Publications

We propose a reformulation of the problem of optimally controlled transitions in stochastic thermodynamics. We impose that any terminal cost specified by a thermodynamic functional should depend only on state variables and not on control protocols, according to the canonical Bolza form. In this way, we can unambiguously discriminate between transitions at minimum dissipation between genuine equilibrium states, and transitions at minimum work driving a system from a genuine equilibrium to a non-equilibrium state. For underdamped dynamics subject to a mechanical force, genuine equilibrium means a Maxwell-Boltzmann probability distribution defining a vanishing current velocity. Transitions at minimum dissipation between equilibria are a model of optimal swift engineered equilibration. Remarkably, we show that transitions at minimum work do not directly imply explicit boundary conditions on terminal values of parameters of the mechanical force and on control protocols. Thus, the problem often discussed in the literature, that optimal protocols need terminal jumps to satisfy boundary conditions, completely disappears. The quantitative properties of optimal controls are entirely determined by the form of the penalty modelling an experimental setup. More generally, we use centre manifold theory to analytically account for the tendency of optimal controls to exhibit a turnpike property: optimal protocols in the bulk of the control horizon tend to converge to a universal centre manifold determined only by the running cost. Exponential deviations from the centre manifold occur at the ends of the control horizon in order to satisfy the boundary conditions. Our findings are supported numerically.

The spectral properties of positive maps are pivotal for understanding the dynamics of quantum systems interacting with their environment. Furthermore, central problems in quantum information such as the characterization of entanglement may be reformulated in terms of spectral properties of positive maps. The present work aims to contribute to a better understanding of the spectrum of positive maps. Specifically, our main result is a new proof of a universal bound on the d^2-1 generically non vanishing decay rates \Gamma_i of time-autonomous quantum master equations on a d-dimensional Hilbert space: $ \Gamma_\mathrmmax\,≤ c_d\,\sum_i=1^d^2-1\Gamma_i \nonumber The prefactor c_d , which we explicitly determine, depends only on the dimension d$ and varies depending on the sub-class of positive maps to which the semigroup solution of the master equation belongs. We provide a brief but self-consistent survey of these concepts. We obtain our main result by resorting to the theory of Lyapunov exponents, a central concept in the study of dynamical systems, control theory, and out-of-equilibrium statistical mechanics. We thus show that progress in understanding positive maps in quantum mechanics may require ideas at the crossroads between different disciplines. For this reason, we adopt a notation and presentation style aimed at reaching readers with diverse backgrounds.

We provide a theoretical model for the non-equilibrium steady state heat flow through a quantum heat valve. The model is based on a master equation approach, where the partial secular approximation has been carefully performed in order to obtain accurate results. Our study assumes an ohmic spectral density for the two thermal baths of the model. This is in contrast with previous treatments of the quantum heat valve, where the baths have been assumed as being structured with a peaked spectral density near the resonance frequency of the resonator. These studies have also taken the resonator to be a part of the open quantum system of interest, which results in double counting of the resonator, as the latter appears both in the spectral density of the bath and as a part of the open system. Although this model accounts for the observations in a satisfactory way, it raises issues regarding its physical interpretation. Our method solves this conceptual problem. We apply it to describe an experiment on a quantum heat valve, showing that it successfully captures the experimental results and improves upon the previous theoretical model, which suffered from the resonator double-counting issue. Our findings confirm that the careful application of the master equation approach, in particular when it comes to the secular approximation, is a useful tool for explaining realistic experimental setups.

We present a theoretical study of the survival probability of a state initially prepared in the one-particle sector of a multi-qubit system. The motivation for our work is the ongoing laboratory development of multi-qubit platforms based on superconducting circuits. Using elementary concepts of random matrix theory, we obtain analytic expressions for the survival probability in mathematical models of platforms which, albeit stylized, have been previously shown to provide relevant benchmarks for experimental data. In particular, we show that the decay properties are sensitive to the property of the Hamilton operator to have extended states. The survival probability does not appear instead to depend on whether the interaction between qubits is described by a Gaussian orthogonal ensemble (often interpreted as a model of ”chaotic” dynamics) or is modeled by an analytically solvable chain. We interpret this phenomenon as a manifestation of a general mechanism for the emergence of equilibration in purely unitary dynamics. Finally, under the same hypothesis of an initial preparation with projection on a large fraction of the extended eigenstates of the Hamilton operator, we show how to extend the classical Kac-Mazur-Montroll estimate of the return time to the quantum survival probability.

We reassess the concept of transition at minimum work in classical stochastic finite-time thermodynamics, when the system dynamics is modelled by a diffusion process. We show that a well-posed formulation of the optimal control problem corresponding to the minimization of the mean work done on the system during a finite-time transition necessarily requires taking into account speed limits on control protocols. This fact has major qualitative consequences. First, it permits to discriminate between optimal swift engineered equilibration and transitions at minimum work. Second, it shows that in the limit when speed limits are removed, only transitions specified by generalized Schrödinger bridges admit a consistent physical interpretation. To illustrate these points, we focus on the simplest model problem: a levitating particle in a Gaussian moving trap.

In their seminal work, Fermi, Pasta, Ulam and Tsingou explored the connection between statistical mechanics and dynamical properties, such as chaos and ergodicity. Even today, seventy years later, the topic is not fully understood: while most results of statistical mechanics require the ergodic hypothesis to be rigorously proved, there are many indications that these predictions, both in and out of equilibrium, hold even in the absence of a rigorous form of ergodicity. Motivated by the above considerations, in this work we reconsider the point of view that the relevant ingredients for the validity of statistical mechanics are the large number of degrees of freedom and the choice of extensive observables, while the details of the dynamics do not play an essential role. This is the idea behind Khinchin’s famous proof of the typicality of macroscopic observables at equilibrium. We extend this perspective to the context of non equilibrium, by investigating the thermalization properties of both harmonic (integrable) and nonharmonic (chaotic) oscillator chains initially prepared in out-of-equilibrium conditions. In integrable systems, thermalization occurs, or not, depending on the observable. In the chaotic regime, instead, thermalization is reached by any observable, although the relaxation timescale might be larger than the observation time.

We prove an upper bound on the trace of any 2-positive, trace-preserving map in terms of its smallest eigenvalue. We show that this spectral bound is tight, and that 2-positivity is necessary for this inequality to hold in general. Moreover, we use this to infer a similar bound for generators of one-parameter semigroups of 2-positive trace-preserving maps. With this approach we generalize known results for completely positive trace-preserving dynamics while providing a significantly simpler proof that is entirely algebraic.

Relaxation rates are key characteristics of quantum processes, as they determine how quickly a quantum system thermalizes, equilibrates, decoheres, and dissipates. While they play a crucial role in theoretical analyses, relaxation rates are also often directly accessible through experimental measurements. Recently, it was shown that for quantum processes governed by Markovian semigroups, the relaxation rates satisfy a universal constraint: the maximal rate is upper-bounded by the sum of all rates divided by the dimension of the Hilbert space. This bound, initially conjectured a few years ago, was only recently proven using classical Lyapunov theory. In this work, we present a new, purely algebraic proof of this constraint. Remarkably, our approach is not only more direct but also allows for a natural generalization beyond completely positive semigroups. We show that complete positivity can be relaxed to 2-positivity without affecting the validity of the constraint. This reveals that the bound is more subtle than previously understood: 2-positivity is necessary, but even when further relaxed to Schwarz maps, a slightly weaker – yet still non-trivial – universal constraint still holds. Finally, we explore the connection between these bounds and the number of steady states in quantum processes, uncovering a deeper structure underlying their behavior.

We propose a model describing the formation of both dual (quantum) and classical Shapiro steps in small Josephson junctions. According to this model, the dual Shapiro steps are formed at relatively low frequency of the microwave signal and low microwave power, while the classical steps are formed in the opposite limit of high frequency and power. The crossover between the two regimes is controlled by a single parameter - the effective relaxation time of the environment. The model accounts for the effect of a large inductor in the bias circuit, which has been used in recent experiments to protect the junction from the high frequency noise of the environment. We predict the possibility of observing both types of steps in the same sample. Our model describes the I-V curves observed in the experiments with reasonable accuracy, thus opening up an opportunity for quantitative fitting of the data.

We establish an analytical criterion for dynamical thermalization within harmonic systems, applicable to both classical and quantum models. Specifically, we prove that thermalization of various observables, such as particle energies in physically relevant random quadratic Hamiltonians, is typical for large systems (N ≫1) with initial conditions drawn from the microcanonical distribution. Moreover, we show that thermalization can also arise from non-typical initial conditions, where only a finite fraction of the normal modes is excited. Our findings provide a general dynamical basis for an approach to thermalization that bypasses chaos and ergodicity, focusing instead on observables dependent on a large number of normal modes, and build a bridge between the classical and quantum theories of thermalization.

The Jaynes-Cummings and quantum Rabi models are fundamental to cavity and circuit quantum electrodynamics, as they describe the simplest form of light-matter interaction, where a single qubit is coupled to a single bosonic mode. A scenario that is commonly encountered in the experimental practice arises when the bosonic mode interacts with an external dissipative thermal bath, making the qubit-boson system open. In this work, we present a new analytical solution of the Lindblad master equations for the open dispersive Jaynes-Cummings model and a perturbative analytical solution of the open quantum Rabi model in the limit of weak qubit-boson coupling g, using the holomorphic formalism in Bargmann space. Specifically, we derive the most general solution of the local Lindblad master equation for the open dispersive Jaynes-Cummings model coupled to a thermal bath, with the only assumptions that the initial state of the qubit-boson system is separable. Additionally, we obtain a perturbative analytical solution for the open quantum Rabi model up to second order in g. Notably, our findings include a new formula for the qubit’s steady state at zeroth order, showing that the stationary populations depend on both qubit and boson frequencies in the quantum Rabi model, but not in the Jaynes-Cummings model, regardless of the value of g. Our results are of general interest to the study of open quantum systems in the context of light-matter interaction.

Quantum Error Mitigation (EM) is a collection of strategies to reduce errors on noisy intermediate scale quantum (NISQ) devices on which proper quantum error correction is not feasible. One of such strategies aimed at mitigating noise effects of a known environment is to realise the inverse map of the noise using a set of completely positive maps weighted by a quasi-probability distribution, i.e. a probability distribution with positive and negative values. This quasi-probability distribution is realised using classical post-processing after final measurements of the desired observables have been made. Here we make a connection with quasi-probability EM and recent results from quantum trajectory theory for open quantum systems. We show that the inverse of noise maps can be realised by performing classical post-processing on the quantum trajectories generated by an additional reservoir with a quasi-probability measure called the influence martingale. We demonstrate our result on a model relevant for current NISQ devices. Finally, we show the quantum trajectories required for error correction can themselves be simulated by coupling an ancillary qubit to the system. In this way, we can avoid the introduction of the engineered reservoir.

The progress of miniaturized technology allows controlling physical systems at nanoscale with remarkable precision in regimes where thermal fluctuations are non-negligible. Experimental advancements have sparked interest in control problems in stochastic thermodynamics, typically concerning a time-dependent potential applied to a nanoparticle to reach a target stationary state in a given time with minimal energy cost. We study this problem for a particle subject to thermal fluctuations in a regime that takes into account the effects of inertia, and, building on the results of [1], provide a numerical method to find optimal controls even for non-Gaussian initial and final conditions corresponding to non-harmonic confinements. We show that the momentum mean tends to a constant value along the trajectory except at the boundary and the evolution of the variance is non-trivial. Our results also support that the lower bound on the optimal entropy production computed from the overdamped case is tight in the adiabatic limit.

Optimal control theory aims to find an optimal protocol to steer a system between assigned boundary conditions while minimizing a given cost functional in finite time. Equations arising from these types of problems are often non-linear and difficult to solve numerically. In this note, we describe numerical methods of integration for two partial differential equations that commonly arise in optimal control theory: the Fokker-Planck equation driven by a mechanical potential for which we use Girsanov theorem; and the Hamilton-Jacobi-Bellman, or dynamic programming, equation for which we find the gradient of its solution using the Bismut-Elworthy-Li formula. The computation of the gradient is necessary to specify the optimal protocol. Finally, we give an example application in solving an optimal control problem without spacial discretization by machine learning.

Relaxation rates provide important characteristics both for classical and quantum processes. Essentially they control how fast the system thermalizes, equilibrates, decoheres, and/or dissipates. Moreover, very often they are directly accessible to be measured in the laboratory and hence they define key physical properties of the system. Experimentally measured relaxation rates can be used to test validity of a particular theoretical model. Here we analyze a fundamental question: \em does quantum mechanics provide any nontrivial constraint for relaxation rates? We prove the conjecture formulated a few years ago that any quantum channel implies that a maximal rate is bounded from above by the sum of all the relaxation rates divided by the dimension of the Hilbert space. It should be stressed that this constraint is universal (it is valid for all quantum systems with finite number of energy levels) and it is tight (cannot be improved). In addition, the constraint plays an analogous role to the seminal Bell inequalities and the well known Leggett-Garg inequalities (sometimes called temporal Bell inequalities). Violations of Bell inequalities rule out local hidden variable models, and violations of Leggett-Garg inequalities rule out macrorealism. Similarly, violations of the bound rule out completely positive-divisible evolution.

Optimal control theory deals with finding protocols to steer a system between assigned initial and final states, such that a trajectory-dependent cost function is minimized. The application of optimal control to stochastic systems is an open and challenging research frontier, with a spectrum of applications ranging from stochastic thermodynamics, to biophysics and data science. Among these, the design of nanoscale electronic components motivates the study of underdamped dynamics, leading to practical and conceptual difficulties. In this work, we develop analytic techniques to determine protocols steering finite time transitions at minimum dissipation for stochastic underdamped dynamics. For transitions between Gaussian states, we prove that optimal protocols satisfy a Lyapunov equation, a central tool in stability analysis of dynamical systems. For transitions between states described by general Maxwell-Boltzmann distributions, we introduce an infinite-dimensional version of the Poincaré-Linstedt multiscale perturbation theory around the overdamped limit. This technique fundamentally improves the standard multiscale expansion. Indeed, it enables the explicit computation of momentum cumulants, whose variation in time is a distinctive trait of underdamped dynamics and is directly accessible to experimental observation. Our results allow us to numerically study cost asymmetries in expansion and compression processes and make predictions for inertial corrections to optimal protocols in the Landauer erasure problem at the nanoscale.

It is well known that the state operator of an open quantum system can be generically represented as the solution of a time-local equation – a quantum master equation. Unraveling in quantum trajectories offers a picture of open system dynamics dual to solving master equations. In the unraveling picture, physical indicators are computed as Monte-Carlo averages over a stochastic process valued in the Hilbert space of the system. This approach is particularly adapted to simulate systems in large Hilbert spaces. %Drawing from our recent [Nat Commun 13, 4140 (2022)]. We show that the dynamics of an open quantum system generically admits an unraveling in the Hilbert space of the system described by a Markov process generated by ordinary stochastic differential equations for which rigorous concentration estimates are available. The unraveling can be equivalently formulated in terms of norm-preserving state vectors or in terms of linear “ostensible” processes trace preserving only on average. We illustrate the results in the case of a two level system in a simple boson environment. Next, we derive the state-of-the-art form of the Diósi-Gisin-Strunz Gaussian random ostensible state equation in the context of a model problem. This equation provides an exact unraveling of open systems in Gaussian environments. We compare and contrast the two unravelings and their potential for applications to quantum error mitigation.

We analyze Fürth’s 1933 classical uncertainty relations in the modern language of stochastic differential equations. Our interest is motivated by applications to non-equilibrium classical statistical mechanics. We show that Fürth’s uncertainty relations are a property enjoyed by martingales under the measure of a diffusion process. This result implies a lower bound on fluctuations in current velocities of entropic quantifiers of transitions in stochastic thermodynamics. In cases of particular interest, we recover an inequality well known in optimal mass transport relating the mean kinetic energy of the current velocity and the squared quadratic Wasserstein distance between the probability distributions of the entropy. In performing our analysis, we also avail us of an unpublished argument due to Krzysztof Gawȩdzki to derive a lower bound to the entropy production by transition described by Langevin-Kramers process in terms of the squared quadratic Wasserstein distance between the initial and final states of the transition. Finally, we illustrate how Fürth’s relations admit a straightforward extension to piecewise deterministic processes. We thus show that the results in the paper concern properties enjoyed by general Markov processes.

We present a translation of the 1933 paper by R. Fürth in which a profound analogy between quantum fluctuations and Brownian motion is pointed out. This paper opened in some sense the way to the stochastic methods of quantization developed almost 30 years later by Edward Nelson and others.

We explore algebraic and dynamical consequences of unraveling general time-local master equations. We show that the "influence martingale", the paramount ingredient of a recently discovered unraveling framework, pairs any time-local master equation with a one parameter family of Lindblad-Gorini-Kossakowski-Sudarshan master equations. At any instant of time, the variance of the influence martingale provides an upper bound on the Hilbert-Schmidt distance between solutions of paired master equations. Finding the lowest upper bound on the variance of the influence martingale yields an explicit criterion of "optimal pairing". The criterion independently retrieves the measure of isotropic noise necessary for the structural physical approximation of the flow the time-local master equation with a completely positive flow. The optimal pairing also allows us to invoke a general result on linear maps on operators (the "commutant representation") to embed the flow of a general master equation in the off-diagonal corner of a completely positive map which in turn solves a time-local master equation that we explicitly determine. We use the embedding to reverse a completely positive evolution, a quantum channel, to its initial condition thereby providing a protocol to preserve quantum memory against decoherence. We thus arrive at a model of continuous time error correction by a quantum channel.

Master equations are one of the main avenues to study open quantum systems. When the master equation is of the Lindblad-Gorini-Kossakowski-Sudarshan form, its solution can be “unraveled in quantum trajectories” i.e. represented as an average over the realizations of a Markov process in the Hilbert space of the system. Quantum trajectories of this type are both an element of quantum measurement theory as well as a numerical tool for systems in large Hilbert spaces. We prove that general time-local and trace-preserving master equations also admit an unraveling in terms of a Markov process in the Hilbert space of the system. The crucial ingredient is to weigh averages by a probability pseudo-measure which we call the “influence martingale". The influence martingale satisfies a 1-d stochastic differential equation enslaved to the ones governing the quantum trajectories. We thus extend the existing theory without increasing the computational complexity.

We present an English translation of Erwin Schrödinger’s paper on "On the Reversal of the Laws of Nature". In this paper Schrödinger analyses the idea of time reversal of a diffusion process. Schrödinger’s paper acted as a prominent source of inspiration for the works of Bernstein on reciprocal processes and of Kolmogorov on time reversal properties of Markov processes and detailed balance. The ideas outlined by Schrödinger also inspired the development of probabilistic interpretations of quantum mechanics by Fényes, Nelson and others as well as the notion of "Euclidean Quantum Mechanics" as probabilistic analogue of quantization. In the second part of the paper Schrödinger discusses the relation between time reversal and statistical laws of physics. We emphasize in our commentary the relevance of Schrödinger’s intuitions for contemporary developments in statistical nano-physics.

Calorimetric measurements are experimentally realizable methods to assess thermodynamics relations in quantum devices. With this motivation in mind, we consider a resonant level coupled to a Fermion reservoir. We consider a transient process, in which the interaction between the level and the reservoir is initially switched on and then switched off again. We find the time dependence of the energy of the reservoir, of the energy of the level and of the interaction energy between them at weak, intermediate, strong and ultra-strong coupling. We also determine the statistical distributions of these energies.

Ongoing experimental activity aims at calorimetric measurements of thermodynamic indicators of quantum integrated systems. We study a model of a driven qubit in contact with a finite-size thermal electron reservoir. The temperature of the reservoir changes due to energy exchanges with the qubit and an infinite-size phonon bath. Under the assumption of weak coupling and weak driving, we model the evolution of the qubit-electron-temperature as a hybrid master equation for the density matrix of the qubit at different temperatures of the calorimeter. We compare the temperature evolution with an earlier treatment of the qubit-electron model, where the dynamics were modelled by a Floquet master equation under the assumption of drive intensity much larger than the qubit-electron coupling squared. We numerically and analytically inquire the predictions of the two mathematical models of dynamics in the weak-drive parametric region. We numerically determine the parametric regions where the two models of dynamics give distinct temperature predictions and those where their predictions match.

One of the cornerstones of turbulent dispersion is the celebrated Taylor formula. This formula expresses the rate of transport (i.e. the eddy diffusivity) of a tracer as a time integral of the fluid velocity auto-correlation function evaluated along the fluid trajectories. Here, we review the hypotheses which permit to extend Taylor’s formula to particles of any inertia. The hypotheses are independent of the details of the inertial particle model.We also show by explicit calculation, that the hypotheses encompass cases when memory terms such as Basset and the Faxén corrections are taken into account in the modeling of inertial particle dynamics.

We investigate the experimental setup proposed in [New J. Phys., 15, 115006 (2013)] for calorimetric measurements of thermodynamic indicators in an open quantum system. As theoretical model we consider a periodically driven qubit coupled with a large yet finite electron reservoir, the calorimeter. The calorimeter is initially at equilibrium with an infinite phonon bath. As time elapses, the temperature of the calorimeter varies in consequence of energy exchanges with the qubit and the phonon bath. We show how under weak coupling assumptions, the evolution of the qubit-calorimeter system can be described by a generalized quantum jump process including as dynamical variable the temperature of the calorimeter. We study the jump process by numeric and analytic methods. Asymptotically with the duration of the drive, the qubit-calorimeter attains a steady state. In this same limit, we use multiscale perturbation theory to derive a Fokker–Planck equation governing the calorimeter temperature distribution. We inquire the properties of the temperature probability distribution close and at the steady state. In particular, we predict the behavior of measurable statistical indicators versus the qubit-calorimeter coupling constant.

We investigate the large-scale transport properties of quasi-neutrally-buoyant inertial particles carried by incompressible zero-mean periodic or steady ergodic flows. We show how to compute large-scale indicators such as the inertial-particle terminal velocity and eddy diffusivity from first principles in a perturbative expansion around the limit of added-mass factor close to unity. Physically, this limit corresponds to the case where the mass density of the particles is constant and close in value to the mass density of the fluid which is also constant. Our approach differs from the usual over-damped expansion inasmuch we do not assume a separation of time scales between thermalization and small-scale convection effects. For general incompressible flows, we derive closed-form cell equations for the auxiliary quantities determining the terminal velocity and effective diffusivity. In the special case of parallel flows these equations admit explicit analytic solution. We use parallel flows to show that our approach enables to shed light onto the behavior of terminal velocity and effective diffusivity for Stokes numbers of the order of unity.

We present a stylized model of controlled equilibration of a small system in a fluctuating environment. We derive the equations governing the optimal control steering \emphin finite time the system between two equilibrium states. The corresponding thermodynamic transition is optimal in the sense that occurs at minimum entropy if the set of admissible controls is restricted by certain bounds on the time derivatives of the protocols. We apply our equations to the engineered equilibration of an optical trap considered in a recent proof of principle experiment. We also analyze an elementary model of nucleation previously considered by Landauer to discuss the thermodynamic cost of one bit of information erasure. We expect our model to be a useful benchmark for experiment design as it exhibits the same integrability properties of well known models of optimal mass transport by a compressible velocity field.

We investigate the large-scale transport of inertial particles. We derive explicit analytic expressions for the eddy diffusivities for generic Stokes times. These latter expressions are exact for any shear flow while they correspond to the leading contribution either in the deviation from the shear flow geometry or in the Péclet number of general random Gaussian velocity fields. Our explicit expressions allow us to investigate the role of inertia for such a class of flows and to make exact links with the analogous transport problem for tracer particles.

Motivated by proposed thermometry measurement on an open quantum system, we present a simple model of an externally driven qubit interacting with a finite sized, fermion environment acting as calorimeter. The derived dynamics is governed by a stochastic Schrödinger equation coupled to the temperature change of the calorimeter. We prove a fluctuation relation and deduce from it a notion of entropy production. Finally, we discuss the first and second law associated to the dynamics.

We discuss the energy distribution of free-electron Fermi-gas, a problem with a textbook solution of Gaussian energy fluctuations in the limit of a large system. We find that for a small system, characterized solely by its heat capacity C, the distribution can be solved analytically, and it is both skewed and it vanishes at low energies, exhibiting a sharp drop to zero at the energy corresponding to the filled Fermi sea. The results are relevant from the experimental point of view, since the predicted non-Gaussian effects become pronounced when C/kB≲103 (kB is the Boltzmann constant), a regime that can be easily achieved for instance in mesoscopic metallic conductors at sub-kelvin temperatures.

We investigate the thermodynamic efficiency of sub-micro-scale Stirling heat engines operating under the conditions described by overdamped stochastic thermodynamics. We show how to construct optimal protocols such that at maximum power the efficiency attains for constant isotropic mobility the universal law η=2\,\eta_C/(4-\eta_C) , where \eta_C is the efficiency of an ideal Carnot cycle. We show that these protocols are specified by the solution of an optimal mass transport problem. Such solution can be determined explicitly using well-known Monge-Ampère-Kantorovich reconstruction algorithms. Furthermore, we show that the same law describes the efficiency of heat engines operating at maximum work over short time periods. Finally, we illustrate the straightforward extension of these results to cases when the mobility is anisotropic and temperature dependent.

Numerical simulations of a thin layer of turbulent flow in stably stratified conditions within the Boussinesq approximation have been performed. The statistics of energy transfer among scales have been investigated for different values of control parameters: thickness of the layer and density stratification. It is shown that in a thin layer with a quasi-two-dimensional phenomenology, stratification provides a new channel for the energy transfer towards small scales and reduces the inverse cascade. The role of vortex stretching and enstrophy flux in the transfer of kinetic energy into potential energy at small scales is discussed.

Information processing machines at the nanoscales are unavoidably affected by thermal fluctuations. Efficient design requires understanding how nanomachines can operate at minimal energy dissipation. In this letter we focus on mechanical systems controlled by smoothly varying potential forces. We show that optimal control equations come about in a natural way if the energy cost to manipulate the potential is taken into account. When such cost becomes negligible, the optimal control strategy can be constructed by transparent geometrical methods and recovers the solution of optimal mass transport equations in the overdamped limit. Our equations are equivalent to hierarchies of kinetic equations of a form well-known in the theory of dilute gases. From our results, optimal strategies for energy efficient nanosystems may be devised

We refer as "Langevin-Kramers" dynamics to a class of stochastic differential systems exhibiting a degenerate "metriplectic" structure. This means that the drift field can be decomposed into a symplectic and a gradient-like component with respect to a pseudo-metric tensor associated to random fluctuations affecting increments of only a sub-set of the degrees of freedom. Systems in this class are often encountered in applications as elementary models of Hamiltonian dynamics in an heat bath eventually relaxing to a Boltzmann steady state. Entropy production control in Langevin-Kramers models differs from the now well-understood case of Langevin-Smoluchowski dynamics for two reasons. First, the definition of entropy production stemming from fluctuation theorems specifies a cost functional which does not act coercively on all degrees of freedom of control protocols. Second, the presence of a symplectic structure imposes a non-local constraint on the class of admissible controls. Using Pontryagin control theory and restricting the attention to additive noise, we show that smooth protocols attaining extremal values of the entropy production appear generically in continuous parametric families as a consequence of a trade-off between smoothness of the admissible protocols and non-coercivity of the cost functional. Uniqueness is, however, always recovered in the over-damped limit as extremal equations reduce at leading order to the Monge-Ampère-Kantorovich optimal mass transport equations.

We discuss the relevance of geometric concepts in the theory of stochastic differential equations for applications to the theory of non-equilibrium thermodynamics of small systems. In particular, we show how the Eells-Elworthy-Malliavin covariant construction of the Wiener process on a Riemann manifold provides a physically transparent formulation of optimal control problems of finite-time thermodynamic transitions. Based on this formulation, we turn to an evaluative discussion of recent results on optimal thermodynamic control and their interpretation.

We derive the equations governing the protocols minimizing the heat released by a continuous-time Markov jump process on a one-dimensional countable state space during a transition between assigned initial and final probability distributions in a finite time horizon. In particular, we identify the hypotheses on the transition rates under which the optimal control strategy and the probability distribution of the Markov jump problem obey a system of differential equations of Hamilton-Bellman-Jacobi-type. As the state-space mesh tends to zero, these equations converge to those satisfied by the diffusion process minimizing the heat released in the Langevin formulation of the same problem. We also show that in full analogy with the continuum case, heat minimization is equivalent to entropy production minimization. Thus, our results may be interpreted as a refined version of the second law of thermodynamics.

We study the renormalization group flow of the average action of the stochastic Navier–Stokes equation with power-law forcing. Using Galilean invariance we introduce a non-perturbative approximation adapted to the zero frequency sector of the theory in the parametric range of the Hölder exponent 4−2ε of the forcing where real-space local interactions are relevant. In any spatial dimension d, we observe the convergence of the resulting renormalization group flow to a unique fixed point which yields a kinetic energy spectrum scaling in agreement with canonical dimension analysis. Kolmogorov’s -5/3 law is, thus, recovered for ε=2 as also predicted by perturbative renormalization. At variance with the perturbative prediction, the -5/3 law emerges in the presence of a \emphsaturation in the ε-dependence of the scaling dimension of the eddy diffusivity at ε=3/2 when, according to perturbative renormalization, the velocity field becomes infra-red relevant.

We establish a refined version of the Second Law of Thermodynamics for Langevin stochastic processes describing mesoscopic systems driven by conservative or non-conservative forces and interacting with thermal noise. The refinement is based on the Monge-Kantorovich optimal mass transport. General discussion is illustrated by numerical analysis of a model for micron-size particle manipulated by optical tweezers.

The large-scale/long-time transport of inertial particles of arbitrary mass density under gravity is investigated by means of a formal multiple-scale perturbative expansion in the scale-separation parametre between the carrier flow and the particle concentration field. The resulting large-scale equation for the particle concentration is determined, and is found to be diffusive with a positive-definite eddy diffusivity. The calculation of the latter tensor is reduced to the resolution of an auxiliary differential problem, consisting of a coupled set of two differential equations in a (6+1)-dimensional coordinate system (3 space coordinates plus 3 velocity coordinates plus time). Although expensive, numerical methods can be exploited to obtain the eddy diffusivity, for any desirable non-perturbative limit (e.g. arbitrary Stokes and Froude numbers). The aforementioned large-scale equation is then specialized to deal with two different relevant perturbative limits: i) vanishing of both Stokes time and sedimenting particle velocity; ii) vanishing Stokes time and finite sedimenting particle velocity. Both asymptotics lead to a greatly simplified auxiliary differential problem, now involving only space coordinates and thus easy to be tackled by standard numerical techniques. Explicit, exact expressions for the eddy diffusivities have been calculated, for both asymptotics, for the class of parallel flows, both static and time-dependent. This allows us to investigate analytically the role of gravity and inertia on the diffusion process by varying relevant features of the carrier flow, as e.g. the form of its temporal correlation function. Our results exclude a universal role played by gravity and inertia on the diffusive behaviour: regimes of both enhanced and reduced diffusion may exist, depending on the detailed structure of the carrier flow.

We study the problem of optimizing released heat or dissipated work in stochastic thermodynamics. In the overdamped limit these functionals have singular solutions, previously interpreted as protocol jumps. We show that a regularization, penalizing a properly defined acceleration, changes the jumps into boundary layers of finite width. We show that in the limit of vanishing boundary layer width no heat is dissipated in the boundary layer, while work can be done. We further give a new interpretation of the fact that the optimal protocols in the overdamped limit are given by optimal deterministic transport (Burgers equation).

We analytically investigate the dynamics of inertial particles in incompressible flows in the limit of small but finite inertia, focusing on two specific instances. First, we study the concentration of particles continuously emitted from a point source with a given exit velocity distribution. The anisotropy of the latter turns out to be a necessary factor for the presence of a correction (with respect to the corresponding tracer case) at order square root of the Stokes number. Secondly, by means of a multiple-scale expansion, we analyse the particle effective diffusivity, and in particular its dependence on Brownian diffusivity, gravity effects and particle-to-fluid density ratio. In both cases, we obtain forced advection–diffusion equations for auxiliary quantities in the physical space, thus simplifying the problem from the full phase space to a system which can easily be solved numerically.

We inquire about the properties of 2d Navier-Stokes turbulence simultaneously forced at small and large scales. The background motivation comes by observational results on atmospheric turbulence. We show that the velocity field is amenable to the sum of two auxiliary velocity fields forced at large and small scale and exhibiting a direct-enstrophy and an inverse-energy cascade, respectively. Remarkably, the two auxiliary fields reconcile universal properties of fluxes with positive statistical correlation in the inertial range.

Thermodynamics of small systems has become an important field of statistical physics. They 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 non-equilibrium transition in finite time is solved by Burgers equation of Cosmology and mass transport by the Burgers velocity field. Our contribution hence considerably extends the range of solvable optimization problems in small system thermodynamics.

The paper revisits the compressible Kraichnan model of turbulent advection in order to derive explicit quantitative relations between scaling exponents and Lagrangian particle configuration geometry.

We inquire the statistical properties of the pair formed by the Navier-Stokes equation for an incompressible velocity field and the advection-diffusion equation for a scalar field transported in the same flow in two dimensions (2d). The system is in a regime of fully developed turbulence stirred by forcing fields with Gaussian statistics, white-noise in time and self-similar in space. In this setting and if the stirring is concentrated at small spatial scales as if due to thermal fluctuations, it is possible to carry out a first-principle ultra-violet renormalization group analysis of the scaling behavior of the model. Kraichnan’s phenomenological theory of two dimensional turbulence upholds the existence of an inertial range characterized by inverse energy transfer at scales larger than the stirring one. For our model Kraichnan’s theory, however, implies scaling predictions radically discordant from the renormalization group results. We perform accurate numerical experiments to assess the actual statistical properties of 2d-turbulence with power-law stirring. Our results clearly indicate that an adapted version of Kraichnan’s theory is consistent with the observed phenomenology. We also provide some theoretical scenarios to account for the discrepancy between renormalization group analysis and the observed phenomenology.

We show that the statistics of a turbulent passive scalar at scales larger than the pumping may exhibit multiscaling due to a weaker mechanism than the presence of statistical conservation laws. We develop a general formalism to give explicit predictions for the large scale scaling exponents in the case of the Kraichnan model and discuss their geometric origin at small and large scale.

The Rayleigh–Taylor instability of two immiscible fluids in the limit of small Atwood numbers is studied by means of a phase-field description. In this method the sharp fluid interface is replaced by a thin, yet finite, transition layer where the interfacial forces vary smoothly. This is achieved by introducing an order parameter (the phase field) whose variation is continuous across the interfacial layers and is uniform in the bulk region. The phase field model obeys a Cahn–Hilliard equation and is two-way coupled to the standard Navier–Stokes equations. Starting from this system of equations we have first performed a linear analysis from which we have analytically rederived the known gravity-capillary dispersion relation in the limit of vanishing mixing energy density and capillary width. We have performed numerical simulations and identified a region of parameters in which the known properties of the linear phase (both stable and unstable) are reproduced in a very accurate way. This has been done both in the case of negligible viscosity and in the case of nonzero viscosity. In the latter situation only upper and lower bounds for the perturbation growth-rate are known. Finally, we have also investigated the weakly-nonlinear stage of the perturbation evolution and identified a regime characterized by a constant terminal velocity of bubbles/spikes. The measured value of the terminal velocity is in perfect agreement with available theoretical prediction. The phase-field approach thus appears to be a valuable tecnhique for the dynamical description of the stages where hydrodynamic turbulence and wave-turbulence enter into play.

We inquire into the scaling properties of the 2D Navier-Stokes equation sustained by a force field with Gaussian statistics, white noise in time, and with a power-law correlation in momentum space of degree 2 - 2 epsilon. This is at variance with the setting usually assumed to derive Kraichnan’s classical theory. We contrast accurate numerical experiments with the different predictions provided for the small epsilon regime by Kraichnan’s double cascade theory and by renormalization group analysis. We give clear evidence that for all epsilon, Kraichnan’s theory is consistent with the observed phenomenology. Our results call for a revision in the renormalization group analysis of (2D) fully developed turbulence.

We present a systematic way to compute the scaling exponents of the structure functions of the Kraichnan model of turbulent advection in a series of powers of ξ, adimensional coupling constant measuring the degree of roughness of the advecting velocity field. We also investigate the relation between standard and renormalization group improved perturbation theory. The aim is to shed light on the relation between renormalization group methods and the statistical conservation laws of the Kraichnan model, also known as zero modes.

We investigate the optimal strategy over a finite time horizon for a portfolio of stock and bond and a derivative in an multiplicative Markovian market model with transaction costs (friction). The optimization problem is solved by a Hamilton-Bellman-Jacobi equation, which by the verification theorem has well-behaved solutions if certain conditions on a potential are satisfied. In the case at hand, these conditions simply imply arbitrage-free ("Black-Scholes") pricing of the derivative. While pricing is hence not changed by friction allow a portfolio to fluctuate around a delta hedge. In the limit of weak friction, we determine the optimal control to essentially be of two parts: a strong control, which tries to bring the stock-and-derivative portfolio towards a Black-Scholes delta hedge; and a weak control, which moves the portfolio by adding or subtracting a Black-Scholes hedge. For simplicity we assume growth-optimal investment criteria and quadratic friction.

Investment strategies in multiplicative Markovian market models with transaction costs are defined using growth optimal criteria. The optimal strategy is shown to consist in holding the amount of capital invested in stocks within an interval around an ideal optimal investment. The size of the holding interval is determined by the intensity of the transaction costs and the time horizon. The inclusion of financial derivatives in the models is also considered. All the results presented in this contributions were previously derived in collaboration with E. Aurell.

We investigate the growth optimal strategy over a finite time horizon for a stock and bond portfolio in an analytically solvable multiplicative Markovian market model. We show that the optimal strategy consists in holding the amount of capital invested in stocks within an interval around an ideal optimal investment. The size of the holding interval is determined by the intensity of the transaction costs and the time horizon.

In 1967 M.C. Gutzwiller succeeded to derive the semiclassical expression of the quantum energy density of systems exhibiting a chaotic Hamiltonian dynamics in the classical limit. The result is known as the Gutzwiller trace formula. The scope of this review is to present in a self-contained way recent developments in functional determinant theory allowing to revisit the Gutzwiller trace formula in the spirit of field theory. The field theoretic setup permits to work explicitly at every step of the derivation of the trace formula with invariant quantities of classical periodic orbits. R. Forman’s theory of functional determinants of linear, non singular elliptic operators yields the expression of quantum quadratic fluctuations around classical periodic orbits directly in terms of the monodromy matrix of the periodic orbits. The phase factor associated to quadratic fluctuations, the Maslov phase, is shown to be specified by the Morse index for closed extremals, also known as Conley and Zehnder index.

We investigate the scaling properties a model of passive vector turbulence with pressure and in the presence of a large-scale anisotropy. The leading scaling exponents of the structure functions are proven to be anomalous. The anisotropic exponents are organized in hierarchical families growing without bound with the degree of anisotropy. Nonlocality produces poles in the inertial-range dynamics corresponding to the dimensional scaling solution. The increase with the Péclet number of hyperskewness and higher odd-dimensional ratios signals the persistence of anisotropy effects also in the inertial range.

The dynamics of a one-dimensional self-gravitating medium, with initial density almost uniform is studied. Numerical experiments are performed with ordered and with Gaussian random initial conditions. The phase space portraits are shown to be qualitatively similar to shock waves, in particular with initial conditions of Brownian type. The PDF of the mass distribution is investigated.

Exploiting a Lagrangian strategy we present a numerical study for both perturbative and nonperturbative regions of the Kraichnan advection model. The major result is the numerical assessment of the first-order 1/d expansion by Chertkov, Falkovich, Kolokolov, and Lebedev [Physical Review E 52, 4924 (1995)] for the fourth-order scalar structure function in the limit of high dimension d’s. In addition to the perturbative results, the behavior of the anomaly for the sixth-order structure functions versus the velocity scaling exponent, xi, is investigated and the resulting behavior is discussed.

An example of a turbulent system where the failure of the hypothesis of small-scale isotropy restoration is detectable both in the "flattening" of the inertial-range scaling exponent hierarchy and in the behavior of odd-order dimensionless ratios, e.g., skewness and hyperskewness, is presented. Specifically, within the kinematic approximation in magnetohydrodynamical turbulence, we show that for compressible flows, the isotropic contribution to the scaling of magnetic correlation functions and the first anisotropic ones may become practically indistinguishable. Moreover, the skewness factor now diverges as the Peclet number goes to infinity, a further indication of small-scale anisotropy.

We study long-term growth-optimal strategies on a simple market with linear proportional transaction costs. We show that several problems of this sort can be solved in closed form, and explicit the non-analytic dependance of optimal strategies and expected frictional losses of the friction parameter. We present one derivation in terms of invariant measures of drift-diffusion processes (Fokker- Planck approach), and one derivation using the Hamilton-Jacobi-Bellman equation of optimal control theory. We also show that a significant part of the results can be derived without computation by a kind of dimensional analysis. We comment on the extension of the method to other sources of uncertainty, and discuss what conclusions can be drawn about the growth-optimal criterion as such.

The superdiffusion behavior, i.e., , with ν>1/2, in general is not completely characterized by a unique exponent. We study some systems exhibiting strong anomalous diffusion, i.e., 〈|x(t)|q〉∼tqν(q) where ν(2)>1/2 and qν(q) is not a linear function of q. This feature is different from the weak superdiffusion regime, i.e., ν(q)=const>1/2, as in random shear flows. The strong anomalous diffusion can be generated by nontrivial chaotic dynamics, e.g. Lagrangian motion in 2d time-dependent incompressible velocity fields, 2d symplectic maps and 1d intermittent maps. Typically the function qν(q) is piecewise linear. This corresponds to two mechanisms: a weak anomalous diffusion for the typical events and a ballistic transport for the rare excursions. In order to have strong anomalous diffusion one needs a violation of the hypothesis of the central limit theorem, this happens only in a very narrow region of the control parameters space. In the presence of strong anomalous diffusion one does not have a unique exponent and therefore one has the failure of the usual scaling of the probability distribution, i.e., P(x,t)=t−νF(x/tν). This implies that the effective equation at large scale and long time for P(x,t), can obey neither the usual Fick equation nor other linear equations involving temporal and/or spatial fractional derivatives.

We study a minimal shell model for the advection of a passive scalar by a Gaussian time-correlated velocity field. The anomalous scaling properties of the white noise limit are studied analytically. The effect of the time correlations are investigated using perturbation theory around the white noise limit and nonperturbatively by numerical integration. The time correlation of the velocity field is seen to enhance the intermittency of the passive scalar.

The superdiffusion behavior, i.e. <x2(t)>∼t2ν, with ν>1/2, in general is not completely characherized by a unique exponent. We study some systems exhibiting strong anomalous diffusion, i.e. <|x(t)|q>∼tqν(q) where ν(2)>1/2 and qν(q) is not a linear function of q. This feature is different from the weak superdiffusion regime, i.e. ν(q)=const>1/2, as in random shear flows. The strong anomalous diffusion can be generated by nontrivial chaotic dynamics, e.g. Lagrangian motion in 2d time-dependent incompressible velocity fields, 2d symplectic maps and 1d intermittent maps. Typically the function qν(q) is piecewise linear. This corresponds to two mechanisms: a weak anomalous diffusion for the typical events and a ballistic transport for the rare excursions. In order to have strong anomalous diffusion one needs a violation of the hypothesis of the central limit theorem, this happens only in a very narrow region of the control parameters space.

The mass transport by a Burgers velocity field is investigated in the framework of the theory of stochastic processes. Much attention is devoted to the limit of vanishing viscosity (inviscid limit) describing the "adhesion model" for the early stage of the evolution of the Universe. In particular the mathematical foundations for the ansatz currently used in the literature to compute the mass distribution in the inviscid limit are provided.

The theory of stochastic differential equations is exploited to derive the Hopf’s identities for a passive scalar advected by a Gaussian drift field delta-correlated in time. The result holds true both for compressible and incompressible velocity field.

By means of Ito calculus it is possible to find, in a straight-forward way, the analytical solution to some equations related to the passive tracer transport problem in a velocity field that obeys the multidimensional Burgers equation and to a simple model of reactive tracer motion.

We introduce a method of characterizing the complexity of the minima of a given function, of N variables, by means of the entropy, S(N), of a measure selected as follows: One chooses an algorithm which computes the minima, and assigns to a single minimum a probability equal to the (relative) measure of its basin of attraction. The behavior of S(N), for large N, gives a well defined entropy density σ for the minima, with respect to the chosen minima-generating law. σ characterizes the complexity of the minima in a rather natural way in the framework of information theory, i.e., the number of bits one uses to transmit one (typical) minimum configuration is ≃Nσ/ln2.

We show that the localization properties of harmonic chains with correlated random coupling constants kj are strongly dependent on frequency. Using different processes for the generation of the coupling sequence kj we observe two regimes: a regular one, where the localization length ξ is roughly proportional to the correlation length l of kj, and an anomalous one, in which there is not a proportionality relation and where one can have non intuitive behaviors, e.g. ξ does not increase for increasing l.