While techniques to compute thermal fluctuation induced, or pseudo-Casimir, forces in equilibrium systems are well established, the same is not true for non-equilibrium cases. We present a general formalism that allows us to unambiguously compute non-equilibrium fluctuation induced forces by specifying the energy of interaction of the fluctuating fields with the boundaries. For a general class of classical fields with dissipative dynamics, we derive a very general relation between the Laplace transform of the time-dependent force and the static partition function for a related problem with a different Hamiltonian. In particular, we demonstrate the power of our approach by computing, for the first time, the explicit time dependence of the non-equilibrium pseudo-Casimir force induced between two parallel plates, upon a sudden change in the temperature of the system. We also show how our results can be used to determine the steady-state behavior of the non-equilibrium force in systems where the fluctuations are driven by colored noise.
Fluctuations of the thermal or classical component of the van der Waals force between two dielectric slabs, modelled as an ensemble of polarizable dipoles which interact via the usual electrostatic dipole-dipole interaction, are evaluated. In the model the instantaneous force is a deterministic function of the dipole configurations in the slabs and its fluctuations are purely due to dipole fluctuations (no background thermal fluctuations of the electromagnetic field are considered). The average of the force and its variance are computed. The fluctuations of the force exhibit normal thermodynam…
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.
Thermal fluctuations in non-equilibrium steady states generically lead to power law decay of correlations for conserved quantities. Embedded bodies which constrain fluctuations in turn experience fluctuation induced forces. We compute these forces for the simple case of parallel slabs in a driven diffusive system. The force falls off with slab separation $d$ as $k_B T/d$ (at temperature $T$, and in all spatial dimensions), but can be attractive or repulsive. Unlike the equilibrium Casimir force, the force amplitude is non-universal and explicitly depends on dynamics. The techniques introduced …
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.
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…
A unified viewpoint is presented in margin to the ``Work, dissipation and fluctuations in nonequilibrium physics'', Bruxelles 22-25 March, 2006, where the topics were discussed by various authors and it became clear the need that the very different viewpoints be consistently presented by their proponents.
For diffusive systems that can be described by fluctuating hydrodynamics and by the Macroscopic Fluctuation Theory of Bertini et al., the total current fluctuations display universal features when the system is closed and in equilibrium. When the system is taken out of equilibrium by a boundary-drive, current fluctuations, at least for a particular family of diffusive systems, display the same universal features as in equilibrium. To achieve this result, we exploit a mapping between the fluctuations in a boundary-driven nonequilibrium system and those in its equilibrium counterpart. Finally, w…
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 …
Fluctuation theorems impose constraints on the probability of observing negative entropy production in small systems driven out of equilibrium. The range of validity of fluctuation theorems has been extensively tested for transitions between equilibrium and non equilibrium stationary states, but not between general non equilibrium states. Here we report an experimental verification of the detailed fluctuation theorem for the total amount of entropy produced in the isothermal transition between two non-equilibrium states. The experimental setup is a parallel $RC$ circuit driven by an alternatin…
We analyze thermodynamic bounds on equilibrium fluctuations of an order parameter, which are analogous to relations, which have been derived recently in the context of non-equilibrium fluctuations of currents. We discuss the case of {\it global} fluctuations when the order parameter is measured in the full system of interest, and {\it local} fluctuations, when the order parameter is evaluated only in a sub-part of the system. Using isometric fluctuation theorems, we derive thermodynamic bounds on the fluctuations of the order parameter in both cases. These bounds could be used to infer the val…
There exist some boundary-driven open systems with diffusive dynamics whose particle current fluctuations exhibit universal features that belong to the Edwards-Wilkinson universality class. We achieve this result by establishing a mapping, for the system's fluctuations, to an equivalent open --yet equilibrium-- diffusive system. We discuss the possibility of observing dynamic phase transitions using the particle current as a control parameter.
We study the mechanical fluctuations of a micrometer sized silicon cantilever subjected to a strong heat flow, thus having a highly non-uniform local temperature. In this non-equilibrium steady state, we show that fluctuations are equivalent to the thermal noise of a cantilever at equilibrium around room temperature, while its mean local temperature is several hundred of degrees higher. Changing the mechanical dissipation by adding a coating to the cantilever, we recover the expected rise of fluctuations with the mean temperature. Our work demonstrates that inhomogeneous dissipation mechanisms…
The reformulation of nonequilibirum thermodynamics, to include the treatment of thermodynamic fluctuations, is applied to the hydrodynamic fluctuations of a simple fluid. It is shown that the nonequilibrium thermodynamic scheme leads to the explicit form of the Fokker-Planck equation which describes the time behaviour of the probability distribution function of these hydrodynamic fluctuations as well as the irreversible processes which are connected with this behaviour.
The current knowledge about fluctuation - induced long - ranged forces is summarized. Reference is made in particular to fluids near critical points, for which some new insight has been obtained recently. Where appropiate, results of analytic theory are compared with computer simulations and experiments.
Using results from Schramm Loewner evolution (SLE), we give the expression of the fluctuation-induced force exerted by a polymer on a small impenetrable disk, in various 2-dimensional domain geometries. We generalize to two polymers and examine whether the fluctuation force can trap the object into a stable equilibrium. We compute the force exerted on objects at the domain boundary, and the force mediated by the polymer between such objects. The results can straightforwardly be extended to any SLE interface, including Ising, percolation, and loop-erased random walks. Some are relevant for extr…
In this paper we formulate a dynamical fluctuation theory for stationary non equilibrium states (SNS) which covers situations in a nonlinear hydrodynamic regime and is verified explicitly in stochastic models of interacting particles. In our theory a crucial role is played by the time reversed dynamics. Our results include the modification of the Onsager-Machlup theory in the SNS, a general Hamilton-Jacobi equation for the macroscopic entropy and a non equilibrium, non linear fluctuation dissipation relation valid for a wide class of systems.
We discuss the fluctuation properties of equilibrium chaotic systems with constraints such as iso-kinetic and Nosé-Hoover thermostats. Although the dynamics of these systems does not typically preserve phase-space volumes, the average phase-space contraction rate vanishes, so that the stationary states are smooth. Nevertheless finite-time averages of the phase-space contraction rate have non-trivial fluctuations which we show satisfy a simple version of the Gallavotti-Cohen fluctuation theorem, complementary to the usual fluctuation theorem for non-equilibrium stationary states, and appropriat…
Examination of equilibrium radiation in plasma media shows that the spectral the energy distribution of such radiation is different from the Planck equilibrium radiation. Using the previously obtained general relations for the spectral energy density of equilibrium radiation in a system of charged particles, we consider radiation in an electron in the limiting case of an infinitesimal damping. It is shown that zero vacuum fluctuations which are part of the full spectral energy distribution should be renormalized. In this case, the renormalized zero vacuum fluctuations depend on the electron de…
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…
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…
The relaxation towards equilibrium of systems with long range interactions is not yet fully understood. As a step towards such a comprehension, we propose the study of the dynamical equilibrium fluctuations in a model system with long range interaction. We compute analytically, from the microscopic dynamics, the autocorrelation function of the order parameter. From this result, we derive analytically a Fokker Planck equation which describes the stochastic process of the impulsion of a single particle in an equilibrium bath. The diffusion coefficient is explicitly computed.
We present a general method to study the non-equilibrium behavior of Casimir type fluctuation induced forces for classical free scalar field theories. In particular we analyze the temporal evolution of the force towards its equilibrium value when the field dynamics is given by a general class of over damped stochastic dynamics (including the model A and model B class). The steady state force is also analyzed for systems which have non-equilibrium steady states, for instance where they are driven by colored noise. The key to the method is that out of equilibrium force is computed by specifying …
Previously, we have derived a generalization of the canonical fluctuation relation between heat capacity and energy fluctuations $C=β^{2}<δU^{2}>$, which is able to describe the existence of macrostates with negative heat capacities $C<0$. In this work, we extend our previous results for an equilibrium situation with several control parameters to account for the existence of states with anomalous values in other response functions. Our analysis leads to the derivation of three different equilibrium fluctuation theorems: the \textit{fundamental and the complementary fluctuation theorems}, which…
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…
In the present work we propose a method to determine fluctuation induced forces in non equilibrium systems. These forces are the analogue of the well known Casimir forces, which were originally introduced in Quantum Field theory and later extended to the area of Critical Phenomena. The procedure starts from the observation that many non equilibrium systems exhibit long-range correlations and the associated structure factors diverge in the long wavelength limit. The introduction of external bodies into such systems in general modifies the spectrum of these fluctuations and leads to the appearan…
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…
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…
The postulational basis of classical thermodynamics has been expanded to incorporate equilibrium fluctuations. The main additional elements of the proposed thermodynamic theory are the concept of quasi-equilibrium states, a definition of non-equilibrium entropy, a fundamental equation of state in the entropy representation, and a fluctuation postulate describing the probability distribution of macroscopic parameters of an isolated system. Although these elements introduce a statistical component that does not exist in classical thermodynamics, the logical structure of the theory is different f…
By studying a nonequilibrium Langevin system, we find that a simple condition determines the decomposition of the coarse-grained force into a dissipative force, an effective driving force and noise. From this condition, we derive a new universal inequality, $D \ge γ\mud^2 T$, relating the diffusion constant $D$, the differential mobility $\mud$, the bare friction constant $γ$ and the temperature $T$. Due to the general nature of the argument we present, we believe that our idea concerning this decomposition can be applied to a wide class of systems far from equilibrium.
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…
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 have numerically investigated the behavior of driven non-cohesive granular media and found that two fixed large intruder particles, immersed in a sea of small particles, experience, in addition to a short range depletion force, a long range repulsive force. The observed long range interaction is fluctuation-induced and we propose a mechanism similar to the Casimir effect that generates it: the hydrodynamic fluctuations are geometrically confined between the intruders, producing an unbalanced renormalized pressure. An estimation based on computing the possible Fourier modes explains the repu…
We measure the energy fluctuations of a Brownian particle confined by an optical trap in an aging gelatin after a very fast quench (less than 1 ms). The strong nonequilibrium fluctuations due to the assemblage of the gel, are interpreted, within the framework of fluctuation theorem, as a heat flux from the particle towards the bath. We derive, from a simple model, an analytical expression of the heat probability distribution, which fits the experimental data and satisfies a fluctuation relation similar to that of a system in contact with two baths at different temperatures.
Starting from symmetry considerations, we derive the generic hydrodynamic equation of non-equilibrium $XY$ spin systems with $N$-atic symmetry under weak fluctuations. Through a systematic treatment we demonstrate that, in two dimensions, these systems exhibit two types of scaling behaviours. For $N=1$, they have long-range order and are described by the flocking phase of dry polar active fluids. For all other values of $N$, the systems exhibit quasi long-range order, as in the equilibrium $XY$ model at low temperature.
Fluctuations of the excess heat in an out of equilibrium steady state are experimentally investigated in two stochastic systems : an electric circuit with an imposed mean current and a harmonic oscillator driven out of equilibrium by a periodic torque. In these two linear systems, we study excess heat that represents the difference between the dissipated heat out of equilibrium and the dissipated heat at equilibrium. Fluctuation theorem holds for the excess heat in the two experimental systems for all observation times and for all fluctuation magnitudes.
Near equilibrium, Green-Kubo relations provide microscopic expressions for macroscopic transport coefficients in terms of equilibrium correlation functions. At their core, they are based on the intimate relationship between response and fluctuations as embodied by the equilibrium fluctuation-dissipation theorem, a connection generically broken far from equilibrium. In this work, we identify a class of perturbations whose response around far-from-equilibrium steady states is linked to steady-state correlation functions via an equilibrium-like fluctuation-response equality. We then utilize this …
We performed numerical experiments on a two-dimensional driven lattice gas, which constitutes a simple stochastic nonequilibrium many-body model. In this model, focusing on the behavior along the direction transverse to the external driving force, we numerically measure transport coefficients and dynamical fluctuations outside the linear response regime far from equilibrium. Using these quantities, we find the validity of the Einstein relation, the Green-Kubo relation and the fluctuation-response relation.
We introduce from an experimental point of view the main concepts of fluctuation theorems for work, heat and entropy production in out of equilibrium systems. We will discuss the important difference between the applications of these concepts to stochastic systems and to a second class of systems (chaotic systems) where the fluctuations are induced either by chaotic flows or by fluctuating driving forces. We will mainly analyze the stochastic systems using the measurements performed in two experiments : a) a harmonic oscillator driven out of equilibrium by an external force b) a colloidal part…
The force experienced by objects embedded in a correlated medium undergoing thermal fluctuations--the so-called fluctuation--induced force--is actually itself a fluctuating quantity. We compute the corresponding probability distribution and show that it is a Gaussian centered on the well-known Casimir force, with a non-universal standard deviation that can be typically as large as the mean force itself. The relevance of these results to the experimental measurement of fluctuation-induced forces is discussed, as well as the influence of the finite temporal resolution of the measuring apparatus.
The characteristic function for heat fluctuations in a non equilibrium system is characterised by a large deviation function whose symmetry gives rise to a fluctuation theorem. In equilibrium the large deviation function vanishes and the heat fluctuations are bounded. Here we consider the characteristic function for heat fluctuations in equilibrium, constituting a sub-leading correction to the large deviation behaviour. Modelling the system by an oscillator coupled to an explicit multi-oscillator heat reservoir we evaluate the characteristic function.
The concept of effective depletion forces between two fixed big colloidal particles in a bath of small particles is generalized to a non-equilibrium situation where the bath of small Brownian particles is flowing around the big particles with a prescribed velocity. In striking contrast to the equilibrium case, the non-equilibrium forces violate Newton's third law, are non-conservative and strongly anisotropic, featuring both strong attractive and repulsive domains.
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.
In this work a generalization of Onsager-Machlup's theory of time-dependent thermal fluctuations of equilibrium systems is proposed, to the case in which the system relaxes irreversibly along a non-equilibrium trajectory that can be approximated as a sequence of stationary states. This generalization is summarized by a canonical description of the dependence of the two-time correlation function C(t+τ,t), and of the equal-time correlation function σ(t)= C(t,t) (the covariance of the fluctuations), on the non-equilibrium relaxation time t.
The notion of fluctuation-induced forces is generalized to the cases where the fluctuations have nonequilibrium origin. It is shown that a net force is exerted on a single flat plate that restricts scale-free fluctuations of a scalar field in a temperature gradient. This force tends to push the object to the colder regions, which is a manifestation of thermophoresis or the Soret effect. In the classic two-plate geometry, it is shown that the Casimir forces exerted on the two plates differ from each other, and thus the Newton's third law is violated.
The recently proposed fluctuation relation in unfolding forces [Phys. Rev. E ${\bf 84}$, $060101$(R) $(2011)$] is re-examined taking into account the explicit time dependence of the force distribution. The stretching of a tethered Rouse polymer is exactly solved and the ratio of the probabilities of positive to negative forces is shown to be an exponential in force. Extensive steered molecular dynamics simulations of unfolding of deca alanine peptide confirm the form of fluctuation relation proposed earlier, but with explicit correct time dependence of unfolding forces taken into account. From…
We experimentally demonstrate the validity of non-equilibrium fluctuation relations by using a quantum coherent conductor. In equilibrium the fluctuation-dissipation relation leads to the correlation between current and current noise at the conductor, namely, Johnson-Nyqusit relation. When the conductor is voltage-biased so that the non-linear regime is entered, the fluctuation theorem has predicted similar non-equilibrium fluctuation relations, which hold true even when the Onsager-Casmir relations are broken in magnetic fields. Our experiments qualitatively validate the predictions as the fi…
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 summarize the recent simulation progress of micromanipulation experiments on RNAs. Our work mainly consults with two important small RNAs unfolding experiments carried out by Bustamante group. Our results show that, in contrast to protein cases, using the single polymer elastic theory and the well known RNA secondary structure free energy knowledge, we can successively simulate various behaviors of force unfolding RNAs under different experimental setups from equilibrium to far-from equilibrium. Particularly, our simulation would be helpful in understanding Jarzynski's remarkable equality, …
Five previously unknown inequalities relating equilibrium free energy differences and non-equilibrium work fluctuations are derived, and lucid path to derivation of many similar inequalities is presented. These results are based upon combined exploitation of the Jarzynski equality and the generalization of the scheme for producing uncertainty-type inequalities due to H. Weyl. The inequalities may possibly lead to better understanding of behavior of the equilibrium free-energy estimators from non-equilibrium experimental data in many important applications concerning biological, chemical, and p…
Recent experimental and theoretical works have shown that giant fluctuations are present during diffusion in liquid systems. We use linearized fluctuating hydrodynamics to calculate the net mass transfer due to these non equilibrium fluctuations. Surprisingly the mass flow turns out to coincide with the usual Fick's one. The renormalization of the hydrodynamic equations allows us to quantify the gravitational modifications of the diffusion coefficient induced by the gravitational stabilization of long wavelength fluctuations.
For macroscopic quantum systems, we study what are measured when equilibrium fluctuations of macrovariables are measured in an ideal way that mimics classical ideal measurements as closely as possible. We find that the symmetrized time correlation (symTC) is always obtained for such measurements. As an important consequence, we show that the fluctuation-dissipation theorem (FDT) is partially violated as a relation between observed quantities in macroscopic quantum systems even if measurements are made in such an ideal way.
Although Casimir forces are inseparable from their fluctuations, little is known about these fluctuations in soft matter systems. We use the membrane stress tensor to study the fluctuations of the membrane-mediated Casimir-like force. This method enables us to recover the Casimir force between two inclusions and to calculate its variance. We show that the Casimir force is dominated by its fluctuations. Furthermore, when the distance d between the inclusions is decreased from infinity, the variance of the Casimir force decreases as -1/d^2. This distance dependence shares a common physical origi…
We point out that the "additivity principle" and "scaling hypothesis" postulated by Bodineau and Derrida in Phys. Rev. Lett 92, 180601 (2004), follow naturally from the saddle point evaluation of a diffusive field theory.
We study many interacting Brownian particles under a tilted periodic potential. We numerically measure the linear response coefficient of the density field by applying a slowly varying potential transversal to the tilted direction. In equilibrium cases, the linear response coefficient is related to the intensity of density fluctuations in a universal manner, which is called a fluctuation-response relation. We then report numerical evidence that this relation holds even in non-equilibrium cases. This result suggests that Einstein's formula on density fluctuations can be extended to driven diffu…
Fluctuation theorems are a generalization of thermodynamics on small scales and provide the tools to characterize the fluctuations of thermodynamic quantities in non-equilibrium nanoscale systems. They are particularly important for understanding irreversibility and the second law in fundamental chemical and biological processes that are actively driven, thus operating far from thermal equilibrium. Here, we apply the framework of fluctuation theorems to investigate the important case of a system relaxing from a non-equilibrium state towards equilibrium. Using a vacuum-trapped nanoparticle, we …
We study the fluctuation-induced, time-dependent force between two plates immersed in a fluid driven out of equilibrium mechanically by harmonic vibrations of one of the plates. Considering a simple Langevin dynamics for the fluid, we explicitly calculate the fluctuation-induced force acting on the plate at rest. The time-dependence of this force is characterized by a positive lag time with respect to the driving, indicating a finite speed of propagation of stress through the medium, reminiscent of waves. We obtain two distinctive contributions to the force, where one may be understood as dire…
