Search

The charging of a quantum battery by a four-stroke quantum machine that works either as an engine or a refrigerator is investigated. The presented analysis provides the energetic behavior of the combined system in terms of the heat and workflows of the machine, the average, and variance of the battery's energy as well as the coherent and incoherent parts of its ergotropy. To monitor the battery state its energy is measured either after the completion of any cycle or after a prescribed number of cycles is carried out. The resulting battery performances greatly differ for those two cases. During the first charging epoch with an engine, the regular measurements speed up the charging, whereas the gain of ergotropy is more pronounced in the absence of measurements. In a later stage, the engine fails to work as such while it still continues charging the battery that eventually reaches the maximally charged state in the absence of intermediate measurements and a suboptimally charged state for a periodically measured battery. For a refrigerator, the charging of the measured battery also proceeds faster during the first epoch. Only during the second stage when the machine fails to extract heat from the cold bath the influence of the measurements become less pronounced leading to rather similar asymptotic states for the two measurement scenarios., Comment: 13 pages, 11 figures, and comments are welcome

Two approaches are outlined to characterize the fluctuation behavior of work applied to a system by a slow change of a parameter. One approach uses the adiabatic theorems of quantum and classical mechanics, the other one is based on the behavior of the correlations of the generalized coordinate that is conjugate to the changed parameter. Criteria are obtained under which the work done on small thermally isolated as well as on open systems ceases to fluctuate in a quasistatic process., Comment: 5 pages

Unlike classical systems, a measurement performed on a quantum system always alters its state. In this work, the impacts of two diagnostic schemes to determine the performance of quantum Otto heat engines are compared: In one scheme, the energy of the engine's working substance is measured after each stroke (repeated measurements), and in the other one, the energies after each stroke are recorded in one or two pointer states and measured only after the completion of a prescribed number of cycles (repeated contacts). A single pointer state suffices if one is only interested in either work or heat. For joint work and heat diagnostics, two pointers are needed. These schemes are applied to Otto engines, whose working substance consists of a two-level system. Depending on the engine protocol, the duration of a single cycle may be infinite or finite. Because in the repeated contact scheme, the number of measurements is drastically reduced compared to the repeated measurement scheme, the quantum coherence after and during the contact diagnostics is much better maintained than repeated measurements that destroy any coherence at the end of each stroke. We demonstrate that maximum power, reliability, and efficiency of the engine in the presence of repeated contacts typically outperform these figures of merit of repeated measurements. Due to the improved coherence persistence, heat engines with a finite cycle duration require a larger number of cycles to reach a periodically asymptotic state. Overall, our results document the importance of taking into account the particular nature of diagnostic tools for monitoring and testing purposes but also for feedback control, both in theory and experiment., Comment: 21 pages and 6 figures. Comments are welcome

In a recent paper [P. Strasberg and M. Esposito, Phys. Rev. E {\bf 101}, 050101(R) (2020)] an attempt is presented to formulate the nonequilibrium thermodynamics of an open system in terms of the Hamiltonian of mean force. The purpose of the present comment is to clarify severe restrictions of this approach and also to stress that recently noted ambiguities [P. Talkner and P. H\"anggi, Phys. Rev. E {\bf 94}, 022143 (2016)] of fluctuating thermodynamic potentials cannot be removed in the suggested way., Comment: 4 pages, comment, discussion expanded, references added

A method is proposed that allows one to infer the sum of the values of an observable taken during contacts with a pointer state. Hereby the state of the pointer is updated while contacted with the system and remains unchanged between contacts while the system evolves in time. After a prescribed number of such contacts the position of the pointer is determined by means of a projective measurement. The outcome is specified in terms of a probability distribution function for unitary and Markovian dissipative dynamics and compared with the results of the same number of generalized Gaussian measurements of the considered observable. As a particular example a qubit is considered with an observable contacting to the pointer that does not commute with the system Hamiltonian., Comment: 11 pages, 7 figures, comments are welcome

The statistical mechanical description of small systems staying in thermal equilibrium with an environment can be achieved by means of the Hamiltonian of mean force. In contrast to the reduced density matrix of an open quantum system, or the reduced phase-space probability density function of a classical open system, the Hamiltonian of mean force not only characterizes the reduced state but also contains full information about the thermodynamics of the considered open system. The resulting thermodynamic potentials all assume the form as the difference of the potentials for the total system and the bare environment in the absence of the system. In contrast to work as a mechanical notion, one faces several problems with the definition of heat which turns out to be largely ambiguous in the case of strong coupling between system and environment. The general theory of the thermodynamics of open systems, in particular, in view of strong coupling, is reviewed and illustrated with several examples. The vagueness of heat is discussed in the context of the ambiguities in the definitions of a fluctuating internal energy and other fluctuating thermodynamic potentials., Comment: 28 pages, 5 figures, further typos corrected

We consider an ensemble of indistinguishable quantum machines and show that quantum statistical effects can give rise to a genuine quantum enhancement of the collective thermodynamic performance. When multiple indistinguishable bosonic work resources are coupled to an external system, the internal energy change of the external system exhibits an enhancement arising from permutation symmetry in the ensemble, which is absent when the latter consists of distinguishable work resources., Comment: 6+10 pages, 3+6 figures

The probability densities of work that can be exerted on a quantum system initially staying in thermal equilibrium are constrained by the fluctuation relations of Jarzynski and Crooks, when the work is determined by two projective energy measurements. We investigate the question whether these fluctuation relations may still hold if one employs generalized energy measurements rather than projective ones. Restricting ourselves to a class of universal measurements which are independent of several details of the system on which the work is done, we find sets of necessary and sufficient conditions for the Jarzynski equality and the Crooks relation. The Jarzynski equality requires perfect accuracy for the initial measurement, while the final one can be erroneous. On the other hand, the Crooks relation can only tolerate a depolarizing channel as a deviation from the projective measurement for systems with a finite dimensional Hilbert space. For a separable infinite-dimensional space only projective measurements are compatible with the Crooks relation. The results we have obtained significantly extend those of [Venkatesh, Watanabe, and Talkner, New J. Phys. 16, 015032 (2014)] as well as avoid some errors present there., Comment: 12 pages

A four stroke quantum engine which alternately interacts with a measurement apparatus and a single heat bath is discussed in detail with respect to the average work and heat as well as to the fluctuations of work and heat. The efficiency and the reliability of such an engine with a harmonic oscillator as working substance are analyzed under different conditions such as different speeds of the work strokes, different temperatures of the heat bath and various strengths of the energy supplying measurement. For imperfect thermalization strokes of finite duration also the power of the engine is analyzed. A comparison with a two-temperature Otto engine is provided in the particular case of adiabatic work and ideal thermalization strokes., Comment: 15 pages, 12 figures, typos corrected

In the present study, quantitative feasibility tests of the hydrodynamic description of a two-dimensional fluid at the molecular level are performed, both with respect to length and time scales. Using high-resolution fluid velocity data obtained from extensive molecular dynamics simulations, we computed the transverse and longitudinal components of the velocity field by the Helmholtz decomposition and compared them with those obtained from the linearized Navier-Stokes (LNS) equations with time-dependent transport coefficients. By investigating the vortex dynamics and the sound wave propagation in terms of these field components, we confirm the validity of the LNS description for times comparable to or larger than several mean collision times. The LNS description still reproduces the transverse velocity field accurately at smaller times, but it fails to predict characteristic patterns of molecular origin visible in the longitudinal velocity field. Based on these observations, we validate the main assumptions of the mode-coupling approach. The assumption that the velocity autocorrelation function can be expressed in terms of the fluid velocity field and the tagged particle distribution is found to be remarkably accurate even for times comparable to or smaller than the mean collision time. This suggests that the hydrodynamic-mode description remains valid down to the molecular scale.

Self-diffusion in a two-dimensional simple fluid is investigated by both analytical and numerical means. We investigate the anomalous aspects of self-diffusion in two-dimensional fluids with regards to the mean square displacement, the time-dependent diffusion coefficient, and the velocity autocorrelation function using a consistency equation relating these quantities. We numerically confirm the consistency equation by extensive molecular dynamics simulations for finite systems, corroborate earlier results indicating that the kinematic viscosity approaches a finite, non-vanishing value in the thermodynamic limit, and establish the finite size behavior of the diffusion coefficient. We obtain the exact solution of the consistency equation in the thermodynamic limit and use this solution to determine the large time asymptotics of the mean square displacement, the diffusion coefficient, and the velocity autocorrelation function. An asymptotic decay law of the velocity autocorrelation function resembles the previously known self-consistent form, $1/(t\sqrt{\ln t})$, however with a rescaled time., Comment: 10 pages, to appear in New Journal of Physics

Close to equilibrium, the exchange of particles and heat between macroscopic systems at different temperatures and different chemical potentials is known to be governed by a matrix of transport coefficients which is positive and symmetric. We investigate the amounts of heat and particles that are exchanged between two small quantum systems within a given time, and find them characterized by a transport matrix which neither needs to be symmetric nor positive. At larger times even spontaneous transport can be observed in the total absence of temperature and chemical potential differences provided that the two systems are different in size. All these deviations from standard transport behavior can be attributed to the fact that work is done on the system in the processes contacting and separating those parts of the system that initially possess different temperatures and chemical potentials. The standard transport properties are recovered for vanishing work and also in the limit of large systems and sufficiently large contact times. The general results are illustrated by an example.

A cyclically working quantum mechanical engine that operates at a single temperature is proposed. Its energy input is delivered by a quantum measurement. The functioning of the engine does not require any feedback control. We analyze work, heat, and the efficiency of the engine for the case of a working substance that is governed by the laws of quantum mechanics and that can be adiabatically compressed and dilated. The obtained general expressions are exemplified for a spin in an adiabatically changing magnetic field and a particle moving in a potential with slowly changing shape.

The statistics of work performed on a system by a sudden random quench is investigated. Considering systems with finite dimensional Hilbert spaces we model a sudden random quench by randomly choosing elements from a Gaussian unitary ensemble (GUE) consisting of hermitean matrices with identically, Gaussian distributed matrix elements. A probability density function (pdf) of work in terms of initial and final energy distributions is derived and evaluated for a two-level system. Explicit results are obtained for quenches with a sharply given initial Hamiltonian, while the work pdfs for quenches between Hamiltonians from two independent GUEs can only be determined in explicit form in the limits of zero and infinite temperature.

The performance of quantum heat engines is generally based on the analysis of a single cycle. We challenge this approach by showing that the total work performed by a quantum engine need not be proportional to the number of cycles. Furthermore, optimizing the engine over multiple cycles leads to the identification of scenarios with a quantum enhancement. We demonstrate our findings with a quantum Otto engine based on a two-level system as the working substance that supplies power to an external oscillator., Comment: 5 pages, 3 figures; published in Phys. Rev. Lett. as an Editors' Suggestion

The spreading of a cloud of independent Brownian particles typically proceeds more effectively at higher temperatures, as it derives from the commonly known Sutherland-Einstein relation for systems in thermal equilibrium. Here, we report on a non-equilibrium situation in which the diffusion of a periodically driven Brownian particle moving in a periodic potential decreases with increasing temperature within a finite temperature window. We identify as the cause for this non-intuitive behaviour a dominant deterministic mechanism consisting of a few unstable periodic orbits embedded into a chaotic attractor together with thermal noise-induced dynamical changes upon varying temperature. The presented analysis is based on extensive numerical simulations of the corresponding Langevin equation describing the studied setup as well as on a simplified stochastic model formulated in terms of a three-state Markovian process. Because chaos exists in many natural as well as in artificial systems representing abundant areas of contemporary knowledge, the described mechanism may potentially be discovered in plentiful different contexts.

Based on the explicit knowledge of a Hamiltonian of mean force, the classical statistical mechanics and equilibrium thermodynamics of open systems in contact with a thermal environment at arbitrary interaction strength can be formulated. Even though the Hamiltonian of mean force uniquely determines the equilibrium phase space probability density of a strongly coupled open system the knowledge of this probability density alone is insufficient to determine the Hamiltonian of mean force, needed in constructing the underlying statistical mechanics and thermodynamics. We demonstrate that under the assumption that the Hamiltonian of mean force is known, an extension of thermodynamic structures from the level of averaged quantities to fluctuating objects (i.e. a stochastic thermodynamics) is possible. However, such a construction undesirably involves also a vast ambiguity. This situation is rooted in the eminent lack of a physical guiding principle allowing to distinguish a physically meaningful theory out of a multitude of other equally conceivable ones., Comment: 12 pages, further typos corrected

Various approaches of defining and determining work performed on a quantum system are compared. Any operational definition of work, however, must allow for two facts, first, that work characterizes a process rather than an instantaneous state of a system, and, second, that quantum systems are sensitive to the interactions with a measurement apparatus. We compare different measurement scenarios on the basis of the resulting post-measurement states and the according probabilities for finding a particular work value. In particular, we analyze a recently proposed work-meter for the case of a Gaussian pointer state and compare it with the results obtained by two projective and, alternatively, two Gaussian measurements. In the limit of a strong effective measurement strength the work distribution of projective two energy measurements can be recovered. In the opposite limit the average of work becomes independent of any measurement. Yet the fluctuations about this value diverge. The performance of the work-meter is illustrated by the example of a spin in a suddenly changing magnetic field., Comment: 13 pages, 3 figures

Work in the paradigm of the quantum fluctuation theorems of Crooks and Jarzynski is determined by projective measurements of energy at the beginning and end of the force protocol. In analogy to classical systems, we consider an alternative definition of work given by the integral of the supplied power determined by integrating up the results of repeated measurements of the instantaneous power during the force protocol. We observe that such a definition of work, in spite of taking account of the process dependence, has different possible values and statistics from the work determined by the conventional two energy measurement approach (TEMA). In the limit of many projective measurements of power, the system's dynamics is frozen in the power measurement basis due to the quantum Zeno effect leading to statistics only trivially dependent on the force protocol. In general the Jarzynski relation is not satisfied except for the case when the instantaneous power operator commutes with the total Hamiltonian at all times. We also consider properties of the joint statistics of power-based definition of work and TEMA work in protocols where both values are determined. This allows us to quantify their correlations. Relaxing the projective measurement condition, weak continuous measurements of power are considered within the stochastic master equation formalism. Even in this scenario the power-based work statistics is in general not able to reproduce qualitative features of the TEMA work statistics., Comment: 26 pages, 9 figures

Based on the generalized Langevin equation for the momentum of a Brownian particle a generalized asymptotic Einstein relation is derived. It agrees with the well-known Einstein relation in the case of normal diffusion but continues to hold for sub- and super-diffusive spreading of the Brownian particle's mean square displacement. The generalized asymptotic Einstein relation is used to analyze data obtained from molecular dynamics simulations of a two-dimensional soft disk fluid. We mainly concentrated on medium densities for which we found super-diffusive behavior of a tagged fluid particle. At higher densities a range of normal diffusion can be identified. The motion presumably changes to sub-diffusion for even higher densities.

The inhibition of the decay of a quantum system by frequent measurements is known as quantum Zeno effect. Beyond the limit of projective measurements, the interplay between the unitary dynamics of the system and the coupling to a measurement apparatus becomes relevant. We explore this interplay by considering a quantum particle moving on a one-dimensional chain. A local measurement by coupling to an apparatus with a two-dimensional Hilbert space detects the presence of the particle on a specific chain site. The decay of the population is studied analytically for a two-site chain and numerically for a larger system as a function of the measurement time and the time between subsequent measurements. Particular attention is given to the shift of the energy of the measured site due to the coupling to the apparatus. The decay of the initial population can be hindered or accelerated, depending on the chosen system and the coupling parameters., Comment: 9 pages, 10 figures

Determining the work which is supplied to a system by an external agent, provides a crucial step in any experimental realization of transient fluctuation relations. This, however, poses a problem for quantum systems, where the standard procedure requires the projective measurement of energy at the beginning and the end of the protocol. Unfortunately, projective measurements, which are preferable from the point of view of theory, seem to be difficult to implement experimentally. We demonstrate that, when using a particular type of generalized energy measurements, the resulting work statistics is simply related to that of projective measurements. This relation between the two work statistics entails the existence of modified transient fluctuation relations. The modifications are exclusively determined by the errors incurred in the generalized energy measurements. They are universal in the sense that they do not depend on the force protocol. Particularly simple expressions for the modified Crooks relation and Jarzynski equality are found for Gaussian energy measurements. These can be obtained by a sequence of sufficiently many generalized measurements which need not be Gaussian. In accordance with the central limit theorem, this leads to an effective error reduction in the individual measurements, and even yields a projective measurement in the limit of infinite repetitions., Comment: 7 pages, published in Phys. Rev. E as an Editors' Suggestion

Generalized measurements of an observable performed on a quantum system during a force protocol are investigated and conditions that guarantee the validity of the Jarzynski equality and the Crooks relation are formulated. In agreement with previous studies by Campisi {\it et al.} [M. Campisi, P. Talkner, and P. H\"anggi, Phys. Rev. Lett. {\bf 105}, 140601 (2010); Phys. Rev. E {\bf 83}, 041114 (2011)], we find that these fluctuation relations are satisfied for projective measurements; however, for generalized measurements special conditions on the operators determining the measurements need to be met. For the Jarzynski equality to hold, the measurement operators of the forward protocol must be normalized in a particular way. The Crooks relation additionally entails that the backward and forward measurement operators depend on each other. Yet, quite some freedom is left as to how the two sets of operators are interrelated. This ambiguity is removed if one considers selective measurements, which are specified by a {\it joint} probability density function of work and measurement results of the considered observable. We find that the respective forward and backward joint probabilities satisfy the Crooks relation only if the measurement operators of the forward and backward protocols are the time-reversed adjoints of each other. In this case, the work probability density function {\it conditioned} on the measurement result satisfies a modified Crooks relation. The modification appears as a protocol-dependent factor that can be expressed by the information gained by the measurements during the forward and backward protocols. Finally, detailed fluctuation theorems with an arbitrary number of intervening measurements are obtained., Comment: 9 pages; published in Phys. Rev. E

The transient quantum fluctuation theorems of Crooks and Jarzynski restrict and relate the statistics of work performed in forward and backward forcing protocols. So far these theorems have been obtained under the assumption that the work is determined by projective measurements at the end and the beginning of each run of the protocols. We found that one can replace these projective measurements only by special error-free generalized energy measurements with pairs of tailored, protocol-dependent post-measurement states that satisfy detailed balance-like relations. For other generalized measurements, the Crooks relation is typically not satisfied. For the validity of the Jarzynski equality, it is sufficient that the measurements are error-free and the post-measurement states form a complete orthonormal set of elements in the Hilbert space of the considered system. We illustrate our results by the example of a two-level system for different generalized measurements., Comment: 16 pages, 2 figures, Additional details provided in included appendices

The work performed on a system in a microcanonical state by changes in a control parameter is characterized in terms of its statistics. The transition probabilities between eigenstates of the system Hamiltonians at the beginning and the end of the parameter change obey a detailed balance-like relation from which various forms of the microcanonical fluctuation theorem are obtained. As an example, sudden deformations of a two dimensional harmonic oscillator potential are considered and the validity of the microcanonical Jarzynski equality connecting the degrees of degeneracy of energy eigenvalues before and after the control parameter change is confirmed., Comment: 16 pages, 5 figures

The estimate of free energy changes based on Bennett's acceptance ratio method is examined in several limiting cases and compared with other estimates based on the Jarzynski equality and on the Crooks relation. While the absolute amount of dissipated work, defined as the surplus of average work over the free energy difference, limits the practical applicability of Jarzynski's and Crooks' methods, the reliability of Bennett's approach is restricted by the difference of the dissipated works in the forward and the backward process. We illustrate these points by considering a Gaussian chain and a hairpin chain which both are extended during the forward and accordingly compressed during the backward protocol. The reliability of the Crooks relation predominantly depends on the sample size; for the Jarzynski estimator the slowness of the work protocol is crucial, and the Bennett method is shown to give precise estimates irrespective of the pulling speed and sample size as long as the dissipated works are the same for the forward and the backward process as it is the case for Gaussian work distributions. With an increasing dissipated work difference the Bennett estimator also acquires a bias which increases roughly in proportion to this difference. A substantial simplification of the Bennett estimator is provided by the 1/2-formula which expresses the free energy difference by the algebraic average of the Jarzynski estimates for the forward and the backward processes. It agrees with the Bennett estimate in all cases when the Jarzynski and the Crooks estimates fail to give reliable results.

In response to the recent critical comment by M. Mel\'endez and W. G. Hoover [arXiv:1206.0188v2] on our work [M. Campisi et al., Phys. Rev. Lett. 108, 250601 (2012)], we show that their molecular dynamics simulations do not disprove our theory but in fact convincingly corroborate it., Comment: 2 pages, 2 figures

We study the drift of suspended micro-particles in a viscous liquid pumped back and forth through a periodic lattice of pores (drift ratchet). In order to explain the particle drift observed in such an experiment, we present an one-dimensional deterministic model of Stokes' drag. We show that the stability of oscillations of particle is related to their amplitude. Under appropriate conditions, particles may drift and two mechanisms of transport are pointed out. The first one is due to an spatio-temporal synchronization between the fluid and particle motions. As results the velocity is locked by the ratio of the space periodicity over the time periodicity. The direction of the transport may switch by tuning the parameters. Noteworthy, its emergence is related to a lattice of 2-periodic orbits but not necessary to chaotic dynamics. The second mechanism is due to an intermittent bifurcation and leads to a slow transport composed by long time oscillations following by a relative short transport to the next pore. Both steps repeat in a quasi-periodic manner. The direction of this last transport is strongly dependent on the pore geometry.

In response to W. G. Hoover's comment [arXiv:1204.0312v2] on our work [arXiv:1203.5968], we show explicitly that the divergence of the velocity field associated with the Nos\'e-Hoover equations is nonzero, implying that those equations are not volume preserving, and hence, as often stated in the literature, are not Hamiltonian. We further elucidate that the trajectories {q(t)} generated by the Nos\'e-Hoover equations are generally not identical to those generated by Dettmann's Hamiltonian. Dettmann's Hamiltonian produces the same trajectories as the Nos\'e-Hoover equations only on a specific energy shell, but not on the neighboring ones. This fact explains why the Nos\'e-Hoover equations are not volume preserving. The Hamiltonian that we put forward with [arXiv:1203.5968] instead produces thermostated dynamics irrespective of the energy value. The main advantage of our Hamiltonian thermostat over previous ones is that it contains kinetic energy terms that are of standard form with coordinate-independent masses and consequently is readily matched in laboratory experiments., Comment: 2 pages, no figures

A logarithmic oscillator (in short, log-oscillator) behaves like an ideal thermostat because of its infinite heat capacity: when it weakly couples to another system, time averages of the system observables agree with ensemble averages from a Gibbs distribution with a temperature T that is given by the strength of the logarithmic potential. The resulting equations of motion are Hamiltonian and may be implemented not only in a computer but also with real-world experiments, e.g., with cold atoms., Comment: 5 pages, 3 figures. v4: version accepted in Phys. Rev. Lett

We consider bosons in a harmonic trap and investigate the fluctuations of the work performed by an adiabatic change of the trap curvature. Depending on the reservoir conditions such as temperature and chemical potential that provide the initial equilibrium state, the exponentiated work average (EWA) defined in the context of the Crooks relation and the Jarzynski equality may diverge if the trap becomes wider. We investigate how the probability distribution function (PDF) of the work signals this divergence. It is shown that at low temperatures the PDF is highly asymmetric with a steep fall off at one side and an exponential tail at the other side. For high temperatures it is closer to a symmetric distribution approaching a Gaussian form. These properties of the work PDF are discussed in relation to the convergence of the EWA and to the existence of the hypothetical equilibrium state to which those thermodynamic potential changes refer that enter both the Crooks relation and the Jarzynski equality., Comment: 9 pages, 4 figures

The transport of slightly deformable chiral objects in a uniform shear flow is investigated. Depending on the equilibrium configuration one finds up to four different asymptotic states that can be distinguished by a lateral drift velocity of their center of mass, a rotational motion about the center of mass and deformations of the object. These deformations influence the magnitudes of the principal axes of the second moment tensor of the considered object and also modify a scalar index characterizing its chirality. Moreover, the deformations induced by the shear flow are essential for the phenomenon of dynamical symmetry breaking: Objects that are achiral under equilibrium conditions may dynamically acquire chirality and consequently experience a drift in the lateral direction., Comment: 25 pages, 16 figures

The influence of repeated projective measurements on the dynamics of the state of a quantum system is studied in dependence of the time lag $\tau$ between successive measurements. In the limit of infinitely many measurements of the occupancy of a single state the total system approaches a uniform state. The asymptotic approach to this state is exponential in the case of finite Hilbert space dimension. The rate characterizing this approach undergoes a sharp transition from a monotonically increasing to an erratically varying function of the time between subsequent measurements.

We investigate the statistics of work performed on a noninteracting electron gas confined into a ring as a threaded magnetic field is turned on. For an electron gas initially prepared in a grand canonical state it is demonstrated that the Jarzynski equality continues to hold in this case, with the free energy replaced by the grand potential. The work distribution displays a marked dependence on the temperature. While in the classical (high temperature) regime, the work probability density function follows a Gaussian distribution and the free energy difference entering the Jarzynski equality is null, the free energy difference is finite in the quantum regime, and the work probability distribution function becomes multimodal. We point out the dependence of the work statistics on the number of electrons composing the system., Comment: 13 pages, 4 figures. Accepted by Phys. Rev. E

The recently demonstrated robustness of fluctuation theorems against measurements [M. Campisi \emph{et al.}, Phys. Rev. Lett. \textbf{105} 140601 (2010)] does not imply that the probability distributions of nonequilibrium quantities, such as heat and work, remain unaffected. We determine the impact of measurements that are performed during a running force protocol on the characteristic function of work. The results are illustrated by means of the Landau-Zener(-St\"uckelberg-Majorana) model. In the limit of continuous measurements the quantum Zeno effect suppresses any unitary dynamics. It is demonstrated that the characteristic function of work is the same as for an adiabatic protocol when the continuously measured quantity coincides with the Hamiltonian governing the unitary dynamics of the system in the absence of measurements., Comment: 7 pages, 1 figure

Two fundamental ingredients play a decisive role in the foundation of fluctuation relations: the principle of microreversibility and the fact that thermal equilibrium is described by the Gibbs canonical ensemble. Building on these two pillars we guide the reader through a self-contained exposition of the theory and applications of quantum fluctuation relations. These are exact results that constitute the fulcrum of the recent development of nonequilibrium thermodynamics beyond the linear response regime. The material is organized in a way that emphasizes the historical connection between quantum fluctuation relations and (non)-linear response theory. We also attempt to clarify a number of fundamental issues which were not completely settled in the prior literature. The main focus is on (i) work fluctuation relations for transiently driven closed or open quantum systems, and (ii) on fluctuation relations for heat and matter exchange in quantum transport settings. Recently performed and proposed experimental applications are presented and discussed., Comment: 25 pages. Published version + Addendum/Erratum

Brownian motion of single particles with various masses M and diameters D is studied by molecular dynamics simulations. Besides the momentum auto-correlation function of the Brownian particle the memory function and the fluctuating force which enter the generalized Langevin equation of the Brownian particle are determined and their dependence on mass and diameter are investigated for two different fluid densities. Deviations of the fluctuating force distribution from a Gaussian form are observed for small particle diameters. For heavy particles the deviations of the fluctuating force from the total force acting on the Brownian particle decrease linearly with the mass ratio m/M where m denotes the mass of a fluid particle.

The exactly solvable model of a one dimensional isotropic XY spin chain is employed to study the thermodynamics of open systems. For this purpose the chain is subdivided into two parts, one part is considered as the system while the rest as the environment or bath. The equilibrium properties of the system display several anomalous aspects such as negative entropies, negative specific heat, negative susceptibilities in dependence of temperature and coupling strength between system and bath. The statistical mechanics of this system is studied in terms of a reduced density matrix. At zero temperature and for a certain parameter values we observe a change of the ground state, a situation akin to a quantum phase transition., Comment: 12 pages, 8 figures. Published in the special issue of Chemical Physics "Stochastic processes in Physics and Chemistry" (in honor of Peter H\"anggi)

Systems where resource availability approaches a critical threshold are common to many engineering and scientific applications and often necessitate the estimation of first passage time statistics of a Brownian motion (Bm) driven by time-dependent drift and diffusion coefficients. Modeling such systems requires solving the associated Fokker-Planck equation subject to an absorbing barrier. Transitional probabilities are derived via the method of images, whose applicability to time dependent problems is shown to be limited to state-independent drift and diffusion coefficients that only depend on time and are proportional to each other. First passage time statistics, such as the survival probabilities and first passage time densities are obtained analytically. The analysis includes the study of different functional forms of the time dependent drift and diffusion, including power-law time dependence and different periodic drivers. As a case study of these theoretical results, a stochastic model for water availability from surface runoff in snowmelt dominated regions is presented, where both temperature effects and snow-precipitation input are incorporated.

It is shown that quantum fluctuation theorems remain unaffected if measurements of any kind and number of observables are performed during the action of a force protocol. That is, although the backward and forward probabilities entering the fluctuation theorems are both altered by these measurements, their ratio remains unchanged. This observation allows to describe the measurement of fluxes through interfaces and, in this way, to bridge the gap between the current theory, based on only two measurements performed at the beginning and end of the protocol, and experiments that are based on continuous monitoring., Comment: 4 pages, 1 figure. Accepted in Physical Review Letters

The quantum version of the Bochkov-Kuzovlev identity is derived on the basis of the appropriate definition of work as the difference of the measured internal energies of a quantum system at the beginning and at the end of an external action on the system given by a prescribed protocol. According to the spirit of the original Bochkov-Kuzovlev approach, we adopt the "exclusive" viewpoint, meaning that the coupling to the external work-source is {\it not} counted as part of the internal energy. The corresponding canonical and microcanonical quantum fluctuation theorems are derived as well, and are compared to the respective theorems obtained within the "inclusive" approach. The relations between the quantum inclusive-work $w$, the exclusive-work $w_0$ and the dissipated-work $w_{dis}$, are discussed and clarified. We show by an explicit example that $w_0$ and $w_{dis}$ are distinct stochastic quantities obeying different statistics., Comment: 16 pages

We consider different Markovian embedding schemes of non-Markovian stochastic processes that are described by generalized Langevin equations (GLE) and obey thermal detailed balance under equilibrium conditions. At thermal equilibrium superdiffusive behavior can emerge if the total integral of the memory kernel vanishes. Such a situation of vanishing static friction is caused by a super-Ohmic thermal bath. One of the simplest models of ballistic superdiffusion is determined by a bi-exponential memory kernel that was proposed by Bao [J.-D. Bao, J. Stat. Phys. 114, 503 (2004)]. We show that this non-Markovian model has infinitely many different 4-dimensional Markovian embeddings. Implementing numerically the simplest one, we demonstrate that (i) the presence of a periodic potential with arbitrarily low barriers changes the asymptotic large time behavior from free ballistic superdiffusion into normal diffusion; (ii) an additional biasing force renders the asymptotic dynamics superdiffusive again. The development of transients that display a qualitatively different behavior compared to the true large-time asymptotics presents a general feature of this non-Markovian dynamics. These transients though may be extremely long. As a consequence, they can be even mistaken as the true asymptotics. We find that such intermediate asymptotics exhibit a giant enhancement of superdiffusion in tilted washboard potentials and it is accompanied by a giant transient superballistic current growing proportional to $t^{\alpha_{{\rm eff}}}$ with an exponent $\alpha_{\rm eff}$ that can exceed the ballistic value of two.

The large time dynamics of a periodically driven Fokker-Planck process possessing several metastable states is investigated. At weak noise transitions between the metastable states are rare. Their dynamics then represent a discrete Markovian process characterized by time dependent rates. Apart from the occupation probabilities, so-called specific probability densities and localizing functions can be associated to each metastable state. Together, these three sets of functions uniquely characterize the large time dynamics of the conditional probability density of the original process. Exact equations of motion are formulated for these three sets of functions and strategies are discussed how to solve them. These methods are illustrated and their usefulness is demonstrated by means of the example of a bistable Brownian oscillator within a large range of driving frequencies from the slow semiadiabatic to the fast driving regime.

We illustrate recent results concerning the validity of the work fluctuation theorem in open quantum systems [M. Campisi, P. Talkner, and P. H\"{a}nggi, Phys. Rev. Lett. {\bf 102}, 210401 (2009)], by applying them to a solvable model of an open quantum system. The central role played by the thermodynamic partition function of the open quantum system, -- a two level fluctuator with a strong quantum nondemolition coupling to a harmonic oscillator --, is elucidated. The corresponding quantum Hamiltonian of mean force is evaluated explicitly. We study the thermodynamic entropy and the corresponding specific heat of this open system as a function of temperature and coupling strength and show that both may assume negative values at nonzero low temperatures., Comment: 8 pages, 6 figures

Based on the observation that the thermodynamic equilibrium free energy of an open quantum system in contact with a thermal environment can be understood as the difference between the free energy of the total system and that of the bare environment, the validity of the Crooks theorem and of the Jarzynski equality is extended to open quantum systems. No restrictions on the nature of the environment or on the strength of the coupling between system and environment need to be imposed. This free energy entering the Crooks theorem and the Jarzynski equality is closely related to the Hamiltonian of mean force that generalizes the classical statistical mechanical concept of the potential of mean force., Comment: 4 pages

We demonstrate that a Finite Bath Fluctuation Theorem of the Crooks type holds for systems that have been thermalized via weakly coupling it to a bath with energy independent finite specific heat. We show that this theorem reduces to the known canonical and microcanonical fluctuation theorems in the two respective limiting cases of infinite and vanishing specific heat of the bath. The result is elucidated by applying it to a 2D hard disk colliding elastically with few other hard disks in a rectangular box with perfectly reflecting walls., Comment: 10 pages, 2 figures. Added Sec. V and App. B

The evaluation of the specific heat of an open, damped quantum system is a subtle issue. One possible route is based on the thermodynamic partition function which is the ratio of the partition functions of system plus bath and of the bath alone. For the free damped particle it has been shown, however, that the ensuing specific heat may become negative for appropriately chosen environments. Being an open system this quantity then naturally must be interpreted as the change of the specific heat obtained as the difference between the specific heat of the heat bath coupled to the system degrees of freedom and the specific heat of the bath alone. While this difference may become negative, the involved specific heats themselves are always positive; thus, the known thermodynamic stability criteria are perfectly guaranteed. For a damped quantum harmonic oscillator, instead of negative values, under appropriate conditions one can observe a dip in the difference of specific heats as a function of temperature. Stylized minimal models containing a single oscillator heat bath are employed to elucidate the occurrence of the anomalous temperature dependence of the corresponding specific heat values. Moreover, we comment on the consequences for the interpretation of the density of states based on the thermal partitionfunction., Comment: 7 pages, 6 figures, new title and some modifications of the main text

The characteristic function for the joint measurement of the changes of two commuting observables upon an external forcing of a quantum system is derived. In particular, the statistics of the internal energy, the exchanged heat and the work of a quantum system that {\it weakly} couples to its environment is determined in terms of the energy changes of the system and the environment due to the action of a classical, external force on the system. If the system and environment initially are in a canonical equilibrium, the work performed on the system is shown to satisfy the Tasaki-Crooks theorem and the Jarzynski equality., Comment: 12 pages

Diffusive transport of particles or, more generally, small objects is a ubiquitous feature of physical and chemical reaction systems. In configurations containing confining walls or constrictions transport is controlled both by the fluctuation statistics of the jittering objects and the phase space available to their dynamics. Consequently, the study of transport at the macro- and nanoscales must address both Brownian motion and entropic effects. With this survey we report on recent advances in the theoretical and numerical investigation of stochastic transport occurring either in micro-sized geometries of varying cross section or in narrow channels wherein the diffusing particles are hindered from passing each other (single file diffusion). For particles undergoing biased diffusion in static suspension media enclosed by confining geometries, transport exhibits intriguing features such as (i) a decrease of nonlinear mobility with increasing temperature or, also, (ii) a broad excess peak of the effective diffusion above the free diffusion limit. These paradoxical aspects can be understood in terms of entropic contributions resulting from the restricted dynamics in phase space. If, in addition, the suspension medium is subjected to external, time-dependent forcing, rectification or segregation of the diffusing Brownian particles becomes possible. Likewise, the diffusion in very narrow, spatially modulated channels gets modified via contact particle-particle interactions, which induce anomalous sub-diffusion. The effective sub-diffusion constant for a driven single file also develops a resonance-like structure as a function of the confining coupling constant., Comment: 15 pages; mini-review