Failure of free energy relation under non-Markovian heat bath temperature change

We investigate the free energy relation for a system contacting with a non-Markovian heat bath and find that the validity of the relation sensitively depends on the non-Markovian memory effect, which is especially related to the initial preparation effect. This memory effect drives the statistical distribution of the system out of the initial preparation, even if the system starts from an equilibrium state. This leads to the violation of the free energy relation. A possible way of eliminating this memory effect is proposed.