Physical origins of entropy production, free energy dissipation, and their mathematical representations.

A unifying mathematical theory of nonequilibrium thermodynamics of stochastic systems in terms of master equations is presented. As generalizations of isothermal entropy and free energy, two functions of state play central roles: the Gibbs entropy S and the relative entropy F , which are related via the stationary distribution of the stochastic dynamics. S satisfies the fundamental entropy balance equation dS/dt = e p - h d/T with entropy production rate e p ≥ 0 and heat dissipation rate h d, while dF/dt = -f d ≤ 0. For closed systems that satisfy detailed balance: Te p(t)=f d(t). For open systems, one has Te p(t) = f d(t)+Q hk(t), where the housekeeping heat, Q hk ≥ 0, was first introduced in the phenomenological nonequilibrium steady-state thermodynamics put forward by Oono and Paniconi. Q hk represents the irreversible work done by the surrounding to the system that is kept away from reaching equilibrium. Hence, entropy production e p consists of free energy dissipation associated with spontaneous relaxation (i.e., self-organization), f d, and active energy pumping that sustains the open system Q hk. The amount of excess heat involved in the relaxation Q ex = h d - Q hk = f d -T(dS/dt). Two kinds of irreversibility, and the meaning of the arrow of time, emerge. Quasistationary processes, adiabaticity, and maximum principle for entropy are also generalized to nonequilibrium settings.

[1]  Hao Ge,et al.  The transient fluctuation theorem of sample entropy production for general stochastic processes , 2007 .

[2]  Evans,et al.  Probability of second law violations in shearing steady states. , 1993, Physical review letters.

[3]  Minping Qian,et al.  Mathematical Theory of Nonequilibrium Steady States , 2004 .

[4]  Hao Ge Extended forms of the second law for general time-dependent stochastic processes. , 2009, Physical review. E, Statistical, nonlinear, and soft matter physics.

[5]  Jitao Wang Nonequilibrium Nondissipative Thermodynamics , 2002 .

[6]  M. Esposito,et al.  Entropy fluctuation theorems in driven open systems: application to electron counting statistics. , 2007, Physical review. E, Statistical, nonlinear, and soft matter physics.

[7]  Massimiliano Esposito,et al.  Three detailed fluctuation theorems. , 2009, Physical review letters.

[8]  I. Prigogine,et al.  Formative Processes. (Book Reviews: Self-Organization in Nonequilibrium Systems. From Dissipative Structures to Order through Fluctuations) , 1977 .

[9]  Hong Qian,et al.  Phosphorylation energy hypothesis: open chemical systems and their biological functions. , 2007, Annual review of physical chemistry.

[10]  R. Kubo,et al.  Fluctuation and relaxation of macrovariables , 1973 .

[11]  G. Crooks Path-ensemble averages in systems driven far from equilibrium , 1999, cond-mat/9908420.

[12]  Gabriela Koreisová,et al.  Scientific Papers , 1997, Nature.

[13]  Jorge Kurchan,et al.  Fluctuation theorem for stochastic dynamics , 1998 .

[14]  Udo Seifert,et al.  Stochastic thermodynamics of chemical reaction networks. , 2007, The Journal of chemical physics.

[15]  H. Qian Cycle kinetics, steady state thermodynamics and motors—a paradigm for living matter physics , 2005, Journal of physics. Condensed matter : an Institute of Physics journal.

[16]  J. Schnakenberg Network theory of microscopic and macroscopic behavior of master equation systems , 1976 .

[17]  Peter G. Bergmann,et al.  New Approach to Nonequilibrium Processes , 1955 .

[18]  J. W. Gibbs,et al.  Scientific Papers , 1997, Nature.

[19]  H. Qian Entropy demystified the "thermo"-dynamics of stochastically fluctuating systems. , 2009, Methods in enzymology.

[20]  L. Beda Thermal physics , 1994 .

[21]  J M Rubí,et al.  The mesoscopic dynamics of thermodynamic systems. , 2005, The journal of physical chemistry. B.

[22]  H Qian Relative entropy: free energy associated with equilibrium fluctuations and nonequilibrium deviations. , 2001, Physical review. E, Statistical, nonlinear, and soft matter physics.

[23]  P. Gaspard Fluctuation theorem for nonequilibrium reactions. , 2004, The Journal of chemical physics.

[24]  B. Derrida AN EXACTLY SOLUBLE NON-EQUILIBRIUM SYSTEM : THE ASYMMETRIC SIMPLE EXCLUSION PROCESS , 1998 .

[25]  Udo Seifert Entropy production along a stochastic trajectory and an integral fluctuation theorem. , 2005, Physical review letters.

[26]  G. Crooks Entropy production fluctuation theorem and the nonequilibrium work relation for free energy differences. , 1999, Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics.

[27]  P. Ao Emerging of Stochastic Dynamical Equalities and Steady State Thermodynamics from Darwinian Dynamics. , 2008, Communications in theoretical physics.

[28]  Udo Seifert,et al.  Stochastic thermodynamics: principles and perspectives , 2007, 0710.1187.

[29]  Hong Qian,et al.  Open-system nonequilibrium steady state: statistical thermodynamics, fluctuations, and chemical oscillations. , 2006, The journal of physical chemistry. B.

[30]  Ludwig Boltzmann,et al.  Lectures on Gas Theory , 1964 .

[31]  Microscopic Analysis of Clausius–Duhem Processes , 1998, cond-mat/9802249.

[32]  C. Jarzynski Equilibrium free-energy differences from nonequilibrium measurements: A master-equation approach , 1997, cond-mat/9707325.

[33]  Stephen R. Williams,et al.  Fluctuation theorems. , 2007, Annual review of physical chemistry.

[34]  G. Crooks Nonequilibrium Measurements of Free Energy Differences for Microscopically Reversible Markovian Systems , 1998 .

[35]  C. Jarzynski Nonequilibrium Equality for Free Energy Differences , 1996, cond-mat/9610209.

[36]  Michael C. Mackey,et al.  Time's Arrow: The Origins of Thermodynamic Behavior , 1991 .

[37]  Debra J. Searles,et al.  The Fluctuation Theorem , 2002 .

[38]  G. Nicolis,et al.  Stochastic thermodynamics of nonequilibrium steady states in chemical reaction systems , 1986 .

[39]  H. Qian,et al.  Thermodynamics of the General Diffusion Process: Time-Reversibility and Entropy Production , 2002 .

[40]  T. Hatano,et al.  Steady-state thermodynamics of Langevin systems. , 2000, Physical review letters.

[41]  J. Lebowitz,et al.  A Gallavotti–Cohen-Type Symmetry in the Large Deviation Functional for Stochastic Dynamics , 1998, cond-mat/9811220.

[42]  Hong Qian,et al.  Chemical Biophysics: Quantitative Analysis of Cellular Systems , 2008 .

[43]  Marco Paniconi,et al.  Steady State Thermodynamics , 1998 .

[44]  M. Qian,et al.  Generalized Jarzynski’s equality in inhomogeneous Markov chains , 2007 .