Laboratory of Physical Properties, School of Agricultural, Food and Biosystems Engineering, Technical University of Madrid, Av. Complutense s/n, 28040 Madrid, Spain
Prof. Carlos Mejía-Monasterio
Laboratory of Physical Properties, School of Agricultural, Food and Biosystems Engineering, Technical University of Madrid, Av. Complutense s/n, 28040 Madrid, Spain
Thermodynamics of small systems has become an important field of statistical physics. Such systems are driven out of equilibrium by a control, and the question is naturally posed how such a control can be optimized. We show that optimization problems in small system thermodynamics are solved by (deterministic) optimal transport, for which very efficient numerical methods have been developed, and of which there are applications in cosmology, fluid mechanics, logistics, and many other fields. We show, in particular, that minimizing expected heat released or work done during a nonequilibrium transition in finite time is solved by the Burgers equation and mass transport by the Burgers velocity field. Our contribution hence considerably extends the range of solvable optimization problems in small system thermodynamics.
We study the first passage statistics to adsorbing boundaries of a Brownian motion in bounded two-dimensional domains of different shapes and configurations of the adsorbing and reflecting boundaries. From extensive numerical analysis we obtain the probability P($\omega${}) distribution of the random variable $\omega${}=$\tau${}1/($\tau${}1+$\tau${}2), which is a measure for how similar the first passage times $\tau${}1 and $\tau${}2 are of two independent realizations of a Brownian walk starting at the same location. We construct a chart for each domain, determining whether P($\omega${}) represents a unimodal, bell-shaped form, or a bimodal, M-shaped behavior. While in the former case the mean first passage time (MFPT) is a valid characteristic of the first passage behavior, in the latter case it is an insufficient measure for the process. Strikingly we find a distinct turnover between the two modes of P($\omega${}), characteristic for the domain shape and the respective location of absorbing and reflective boundaries. Our results demonstrate that large fluctuations of the first passage times may occur frequently in two-dimensional domains, rendering quite vague the general use of the MFPT as a robust measure of the actual behavior even in bounded domains, in which all moments of the first passage distribution exist.
1 June 2011 in Journal of Statistical Mechanics: Theory and Experiment