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Stochastic Protocols — Examples
1 · Prerequisites
- Absolute and Conditional Convergence; Rearrangement; Products
- Algebraic Closure, Embeddings, and Separability
- Algebraic Extensions, Extension Degree, and Finite Fields
- Areas of Elementary Plane Figures
- Binary Operations, Monoids, Groups and Subgroups
- Brownian Motion Construction and Continuity
- Brownian Motion, Markov Properties and Hitting Times
- Central Limit Theorems
- Characteristic Functions Inversion and Continuity
- Compactness
- Compactness in Metric Spaces
- Complete Metrizability, Čech-Completeness, and Baire Category
- Completeness, Completion, and Uniform Continuity
- Complex Differentiability and the Cauchy–Riemann Equations
- Complex Lp Spaces and Test-Function Conventions
- Composition Series, the Jordan–Hölder Theorem and Solvable Groups
- Conditional Distributions and Regular Conditional Probability
- Conditional Expectation
- Congruences, the Integers Modulo n and the Chinese Remainder Theorem
- Construction of the Natural Numbers
- Construction of the Real Numbers via Cauchy Sequences
- Construction of the Real Numbers via Dedekind Cuts
- Continuity, IVT, EVT, and Uniform Continuity
- Convexity
- Cosets, Index and Lagrange's Theorem
- Countability and Uncountability
- Countability Axioms and Cardinal Functions
- Cyclic Groups and Direct Products
- Darboux, L'Hôpital, and Taylor's Theorem
- Density Separability and Convolution in Lᵖ
- Determinants of Matrices over a Commutative Ring
- Diagonalisation and the Minimal Polynomial
- Discrete Time Martingales
- Divisibility, Euclidean Domains, Principal Ideal Domains and Unique Factorisation
- Divisibility, Greatest Common Divisors and Bézout's Identity
- Dual Spaces, Bilinear and Quadratic Forms, and Sylvester's Law of Inertia
- Eigenvalues, Eigenvectors and the Characteristic Polynomial
- Ensembles And Limits
- Filters and Ultrafilters
- Finite Counting, Factorials and Binomial Coefficients
- Finite Probability and the Probabilistic Method
- Finite Probability Spaces and Random Variables
- Finite Statistical Bridge
- Foundations of the Real Numbers for Analysis
- Fourier Transform Convolution and Approximate Identities
- Fubini and Change of Variables
- Function Space Topologies and the Exponential Law
- Fundamental Trigonometric Identities
- Gaussian Elimination, Elementary Matrices and Reduced Row Echelon Form
- Group Actions, Orbits, Stabilisers and Cayley's Theorem
- Group Homomorphisms and the Isomorphism Theorems
- Hausdorff via the Diagonal
- Ideals, Quotient Rings and the Isomorphism Theorems for Rings
- Improper and Parameter-Dependent Multiple Integrals
- Improper Integrals
- Independence Borel Cantelli and Zero One Laws
- Infinite Product Measures and Kolmogorov Extension
- Inner Product Spaces, Gram-Schmidt, Projections and Adjoints
- Lebesgue Measure on Euclidean Space
- Lebesgue-Stieltjes Measures and Distribution Functions
- Limits of Real Functions
- limsup, liminf, and Subsequential Limits
- Linear Independence, Bases and Dimension
- Linear Transformations, Rank-Nullity and Quotient Spaces
- Martingale Inequalities and Convergence
- Matrices, the Matrix of a Linear Map, and Change of Basis
- Measurable Functions and Simple Approximation
- Measures and Their Basic Properties
- Metric Spaces
- Mixed Partials, Taylor Formulae, and Extrema
- Mixture Dynamics And Shells
- Modes of Convergence Egorov and Lusin
- Modes of Convergence for Random Variables
- Monotone Functions, Discontinuities, and Continuity Sets
- Monotone Sequences, Bolzano-Weierstrass, and Cauchy Completeness
- Normal Subgroups and Quotient Groups
- Order, Zorn's Lemma, and the Axiom of Choice
- Outer Measure and the Caratheodory Extension Theorem
- Partitions of Unity and Paracompactness
- Polynomial Rings, the Division Algorithm and Roots
- Power Series and Real-Analytic Functions
- Primes, Euclid's Lemma and the Fundamental Theorem of Arithmetic
- Probability Spaces Random Variables and Expectation
- Product Measures and the Fubini Tonelli Theorems
- Properties of the Integral and the Working FTC
- Radon Measures and the Riesz Markov Kakutani Theorem
- Relations, Functions, and Quotients
- Rings, Subrings, Integral Domains and Fields
- Rⁿ as a Normed Space; Vector-Valued Functions
- Roots, Rational Powers, and Classical Inequalities
- Separation Axioms: the Hierarchy
- Sequences and Limits
- Sequences and Series of Functions; Uniform Convergence
- Series: Convergence and the Nonnegative Tests
- Sigma Algebras and Borel Sets
- Signed and Complex Measures Hahn and Jordan
- Simple Field Extensions and the Construction of the Complex Numbers
- Sine, Cosine, and the Definition of Pi
- Splitting Fields
- Stochastic Protocols
- Subspaces, Products, and Quotients
- Suprema and Infima
- Sylow's Theorems, p-Groups and Nilpotent Groups
- Symmetric Groups, Cycle Decomposition and the Sign Homomorphism
- The Cantor Set, Baire Category, and Measure Zero in ℝ
- The Complex Exponential and Euler's Formula
- The Derivative and the Mean Value Theorems
- The Determinant of a Linear Operator, Cofactors and Cramer's Rule
- The Exponential Function
- The Fundamental Theorem of Algebra
- The Fundamental Theorem of Finite Abelian Groups
- The Galois Correspondence
- The Inverse and Implicit Function Theorems
- The Ito Integral with Respect to Brownian Motion
- The Lebesgue and Riemann Integrals Compared
- The Lebesgue Integral and the Convergence Theorems
- The Logarithm and General Powers
- The Lᵖ Spaces Holder Minkowski and Riesz Fischer
- The Maximal Function and Lebesgue Differentiation
- The Radon Nikodym Theorem and Lebesgue Decomposition
- The Riemann Integral in Rᵐ and Jordan Content
- The Riemann Integral: Definition and Integrability
- The Spectral Theorem, Positive Operators and Singular Value Decomposition
- The Topology of Euclidean Space
- The Total Derivative in ℝᵐ → ℝⁿ
- The ZFC Axioms and the Basic Set Constructions
- Thermodynamic Framework
- Topological Spaces and Continuity
- Topology of ℝ
- Triangularisation, Generalised Eigenspaces and Jordan Canonical Form
- Urysohn's Lemma and the Tietze Extension Theorem
- Vector Spaces, Linear Subspaces, Span and Direct Sums
- Weak Convergence Tightness and Representation
2 · Summary
These worked examples calculate a finite quench with below-free-energy work on some paths, a disconnected detailed-balance chain that fails to converge to the full reference law, and a biased bath in which Shannon entropy decreases. The Ornstein–Uhlenbeck and memory-reset examples remain calculations within their stated models. None is an experiment or an empirical measurement.
3 · Logical flowchart
4 · Definitions, postulates, theorems and proofs
None yet.
5 · Examples, experiments and counterexamples
A finite quench has a positive probability of work below delta F
A calculated two-state hypothetical protocol example; it is not an experiment and makes no claim about a measured system.
Example
Take , , , and , for . Prepare canonically at stage zero and use the identity transition kernel after the quench.
Facts & Assumptions
Given: The finite path model and canonical protocol preparation.
Finite driven protocol and path work: work is the energy change at the instantaneous quench and the forward path is weighted by the initial law.
Canonical initial preparation for a finite protocol: both initial states have probability .
Jarzynski equality for a finite protocol with stationary kernels: this model satisfies the exact finite ensemble exponential-work identity.
Verification
Given: and .
The partition sums are and , so . Since , the ratio lies strictly between and , hence .
The identity kernel leaves the state unchanged, so the two work values are and , each with probability . Therefore .
Directly, , while the event in step 2.1 has positive probability. Thus the equality is an ensemble statement and does not impose on every path.
A disconnected detailed-balance chain does not converge to the full reference law
An exact three-state finite-rate calculation showing why the connectedness condition in the convergence theorem is needed; not empirical data.
Example
Let , with second and all other off-diagonal rates zero. Let and .
Facts & Assumptions
Given: The finite detailed-balance rate model.
Finite detailed-balance rate and transition models: satisfies detailed balance; the rate graph has one edge and isolated state .
Relative-entropy decrease and convergence for a finite detailed-balance chain: convergence to is proved when the full undirected rate graph is connected.
Verification
Given: The master equation on the three stated states.
The third probability is constant and . The difference satisfies with , so , , and .
Hence . The relative entropy tends to , confirming that detailed balance without connectedness does not force convergence to the full reference law.
Shannon entropy decreases in a biased detailed-balance bath
An exact two-state finite-rate calculation distinguishing Shannon entropy from relative entropy to a biased stationary law; no empirical claim.
Example
Let , with rates and seconds. The positive detailed-balance law is , and take initial law .
Facts & Assumptions
Given: The finite detailed-balance rate model and natural-log Shannon entropy .
Finite detailed-balance rate and transition models: the master equation is .
Relative-entropy decrease and convergence for a finite detailed-balance chain: the theorem controls ; it does not claim that increases.
The natural logarithm has derivative 1/x and equals the integral from 1 to x of 1/t and Order, continuity, range, and the product, quotient, and reciprocal laws for the natural logarithm: for , and the natural logarithm is strictly increasing.
Verification
Given: , , and .
Solving gives , which lies in and strictly decreases for every .
For , by [F3]. Therefore for every . The Shannon entropy decreases while detailed balance holds.
The two-state rate graph is connected, both components of and are positive, and detailed balance holds. Thus [F2] applies to the relative entropy at the same time that step 2.1 shows the Shannon entropy decreases.
The stationary harmonic bath has a Lorentzian position spectrum
A calculated stationary spectrum and averaging bound in the adopted scalar harmonic Ornstein-Uhlenbeck model; in the specified common fixed Galilean rest chart with constant trap-and-bath center-of-mass velocity throughout the modeled interval; no measured spectrum is asserted.
Example
Assume the Axiom of Choice The Axiom of Choice: every family of nonempty sets has a choice function. It is inherited from the Brownian and Itô-integral suppliers used for the stationary Gaussian model.
Use mobility , stiffness , and fixed bath temperature . Under the adopted linear bath model, the stationary position spectrum has angular-frequency convention .
Facts & Assumptions
Given: The Axiom of Choice and the stationary Gaussian preparation of the specified linear model.
Linear Ornstein-Uhlenbeck bath model: its supplied center-of-mass data and constant velocity select one common rest chart throughout the modeled interval; and .
Thermal fluctuations in the specified linear harmonic bath model: and the exact model spectrum is known.
Verification
Given: The Axiom of Choice and and .
Substituting and into the exact spectrum supplied by [F2] gives .
The same supplier bound becomes , which tends to zero as . Both formulas are conditional model predictions, not measurements.
Reset bound for a biased two-state memory
A symbolic finite-memory calculation under the reset theorem's physical assumptions; it is not a measured reset process.
Example
Let the retained-register set be the singleton and let the memory be a bit with probability of state 1. The register carries no information.
Facts & Assumptions
Given: A finite memory law and the endpoint assumptions of Conditional work bound for finite memory reset.
Finite memory and retained-register reset model: , for , and , with natural logarithms and entropy in nats.
Conditional work bound for finite memory reset: under its stated endpoint entropy, fixed-temperature bath, unchanged endpoint energy, and total entropy nondecrease assumptions.
Verification
Given: and .
Since , its marginal is , and the conditional law is , . The entropy definition therefore gives .
Therefore the theorem gives for this preparation. It reports no work measurement and makes no claim about an apparatus.
Sources
- C. Jarzynski, Introduction to Nonequilibrium Statistical Physics, lecture notes, Nonequilibrium Work Relations
- C. Jarzynski, Introduction to Nonequilibrium Statistical Physics, lecture notes, Relative Entropy and Relaxation to Equilibrium
- U. Seifert, Stochastic thermodynamics, fluctuation theorems, and molecular machines
- C. Jarzynski, Introduction to Nonequilibrium Statistical Physics, lecture notes, Maxwell's Demon