Crooks fluctuation theorem 2026-10-14
For a system coupled to a thermal reservoir at fixed temperature , prepare the forward process in the initial canonical ensemble and the reverse process in the final control parameter's canonical ensemble. Reverse the protocol, assume microscopic reversibility and matching path probability support, and count as work done on the system. With Helmholtz free energy difference and ,The final forward distribution need not already be in thermal equilibrium. Its reverse preparation is prescribed equilibrium preparation, rather than the actual forward final distribution used in finite trajectory entropy production. Thus the paired path logarithm is dissipated work in thermal units, not automatically the instantaneous total stochastic entropy production at the end of an arbitrary driven protocol. [ref]
The Entropy Production Fluctuation Theorem and the Nonequilibrium Work Relation for Free Energy Differences by Gavin E. Crooks. Crooks, 1999, Eqs. (5)–(7), (9)–(11): reversal, equilibrium weights and work relation
[ref]Entropy production along a stochastic trajectory and an integral fluctuation theorem by Udo Seifert. Seifert, 2005, Eq. (19) and following paragraph: actual final distribution versus final equilibrium distribution
For the flux of a vector order parameter, microscopic reversibility requires independent Gaussian white noise components with covarianceThe current changes sign under time reversal. The resulting path-probability ratio contributes to its logarithm; integration by parts converts this to the free-energy loss from the conserved dynamics.
Put . The additive independent noises give the forward actionFor a time-even order parameter and time-odd flux, the backward action replaces by while keeping fixed on the corresponding configurations. Common normalization and time-reversal invariance of a path Jacobian then giveAt the two thermal noise strengths, periodic boundary conditions cancel the two spatial terms by integration by parts, leaving . Thus the joint dynamics satisfies microscopic reversibility.
Kinetic coefficient Created 2026-10-05 Updated 2026-10-06
For nonconserved order-parameter dynamics, the positive kinetic coefficient converts the functional derivative of the free energy into a relaxation rate through . Microscopic reversibility fixes the accompanying Gaussian white noise variance by the Model A fluctuation-dissipation relation.
With constant positive kinetic coefficient and mobility , two independent relaxation channels giveThe deterministic mobility operator is . Each channel separately satisfies microscopic reversibility when its noise obeys the corresponding Model A fluctuation-dissipation relation or fluctuation-dissipation relation for a conserved flux.
Model A fluctuation-dissipation relation Created 2026-09-28 Updated 2026-10-05
For nonconserved order-parameter dynamics, microscopic reversibility with equilibrium weight proportional to requiresIndeed the Onsager--Machlup path probability gives . Equating this to the detailed balance value proves the relation. The functional chain rule is understood with the same midpoint convention as the path action.
Past exam of the mathematics course of the University of Cambridge 2017 iii Paper 344 1 a Solution Created 2026-10-03 Updated 2026-10-06
Let be a coarse-grained configuration, with restricted partition function and free energy . Its Boltzmann distribution is . Microscopic reversibility pairs every equilibrium microscopic history with a history read backwards, including reversal of all time-odd variables. Summing this identity over the microscopic histories representing a given coarse-grained path preserves it; a Markov assumption is not needed for this argument.
Write for the probability density of a specified history conditional on its starting configuration , and for its physically reversed history conditional on starting at , where reverses time-odd variables. Equilibrium time-reversal symmetry givesSince , the desired conditional path relation isFor a reversible Markov chain, this also follows by multiplying detailed balance ratios along the history: the intermediate equilibrium weights telescope.
The conditioning is essential. If the starting equilibrium weights are included in the path probabilities, the forward and reversed probabilities are equal, rather than differing by the displayed exponential. For example, a two-state continuous-time Markov chain with , , rates and has equal equilibrium-weighted probabilities for the two reversed single-jump histories. Their conditional rate ratio is instead . Normalized bridges conditioned on both endpoints also have a different normalization from the path weights used above. The PDF prints in the denominator while its explanatory text defines ; the latter is the intended notation. For the scalar order parameter used subsequently, .
Past exam of the mathematics course of the University of Cambridge 2018 iii Paper 344 1 c Solution Created 2026-10-03 Updated 2026-10-05
At thermal equilibrium, microscopic reversibility equates the probabilities of a path and its reversed path when both include their Boltzmann distribution initial weights. Denote their endpoint states by , including velocity if needed. Since the Hamiltonian is even under time reversal in classical mechanics,This detailed balance condition and the energy balance for an autonomous Lagrangian yieldThis is the fluctuation-dissipation relation for a Langevin particle: the strength of Gaussian white noise is fixed by the damping and temperature, with the Boltzmann constant.
For an equilibrium coarse-grained variable, the unresolved microscopic states contribute entropy; their statistical weight is encoded in the Helmholtz free energy, rather than in a single microscopic energy. Relative to the same reference measure, , so microscopic reversibility becomesThis extension assumes an equilibrium coarse-grained description with reversible path statistics; externally driven dynamics need not obey this relation.
Past exam of the mathematics course of the University of Cambridge 2019 iii Paper 344 2 b Solution Created 2026-10-03 Updated 2026-10-05
The difference between the two squared actions is . The common factor cancels, givingThe last equality uses the functional chain rule with the same midpoint convention as the Onsager–Machlup functional.
At equilibrium, microscopic reversibility requires , equivalently . Comparing the coefficients of an arbitrary free-energy change gives the model A fluctuation-dissipation relation
Past exam of the mathematics course of the University of Cambridge 2019 iii Paper 344 2 e Solution Created 2026-10-03 Updated 2026-10-05
Set the noise strengths to the model A fluctuation-dissipation relation and the fluctuation-dissipation relation for a conserved flux:The preceding logarithmic ratio becomesThe last two terms combine as . They integrate to zero under the periodic boundary conditions, by integration by parts. The remaining term is by the functional chain rule, henceAfter including the equilibrium initial weights, the forward and reversed histories have equal probability. Thus microscopic reversibility is satisfied by the two channels together, with each channel's own thermal noise strength.
Time reversal in classical mechanics Created 2026-10-05 Updated 2026-10-06
Time reversal in classical mechanics reverses the order of a trajectory's states and the sign of its velocities. A coordinate is time-even, while its velocity is time-odd. Microscopic reversibility compares a path with this physical reversal, including the correct equilibrium initial weights.