The fluctuation theorem is the fundamental equality in nonequilibrium thermodynamics that is used to derive many important thermodynamic relations, such as the second law of thermodynamics and the Jarzynski equality. Recently, the thermodynamic uncertainty relation was discovered, which states that the fluctuation of observables is lower bounded by the entropy production. In the present Letter, we derive a thermodynamic uncertainty relation from the fluctuation theorem. We refer to the obtained relation as the fluctuation theorem uncertainty relation, and it is valid for arbitrary dynamics, stochastic as well as deterministic, and for arbitrary antisymmetric observables for which a fluctuation theorem holds. We apply the fluctuation theorem uncertainty relation to an overdamped Langevin dynamics for an antisymmetric observable. We demonstrate that the antisymmetric observable satisfies the fluctuation theorem uncertainty relation but does not satisfy the relation reported for current-type observables in continuous-time Markov chains. Moreover, we show that the fluctuation theorem uncertainty relation can handle systems controlled by time-symmetric external protocols, in which the lower bound is given by the work exerted on the systems.
Thermodynamics serves as a universal means for studying physical systems from an energy perspective. In recent years, with the establishment of the field of stochastic and quantum thermodynamics, the ideas of thermodynamics have been generalized to small fluctuating systems. Independently developed in mathematics and statistics, the optimal transport theory concerns the means by which one can optimally transport a source distribution to a target distribution, deriving a useful metric between probability distributions, called the Wasserstein distance. Despite their seemingly unrelated nature, an intimate connection between these fields has been unveiled in the context of continuous-state Langevin dynamics, providing several important implications for nonequilibrium systems. In this study, we elucidate an analogous connection for discrete cases by developing a thermodynamic framework for discrete optimal transport. We first introduce a novel quantity called dynamical state mobility, which significantly improves the thermodynamic uncertainty relation and provides insights into the precision of currents in nonequilibrium Markov jump processes. We then derive variational formulas that connect the discrete Wasserstein distances to stochastic and quantum thermodynamics of discrete Markovian dynamics described by master equations. Specifically, we rigorously prove that the Wasserstein distance equals the minimum product of irreversible entropy production and dynamical state mobility over all admissible Markovian dynamics. These formulas not only unify the relationship between thermodynamics and the optimal transport theory for discrete and continuous cases, but also generalize it to the quantum case. In addition, we demonstrate that the obtained variational formulas lead to remarkable applications in stochastic and quantum thermodynamics, such as stringent thermodynamic speed limits and the finite-time Landauer principle. These bounds are tight and can be saturated for arbitrary temperatures, even in the zero-temperature limit. Notably, the finite-time Landauer principle can explain finite dissipation even at extremely low temperatures, which cannot be explained by the conventional Landauer principle.
We derive geometrical bounds on the irreversibility in both quantum and classical Markovian open systems that satisfy the detailed balance condition. Using information geometry, we prove that irreversible entropy production is bounded from below by a modified Wasserstein distance between the initial and final states, thus strengthening the Clausius inequality in the reversible-Markov case. The modified metric can be regarded as a discrete-state generalization of the Wasserstein metric, which has been used to bound dissipation in continuous-state Langevin systems. Notably, the derived bounds can be interpreted as the quantum and classical speed limits, implying that the associated entropy production constrains the minimum time of transforming a system state. We illustrate the results on several systems and show that a tighter bound than the Carnot bound for the efficiency of quantum heat engines can be obtained.
Entropy production characterizes the thermodynamic irreversibility and reflects the amount of heat dissipated into the environment and free energy lost in nonequilibrium systems. According to the thermodynamic uncertainty relation, we propose a deterministic method to estimate the entropy production from a single trajectory of system states. We explicitly and approximately compute an optimal current that yields the tightest lower bound using predetermined basis currents. Notably, the obtained tightest lower bound is intimately related to the multidimensional thermodynamic uncertainty relation. By proving the saturation of the thermodynamic uncertainty relation in the short-time limit, the exact estimate of the entropy production can be obtained for overdamped Langevin systems, irrespective of the underlying dynamics. For Markov jump processes, because the attainability of the thermodynamic uncertainty relation is not theoretically ensured, the proposed method provides the tightest lower bound for the entropy production. When entropy production is the optimal current, a more accurate estimate can be further obtained using the integral fluctuation theorem. We illustrate the proposed method using three systems: a four-state Markov chain, a periodically driven particle, and a multiple bead-spring model. The estimated results in all examples empirically verify the effectiveness and efficiency of the proposed method.
The thermodynamic uncertainty relation is an inequality stating that it is impossible to attain higher precision than the bound defined by entropy production. In statistical inference theory, information inequalities assert that it is infeasible for any estimator to achieve an error smaller than the prescribed bound. Inspired by the similarity between the thermodynamic uncertainty relation and the information inequalities, we apply the latter to systems described by Langevin equations, and we derive the bound for the fluctuation of thermodynamic quantities. When applying the Cramér-Rao inequality, the obtained inequality reduces to the fluctuation-response inequality. We find that the thermodynamic uncertainty relation is a particular case of the Cramér-Rao inequality, in which the Fisher information is the total entropy production. Using the equality condition of the Cramér-Rao inequality, we find that the stochastic total entropy production is the only quantity that can attain equality in the thermodynamic uncertainty relation. Furthermore, we apply the Chapman-Robbins inequality and obtain a relation for the lower bound of the ratio between the variance and the sensitivity of systems in response to arbitrary perturbations.
The total entropy production quantifies the extent of irreversibility in thermodynamic systems, which is nonnegative for any feasible dynamics. When additional information such as the initial and final states or moments of an observable is available, it is known that tighter lower bounds on the entropy production exist according to the classical speed limits and the thermodynamic uncertainty relations. Here we obtain a universal lower bound on the total entropy production in terms of probability distributions of an observable in the time forward and backward processes. For a particular case, we show that our universal relation reduces to a classical speed limit, imposing a constraint on the speed of the system's evolution in terms of the Hatano-Sasa entropy production. Notably, the obtained classical speed limit is tighter than the previously reported bound by a constant factor. Moreover, we demonstrate that a generalized thermodynamic uncertainty relation can be derived from another particular case of the universal relation. Our uncertainty relation holds for systems with time-reversal symmetry breaking and recovers several existing bounds. Our approach provides a unified perspective on two closely related classes of inequality: classical speed limits and thermodynamic uncertainty relations.