Introduction to Fluctuation Theorems

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1 Hyunggyu Park Introduction to Fluctuation Theorems 1. Nonequilibrium processes 2. Brief History of Fluctuation theorems 3. Jarzynski equality & Crooks FT 4. Experiments 5. Probability theory viewpoint on FTs 6. Ending [Bustamante] Colloquium at PSI at Pyeong Chang (July 10, 2013)

2 Nonequilibrium processes Thermodynamic 2 nd law - law of entropy increase or irreversibility Why NEQ processes? - biological cell (molecular motors, protein reactions, ) - electron, heat transfer,.. in nano systems - evolution of bio. species, ecology, socio/economic sys.,... - moving toward equilibrium & NEQ steady states (NESS) - interface coarsening, ageing, percolation, driven sys., NEQ Fluctuation theorems - go beyond thermodynamic 2 nd law & many 2 nd laws. - some quantitative predictions on NEQ quantities (work/heat/ep) - experimental tests for small systems - trivial to derive and wide applicability for general NEQ processes

3 Brief history of FT (I)

4 Brief history of FT (II)

5 Thermodynamics Themodyn. 1 st law System Themodyn. 2 nd law Phenomenological law Total entropy does not change during reversible processes. Total entropy increases during irreversible (NEQ) processes. Work and Free energy

6 Jarzynski equality & Fluctuation theorems s R Themodyn. 2 nd law Can we have any more information on W for general non-equilibrium processes? P 2 1 Distribution of W, P(W) for a given protocol? Any equality relation, regarding to W? V Jarzynski equality

7 Jarzynski equality & Fluctuation theorems Simplest derivation in Hamiltonian dynamics state space -Intial distribution must be of Boltzmann (EQ) type. crucial -Hamiltonian parameter changes in time. (special NE type). -In case of thermal contact (stochastic)? still valid generalized

8 Jarzynski equality & Fluctuation theorems Crooks ``detailed fluctuation theorem odd variable time-reversal symmetry for deterministic dynamics Crooks detailed FT for PDF of Work ``Integral FT

9 Experiments DNA hairpin mechanically unfolded by optical tweezers Collin/Ritort/Jarzynski/Smith/Tinoco/Bustamante, Nature, 437, 8 (2005) Detailed fluctuation theorem

10

11 Electron transport - full counting arxiv:

12 PNAS 106, (2009)

13 March meeting, 2012

14 arxiv:

15 Total entropy production and its splittings System

16 Probability theory viewpoint on Fluctuation theorems Seifert, PRL 95, (2005) Esposito/VdBroeck, PRL 104, (2010)

17 Fluctuation theorems?? System Integral fluctuation theorems

18 Integral fluctuation theorems Fluctuation theorems Thermodynamic 2 nd laws Detailed fluctuation theorems

19 Probability theory Consider two normalized PDF s : state space trajectory Define relative entropy Integral fluctuation theorem (exact for any finite-time trajectory)

20 Consider the mapping : Probability theory Require reverse path Detailed fluctuation theorem (exact for any finite t)

21 Dynamic processes

22 Stochastic dynamics s R

23 Reservoir entropy change Schnakenberg/Hinrichsen

24 Fluctuation theorems reverse path NEQ steady state (NESS) for fixed

25 Ending Remarkable equality in non-equilibrium (NEQ) dynamic processes, including Entropy production, NEQ work and EQ free energy. Turns out quite robust, ranging over non-conservative deterministic system, stochastic Langevin system, Brownian motion, discrete Markov processes, and so on. Still source of NEQ are so diverse such as global driving force, nonadiabatic volume change, multiple heat reservoirs, multiplicative noises, nonlinear drag force (odd variables), and so on. Validity and applicability of these equalities and their possible modification (generalized FT) for general NEQ processes. More fluctuation theorems for classical and also quantum systems Still need to calculate P(W), P(Q), for a given NEQ process. Effective measurements of free energy diff., driving force (torque),.. Gravity is an entropic force??? [Verlinde)

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