We discuss fluctuation relations in simple cases of non-equilibrium Langevin dynamics. In particular, we show that close to non-equilibrium steady states with non-vanishing probability currents some of these relations reduce to a modified version of the fluctuation-dissipation theorem. The latter may be interpreted as the equilibrium-like relation in the reference frame moving with the mean local velocity determined by the probability current.
We consider the problem of constructing a thermodynamic theory of non-equilibrium steady states as a formal extension of the equilibrium theory. Specifically, studying a particular system, we attempt to construct a phenomenological theory describing the interplay between heat and mechanical work that takes place during operations through which the system undergoes transitions between non-equilibrium steady states. We find that, in contrast to the case of the equilibrium theory, apparently, there exists no systematic way within a phenomenological formulation to describe the work done by the sys…
Fluctuation theorem is derived for a quantum current system around a nonequilibrium steady state. It is demonstrated that the fluctuation theorem can be a part of the generalized Green-Kubo formula or a nonlinear response theory of an external field or a change of the chemical potential difference.
We show that the system entropy change for the transitions between non-equilibrium steady states arbitrarily far from equilibrium for any constituting process is given by the relative entropy of the distributions of these steady states. This expression is then shown to relate to the dissipation relations of both Vaikuntanathan and Jarzynski [EPL 87, 60005 (2009)] and Kawai, Parrondo and Van den Broeck [Phys. Rev. Lett. 98, 080602 (2007)] in the case of energy-conserving driving.
Non-equilibrium molecular dynamics simulations are used to demonstrate the asymptotic convergence of the Transient and Steady State forms of the Fluctuation Theorem. In the case of planar Poiseuille flow, we find that the Transient form, valid for all times, converges to the Steady State form on microscopic time scales. Further, we find that the time of convergence for the two Theorems coincides with the time required for satisfaction of the asymptotic Steady State Fluctuation Theorem. PACS numbers: 05.20.-y, 05.70.Ln, 47.10.+g, 47.40.-n
These lecture notes give a short review of methods such as the matrix ansatz, the additivity principle or the macroscopic fluctuation theory, developed recently in the theory of non-equilibrium phenomena. They show how these methods allow to calculate the fluctuations and large deviations of the density and of the current in non-equilibrium steady states of systems like exclusion processes. The properties of these fluctuations and large deviation functions in non-equilibrium steady states (for example non-Gaussian fluctuations of density or non-convexity of the large deviation function which g…
We give a proof of transient fluctuation relations for the entropy production (dissipation function) in nonequilibrium systems, which is valid for most time reversible dynamics. We then consider the conditions under which a transient fluctuation relation yields a steady state fluctuation relation for driven nonequilibrium systems whose transients relax, producing a unique nonequilibrium steady state. Although the necessary and sufficient conditions for the production of a unique nonequilibrium steady state are unknown, if such a steady state exists, the generation of the steady state fluctuati…
We show that current fluctuations in a stochastic pump can be robustly mapped to fluctuations in a corresponding time-independent nonequilibrium steady state. We thus refine a recently proposed mapping so that it ensures equivalence of not only the averages, but also optimal representation of fluctuations in currents and density. Our mapping leads to a natural decomposition of the entropy production in stochastic pumps similar to the "housekeeping" heat. As a consequence of the decomposition of entropy production, the current fluctuations in weakly perturbed stochastic pumps are shown to satis…
The McLennan-Zubarev steady state distribution is studied in the connection with fluctuation theorems. We derive the McLennan-Zubarev steady state distribution from the nonequilibrium detailed balance relation. Then, considering the cumulant function or cumulant functional, two fluctuation theorems for entropy and for currents are proved. Using the fluctuation theorem for currents, the current is expanded in terms of thermodynamic forces. In the lowest order of the thermodynamic force, we find that the transport coefficient satisfies the Onsager's reciprocal relation. In the next order, we der…
We investigate the total entropy production of a Brownian particle in a driven bistable system. This system exhibits the phenomenon of stochastic resonance. We show that in the time-periodic steady state, the probability density function for the total entropy production satisfies Seifert's integral and detailed fluctuation theorems over finite time trajectories.
In a nonequilibrium steady state, the violation of the fluctuation-dissipation theorem (FDT) is connected to breaking detailed balance. For the velocity correlations of a driven colloidal particle we calculate an explicit expression of the FDT violation. The equilibrium form of the FDT can be restored by measuring the velocity with respect to the local mean velocity.
The accurate determination of transport coefficients in numerical simulations is becoming increasingly important in a wide range of applications. Here we consider the linear response in systems driven away from thermal equilibrium into a non-equilibrium steady state with non-vanishing entropy production rate. A simple derivation of a general response formula is presented. For Markov processes we explicitly construct the conjugate quantities and discuss their relation with known response formulas. Emphasis is put on the formal analogy with thermodynamic potentials and some consequences are disc…
For systems in nonequilibrium steady states, a novel modulated Gaussian probability distribution is derived to incorporate a new phenomenon of biased current fluctuations, discovered by recent laboratory experiments and confirmed by molecular dynamics simulations. Our results consistently extend Onsager-Machlup fluctuation theory for systems in thermal equilibrium. Connections with the principles of Statistical Mechanics due to Boltzmann and Gibbs are discussed. At last, the modulated Gaussian distribution is of potential interest for other statistical disciplines, which make use of the Large …
When modelling driven steady states of matter, it is common practice either to choose transition rates arbitrarily, or to assume that the principle of detailed balance remains valid away from equilibrium. Neither of those practices is theoretically well founded. Hypothesising ergodicity constrains the transition rates in driven steady states to respect relations analogous to, but different from the equilibrium principle of detailed balance. The constraints arise from demanding that the design of any model system contains no information extraneous to the microscopic laws of motion and the macro…
Starting from the pioneering work of G. S. Agarwal [Zeitschrift für Physik 252, 25 (1972)], we present a unified derivation of a number of modified fluctuation-dissipation relations (MFDR) that relate response to small perturbations around non-equilibrium steady states to steady-state correlations. Using this formalism we show the equivalence of velocity forms of MFDR derived using continuum Langevin and discrete master equation dynamics. The resulting additive correction to the Einstein relation is exemplified using a flashing ratchet model of molecular motors.
An equivalence between non equilibrium steady states (NESS) driven by a time-independent force and stochastic pumps (SP) stirred by a time-varying conservative force is studied for general many-body diffusive systems. When the particle density and current of NESS are imitated by SP time-averaged counterparts, we prove that the entropy production rate in NESS is always greater than that of SP, provided that the conductivity of the particle current is concave as a function of the particle density. Searching for a SP protocol that saturates the entropy production bound reveals an unexpected conne…
When a Brownian object interacts with non-interacting gas particles under non-equilibrium conditions, the energy dissipation associated to the Brownian motion causes an additional force on the object as a `momentum transfer deficit'. This principle is demonstrated first by a new NESS model and then applied to several known models such as adiabatic piston for which simple explanation has been lacking.
Entropy production is one of the most important characteristics of non-equilibrium steady states. We study here the steady-state entropy production, both at short times as well as in the long-time limit, of two important classes of non-equilibrium systems: transport systems and reaction-diffusion systems. The usefulness of the mean entropy production rate and of the large deviation function of the entropy production for characterizing non-equilibrium steady states of interacting many-body systems is discussed. We show that the large deviation function displays a kink-like feature at zero entro…
Long-ranged correlations generically exist in non-equilibrium fluid systems. In the case of a non-equilibrium steady state caused by a temperature gradient the correlations are especially long-ranged and strong. The anomalous light scattering predicted to exist in these systems is well-confirmed by numerous experiments. Recently the Casimir force or pressure due to these fluctuations or correlations have been discussed in great detail. In this paper the notion of a Casimir work is introduced and a novel way to measure the non-equilibrium Casimir force is suggested. In particular, the non-equil…
We derive the generalized Green-Kubo relation and an integral form of the fluctuation theorem that apply to uniformly sheared granular systems in which microscopic time-reversal symmetry is broken. The former relation provides an exact representation of nonequilibrium steady-state properties as the integral of the time-correlation function describing transient dynamics from an initial quiescent towards a final sheared steady state. We also investigate implications of the integral fluctuation theorem on the approach towards the steady state and on the possible form of the steady-state distribut…
The fluctuation relation of the Gallavotti-Cohen Fluctuation Theorem (GCFT) concerns fluctuations in the phase space compression rate of dissipative, reversible dynamical systems. It has been proven for Anosov systems, but it is expected to apply more generally. This raises the question of which non-Anosov systems satisfy the fluctuation relation. We analyze time dependent fluctuations in the phase space compression rate of a class of N-particle systems that are at equilibrium or in near equilibrium steady states. This class does not include Anosov systems or isoenergetic systems, however, it …
A generalization of the fluctuation law (FL) ("theorem"), formulated in 1993 by Evans, Cohen and Morriss for a nonequilibrium steady state, on the chaotic Hamiltonian systems with equilibrium steady state in recent publication ba Evans, Searles and Mittag (cond-mat/0008421) is briefly discussed. We argue that the physical meaning of this law, as presented in the latter publication, is qualitatively different from the original one. Namely, the original FL concerns the local (in time) fluctuations with an intriguing result: a high probability for the "violation" of the Second Law. Instead, the n…
Motivated by fundamental issues in non-equilibrium statistical mechanics (NESM), we study the venerable susceptible-infected (SIS) model of disease spreading in an idealized, simple setting. Using Monte Carlo and analytic techniques, we consider a fully connected, uni-directional network of odd number of nodes, each having an equal number of in- and out-degrees. With the standard SIS dynamics at high infection rates, this system settles into an active non-equilibrium steady state. We find the exact probability distribution and explore its implications for NESM, such as the presence of persiste…
Stochastic processes that are randomly reset to an initial condition serve as a showcase to investigate non-equilibrium steady states. However, all existing results have been restricted to the special case of memoryless resetting protocols. Here, we obtain the general solution for the distribution of processes in which waiting times between reset events are drawn from an arbitrary distribution. This allows for the investigation of a broader class of much more realistic processes. As an example, our results are applied to the analysis of the efficiency of constrained random search processes.
The stochastic properties of the total internal energy of a dilute granular gas in the steady uniform shear flow state are investigated. A recent theory formulated for fluctuations about the homogeneous cooling state is extended by analogy with molecular systems. The theoretical predictions are compared with molecular dynamics simulation results. Good agreement is found in the limit of weak inelasticity, while systematic and relevant discrepancies are observed when the inelasticity increases. The origin of this behavior is discussed.
We consider effect of stochastic sources upon self-organization process being initiated with creation of the limit cycle. General expressions obtained are applied to the stochastic Lorenz system to show that departure from equilibrium steady state can destroy the limit cycle at certain relation between characteristic scales of temporal variation of principle variables. Noise induced resonance related to the limit cycle is found to appear if the fastest variations displays a principle variable, which is coupled with two different degrees of freedom or more.
Near equilibrium, small current fluctuations are described by a Gaussian with a linear-response variance regulated by the dissipation. Here, we demonstrate that dissipation still plays a dominant role in structuring large fluctuations arbitrarily far from equilibrium. In particular, we prove a linear-response-like bound on the large deviation function for currents in Markov jump processes. We find that nonequilibrium current fluctuations are always more likely than what is expected from a linear-response analysis. As a small-fluctuations corollary, we derive a recently-conjectured uncertainty …
A century ago, the foundations of equilibrium statistical mechanics were laid. For a system in equilibrium with a thermal bath, much is understood through the Boltzmann factor, exp{-H[C]/kT}, for the probability of finding the system in any microscopic configuration C. In contrast, apart from some special cases, little is known about the corresponding probabilities, if the same system is in contact with more than one reservoir of energy, so that, even in stationary states, there is a constant energy flux through our system. These non-equilibrium steady states display many surprising properties…
We explore the idea that non-equilibrium steady states breaking detailed balance are obtained by deforming trajectories (lines in space-time) that have been sampled in a reference system with stochastic dynamics obeying detailed balance, and we ask for the work required to perform this task. These geometric deformations are not arbitrary but arise through interactions with the environment, either the manipulation of conserved quantities by an external agent, or by their exchange with a work reservoir. This view allows to consistently model the breaking of detailed balance and the accompanying …
A modified fluctuation-dissipation-theorem (MFDT) for a non-equilibrium steady state (NESS) is experimentally checked by studying the position fluctuations of a colloidal particle whose motion is confined in a toroidal optical trap. The NESS is generated by means of a rotating laser beam which exerts on the particle a sinusoidal conservative force plus a constant non-conservative one. The MFDT is shown to be perfectly verified by the experimental data. It can be interpreted as an equilibrium-like fluctuation-dissipation relation in the Lagrangian frame of the mean local velocity of the particl…
The various versions of cond-mat/0312353 discuss results obtained by me&coworkers in the last decade. I have received requests to comment on the paper and the comments are collected here, including some that I tried to point in the course of discussions that can be found in the web page http://ipparco.roma1.infn.it
We present a theoretical framework to understand a modified fluctuation-dissipation theorem valid for systems close to non-equilibrium steady-states and obeying markovian dynamics. We discuss the interpretation of this result in terms of trajectory entropy excess. The framework is illustrated on a simple pedagogical example of a molecular motor. We also derive in this context generalized Green-Kubo relations similar to the ones derived recently by Seifert., Phys. Rev. Lett., 104, 138101 (2010) for more general networks of biomolecular states.
Acceleration of relaxation toward a fixed stationary distribution via violation of detailed balance was reported in the context of a Markov chain Monte Carlo method recently. Inspired by this result, systematic methods to violate detailed balance in Langevin dynamics were formulated by using exponential and rotational nonconservative forces. In the present paper, we accentuate that such specific nonconservative forces relate to the large deviation of total heat in an equilibrium state. The response to these nonconservative forces can be described by the intrinsic fluctuation of the total heat …
We experimentally study the fluctuations of the work done by an external Gaussian random force on two different stochastic systems coupled to a thermal bath: a colloidal particle in an optical trap and an atomic force microscopy cantilever. We determine the corresponding probability density functions for different random forcing amplitudes ranging from a small fraction to several times the amplitude of the thermal noise. In both systems for sufficiently weak forcing amplitudes the work fluctuations satisfy the usual steady state fluctuation theorem. As the forcing amplitude drives the system f…
We develop a unified treatment of pumping and nonequilibrium thermodynamics. We show that the pumping current generated through an adiabatic mechanical operation in equilibrium can be expressed in terms of the stationary distribution of the corresponding driven nonequilibrium system. We also show that the total transfer in pumping can be evaluated from the work imported to the driven counterpart. These findings lead us to a unified viewpoint for pumping and nonequilibrium thermodynamics.
We consider overdamped diffusion processes driven out of thermal equilibrium and we analyze their dynamical steady fluctuations. We discuss the thermodynamic interpretation of the joint fluctuations of occupation times and currents; they incorporate respectively the time-symmetric and the time-antisymmetric sector of the fluctuations. We highlight the canonical structure of the joint fluctuations. The novel concept of traffic complements the entropy production for the study of the occupation statistics. We explain how the occupation and current fluctuations get mutually coupled out of equilibr…
We study the steady state of a finite XX chain coupled at its boundaries to quantum reservoirs made of free spins that interact one after the other with the chain. The two-point correlations are calculated exactly and it is shown that the steady state is completely characterized by the magnetization profile and the associated current. Except at the boundary sites, the magnetization is given by the average of the reservoirs' magnetizations. The steady state current, proportional to the difference in the reservoirs' magnetizations, shows a non-monotonous behavior with respect to the system-reser…
We consider a particle, confined to a moving harmonic potential, under the influence of friction and external asymmetric Poissonian shot noise (PSN). We study the fluctuations of the work done to maintain this system in a nonequilibrium steady state. PSN generalizes the usual Gaussian noise and can be considered to be a paradigm of external noise, where fluctuation and dissipation originate from physically independent mechanisms. We consider two scenarios: (i) the noise is given purely by PSN and (ii) in addition to PSN the particle is subject to white Gaussian noise. In both cases we derive e…
The connection between dissipation and symmetry breaking is a long-standing enigma in statistical physics. It is intimately connected to the quest of a non-equilibrium functional whose minimization gives the non-equilibrium steady state (NESS). Writing down such a functional, we show that, in the presence of additive noise, any NESS is characterized by the minimum entropy production compatible with the maximum dissipation along cycles in the trajectory space. This result sheds light on the excess entropy production principle and the onset of chiral symmetry breaking out-of-equilibrium, indicat…
Using a generalisation of the detailed balance for systems maintained out of equilibrium by contact with 2 reservoirs at unequal temperatures or at unequal densities, we recover the fluctuation theorem for the large deviation funtion of the current. For large diffusive systems, we show how the large deviation funtion of the current can be computed using a simple additivity principle. The validity of this additivity principle and the occurence of phase transitions are discussed in the framework of the macroscopic fluctuation theory.
The Mpemba effect denotes an anomalous relaxation phenomenon where a system initially at a hot temperature cools faster than a system that starts at a less elevated temperature. We introduce an isothermal analog of this effect for a system prepared in a non-equilibrium steady state that then relaxes towards equilibrium. Here, the driving strength, which determines the initial non-equilibrium steady state, takes the role of the temperature in the original version. As a paradigm, we consider a particle initially driven by a non-conservative force along a one-dimensional periodic potential. We sh…
We present a unified and simple method for deriving work theorems for classical and quantum Hamiltonian systems, both under equilibrium conditions and in a steady state. Throughout the paper, we adopt the partitioning of the total Hamiltonian into the system part, the bath part, and their coupling. We rederive many equalities which are available in the literature and obtain a number of new equalities for nonequilibrium classical and quantum systems. Our results can be useful for determining partition functions and (generalized) free energies through simulations and/or measurements performed on…
In non-equilibrium steady states (NESS) far from equilibrium, it is known that the Einstein relation is violated. Then, the ratio of the diffusion coefficient to the mobility is called an effective temperature, and the physical relevance of this effective temperature has been studied in several works. Although the physical relevance is not yet completely clear, it has been found that the role of an effective temperature in NESS is indeed analogous to that of the temperature in equilibrium systems in a number of respects. In this paper, we find further evidence establishing this analogy. We emp…
We examine how systems in non-equilibrium steady states close to a continuous phase transition can still be described by a Landau potential if one forgoes the assumption of analyticity. In a system simultaneously coupled to several baths at different temperatures, the non-analytic potential arises from the different density of states of the baths. In periodically driven-dissipative systems, the role of multiple baths is played by a single bath transferring energy at different harmonics of the driving frequency. The mean-field critical exponents become dependent on the low-energy features of th…
We study the effects of the finite number of experimental data on the computation of a generalized fluctuation-dissipation relation around a nonequilibrium steady state of a Brownian particle in a toroidal optical trap. We show that the finite sampling has two different effects, which can give rise to a poor estimate of the linear response function. The first concerns the accessibility of the generalized fluctuation-dissipation relation due to the finite number of actual perturbations imposed to the control parameter. The second concerns the propagation of the error made at the initial samplin…
A generalization of the Onsager-Machlup theory from equilibrium to nonequilibrium steady states and its connection with recent fluctuation theorems are discussed for a dragged particle restricted by a harmonic potential in a heat reservoir. Using a functional integral approach, the probability functional for a path is expressed in terms of a Lagrangian function from which an entropy production rate and dissipation functions are introduced, and nonequilibrium thermodynamic relations like the energy conservation law and the second law of thermodynamics are derived. Using this Lagrangian function…
A fluctuation relation for heat engines (FRHE) has been derived recently. In the beginning, the system is in contact with the cooler bath. The system is then coupled to the hotter bath and external parameters are changed cyclically, eventually bringing the system back to its initial state, once the coupling with the hot bath is switched off. In this work, we lift the condition of initial thermal equilibrium and derive a new fluctuation relation for the central system (heat engine) being in a time-periodic steady state (TPSS). Carnot's inequality for classical thermodynamics follows as a direct…
We derive a simple closed analytical expression for the total entropy production along a single stochastic trajectory of a Brownian particle diffusing on a periodic potential under an external constant force. By numerical simulations we compute the probability distribution functions of the entropy and satisfactorily test many of the predictions based on Seifert's integral fluctuation theorem. The results presented for this simple model clearly illustrate the practical features and implications derived from such a result of nonequilibrium statistical mechanics.
Suppose that a point-like steady source at $x=0$ injects particles into a half-infinite line. The particles diffuse and die. At long times a non-equilibrium steady state sets in, and we assume that it involves many particles. If the particles are non-interacting, their total number $N$ in the steady state is Poisson-distributed with mean $\bar{N}$ predicted from a deterministic reaction-diffusion equation. Here we determine the most likely density history of this driven system conditional on observing a given $N$. We also consider two prototypical examples of \emph{interacting} diffusing parti…
We use the work done on and the heat removed from a system to maintain it in a nonequilibrium steady state for a thermodynamic-like description of such a system as well as of its fluctuations. Based on a generalized Onsager-Machlup theory for nonequilibrium steady states we indicate two ambiguities, not present in an equilibrium state, in defining such work and heat: one due to a non-uniqueness of time-reversal procedures and another due to multiple possibilities to separate heat into work and an energy difference in nonequilibrium steady states. As a consequence, for such systems, the work an…
We analyze the fluctuations of the steady state profiles in the modulated phase of the ABC model. For a system of $L$ sites, the steady state profiles move on a microscopic time scale of order $L^3$. The variance of their displacement is computed in terms of the macroscopic steady state profiles by using fluctuating hydrodynamics and large deviations. Our analytical prediction for this variance is confirmed by the results of numerical simulations.
One of the key features of non-equilibrium steady states (NESS) is the presence of nontrivial probability currents. We propose a general classification of NESS in which these currents play a central distinguishing role. As a corollary, we specify the transformations of the dynamic transition rates which leave a given NESS invariant. The formalism is most transparent within a continuous time master equation framework since it allows for a general graph-theoretical representation of the NESS. We discuss the consequences of these transformations for entropy production, present several simple exam…
We study a class of non-equilibrium lattice models describing local redistributions of a globally conserved quantity, which is interpreted as an energy. A particular subclass can be solved exactly, allowing to define a statistical temperature T_{th} along the same lines as in the equilibrium microcanonical ensemble. We compute the response function and find that when the fluctuation-dissipation relation is linear, the slope T_{FD}^{-1} of this relation differs from the inverse temperature T_{th}^{-1}. We argue that T_{th} is physically more relevant than T_{FD}, since in the steady-state regim…
Recently Prosen and Mejía-Monasterio (J. Phys. A: Math. Theor. 49 (2016) 185003) obtained exact nonequilibrium steady states of an integrable and reversible cellular automaton driven by some stochastic boundary conditions. In this paper, we explore the possible extensions of their method by generalizing the boundary conditions. As the result, we find two cases where such an extension is possible. One is the case where a special condition is satisfied in a generalized boundary condition. The other is obtained by considering a conserved quantity as energy and boundaries as heat reservoirs. The l…
In contrast to equilibrium systems, non-equilibrium steady states depend explicitly on the underlying dynamics. Using Monte Carlo simulations with Metropolis, Glauber and heat bath rates, we illustrate this expectation for an Ising lattice gas, driven far from equilibrium by an `electric' field. While heat bath and Glauber rates generate essentially identical data for structure factors and two-point correlations, Metropolis rates give noticeably weaker correlations, as if the `effective' temperature were higher in the latter case. We also measure energy histograms and define a simple ratio whi…
We consider a non-interacting one-dimensional gas accelerated by a constant and uniform external field. The energy absorbed from the field is transferred via elastic collisions to a bath of scattering obstacles. At gas-obstacle encounters the particles of the gas acquire a fixed kinetic energy. The approach to the resulting stationary state is studied within the Boltzmann kinetic theory. It is shown that the long time behavior is governed by the hydrodynamic mode of diffusion superposed on a convective flow. The diffusion coefficient is analytically calculated for any value of the field showin…
We study a mass transport model on a ring with parallel update, where a continuous mass is randomly redistributed along distinct links of the lattice, choosing at random one of the two partitions at each time step. The redistribution process on a given link depends on the masses on both sites, at variance with the Zero Range Process and its continuous mass generalizations. We show that the steady-state distribution takes a simple non-factorized form that can be written as a sum of two inhomogeneous product measures. A factorized measure is recovered for a symmetric mass redistribution, corresp…
We present a method for the calculation of asymptotic operators for nonequilibrium steady-state quantum systems. The asymptotic steady-state operator is obtained by averaging the corresponding operator in Heisenberg representation over infinitely long time. Several examples are considered to demonstrate the utility of our method. The results obtained within our approach are compared to those obtained within the Schwinger-Keldysh nonequilibrium Green's functions.
