Energy dissipation in a nonequilibrium steady state is studied in driven quantum Langevin systems. We study energy dissipation flow to thermal environment, and obtain a general formula for the average rate of energy dissipation using an autocorrelation function for the system variable. This leads to a general expression of the equality that connects the violation of the fluctuation-response relation to the rate of energy dissipation, the classical version of which was first studied by Harada and Sasa. We also point out that the expression depends on coupling form between system and reservoir.
In this work, we analyze the relaxation of a classical spin interacting with a heat bath, starting from the fully dynamical Hamiltonian description. An analogous problem in the framework of generalized Langevin equation (GLE) with anomalous dissipation is analyzed in details. The Fokker-Planck equation corresponding to GLE is derived and the concept of equilibrium probability distribution is analyzed. In this process we have identified few difficulties to obtain equilibrium distribution for the non-Markovian case and the remedy to overcome this difficulty is also discussed.
A random multiplicative process with additive noise is described by a Langevin equation. We show that the fluctuation-dissipation relation is satisfied in the Langevin model, if the noise strength is not so strong.
I examine the arguments which have been given for quantum fluctuation-dissipation theorems. I distinguish between a weak form of the theorem, which is true under rather general conditions, and a strong form which requires a Langevin equation for its statement. I argue that the latter has not been reliably derived.
Based on the classical Langevin equation, we have re-visited the problem of orbital motion of a charged particle in two dimensions for a normal magnetic field crossed with or without an in-plane electric bias. We are led to two interesting fluctuation effects: First, we obtain not only a longitudinal "work-fluctuation" relation as expected for a barotropic type system, but also a transverse work-fluctuation relation perpendicular to the electric bias. This "Hall fluctuation" involves the product of the electric and the magnetic fields. And second, for the case of harmonic confinement without b…
Characteristic oscillations in frequency-resolved heat dissipation of linear time-delayed Langevin systems: Approach from the violation of the fluctuation-response relation
In this letter, we develop a mode-coupling theory for a class of nonlinear Langevin equations with multiplicative noise using a field theoretic formalism. These equations are simplified models of realistic colloidal suspensions. We prove that the derived equations are consistent with the fluctuation-dissipation theorem. We also discuss the generalization of the result given here to real fluids, and the possible description of supercooled fluids in the aging regime. We demonstrate that the standard idealized mode-coupling theory is not consistent with the FDT in a strict field theoretic sense.
The Brownian motion of a particle immersed in a medium of charged particles is considered when the system is placed in magnetic or electric fields. Coming from the Zwanzig-Caldeira-Legget particle-bath model, we modify it so that not only the charged Brownian particle (BP) but also the bath particles respond to the external fields. For stationary systems the generalized Langevin equations are derived. Arbitrarily time-dependent electric fields do not affect the memory functions, the thermal noise force, and the BP velocity correlation functions. In the case of a constant magnetic field two equ…
We address the problem of a microscopic derivation of the Langevin equation for a weakly relativistic Brownian particle. A non-covariant Hamiltonian model is adopted, in which the free motion of particles is described relativistically, while their interaction is treated classically, i.e. by means of action-to-a-distance interaction potentials. Relativistic corrections to the classical Langevin equation emerge as nonlinear dissipation terms and originate from the nonlinear dependence of the relativistic velocity on momentum. On the other hand, similar nonlinear dissipation forces also appear as…
Equilibrium is characterized by its fundamental properties such as the detailed balance, the fluctuation-dissipation relation, and no heat dissipation. Based on the stochastic thermodynamics, we show that these three properties are equivalent to each other in conventional Langevin thermal systems with microscopic reversibility. Thus, a conventional steady state has either all three properties (equilibrium) or none of them (nonequilibrium). In contrast, with velocity-dependent forces breaking the microscopic reversibility, we prove that the detailed balance and the fluctuation-dissipation relat…
The fluctuation-response relation is a fundamental relation that is applicable to systems near equilibrium. On the other hand, when a system is driven far from equilibrium, this relation is violated in general because the detailed-balance condition is not satisfied in nonequilibrium systems. Even in this case, it has been found that for a class of Langevin equations, there exists an equality between the extent of violation of the fluctuation-response relation in the nonequilibrium steady state and the rate of energy dissipation from the system into the environment [T. Harada and S. -i. Sasa, P…
We examine classical, transient fluctuation theorems within the unifying framework of Langevin dynamics. We explicitly distinguish between the effects of non-conservative forces that violate detailed balance, and non-autonomous dynamics arising from the variation of an external parameter. When both these sources of nonequilibrium behavior are present, there naturally arise two distinct fluctuation theorems.
Study of Langevin dynamics and the fluctuation-dissipation relation (FDR) for a generic probe system (represented by a mass $M$), bilinearly coupled to a bath of harmonic oscillators, has been a standard paradigm for a microscopic theory of stochastic processes for several decades. The question that we probe in this paper is, how far the structure of the classical FDR is robust, when one replaces the harmonic bath by an anharmonic one in the limit of strong system-bath coupling? Such a picture carries the signature of the probe system in the zeroth order through a nonlocal time kernel. We obse…
We show that the general two-variable Langevin equations with inhomogeneous noise and friction can generate many different forms of power-law distributions. By solving the corresponding stationary Fokker-Planck equation, we can obtain a condition under which these power-law distributions are accurately created in a system away from equilibrium. This condition is an energy-dependent relation between the diffusion coefficient and the friction coefficient and thus it provides a fluctuation-dissipation relation for nonequilibrium systems with power-law distributions. Further, we study the specific…
A numerical molecular dynamics experiment measuring the two-time correlation function of the transversal velocity field in the homogeneous cooling state of a granular gas is reported. By measuring the decay rate and the amplitude of the correlations, the accuracy of the Landau-Langevin equation of fluctuating hydrodynamics is checked. The results indicate that although a Langevin approach can be valid, the fluctuation-dissipation relation must be modified, since the viscosity parameter appearing in it differs from the usual hydrodynamic shear viscosity.
Fluctuation theorems play a central role in nonequilibrium physics and stochastic thermodynamics. Here we derive an integral fluctuation theorem for the dissipated heat in systems governed by an underdamped Langevin dynamics. We show that this identity may be used to predict the occurrence of extreme events leading to exponential tails in the probability distribution functions of the heat and related quantities.
Recent results on the stationary state Fluctuation Theorems for work and heat fluctuations of Langevin systems are presented. The relevance of finite time corrections in understanding experimental and simulation results is explained in the context of an exactly solvable model, namely a Brownian particle in a harmonic potential, which is dragged through the surrounding fluid. In this model, work fluctuations obey the conventional form of the fluctuation theorem while heat fluctuations satisfy an extended form. The connection with other work in recent literature is pointed out, and further gener…
We propose a Langevin equation to describe the quantum Brownian motion of bounded particles based on a distinctive formulation concerning both the fluctuation and dissipation forces. The fluctuation force is similar to that employed in the classical case. It is a white noise with a variance proportional to the temperature. The dissipation force is not restrict to be proportional to the velocity and is determined in a way as to guarantee that the stationary state is given by a density operator of the Gibbs canonical type. To this end we derived an equation that gives the time evolution of the d…
Non-Markovian stochastic Langevin-like equations of motion are compared to their corresponding Markovian (local) approximations. The validity of the local approximation for these equations, when contrasted with the fully nonlocal ones, is analyzed in details. The conditions for when the equation in a local form can be considered a good approximation are then explicitly specified. We study both the cases of additive and multiplicative noises, including system dependent dissipation terms, according to the Fluctuation-Dissipation theorem.
The thermodynamic uncertainty relation (TUR) quantifies a relationship between current fluctuations and dissipation in out-of-equilibrium overdamped Langevin dynamics, making it a natural counterpart of the fluctuation-dissipation theorem in equilibrium statistical mechanics. For underdamped Langevin dynamics, the situation is known to be more complicated, with dynamical activity also playing a role in limiting the magnitude of current fluctuations. Progress on those underdamped TUR-like bounds has largely come from applications of the information-theoretic Cramér-Rao inequality. Here, we pres…
Baths produce friction and random forcing on particles suspended in them. The relation between noise and friction in (generalized) Langevin equations is usually referred to as the second fluctuation-dissipation theorem. We show what is the proper nonequilibrium extension, to be applied when the environment is itself active and driven. In particular we determine the effective Langevin dynamics of a probe from integrating out a steady nonequilibrium environment. The friction kernel picks up a frenetic contribution, i.e., involving the environment's dynamical activity, responsible for the breakin…
The Langevin equation greatly simplifies the mathematical expression of the effects of thermal noise by using only two terms, a dissipation term, and a random-noise term. The Langevin description was originally applied to a system in contact with a single heat reservoir; however, many recent studies have also adopted a Langevin description for systems connected to multiple heat reservoirs. This is accomplished through the introduction of a simple summation for the dissipation and random-noise terms associated with each reservoir. However, the validity of this simple addition has been the focus…
In this paper, we consider the Langevin equation from an unusual point of view, that is as an archetype for a dissipative system driven out of equilibrium by an external excitation. Using path integral method, we compute exactly the probability density function of the power (averaged over a time interval of length $τ$) injected (and dissipated) by the random force into a Brownian particle driven by a Langevin equation. The resulting distribution, as well as the associated large deviation function, display strong asymmetry, whose origin is explained. Connections with the so-called ``Fluctuation…
The present work pursues the investigation of the role of spatial asymmetry and irreversibility on the dynamical properties of spin systems. We consider the ferromagnetic spherical model with asymmetric linear Langevin dynamics. Such an asymmetric dynamics is irreversible, i.e., breaks detailed balance, because the principle of action and reaction is violated. The fluctuation-dissipation theorem therefore no longer holds. The stationary state is however still Gibbsian, i.e., the weights of configurations are given by the Boltzmann factor corresponding to the ferromagnetic Hamiltonian. The mode…
We derive the linear Langevin equation that describes the behavior of critical fluctuation above the critical temperature of the chiral phase transition in the Nambu-Jona-Lasinio model. The Langevin equation relaxes exhibiting oscillation and shows thermalization. The relaxation becomes slower as the system approaches the critical point(the critical slowing down). The time correlation function also calculated using the Langevin equation shows that there exists the same soft mode as the previous calculation in the linear response theory.
We derive a simple formula for the fluctuations of the time average around the thermal mean for overdamped Brownian motion in a binding potential U(x). Using a backward Fokker-Planck equation, introduced by Szabo, et al. in the context of reaction kinetics, we show that for ergodic processes these finite measurement time fluctuations are determined by the Boltzmann measure. For the widely applicable logarithmic potential, ergodicity is broken. We quantify the large non-ergodic fluctuations and show how they are related to a super-aging correlation function.
This paper is the second in a series devoted to the study of Langevin systems subjected to a continuous time-delayed feedback control. The goal of our previous paper [Phys. Rev. E 91, 042114 (2015)] was to derive second-law-like inequalities that provide bounds to the average extracted work. Here we study stochastic fluctuations of time-integrated observables such as the heat exchanged with the environment, the extracted work, or the (apparent) entropy production. We use a path-integral formalism and focus on the long-time behavior in the stationary cooling regime, stressing the role of rare e…
The present study is based on a recent success of the second-order stochastic fluctuation theory in describing time autocorrelations of equilibrium and nonequilibrium physical systems. In particular, it was shown to yield values of the related deterministic parameters of the Langevin equation for a Couette flow in a microscopic Molecular Dynamics model of a simple fluid. In this paper we find all the remaining constants of the stochastic dynamics, which is then numerically simulated and directly compared with the original physical system. By using these data, we study in detail the accuracy an…
The stochastic resonance (SR) in bistable systems has been extensively discussed with the use of {\it phenomenological} Langevin models. By using the {\it microscopic}, generalized Caldeira-Leggett (CL) model, we study in this paper, SR of an open bistable system coupled to a bath with a nonlinear system-bath interaction. The adopted CL model yields the non-Markovian Langevin equation with nonlinear dissipation and state-dependent diffusion which preserve the fluctuation-dissipation relation (FDR). From numerical calculations, we find the following: (1) the spectral power amplification (SPA) e…
Exact Fluctuation-Response Relations for Underdamped Langevin Dynamics
Center for Gravitational Physics and Quantum Information, Yukawa Institute for Theoretical Physics, Kyoto University（京都大学汤川理论物理研究所引力物理与量子信息中心）；Quantum AI & Cyber Security Research Institute, FPT Corporation（FPT公司量子AI与网络安全研究所）；Department of Physics, Graduate School of Science, The University of Tokyo（东京大学理学研究科物理学系）；Department of Physics, Kyoto University（京都大学物理学系）
In this paper, we investigate a Langevin model subjected to stochastic intensity noise (SIN), which incorporates temporal fluctuations in noise-intensity. We derive a higher-order Fokker-Planck equation (HFPE) of the system, taking into account the effect of SIN by the adiabatic elimination technique. Stationary distributions of the HFPE are calculated by using the perturbation expansion. We investigate the effect of SIN in three cases: (a) parabolic and quartic bistable potentials with additive noise, (b) a quartic potential with multiplicative noise, and (c) a stochastic gene expression mode…
Fluctuation theorems based on time-reversal have provided remarkable insight into the non-equilibrium statistics of thermodynamic quantities like heat, work, and entropy production. These types of laws impose constraints on the distributions of certain trajectory functionals that reflect underlying dynamical symmetries. In this work, we introduce a detailed fluctuation theorem for Langevin dynamics that follows from the statistics of Gaussian white noise rather than from time-reversal. The theorem, which originates from a point-wise symmetry in phase space, holds individually for each degree o…
Broad class of nonlinear Langevin equations with drift and diffusion cofficients separable in time and space: Generalized n-moment, ergodicity, Einstein relation and fluctuations of the system
The thermodynamic uncertainty relation, which establishes a universal trade-off between the relative fluctuation of arbitrary currents and the dissipation, has been found for various Markovian systems. However, this relation has not been revealed for non-Markovian systems. Thus, we investigate the thermodynamic uncertainty relation for time-delayed Langevin systems. First, we demonstrate numerically that the conventional uncertainty relation does not hold in certain delayed systems, which suggests that the lower bound should be refined to sustain the validity of the inequality. By introducing …
Graham has shown in Z. Physik B 26, 397-405 (1977) that a fluctuation-dissipation relation can be imposed on a class of non-equilibrium Markovian Langevin equations that admit a stationary solution of the corresponding Fokker-Planck equation. The resulting equilibrium form of the Langevin equation is associated with a nonequilibrium Hamiltonian. Here we provide some explicit insight into how this Hamiltonian may loose its time reversal invariance and how the "reactive" and "dissipative" fluxes loose their distinct time reversal symmetries. The antisymmetric coupling matrix between forces and f…
We consider Langevin equation with dichotomously fluctuating diffusivity, where the diffusion coefficient changes dichotomously in time, in order to study fluctuations of time-averaged observables in temporary heterogeneous diffusion process. We find that occupation time statistics is a powerful tool for calculating the time-averaged mean square displacement in the model. We show that the time-averaged diffusion coefficients are intrinsically random when the mean sojourn time for one of the states diverges. Our model provides anomalous fluctuations of time-averaged diffusivity, which have rele…
We derive a universal bound on generalized currents in Langevin systems in terms of the mean-square fluctuations of the current and the total entropy production. This bound generalizes a relation previously found by Barato et al. to arbitrary times and transient states. Using the bound, we define a new efficiency for stochastic transport, which measures how close a given system comes to saturating the bound. The existence of such a bounded efficiency implies that stochastic transport is unavoidably accompanied by a fluctuations and dissipation, which cannot be reduced arbitrarily. We apply the…
We have studied dynamical responses and the Jarzynski equality (JE) of classical open systems described by the generalized Caldeira-Leggett model with the nonlocal system-bath coupling. In the derived non-Markovian Langevin equation, the nonlinear nonlocal dissipative term and state-dependent diffusion term yielding multiplicative colored noise satisfy the fluctuation-dissipation relation. Simulation results for harmonic oscillator systems have shown the following: (a) averaged responses of the system $< x >$ to applied sinusoidal and step forces significantly depend on model parameters of mag…
The Generalized Elastic Model is a linear stochastic model which accounts for the behaviour of many physical systems in nature, ranging from polymeric chains to single-file systems. If an external perturbation is exerted \emph{only} on a single point $\vec{x}^\star$ (\emph{tagged probe}), it propagates throughout the entire system. Within the fractional Langevin equation framework, we study the effect of such a perturbation, in cases of a constant force applied. We report most of the results arising from our previous analysis and, in the present work, we show that the Fox $H$-functions formali…
We present the reduced dynamics of a bead in a Rouse chain which is submerged in a bath containing a driving agent that renders it out-of-equilibrium. We first review the generalized Langevin equation of the middle bead in an equilibrated bath. Thereafter, we introduce two driving forces. Firstly, we add a constant force that is applied to the first bead of the chain. We investigate how the generalized Langevin equation changes due to this perturbation for which the system evolves towards a new equilibrium state after some time. Secondly, we consider the case of stochastic active forces which …
An idea to analyze the fluctuational mode or/and spectrum of water molecules in an inhomogeneous environment around a biomolecule such as protein and DNA is proposed based on the generalized Langevin equation (GLE) for water interacting with a biomolecule. The idea is to solve an eigen-value problem of the collective frequency matrix of water, which has a physical meaning similar to the Hessian matrix in the case of a connected harmonic-oscillator. The diagonalization of the matrix gives the mode and frequency of the density fluctuation of water around the biomolecule. The treatment is a natur…
In this paper, we generalize the theory of Brownian motion and the Onsager-Machlup theory of fluctuations for spatially symmetric systems to equilibrium and nonequilibrium steady-state systems with a preferred spatial direction, due to an external force. To do this, we extend the Langevin equation to include a bias, which is introduced by the external force and alters the Gaussian structure of the system's fluctuations. By solving this extended equation, we demonstrate that the statistical properties of the fluctuations in these systems can be predicted from physical observables, such as the t…
A phenomenological construction of quantum Langevin equations, based on the physical criteria of (i) the canonical equal-time commutators, (ii) the Kubo formula, (iii) the virial theorem and (iv) the quantum fluctuation-dissipation theorem is presented. The case of a single harmonic oscillator coupled to a large external bath is analysed in detail. This allows to distinguish a markovian semi-classical approach, due to Bedeaux and Mazur, from a non-markovian full quantum approach, due to to Ford, Kac and Mazur. The quantum-fluctuation-dissipation theorem is seen to be incompatible with a markov…
We study the dynamics of the fluctuations of the variance $s$ of the order parameter of the Gaussian model, following a temperature quench of the thermal bath. At each time $t$, there is a critical value $s_c(t)$ of $s$ such that fluctuations with $s>s_c(t)$ are realized by condensed configurations of the systems, i.e., a single degree of freedom contributes macroscopically to $s$. This phenomenon, which is closely related to the usual condensation occurring on average quantities, is usually referred to as {\it condensation of fluctuations}. We show that the probability of fluctuations with $s…
Continuous feedback control of Langevin processes may be non-Markovian due to a time lag between the measurement and the control action. We show that this requires to modify the basic relation between dissipation and time-reversal and to include a contribution arising from the non-causal character of the reverse process. We then propose a new definition of the quantity measuring the irreversibility of a path in a nonequilibrium stationary state, which can be also regarded as the trajectory-dependent total entropy production. This leads to an extension of the second law which takes a simple for…
We consider a system in direct contact with a thermal reservoir and which, if left unperturbed, is well described by a memory-less equilibrium Langevin equation of the second order in the time coordinate. In such conditions, the strength of the noise fluctuations is set by the damping factor, in accordance with the Fluctuation and Dissipation theorem. We study the system when it is subject to a feedback mechanism, by modifying the Langevin equation accordingly. Memory terms now arise in the time evolution, which we study in a non-equilibrium steady state. Two types of feedback schemes are cons…
In systems far from equilibrium, the fluctuation-dissipation relation is violated due to the lack of detailed balance. Recently, for a class of Langevin equations, it has been proved that this violation is related to energy dissipation as an equality [T. Harada and S. Sasa, Phys. Rev. Lett., in press; cond-mat/0502505]. We provide a microscopic description of this equality by studying a non-equilibrium colloidal system on the basis of classical mechanics with some physical assumptions.
The dissipation function for a system is defined as the natural logarithm of the ratio between probabilities of a trajectory and its time-reversed trajectory, and its probability distribution follows a well-known relation called the fluctuation theorem. Using the generic Langevin equations, we derive the expressions of the dissipation function for passive and active systems. For passive systems, the dissipation function depends only on the initial and the final values of the dynamical variables of the system, not on the trajectory of the system. Furthermore, it does not depend explicitly on th…
