In this thesis, we introduce the idea of Kullback-Leibler divergence to extend the concept of free energy from equilibrium to non-equilibrium systems. We calculate the amount of work done on the system given by the environment and dissipation during the process to understand the efficiency of energy transduction in non-equilibrium systems. In the potential fields similar to a colloidal and F1-motor, we carry out numerical simulations to quantify and analyze this efficiency. Additionally we discuss the relation between the F1-motor and Maxwell demon.