there are Lennard-Jones potentials (which are infinite in the origin) and the constraints imposed on the system do not forbid arbitrarily close approach to the singularity even though the average kinetic energy is bounded. The situation is well understood in certain special cases in which the system is subject to Gaussian noise; here the treatment of rather general singular systems is considered and the predictions of the chaotic hypothesis for such situations are derived. The main conclusion is that the chaotic hypothesis is perfectly adequate to describe the singular physical systems we consider, ie deterministic systems with thermostat forces acting according to Gauss' principle for the constraint of constant total kinetic energy (“isokinetic Gaussian thermostats”), close and far from equilibrium. Near equilibrium it even predicts a fluctuation relation which, in deterministic cases with more general thermostat forces (ie not necessarily of Gaussian isokinetic nature), extends recent relations obtained in situations in which the thermostatting forces satisfy Gauss' principle. This relation agrees, where expected, with the fluctuation theorem for perfectly chaotic systems. The results are compared with some recent works in the literature.

Chaotic Hypothesis, Fluctuation Theorem and singularities

We discuss an extension of the fluctuation theorem to stochastic models that, in the limit of zero external drive, are not able to equilibrate with their environment, extending results presented by Sellitto (cond-mat/9809186). We show that if the entropy production rate is suitably defined, its probability distribution function verifies the Fluctuation Relation with the ambient temperature replaced by a (frequency-dependent) effective temperature. We derive modified Green-Kubo relations. We illustrate these results with the simple example of an oscillator coupled to a nonequilibrium bath driven by an external force. We discuss the relevance of our results for driven glasses and the diffusion of Brownian particles in out of equilibrium media and propose a concrete experimental strategy to measure the low frequency value of the effective temperature using the fluctuations of the work done by an ac conservative field. We compare our results to related ones that appeared in the literature recently.

Fluctuation theorem for non-equilibrium relaxational systems driven by external forces

We describe a way of interpreting the chaotic principle of [GC1] more extensively than it was meant in the original works. Mathematically the analysis is based on the dynamical notions of Axiom A and Axiom B and on the notion of Axiom C, that we introduce arguing that it is suggested by the results of an experiment ([BGG]) on chaotic motions. Physically we interpret a breakdown of the Anosov property of a time reversible attractor (replaced, as a control parameter changes, by an Axiom A property) as a spontaneous breakdown of the time reversal symmetry: the relation between time reversal and the symmetry that remains after the breakdown is analogous to the breakdown of T-invariance while TCP still holds.

Federico Bonetto

Papers

Fourier's Law: a Challenge for Theorists

A fluctuation theorem for non-equilibrium relaxational systems driven by external forces

Chaotic Hypothesis, Fluctuation Theorem and singularities

Fluctuation theorem for non-equilibrium relaxational systems driven by external forces

Reversibility, Coarse Graining and the Chaoticity Principle