Molecular motors convert chemical energy into mechanical work while operating in an environment dominated by Brownian motion. The aim of this paper is to explore the flow of energy between the molecular motors and its surroundings, in particular, its efficiency. Based on the Fokker-Planck equation with either $N$ or infinite chemical states, we find that the energy efficiency of the molecular motors, whether the Stokes efficiency or the usual thermodynamic efficiency, is strictly bounded by 1, because of the dissipation of the energy in both the overdamped surroundings and in the process of the chemical reaction.
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