Fluctuation Theorems of Brownian Particles Controlled by a Maxwell's Demon

We study the stochastic dynamics of Brownian particles in a heat bath and subject to an active feedback control by an external, Maxwell's demon-like agent. The agent uses the information of the velocity of a particle and reduces its thermal agitation by applying a force. The entropy of the particle and the heat bath as a whole, thus, reduces. Entropy pumping [Phys. Rev. Lett. 93, 120602 (2004)] quantifies the entropy reduction. We discover that the entropy pumping has a dual role of work and heat contributing to free energy changes and entropy production of the open-system with the feedback control. Generalized Jarzynski equality and fluctuation theorems for work functional and entropy production are developed with the presence of the entropy pumping.