Classical Pendulum Clocks Break the Thermodynamic Uncertainty Relation.

The thermodynamic uncertainty relation expresses a seemingly universal trade-off between the cost for driving an autonomous system and precision in any output observable. It has so far been proven for discrete systems and for overdamped Brownian motion. Its validity for the more general class of underdamped Brownian motion, where inertia is relevant, was conjectured based on numerical evidence. We now disprove this conjecture by constructing a counterexample. Its design is inspired by a classical pendulum clock, which uses an escapement to couple the motion of an oscillator to regulate the motion of another degree of freedom (a "hand") driven by an external force. Considering a thermodynamically consistent, discrete model for an escapement mechanism, we first show that the oscillations of an underdamped harmonic oscillator in thermal equilibrium are sufficient to break the thermodynamic uncertainty relation. We then show that this is also the case in simulations of a fully continuous underdamped system with a potential landscape that mimics an escaped pendulum.

Bayesian inference across multiple models suggests a strong increase in lethality of COVID-19 in late 2020 in the UK.

We apply Bayesian inference methods to a suite of distinct compartmental models of generalised SEIR type, in which diagnosis and quarantine are included via extra compartments. We investigate the evidence for a change in lethality of COVID-19 in late autumn 2020 in the UK, using age-structured, weekly national aggregate data for cases and mortalities. Models that allow a (step-like or graded) change in infection fatality rate (IFR) have consistently higher model evidence than those without. Moreover, they all infer a close to two-fold increase in IFR. This value lies well above most previously available estimates. However, the same models consistently infer that, most probably, the increase in IFR preceded the time window during which variant B.1.1.7 (alpha) became the dominant strain in the UK. Therefore, according to our models, the caseload and mortality data do not offer unequivocal evidence for higher lethality of a new variant. We compare these results for the UK with similar models for Germany and France, which also show increases in inferred IFR during the same period, despite the even later arrival of new variants in those countries. We argue that while the new variant(s) may be one contributing cause of a large increase in IFR in the UK in autumn 2020, other factors, such as seasonality, or pressure on health services, are likely to also have contributed.

Efficient Bayesian inference of fully stochastic epidemiological models with applications to COVID-19.

Epidemiological forecasts are beset by uncertainties about the underlying epidemiological processes, and the surveillance process through which data are acquired. We present a Bayesian inference methodology that quantifies these uncertainties, for epidemics that are modelled by (possibly) non-stationary, continuous-time, Markov population processes. The efficiency of the method derives from a functional central limit theorem approximation of the likelihood, valid for large populations. We demonstrate the methodology by analysing the early stages of the COVID-19 pandemic in the UK, based on age-structured data for the number of deaths. This includes maximum a posteriori estimates, Markov chain Monte Carlo sampling of the posterior, computation of the model evidence, and the determination of parameter sensitivities via the Fisher information matrix. Our methodology is implemented in PyRoss, an open-source platform for analysis of epidemiological compartment models.

Cycle counts and affinities in stochastic models of nonequilibrium systems.

For nonequilibrium systems described by finite Markov processes, we consider the number of times that a system traverses a cyclic sequence of states (a cycle). The joint distribution of the number of forward and backward instances of any given cycle is described by universal formulas which depend on the cycle affinity, but are otherwise independent of system details. We discuss the similarities and differences of this result to fluctuation theorems, and generalize the result to families of cycles, relevant under coarse graining. Finally, we describe the application of large deviation theory to this cycle-counting problem.

Universal Trade-Off between Power, Efficiency, and Constancy in Steady-State Heat Engines.

Heat engines should ideally have large power output, operate close to Carnot efficiency and show constancy, i.e., exhibit only small fluctuations in this output. For steady-state heat engines, driven by a constant temperature difference between the two heat baths, we prove that out of these three requirements only two are compatible. Constancy enters quantitatively the conventional trade-off between power and efficiency. Thus, we rationalize and unify recent suggestions for overcoming this simple trade-off. Our universal bound is illustrated for a paradigmatic model of a quantum dot solar cell and for a Brownian gyrator delivering mechanical work against an external force.

Large deviation function for a driven underdamped particle in a periodic potential.

Employing large deviation theory, we explore current fluctuations of underdamped Brownian motion for the paradigmatic example of a single particle in a one-dimensional periodic potential. Two different approaches to the large deviation function of the particle current are presented. First, we derive an explicit expression for the large deviation functional of the empirical phase space density, which replaces the level 2.5 functional used for overdamped dynamics. Using this approach, we obtain several bounds on the large deviation function of the particle current. We compare these to bounds for overdamped dynamics that have recently been derived, motivated by the thermodynamic uncertainty relation. Second, we provide a method to calculate the large deviation function via the cumulant generating function. We use this method to assess the tightness of the bounds in a numerical case study for a cosine potential.

Finite-time generalization of the thermodynamic uncertainty relation.

For fluctuating currents in nonequilibrium steady states, the recently discovered thermodynamic uncertainty relation expresses a fundamental relation between their variance and the overall entropic cost associated with the driving. We show that this relation holds not only for the long-time limit of fluctuations, as described by large deviation theory, but also for fluctuations on arbitrary finite time scales. This generalization facilitates applying the thermodynamic uncertainty relation to single molecule experiments, for which infinite time scales are not accessible. Importantly, often this finite-time variant of the relation allows inferring a bound on the entropy production that is even stronger than the one obtained from the long-time limit. We illustrate the relation for the fluctuating work that is performed by a stochastically switching laser tweezer on a trapped colloidal particle.

Universal bounds on current fluctuations.

For current fluctuations in nonequilibrium steady states of Markovian processes, we derive four different universal bounds valid beyond the Gaussian regime. Different variants of these bounds apply to either the entropy change or any individual current, e.g., the rate of substrate consumption in a chemical reaction or the electron current in an electronic device. The bounds vary with respect to their degree of universality and tightness. A universal parabolic bound on the generating function of an arbitrary current depends solely on the average entropy production. A second, stronger bound requires knowledge both of the thermodynamic forces that drive the system and of the topology of the network of states. These two bounds are conjectures based on extensive numerics. An exponential bound that depends only on the average entropy production and the average number of transitions per time is rigorously proved. This bound has no obvious relation to the parabolic bound but it is typically tighter further away from equilibrium. An asymptotic bound that depends on the specific transition rates and becomes tight for large fluctuations is also derived. This bound allows for the prediction of the asymptotic growth of the generating function. Even though our results are restricted to networks with a finite number of states, we show that the parabolic bound is also valid for three paradigmatic examples of driven diffusive systems for which the generating function can be calculated using the additivity principle. Our bounds provide a general class of constraints for nonequilibrium systems.