Using the recently derived Dissipation Theorem and a corollary of the Transient Fluctuation Theorem (TFT), namely the Second Law Inequality, we derive the unique time independent, equilibrium phase space distribution function for an ergodic Hamiltonian system in contact with a remote heat bath. We prove under very general conditions that any deviation from this equilibrium distribution breaks the time independence of the distribution. Provided temporal correlations decay, and the system is ergodic, we show that any nonequilibrium distribution that is an even function of the momenta, eventually relaxes (not necessarily monotonically) to the equilibrium distribution. Finally we prove that the negative logarithm of the microscopic partition function is equal to the thermodynamic Helmholtz free energy divided by the thermodynamic temperature and Boltzmann's constant. Our results complement and extend the findings of modern ergodic theory and show the importance of dissipation in the process of relaxation towards equilibrium.
A dynamical theory for the organization and dissipation of a current in a non-equilibrium fluid near equilibrium is presented. This is based on the Lyapunov exponents of the phase space of the system.
We study aging dynamics in two non-disordered spin models with multi-spin interactions, following a sudden quench to low temperature. The models are relevant to the physics of supercooled liquids. Their low temperature dynamics resemble those of kinetically constrained models, and obey dynamical scaling, controlled by zero-temperature critical points. Dynamics in both models are thermally activated, resulting in multi-stage relaxation towards equilibrium. We study several two-time correlation and response functions. We find that equilibrium fluctuation-dissipation relations are generically not…
We study a symmetry broken harmonic oscillator in contact with a heat bath characterized by a fixed temperature. The overdampped system is solved exactly to show symmetry broken directed transport raising the question whether fluctuation-dissipation relation does guarantee equilibrium.
The thermal transport properties of a two dimensional Fermi gas are explored, for the full range of temperatures and densities. The heat flux is established by solving the Uehling-Uhlebeck equation using a relaxation approximation given by Marle's collisional kernel and considering the temperature and chemical potential gradients as independent thermodynamic forces. It is shown that the corresponding transport coefficients are proportional to each other, which leads to the possibility of defining a generalized thermal force and a single transport coefficient. The behavior of such conductivity …
We describe the first observations on the time-dependent dissipation when the drive level of a torsional oscillator containing solid He-4 is abruptly changed. The relaxation of dissipation in solid He-4 shows rich dynamical behavior including exponential and logarithmic time-dependent decays, hysteresis, and memory effects.
We generalize to non equilibrium states Onsager's minimum dissipation principle. We also interpret this principle and some previous results in terms of optimal control theory. Entropy production plays the role of the cost necessary to drive the system to a prescribed macroscopic configuration.
For systems in equilibrium at a temperature $T$, thermal noise and energy damping are related to $T$ through the fluctuation-dissipation theorem (FDT). We study here an extension of the FDT to an out of equilibrium steady state: a microcantilever subject to a constant heat flux. The resulting thermal profile in this spatially extended system interplays with the local energy dissipation field to prescribe the amplitude of mechanical fluctuations. Using three samples with different damping profiles (localized or distributed), we probe this approach and experimentally demonstrate the link between…
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…
We extend certain basic and general concepts of thermodynamics to discrete Markov systems exchanging work and heat with reservoirs. In this framework we show that the celebrated Clausius inequality can be generalized and becomes an equality, significantly extending several recent results. We further show that achieving zero dissipation in a system implies that detailed balance obtains, and as a consequence there is zero power production. We obtain inequalities for power production under more general circumstances and show that near equilibrium obtaining maximum power production requires dissip…
We investigate universal features of the off-equilibrium sequential and conservative fragmentation processes with the dissipative effects which are simulated by the Gaussian random inactivation process. The relation between the fragment multiplicity scaling law and the fragment size distribution is studied and a dependence of scaling exponents on the parameters of fragmentation and inactivation rate functions is established.
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 …
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.
In this Article we review some recent progresses in the field of non-equilibrium linear response theory. We show how a generalization of the fluctuation-dissipation theorem can be derived for Markov processes, and discuss the Cugliandolo-Kurchan \cite{Cugliandolo93} fluctuation dissipation relation for aging systems and the theorem by Franz {\it et. al.} \cite{Franz98} relating static and dynamic properties. We than specialize the subject to phase-ordering systems examining the scaling properties of the linear response function and how these are determined by the behavior of topological defect…
We derive generalized Fluctuation-Dissipation Relations (FDR) holding for a general stochastic dynamics that includes as subcases both equilibrium models for passive colloids and non-equilibrium models used to describe active particles. The relations reported here differ from previous formulations of the FDR because of their simplicity: they require only the microscopic knowledge of the dynamics instead of the whole expression of the steady-state probability distribution function that, except for linear interactions, is unknown for systems displaying non-vanishing currents. From the response f…
We evaluate the relaxation time to equilibrium, and especially show that it is almost independent from the system size for macroscopic isolated quantum systems. It at most polynomially depends on the system size. This estimation holds when the Hamiltonian is non-integrable, the initial deviation of the quantity of interest is of order its spectral norm, and the relaxation process is monotonic.
Near equilibrium, where all currents of a system vanish on average, the fluctuation-dissipation relation (FDR) connects a current's spontaneous fluctuations with its response to perturbations of the conjugate thermodynamic force. Out of equilibrium, fluctuation-response relations generally involve additional nondissipative contributions. Here, in the framework of stochastic thermodynamics, we show that an equilibrium-like FDR holds for internally equilibrated currents, if the perturbing conjugate force only affects the microscopic transitions that contribute to the current. We discuss the phys…
Violation of the fluctuation-dissipation theorem (FDT) in a frustrated Heisenberg model on the Kagome lattice is investigated using Monte Carlo simulations. The model exhibits glassy behaviour at low temperatures accompanied by very slow dynamics. Both the spin-spin autocorrelation function and the response to an external magnetic field are studied. Clear evidence of a constant value of the fluctuation dissipation ratio and long range memory effects are observed for the first time in this model. The breakdown of the FDT in the glassy phase follows the predictions of the mean field theory for s…
In this work an extremal principle driving the far from equilibrium evolution of a system of structureless particles is derived by using the stochastic quantum hydrodynamic analogy. For a classical phase (i.e., the quantum correlations decay on a distance smaller than the mean inter-molecular distance) the far from equilibrium kinetic equation can be cast in the form of a Fokker-Plank equation whose phase space velocity vector maximizes the dissipation of the energy-type function, named here, stochastic free energy. Near equilibrium the maximum stochastic free energy dissipation is shown to be…
The off-equilibrium purely dissipative dynamics (Model A) of the O(N) vector model is considered at criticality in an $ε= 4- d > 0$ up to O($ε^2$). The scaling behavior of two-time response and correlation functions at zero momentum, the associated universal scaling functions, and the nontrivial limit of the fluctuation-dissipation ratio are determined in the aging regime.
In this paper, we present a general derivation of a modified fluctuation-dissipation theorem (MFDT) valid near an arbitrary non-stationary state for a system obeying markovian dynamics. We show that the method to derive modified fluctuation-dissipation theorems near non-equilibrium stationary states used by J. Prost et al., PRL 103, 090601 (2009), is generalizable to non-stationary states. This result follows from both standard linear response theory and from a transient fluctuation theorem, analogous to the Hatano-Sasa relation. We show that this modified fluctuation-dissipation theorem can b…
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.
We investigate the non-equilibrium character of self-propelled particles through the study of the linear response of the active Ornstein-Uhlenbeck particle (AOUP) model. We express the linear response in terms of correlations computed in the absence of perturbations, proposing a particularly compact and readable fluctuation-dissipation relation (FDR): such an expression explicitly separates equilibrium and non-equilibrium contributions due to self-propulsion. As a case study, we consider non-interacting AOUP confined in single-well and double-well potentials. In the former case, we also unveil…
When exposed to a thermal gradient, reaction networks can convert thermal energy into the chemical selection of states that would be unfavourable at equilibrium. The kinetics of reaction paths, and thus how fast they dissipate available energy, might be dominant in dictating the stationary populations of all chemical states out-of-equilibrium. This phenomenology has been theoretically explored mainly in the infinite diffusion limit. Here, we show that the regime in which the diffusion rate is finite, and also slower than some chemical reactions, might give birth to interesting features, as the…
A quantum mechanical explanation of the relaxation to equilibrium is shown for macroscopic systems for nonintegrable cases and numerically verified. The macroscopic system is initially in an equilibrium state, subsequently externally perturbed during a finite time, and then isolated for a sufficiently long time. We show a quantitative explanation that the initial microcanonical state typically reaches to a state whose expectation values are well-approximated by the average over another microcanonical ensemble.
We show how to extract from a sufficiently long time series of stationary fluctuations of chemical reactions an estimate of the entropy production. This method, which is based on recent work on fluctuation theorems, is direct, non-invasive, does not require any knowledge about the underlying dynamics, and is applicable even when only partial information is available. We apply it to simple stochastic models of chemical reactions involving a finite number of states, and for this case, we study how the estimate of dissipation is affected by the degree of coarse-graining present in the input data.
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…
Fluctuation-dissipation relation ensures thermodynamic equilibrium of a particle immersed in a heat bath. We will show that, under certain circumstances, the fluctuation-dissipation relation fails to ensure equilibrium between the immersed system and the heat bath. We consider a symmetry broken dimer, constrained to move in one dimension, is in compliance with the requirements of fluctuation-dissipation relation. An exact analytic result shows a nonzero average velocity of the center of mass of the dimer indicating that the state of the system is a nonequilibrium one. Based on this new physica…
We consider biased ensembles of trajectories associated with large deviations of currents in equilibrium systems. The biased ensembles are characterised by non-zero currents and lack the time-reversal symmetry of the equilibrium state, but we show that they retain a generalised time-reversal symmetry, involving a spatial transformation that inverts the current. This means that these ensembles lack dissipation. Hence, they differ significantly from non-equilibrium steady states where currents are induced by external forces. One consequence of this result is that maximum entropy assumptions (Max…
In systems driven away from equilibrium, the velocity correlation function and the linear response function to a small perturbation force do not satisfy the fluctuation-response relation (FRR) due to the lack of detailed balance in contrast to equilibrium systems. In this Letter, an equality between an extent of the FRR violation and the rate of energy dissipation is proved for Langevin systems under non-equilibrium conditions. This equality enables us to calculate the rate of energy dissipation by quantifying the extent of the FRR violation, which can be measured experimentally.
We constructed a model that evolved from a non-equilibrium state to an equilibrium state. The model only needs two basic coefficients, including self-similar coefficients and non-equilibrium coefficients. The coefficients of the model can be obtained directly from real data. The model can well represent the phenomena of anomalous diffusion, non-Gaussian distribution and so on in non-equilibrium complex systems. It is important to mention that the model is a global iterative model that can exhibit statistical physical properties on multiple time scales, as well as exhibiting long-term memory pr…
We investigate an ideal gas in a time--dependent external trapping potential. We use the Boltzmann equation with the relaxation time ansatz to explore the time--dependent energy of an adiabatically isolated system. In particular we are interested on the dissipation during a potential change along a given protocol with finite velocity. The role of the relaxation less evolution as a limiting case is studied: starting from an equilibrium distribution and for small times the energy of the gas with relaxation is always smaller than that of the relaxation--less. This means that relaxation processes …
A time-domain formulation of the equilibrium quantum fluctuation-dissipation theorem (FDT) in the whole range of temperatures is presented. In the classical limit, the FDT establishes a proportionality relation between the dissipative part of the linear response function and the derivative of the corresponding equilibrium correlation function. At zero temperature, the FDT takes the form of Hilbert transform relations between the dissipative part of the response function and the corresponding symmetrized equilibrium correlation function, which allows to establish a connection with analytic sign…
We present the first analytic study of finite-size effects on critical diffusion above and below T_c of three-dimensional Ising-like systems whose order parameter is coupled to a conserved density. We also calculate the finite-size relaxation time that governs the critical order-parameter relaxation towards a metastable equilibrium state below T_c. Two new universal dynamic amplitude ratios at T_c are predicted and quantitative predictions of dynamic finite-size scaling functions are given that can be tested by Monte-Carlo simulations.
The dynamics of a binary system with non conserved order parameter under a plain shear flow with rate $γ$ is solved analytically in the large-N limit. A phase transition is observed at a critical temperature $T_c(γ)$. After a quench from a high temperature equilibrium state to a lower temperature $T$ a non-equilibrium stationary state is entered when $T>T_c(γ)$, while aging dynamics characterizes the phases with $T\leq T_c(γ)$. Two-time quantities are computed and the off-equilibrium generalization of the fluctuation-dissipation theorem is provided.
We derive an exact expression of the response function to an infinitesimal magnetic field for the Ising-Glauber model with arbitrary exchange couplings.nThe result is expressed in terms of thermodynamic averages and does not depend on initial conditions or dimension of space. The comparison with the equilibrium case gives some understanding on the way the fluctuation-dissipation theorem is violated out-of-equilibrium.
In the context of an exactly soluble out of equilibrium (quenched) model, we study an extension of the fluctuation-dissipation relation. This involves a modified differential form of this relation, with an effective temperature which may have an explicit dependence on time scales.
Dissipation- versus Chaos-Induced Relaxation in Non-Markovian Quantum Many-Body Systems
Universidade de Lisboa（里斯本大学）；Beijing Computational Science Research Center（北京计算科学研究中心）；Technische Universität Dresden（德累斯顿工业大学）；University of Cambridge（剑桥大学）
We have recently shown that in non-equilibrium spin systems at criticality the limit $\Xin$ of the fluctuation-dissipation ratio X(t,tw) for t >> tw >> 1 can be measured using observables such as magnetization or energy [Phys. Rev.\ E {\bf 68}, 016116 (2003)]. Pleimling argues in a Comment [cond-mat/0309652] on our paper that for such observables correlation and response functions are dominated by one-time quantities dependent only on t, and are therefore not suitable for a determination of $\Xin$. Using standard scaling forms of correlation and response functions, as used by Pleimling, we sho…
For systems close to equilibrium, the relaxation properties of measurable physical quantities are described by the linear response theory and the fluctuation-dissipation theorem (FDT). Accordingly, the response or the generalized susceptibility, which is a function of the unperturbed equilibrium system, can be related to the correlation between spontaneous fluctuations of a given conjugate variable. There have been several attempts to extend the FDT far from equilibrium, introducing new terms or using effective temperatures. Recently, Prost, Joanny, and Parrondo [Phys. Rev. Lett. 103, 090601 (…
We employ Monte Carlo simulations to study the non-equilibrium relaxation of driven Ising lattice gases in two dimensions. Whereas the temporal scaling of the density auto-correlation function in the non-equilibrium steady state does not allow a precise measurement of the critical exponents, these can be accurately determined from the aging scaling of the two-time auto-correlations and the order parameter evolution following a quench to the critical point. We obtain excellent agreement with renormalization group predictions based on the standard Langevin representation of driven Ising lattice …
Nonequilibrium relaxation behaviors in the Ising model on a square lattice based on the Wolff algorithm are totally different from those based on local-update algorithms. In particular, the critical relaxation is described by the stretched-exponential decay. We propose a novel scaling procedure to connect nonequilibrium and equilibrium behaviors continuously, and find that the stretched-exponential scaling region in the Wolff algorithm is as wide as the power-law scaling region in local-update algorithms. We also find that relaxation to the spontaneous magnetization in the ordered phase is cha…
Liouville's theorem, based on the Hamiltonian flow (micro-canonical ensemble) for a many particle system, indicates that the (stationary) equilibrium probability distribution is a function of the Hamiltonian. A canonical ensemble corresponds to a micro-canonical one at thermodynamic limit. On the contrary, the dynamics of a single Brownian particle (BP) being explicitly non-Hamiltonian with a force and damping term in it and at the other extreme to thermodynamic limit admits the Maxwell-distribution (MD) for its velocity and Boltmann-distribution (BD) for positions (when in a potential). This …
Spin-orbit coupling (SOC), which is inherent to a Dirac particle that moves under the influence of electromagnetic fields, manifests itself in a variety of physical systems including non-relativistic ones. For instance, it plays an essential role in spintronics developed in the past few decades, particularly by controlling spin current generation and relaxation. In the present work, by using an extended Caldeira-Leggett model, we elucidate how the interplay between spin relaxation and momentum dissipation of an open system of a single spin-$1/2$ particle with a Rashba type SOC is induced by th…
Edges of some quantum Hall liquids and a number of other systems exhibit chiral transport: excitations can propagate in one direction only, e.g., clockwise. We derive a family of fluctuation-dissipation relations in non-equilibrium steady states of such chiral systems. The theorems connect nonlinear response with fluctuations far from thermal equilibrium and hold only in case of chiral transport. They can be used to test chiral or non-chiral character of the system.
We study relaxation times, also called mixing times, of quantum many-body systems described by a Lindblad master equation. We in particular study the scaling of the spectral gap with the system length, the so-called dynamical exponent, identifying a number of transitions in the scaling. For systems with bulk dissipation we generically observe different scaling for small and for strong dissipation strength, with a critical transition strength going to zero in the thermodynamic limit. We also study a related phase transition in the largest decay mode. For systems with only boundary dissipation w…
We discuss fluctuation-dissipation relations valid under general conditions even out of equilibrium. The response function is expressed in terms of unperperturbed correlation functions, where contributions peculiar to non-equilibrium can appear. Such extra terms take into account the interaction among the relevant degrees of freedom in the system. We illustrate the general formalism with two examples: driven granular systems and anomalous diffusion on comb structures.
We show that for stochastic dynamical systems out of equilibrium the violation of the fluctuation-dissipation equality is bounded by a function of the entropy production. The result applies to a much wider situation than `near equilibrium', comprising diffusion as well as glasses and other macroscopic systems far from equilibrium. For aging systems this bounds the age-frequency regimes in which the susceptibilities satisfy FDT in terms of the rate of decay of the H-function, a question intimately related to the reading of a thermometer placed in contact with the system.
The shear stress relaxation modulus $G(t)$ may be determined from the shear stress $τ(t)$ after switching on a tiny step strain $γ$ or by inverse Fourier transformation of the storage modulus $G^{\prime}(ω)$ or the loss modulus $G^{\prime\prime}(ω)$ obtained in a standard oscillatory shear experiment at angular frequency $ω$. It is widely assumed that $G(t)$ is equivalent in general to the equilibrium stress autocorrelation function $C(t) = βV \langle δτ(t) δτ(0)\rangle$ which may be readily computed in computer simulations ($β$ being the inverse temperature and $V$ the volume). Focusing on is…
We examine the question of the criteria of the relaxation to the equilibrium in the hard disk dynamics. In the Event-Chain Monte Carlo, we check the displacement distributions which follows to the exponential law.
In $N$-body systems with long-range interactions mean-field effects dominate over binary interactions (collisions), so that relaxation to thermal equilibrium occurs on time scales that grow with $N$, diverging in the $N\to\infty$ limit. However, a faster and non-collisional relaxation process, referred to as violent relaxation, sets in when starting from generic initial conditions: collective oscillations (referred to as virial oscillations) develop and damp out on timescales not depending on the system's size. After the damping of such oscillations the system is found in a quasi-stationary st…
