We derive the fluctuating hydrodynamic equation for the number and momentum densities exactly from the underdamped Langevin equation. This derivation is an extension of the Kawasaki-Dean formula in underdamped case. The steady state probability distribution of the number and momentum densities field can be expressed by the kinetic and potential energies. In the massless limit, the obtained fluctuating hydrodynamic equation reduces to the Kawasaki-Dean equation. Moreover, the derived equation corresponds to the field equation derived from the canonical equation when the friction coefficient is zero.
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.
In Stochastic Thermodynamics, heat is a random variable with a probability distribution associated. Studies of the distribution of heat are mostly in the overdamped regime and in one dimension. Here we solve the heat distribution in the underdamped regime for three different cases: the free particle, the linear potential, and the harmonic potential. All of them in arbitrary dimensions. The results are exact and generalize known results in the literature.
The critical step in a molecular process is often a rare-event and has to be simulated by an enhanced sampling protocol. Recovering accurate dynamical estimates from such biased simulation is challenging. Girsanov reweighting is a method to reweight dynamic properties formulated as path expected values. The path probability is calculated at the time-step resolution of the molecular-dynamics integrator. But the theory is largely limited to overdamped Langevin dynamics. For underdamped Langevin dynamics, the absolute continuity of the path probability ratio for the biased and unbiased potential …
Recently, it has been shown that there is a trade-off relation between thermodynamic cost and current fluctuations, referred to as the thermodynamic uncertainty relation (TUR). The TUR has been derived for various processes, such as discrete-time Markov jump processes and overdamped Langevin dynamics. For underdamped dynamics, it has recently been reported that some modification is necessary for application of the TUR. In this study, we present a more generalized TUR, applicable to a system driven by a velocity-dependent force in the context of underdamped Langevin dynamics, by extending the t…
We derive bounds on the precision of fluctuating currents, which are valid for the steady state of underdamped Langevin dynamics. These bounds provide a generalization of the overdamped thermodynamic uncertainty relation to the finite-mass regime. In the overdamped case, the precision of a current is bounded by the entropy production. By contrast, the underdamped bound acquires two additional positive terms, which characterize the local mean acceleration and the fluctuations of the velocity. We generalize the bound to the cases of a magnetic field and anisotropic temperature, and derive a join…
A trade-off between the precision of an arbitrary current and the dissipation, known as the thermodynamic uncertainty relation, has been investigated for various Markovian systems. Here, we study the thermodynamic uncertainty relation for underdamped Langevin dynamics. By employing information inequalities, we prove that, for such systems, the relative fluctuation of a current at a steady state is constrained by both the entropy production and the average dynamical activity. We find that, unlike what is the case for overdamped dynamics, the dynamical activity plays an important role in the bou…
We use a one-dimensional two layer model with a semi-permeable membrane to study the diffusion of a therapeutic drug delivered from a drug-eluting stent (DES). The rate of drug transfer from the stent coating to the arterial wall is calculated by using underdamped Langevin dynamics simulations. Our results reveal that the membrane has virtually no delay effect on the rate of delivery from the DES. The work demonstrates the great potential of underdamped Langevin dynamics simulations as an easy to implement, efficient, method for solving complicated diffusion problems in systems with a spatiall…
Thermodynamic uncertainty relation (TUR) provides a stricter bound for entropy production (EP) than that of the thermodynamic second law. This stricter bound can be utilized to infer the EP and derive other trade-off relations. Though the validity of the TUR has been verified in various stochastic systems, its application to general Langevin dynamics has not been successful in a unified way, especially for underdamped Langevin dynamics, where odd parity variables in time-reversal operation such as velocity get involved. Previous TURs for underdamped Langevin dynamics is neither experimentally …
The diffusion behavior of particles moving in complex heterogeneous environment is a very topical issue. We characterize particle's trajectory via an underdamped Langevin system driven by a Gaussian white noise with a time dependent diffusivity of velocity, together with a random relaxation timescale $τ$ to parameterize the effect of complex medium. We mainly concern how the random parameter $τ$ influences the diffusion behavior and ergodic property of this Langevin system. Besides, the comparison between the fixed and random initial velocity $v_0$ is conducted to show the effect of different …
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）
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…
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…
The mean-square displacement (MSD) is widely utilized to study the dynamical properties of stochastic processes. The time-averaged MSD (TAMSD) provides some information on the dynamics which cannot be extracted from the ensemble-averaged MSD. In particular, the relative standard deviation (RSD) of the TAMSD can be utilized to study the long time relaxation behavior. In this work, we consider a class of Langevin equations which are multiplicatively coupled to time-dependent and fluctuating diffusivities. Various interesting dynamics models such as entangled polymers and supercooled liquids can …
The transport properties of Brownian ratchet was studied in the presence of stochastic intensity noise (SIN) in both overdamped and underdamped regimes. In the overdamped case, analytical solution using the matrix continued fraction method revealed the existence of a maximum current when the noise intensity fluctuates on intermediate time scale regions. Similar effects were observed for the underdamped case by Monte Carlo simulations. The optimal time-correlation for the Brownian transport coincided with the experimentally observed time-correlation of the extrinsic noise in Esherichia coli gen…
It is quite generally assumed that the overdamped Langevin equation provides a quantitative description of the dynamics of a classical Brownian particle in the long time limit. We establish and investigate a paradigm anomalous diffusion process governed by an underdamped Langevin equation with an explicit time dependence of the system temperature and thus the diffusion and damping coefficients. We show that for this underdamped scaled Brownian motion (UDSBM) the overdamped limit fails to describe the long time behaviour of the system and may practically even not exist at all for a certain rang…
A generalized Langevin equation with fluctuating diffusivity (GLEFD) is proposed, and it is shown that the GLEFD satisfies a generalized fluctuation-dissipation relation. If the memory kernel is a power law, the GLEFD exhibits anomalous subdiffusion, non-Gaussianity, and stretched-exponential relaxation. The case in which the memory kernel is given by a single exponential function is also investigated as an analytically tractable example. In particular, the mean-square displacement and the self-intermediate-scattering function of this system show plateau structures. A numerical scheme to integ…
We demonstrate that a Langevin equation that describes the motion of a Brownian particle under non-equilibrium conditions can be exactly transformed to a special equation that explicitly exhibits the response of the velocity to a time dependent perturbation. This transformation is constructed on the basis of an operator formulation originally used in nonlinear perturbation theory for differential equations by extending it to stochastic analysis. We find that the obtained expression is useful for the calculation of fundamental quantities of the system, and that it provides a physical basis for …
Motivated to understand the asymptotic behavior of periodically driven thermodynamic systems, we study the prototypical example of Brownian particle, overdamped and underdamped, in harmonic potentials subjected to periodic driving. The harmonic strength and the coefficients of drift and diffusion are all taken to be $T$-periodic. We obtain the asymptotic distributions almost exactly treating driving nonperturbatively. In the underdamped case, we exploit the underlying $SL_2$ symmetry to obtain the asymptotic state, and study the dynamics and fluctuations of energies and entropy. We further obt…
In a description of physical systems with Langevin equations, interacting degrees of freedom are usually coupled through symmetric parameter matrices. This coupling symmetry is a consequence of time-reversal symmetry of the involved conservative forces. If coupling parameters fluctuate randomly, the resulting noise is called multiplicative. For example, mechanical oscillators can be coupled through a fluctuating, symmetric matrix of spring "constants". Such systems exhibit well-studied instabilities. In this note, we study the complementary case of antisymmetric, time-reversal symmetry breakin…
Anomalous statistics in the Langevin equation with fluctuating diffusivity: from Brownian yet non-Gaussian diffusion to anomalous diffusion and ergodicity breaking
The Langevin equation with multiplicative noise and state-dependent transport coefficient has to be always complemented with the proper interpretation rule of the noise, such as the Ito and Stratonovich conventions. Although the mathematical relationship between the different rules and how to translate from one rule to another are well-established, it still remains controversial what is a more {\it physically} natural rule. In this communication, we derive the overdamped Langevin equation with multiplicative noise for Brownian particles, by systematically eliminating the fast degrees of freedo…
Recently, anomalous subdiffusion, aging, and scatter of the diffusion coefficient have been reported in many single-particle-tracking experiments, though origins of these behaviors are still elusive. Here, as a model to describe such phenomena, we investigate a Langevin equation with diffusivity fluctuating between a fast and a slow state. We assume that the sojourn time distributions of these two states are given by power laws. It is shown that, for a non-equilibrium ensemble, the ensemble-averaged mean square displacement (MSD) shows transient subdiffusion. In contrast, the time-averaged MSD…
We study a relaxation behavior of an Ornstein-Uhlenbeck (OU) process with a time-dependent and fluctuating diffusivity. In this process, the dynamics of a position vector is modeled by the Langevin equation with a linear restoring force and a fluctuating diffusivity (FD). This process can be interpreted as a simple model of the relaxational dynamics with internal degrees of freedom or in a heterogeneous environment. By utilizing the functional integral expression and the transfer matrix method, we show that the relaxation function can be expressed in terms of the eigenvalues and eigenfunctions…
After establishing stochastic thermodynamics for underdamped Langevin systems in contact with multiple reservoirs, we derive its overdamped limit using timescale separation techniques. The overdamped theory is different from the naive theory that one obtains when starting from overdamped Langevin or Fokker-Planck dynamics and only coincide with it in presence of a single reservoir. The reason is that the coarse-grained fast momenta dynamics reaches a nonequilibrium state which conducts heat in presence of multiple reservoirs. The underdamped and overdamped theory are both shown to satisfy fund…
We study a granular gas heated by a stochastic thermostat in the dilute limit. Starting from the kinetic equations governing the evolution of the correlation functions, a Boltzmann-Langevin equation is constructed. The spectrum of the corresponding linearized Boltzmann-Fokker-Planck operator is analyzed, and the equation for the fluctuating transverse velocity is derived in the hydrodynamic limit. The noise term (Langevin force) is thus known microscopically and contains two terms: one coming from the thermostat and the other from the fluctuating pressure tensor. At variance with the free cool…
In molecular dynamics simulations and single molecule experiments, observables are usually measured along dynamic trajectories and then averaged over an ensemble ("bundle") of trajectories. Under stationary conditions, the time-evolution of such averages is described by the generalized Langevin equation. In contrast, if the dynamics is not stationary, it is not a priori clear which form the equation of motion for an averaged observable has. We employ the formalism of time-dependent projection operator techniques to derive the equation of motion for a non-equilibrium trajectory-averaged observa…
We construct Langevin equations describing the fluctuations of the tensor order parameter $Q_{αβ}$ in nematic liquid crystals by adding noise terms to time-dependent variational equations that follow from the Ginzburg-Landau-de Gennes free energy. The noise is required to preserve the symmetry and tracelessness of the tensor order parameter and must satisfy a fluctuation-dissipation relation at thermal equilibrium. We construct a noise with these properties in a basis of symmetric traceless matrices and show that the Langevin equations can be solved numerically in this basis using a stochastic…
In this paper, we study the diffusive limit of solutions to the generalized Langevin equation (GLE) in a periodic potential. Under the assumption of quasi-Markovianity, we obtain sharp longtime equilibration estimates for the GLE using techniques from the theory of hypocoercivity. We then prove asymptotic results for the effective diffusion coefficient in three limiting regimes: the short memory, the overdamped and the underdamped limits. Finally, we employ a recently developed spectral numerical method in order to calculate the effective diffusion coefficient for a wide range of (effective) f…
Dynamical random walk of classical particle in thermodynamically equilibrium fluctuating medium, - Gaussian random potential field, - is considered in the framework of explicit stochastic representation of deterministic interactions. We discuss corresponding formally exact Langevin equations for the particle's trajectory and show that Marcovian kinetic equation approximation to them is inadequate, - even (and especially) in case of spatially-temporally short-correlated field, - since ignores such actual effects of exponential instability of the trajectory (in respect to small perturbations) as…
Starting from the kinetic equations for the fluctuations and correlations of a dilute gas of inelastic hard spheres or disks, a Boltzmann-Langevin equation for the one-particle distribution function of the homogeneous cooling state is constructed. This equation is the linear Boltzmann equation with a fluctuating white noise term. Balance equations for the fluctuating hydrodynamic fields are derived. New fluctuating forces appear as compared with the elastic limit. The particular case of the transverse velocity field is investigated in detail. Its fluctuations can be described by means of a Lan…
The propulsion of active particles by self-diffusiophoresis is driven by asymmetric catalytic reactions on the particle surface that generate a mechanochemical coupling between the fluid velocity and the concentration fields of fuel and product in the surrounding solution. Because of thermal and molecular fluctuations in the solution, the motion of micrometric or submicrometric active particles is stochastic. Coupled Langevin equations describing the translation, rotation, and reaction of such active particles are deduced from fluctuating chemohydrodynamics and fluctuating boundary conditions …
We consider the motion of a Brownian particle moving in a potential field and driven by dichotomous noise with exponential correlation. Traditionally, the analytic as well as the numerical treatments of the problem, in general, rely on Fokker-Planck description. We present a method for direct numerical simulation of dichotomous noise to solve the Langevin equation. The method is applied to calculate nonequilibrium fluctuation induced current in a symmetric periodic potential using asymmetric dichotomous noise and compared to Fokker-Planck-Master equation based algorithm for a range of paramete…
Recent experiments on Brownian colloidal particles have been studied theoretically in terms of overdamped Langevin equations with multiplicative white noise using an unconventional stochastic interpretation. Complementary numerical simulations of the same system are well described using the conventional Stratonovich interpretation. Here we address this dichotomy from a more generic starting point: the underdamped Langevin equation and its corresponding Fokker--Planck equation.
The dynamics of a single fluid bilayer membrane in an external hydrodynamic flow field is considered. The deterministic equation of motion for the configuration is derived taking into account both viscous dissipation in the surrounding liquid and local incompressibility of the membrane. For quasi-spherical vesicles in shear flow, thermal fluctuations can be incorporated in a Langevin-type equation of motion for the deformation amplitudes. The solution to this equation shows an overdamped oscillatory approach to a stationary tanktreading shape. Inclination angle and ellipiticity of the contour …
In this paper, we propose a new derivation for the Green-Kubo relationship for the liquid-solid friction coefficient, characterizing hydrodynamic slippage at a wall. It is based on a general Langevin approach for the fluctuating wall velocity, involving a non-markovian memory kernel with vanishing time integral. The calculation highlights some subtleties of the wall-liquid dynamics, leading to superdiffusive motion of the fluctuating wall position.
We present a novel hybrid but thermodynamic approach to provide an alternative to the Langevin equation by using system-intrinsic (SI) microwork done by the Brownian particle in the kth microstate (realization). The corresponding SI-microforce is unique to the microstate and determines the microscopic equation of motion for it. Being a thermodynamic approach, the equipartition theorem is always satisfied and no additional stochastic Langevin force is needed. We determine instantaneous and long-time averages of useful quantities and thus provide a new unified approach to the fluctuating motion …
We study the dynamics of Brownian particles in a heterogeneous one-dimensional medium with a spatially-dependent diffusion coefficient of the form $D(x)\sim |x|^c$, at constant temperature. The particle's probability distribution function (PDF) is calculated both analytically, by solving Fick's diffusion equation, and from numerical simulations of the underdamped Langevin equation. At large times, the PDFs calculated by both approaches yield identical results, corresponding to subdiffusion for $c<0$, and superdiffusion for $0<c<1$. For $c>1$, the diffusion equation predicts that the particles …
We study the transport properties of dilute electrolyte solutions on the basis of the fluctuating hydrodynamic equation, which is a set of nonlinear Langevin equations for the ion densities and flow velocity. The nonlinearity of the Langevin equations generally leads to effective kinetic coefficients for the deterministic dynamics of the average ion densities and flow velocity; the effective coefficients generally differ from the counterparts in the Langevin equations and are frequency-dependent. Using the path-integral formalism involving auxiliary fields, we perform systematic perturbation c…
The classical theory of Brownian dynamics follows from coarse-graining the underlying linearized fluctuating hydrodynamics of the solvent. We extend this procedure to globally non-isothermal conditions, requiring only a local thermal equilibration of the solvent. Starting from the conservation laws, we establish the stochastic equations of motion for the fluid momentum fluctuations in the presence of a suspended Brownian particle. These are then contracted to the non-isothermal generalized Langevin description of the suspended particle alone, for which the coupling to stochastic temperature fl…
We study stochastic dynamics of a point and extended inclusion within a one dimensional confined active viscoelastic gel. We show that the dynamics of a point inclusion can be described by a Langevin equation with a confining potential and multiplicative noise. Using a systematic adiabatic elimination over the fast variables, we arrive at an overdamped equation with a proper definition of the multiplicative noise. To highlight various features and to appeal to different biological contexts, we treat the inclusion in turn as a rigid extended element, an elastic element and a viscoelastic (Kelvi…
We report a hybrid numerical method for the solution of the model H fluctuating hydrodynamic equations for binary mixtures. The momentum conservation equations with Landau-Lifshitz stresses are solved using the fluctuating lattice Boltzmann equation while the order parameter conservation equation with Langevin fluxes are solved using the stochastic method of lines. Two methods, based on finite difference and finite volume, are proposed for spatial discretisation of the order parameter equation. Special care is taken to ensure that the fluctuation-dissipation theorem is maintained at the lattic…
We show that in driven systems the Gaussian nature of the fluctuating force and time-reversibility are equivalent properties. This result together with the potential condition of the external force drastically restricts the form of the probability distribution function, which can be shown to satisfy time-independent relations. We have corroborated this feature by explicitly analyzing a model for the stretching of a polymer and a model for a suspension of non-interacting Brownian particles in steady flow.
We present a generalized Gross-Pitaevskii equation that describes also the dissipative dynamics of a trapped partially Bose condensed gas. It takes the form of a complex nonlinear Schrödinger equation with noise. We consider an approximation to this Langevin field equation that preserves the correct equilibrium for both the condensed and the noncondensed parts of the gas. We then use this formalism to describe the reversible formation of a one-dimensional Bose condensate, and compare with recent experiments. In addition, we determine the frequencies and the damping of collective modes in this …
We study fluctuating dynamics of a freely movable piston that separates an infinite cylinder into two regions filled with ideal gas particles at the same pressure but different temperatures. To investigate statistical properties of the time-averaged velocity of the piston in the long-time limit, we perturbatively calculate the large deviation function of the time-averaged velocity. Then, we derive an infinite number of effective Langevin equations yielding the same large deviation function as in the original model. Finally, we provide two possibilities for uniquely determining the form of the …
We propose a mathematical model to describe the athermal fluctuations of thin sheets driven by the type of random driving that might be experienced prior to weak crumpling. The model is obtained by merging the Föppl-von Kármán equations from elasticity theory with techniques from out-of-equilibrium statistical physics to obtain a nonlinear strongly coupled $ϕ^{4}$-Langevin field equation with spatially varying kernel. With the aid of the self-consistent expansion (SCE), this equation is analytically solved for the structure factor of a fluctuating sheet. In contrast to previous research which …
Energy transport equations are derived directly from full molecular dynamics models as coarse-grained description. With the local energy chosen as the coarse-grained variables, we apply the Mori-Zwanzig formalism to derive a reduced model, in the form of a generalized Langevin equation. A Markovian embedding technique is then introduced to eliminate the history dependence. In sharp contrast to conventional energy transport models, this derivation yields {\it stochastic} dynamics models for the spatially averaged energy. We discuss the approximation of the random force using both additive and m…
We recently showed that the dynamics of coarse-grained observables in systems out of thermal equilibrium are governed by the non-stationary generalized Langevin equation [J. Chem. Phys. 147, 214110 (2017), J. Chem. Phys. 150, 174118 (2019)]. The derivation we presented in these two articles was based on the assumption that the dynamics of the microscopic degrees of freedom was deterministic. Here we extend the discussion to stochastic microscopic dynamics. The fact that the non-stationary Generalized Langevin Equation also holds for stochastic processes implies that methods designed to estimat…
Field theories for the one-body density of an active fluid, such as the paradigmatic active model B+, are simple yet very powerful tools for describing phenomena such as motility-induced phase separation. No comparable theory has been derived yet for the underdamped case. In this work, we introduce active model I+, an extension of active model B+ to particles with inertia. The governing equations of active model I+ are systematically derived from the microscopic Langevin equations. We show that, for underdamped active particles, thermodynamic and mechanical definitions of the velocity field no…
We present an insightful ``derivation'' of the Langevin equation and the fluctuation dissipation theorem in the specific context of a heavier particle moving through an ideal gas of much lighter particles. The Newton's Law of motion ($m{\ddot x}=F$) for the heavy particle reduces to a Langevin equation (valid on a coarser time scale) with the assumption that the lighter gas particles follow a Boltzmann velocity distribution. Starting from the kinematics of the random collisions we show that (1) the average force $<F> \propto -{\dot x}$ and (2) the correlation function of the fluctuating force …
