Foundations of Stochastic Thermodynamics

Small systems in a thermodynamic medium --- like colloids in a suspension or the molecular machinery in living cells --- are strongly affected by the thermal fluctuations of their environment. Physicists model such systems by means of stochastic processes. Stochastic Thermodynamics (ST) defines entropy changes and other thermodynamic notions for individual realizations of such processes. It applies to situations far from equilibrium and provides a unified approach to stochastic fluctuation relations. Its predictions have been studied and verified experimentally. This thesis addresses the theoretical foundations of ST. Its focus is on the following two aspects: (i) The stochastic nature of mesoscopic observations has its origin in the molecular chaos on the microscopic level. Can one derive ST from an underlying reversible deterministic dynamics? Can we interpret ST's notions of entropy and entropy changes in a well-defined information-theoretical framework? (ii) Markovian jump processes on finite state spaces are common models for bio-chemical pathways. How does one quantify and calculate fluctuations of physical observables in such models? What role does the topology of the network of states play? How can we apply our abstract results to the design of models for molecular motors? The thesis concludes with an outlook on dissipation as information written to unobserved degrees of freedom --- a perspective that yields a consistency criterion between dynamical models formulated on various levels of description.Comment: Ph.D. Thesis, G\"ottingen 2014, Keywords: Stochastic Thermodynamics, Entropy, Dissipation, Markov processes, Large Deviation Theory, Molecular Motors, Kinesi

Fluctuating Currents in Stochastic Thermodynamics I. Gauge Invariance of Asymptotic Statistics

Stochastic Thermodynamics uses Markovian jump processes to model random transitions between observable mesoscopic states. Physical currents are obtained from anti-symmetric jump observables defined on the edges of the graph representing the network of states. The asymptotic statistics of such currents are characterized by scaled cumulants. In the present work, we use the algebraic and topological structure of Markovian models to prove a gauge invariance of the scaled cumulant-generating function. Exploiting this invariance yields an efficient algorithm for practical calculations of asymptotic averages and correlation integrals. We discuss how our approach generalizes the Schnakenberg decomposition of the average entropy-production rate, and how it unifies previous work. The application of our results to concrete models is presented in an accompanying publication.Comment: PACS numbers: 05.40.-a, 05.70.Ln, 02.50.Ga, 02.10.Ox. An accompanying pre-print "Fluctuating Currents in Stochastic Thermodynamics II. Energy Conversion and Nonequilibrium Response in Kinesin Models" by the same authors is available as arXiv:1504.0364

Fluctuating Currents in Stochastic Thermodynamics II. Energy Conversion and Nonequilibrium Response in Kinesin Models

Unlike macroscopic engines, the molecular machinery of living cells is strongly affected by fluctuations. Stochastic Thermodynamics uses Markovian jump processes to model the random transitions between the chemical and configurational states of these biological macromolecules. A recently developed theoretical framework [Wachtel, Vollmer, Altaner: "Fluctuating Currents in Stochastic Thermodynamics I. Gauge Invariance of Asymptotic Statistics"] provides a simple algorithm for the determination of macroscopic currents and correlation integrals of arbitrary fluctuating currents. Here, we use it to discuss energy conversion and nonequilibrium response in different models for the molecular motor kinesin. Methodologically, our results demonstrate the effectiveness of the algorithm in dealing with parameter-dependent stochastic models. For the concrete biophysical problem our results reveal two interesting features in experimentally accessible parameter regions: The validity of a non-equilibrium Green--Kubo relation at mechanical stalling as well as negative differential mobility for superstalling forces.Comment: PACS numbers: 05.70.Ln, 05.40.-a, 87.10.Mn, 87.16.Nn. An accompanying publication "Fluctuating Currents in Stochastic Thermodynamics I. Gauge Invariance of Asymptotic Statistics" is available at http://arxiv.org/abs/1407.206

Fluctuation preserving coarse graining for biochemical systems

Finite stochastic Markov models play a major role for modelling biochemical pathways. Such models are a coarse-grained description of the underlying microscopic dynamics and can be considered mesoscopic. The level of coarse-graining is to a certain extend arbitrary since it depends on the resolution of accomodating measurements. Here, we present a way to simplify such stochastic descriptions, which preserves both the meso-micro and the meso-macro connection. The former is achieved by demanding locality, the latter by considering cycles on the network of states. Using single- and multicycle examples we demonstrate how our new method preserves fluctuations of observables much better than na\"ive approaches.Comment: PACS: 87.10.Mn, 05.40.-a, 05.70.Ln, 87.18.Tt (4 pages, 4 figures

Fluctuation-Dissipation Relations Far from Equilibrium

Near equilibrium, where all currents of a system vanish on average, the fluctuation-dissipation relation (FDR) connects a current’s spontaneous fluctuations with its response to perturbations of the conjugate thermodynamic force. Out of equilibrium, fluctuation-response relations generally involve additional nondissipative contributions. Here, in the framework of stochastic thermodynamics, we show that an equilibriumlike FDR holds for internally equilibrated currents, if the perturbing conjugate force only affects the microscopic transitions that contribute to the current. We discuss the physical requirements for the validity of our result and apply it to nanosized electronic devices