General properties of response functions of nonequilibrium steady states
Akira Shimizu, Tatsuro Yuge
备注：
After publication of this paper, several typos were found, which have been fixed in the erratum (J. Phys. Soc. Jpn., 80 (2011) 128001). All the corrections have been made in this updated arXive version. 13 pages with 3 figures
发表信息：
J. Phys. Soc. Jpn., 79 (2010) 013002; Erratum: J. Phys. Soc. Jpn., 80 (2011) 128001
We derive general properties, which hold for both quantum and classical systems, of response functions of nonequilibrium steady states. We clarify differences from those of equilibrium states. In particular, sum rules and asymptotic behaviors are derived, and their implications are discussed. Since almost no assumptions are made, our results are applicable to diverse physical systems. We also demonstrate our results by a molecular dynamics simulation of a many-body interacting system.
We investigate nonequilibrium chemical reaction systems from the view point of steady state thermodynamics proposed by Oono and Paniconi [Prog. Theor. Phys. Suppl. 130, 29 (1998)]. The concentrations of some compounds are operated by an external system, so that a transition from a steady state to other steady state takes place. We show that an analogue of Clausius inequality holds macroscopically for the operation processes. This implies that the second law of thermodynamics can be generalized, including nonequilibrium steady states.
Just as transition rates in a canonical ensemble must respect the principle of detailed balance, constraints exist on transition rates in driven steady states. I derive those constraints, by maximum information-entropy inference, and apply them to the steady states of driven diffusion and a sheared lattice fluid. The resulting ensemble can potentially explain nonequilibrium phase behaviour and, for steady shear, gives rise to stress-mediated long-range interactions.
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.
Transitions between nonequilibrium steady states obey a generalized Clausius inequality, which becomes an equality in the quasistatic limit. For slow but finite transitions, we show that the behavior of the system is described by a response matrix whose elements are given by a far-from-equilibrium Green-Kubo formula, involving the decay of correlations evaluated in the nonequilibrium steady state. This result leads to a fluctuation-dissipation relation between the mean and variance of the nonadiabatic entropy production, $Δs_{\rm na}$. Furthermore, our results extend -- to nonequilibrium stead…
Recently a novel concise representation of the probability distribution of heat conducting nonequilibrium steady states was derived. The representation is valid to the second order in the ``degree of nonequilibrium'', and has a very suggestive form where the effective Hamiltonian is determined by the excess entropy production. Here we extend the representation to a wide class of nonequilibrium steady states realized in classical mechanical systems where baths (reservoirs) are also defined in terms of deterministic mechanics. The present extension covers such nonequilibrium steady states with a…
Jarzynski equality [Phys. Rev. E {\bf 56}, 5018 (1997)] is found to be valid with slight modefication for the transitions between nonequilibrium stationary states, as well as the one between equilibrium states. Also numerical results confirm its validity. Its relevance for nonequilibrium thermodynamics of the operational formalism is discussed.
We develop a controlled high-temperature expansion for nonequilibrium steady states of the driven lattice gas. We represent the steady state as $P(η)\propto e^{-H(η)-Ψ(η)}$, and evaluate the lowest order contribution to the nonequilibrium effective interaction $Ψ(η)$. We see that, in dimensions $d\ge2$, all models with nonsingular transition rates have the same $Ψ(η)$, which consists of a three-body effective interaction decaying like $1/r^{2d+1}$. The models with the Metropolis rule show exceptional behavior.
The steady state shock formation in processes like nonconserving asymmetric simple exclusion processes in varied situations is shown to be a nonequilibrium critical phenomenon. The diverging length scales and the quantitative description of the transition including the phase boundary are obtained from a few general properties of the dynamics without relying on specific details.
We propose a general classification of nonequilibrium steady states in terms of their stationary probability distribution and the associated probability currents. The stationary probabilities can be represented graph-theoretically as directed labelled trees; closing a single loop in such a graph leads to a representation of probability currents. This classification allows us to identify all choices of transition rates, based on a master equation, which generate the same nonequilibrium steady state. We explore the implications of this freedom, e.g., for entropy production.
We study a new balance condition multibalance to obtain the nonequilibrium steady states of a class of nonequilibrium lattice models on a ring where a particle hops from a particular site to its nearest and next nearest neighbours. For the well-known zero range process (ZRP) with asymmetric hop rates, with this balance condition, we obtain the conditions on hop rates that lead to a factorized steady state (FSS). We show that this balance condition gives the cluster-factorized steady state (CFSS) for finite range process (FRP) and other models. We also discuss the application of multibalance co…
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.
We present a fully microscopics-based calculation of the Casimir effect in a nonequilibrium system, namely an energy flux driven quantum XX chain. The force between the walls (transverse-field impurities) is calculated in a nonequilibrium steady state which is prepared by letting the system evolve from an initial state with the two halves of the chain prepared at equilibrium at different temperatures. The steady state emerging in the large-time limit is homogeneous but carries an energy flux. The Casimir force in this nonequilibrium state is calculated analytically in the limit when the transv…
Bridging equilibrium and nonequilibrium statistical physics attracts sustained interest. Hallmarks of nonequilibrium systems include a breakdown of detailed balance, and an absence of a priori potential function corresponding to the Boltzmann-Gibbs distribution, without which classical equilibrium thermodynamical quantities could not be defined. Here, we construct dynamically the potential function through decomposing the system into a dissipative part and a conservative part, and develop a nonequilibrium theory by defining thermodynamical quantities based on the potential function. Concepts f…
The Einstein relation, relating the steady state fluctuation properties to the linear response to a perturbation, is considered for steady states of stochastic models with a finite state space. We show how an Einstein relation always holds if the steady state satisfies detailed balance. More generally, we consider nonequilibrium steady states where detailed balance does not hold and show how a generalisation of the Einstein relation may be derived in certain cases. In particular, for the asymmetric simple exclusion process and a driven diffusive dimer model, the external perturbation creates a…
Correlations in fluids in nonequilibrium steady states are long ranged. Hence, finite-size effects have important consequences in the nonequilibrium thermodynamics of fluids. One consequence is that nonequilibrium temperature fluctuations induce nonequilibrium Casimir-like pressures proportional to the square of the temperature gradient. Hence, fluctuations cause a breakdown of the concept of local thermal equilibrium. Furthermore, transport coefficients become dependent on boundary conditions and on gravity. Thus nonequilibrium fluctuations affect some traditional concepts in nonequilibrium t…
We derive the representation of the nonequilibrium steady-state distribution function which is expressed in terms of the excess free energy production. This representation resembles the one derived recently by Komatsu and Nakagawa [Phys. Rev. Lett. 100 (2008), 030601] resting on the use of microscopic time-reversal symmetry, but our representation applies also to sheared granular systems in which such a symmetry is broken.
We investigate a dissipatively driven XYZ spin-1/2 chain in the Zeno limit of strong dissipation, described by Lindblad master equation. The nonequilibrium steady state is expressed in terms of a matrix product ansatz using novel site-dependent Lax operators. The components of Lax operators satisfy a simple set of linear recurrence equations that generalize the defining algebraic relations of the quantum group $U_q(sl_2)$. We reveal connection between the nonequilibrium steady state of the nonunitary dynamics and the respective integrable model with edge magnetic fields, described by coherent …
When periodically driven by an external magnetic field, a spin system can enter a phase of steady entrained oscillations with nonequilibrium probability distribution function. We consider an arbitrary magnetic field switching its direction with frequency comparable with the spin-flip rate and show that the resulting nonequilibrium probability distribution can be related to the system equilibrium distribution in the presence of a constant magnetic field of the same magnitude. We derive convenient approximate expressions for this exact relation and discuss their implications.
We propose and analyze a new candidate Lyapunov function for relaxation towards general nonequilibrium steady states. The proposed functional is obtained from the large time asymptotics of time-symmetric fluctuations. For driven Markov jump or diffusion processes it measures an excess in dynamical activity rates. We present numerical evidence and we report on a rigorous argument for its monotonous time-dependence close to the steady nonequilibrium or in general after a long enough time. This is in contrast with the behavior of approximate Lyapunov functions based on entropy production that whe…
We derive universal properties of nonlinear response functions of nonequilibrium steady states. In particular, sum rules and asymptotic behaviors are derived. Their consequences are illustrated for nonlinear optical materials and nonlinear electrical conductors.
A driven stochastic system in a constant temperature heat bath relaxes into a steady state which is characterized by the steady state probability distribution. We investigate the relationship between the driving force and the steady state probability distribution. We adopt the force decomposition method in which the force is decomposed as the sum of a gradient of a steady state potential and the remaining part. The decomposition method allows one to find a set of force fields each of which is compatible to a given steady state. Such a knowledge provides a useful insight on stochastic systems e…
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.
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 …
Generic inhomogeneous steady states in an asymmetric exclusion process on a ring with a pair of point bottlenecks are studied. We show that, due to an underlying universal feature, measurements of coarse-grained steady-state densities in this model resolve the bottleneck structures only partially. Unexpectedly, it displays localization-delocalization transitions and confinement of delocalized domain walls, controlled by the interplay between particle number conservation and bottleneck competition for moderate particle densities.
This paper derives a density matrix of the steady-state statistical mechanics compatible with the steady-state thermodynamics proposed by Oono and Paniconi [Prog. Theor. Phys. Suppl. {\bf 130}, 29 (1998)]. To this end, we adopt three plausible basic assumptions for uniform steady states: (i) equivalence between any two subsystems of the total, (ii) statistical independence between any two subsystems, and (iii) additivity of energy. With a suitable definition of energy, it is then shown that uniform steady states driven by mechanical forces may be described by the Gibbs distribution.
We simulate by lattice Boltzmann the steady shearing of a binary fluid mixture undergoing phase separation with full hydrodynamics in two dimensions. Contrary to some theoretical scenarios, a dynamical steady state is attained with finite domain lengths $L_{x,y}$ in the directions ($x,y)$ of velocity and velocity gradient. Apparent scaling exponents are estimated as $L_{x}\sim\dotγ^{-2/3}$ and $L_{y}\sim\dotγ^{-3/4}$. We discuss the relative roles of diffusivity and hydrodynamics in attaining steady state.
Excess work is a non-diverging part of the work during transition between nonequilibrium steady states (NESSs). It is a central quantity in the steady state thermodynamics (SST), which is a candidate for nonequilibrium thermodynamics theory. We derive an expression of excess work during quasistatic transitions between NESSs by using the macroscopic linear response relation of NESS. This expression is a line integral of a vector potential in the space of control parameters. We show a relationship between the vector potential and the response function of NESS, and thus obtain a relationship betw…
Thermodynamic quantities of the hard-sphere system in the steady state with a small heat flux are calculated within the continuous media approach. Analytical expressions for pressure, internal energy, and entropy are found in the approximation of the fourth order in temperature gradients. It is shown that the gradient contributions to the internal energy depend on the volume, while the entropy satisfies the second law of thermodynamics for nonequilibrium processes. The calculations are performed for dimensions 3D, 2D, and 1D.
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…
We study nonequilibrium steady states (NESSs) in quantum spin-1/2 chains in contact with two heat baths at different temperatures. We consider the weak-coupling limit both for spin-spin coupling in the system and for system-bath coupling. This setting allows us to treat NESSs with a nonzero temperature gradient analytically. We develop a perturbation theory for this weak-coupling situation and show a simple condition for the existence of nonzero temperature gradient. This condition is independent of the integrability of the system.
We consider how the Lee-Yang description of phase transitions in terms of partition function zeros applies to nonequilibrium systems. Here one does not have a partition function, instead we consider the zeros of a steady-state normalization factor in the complex plane of the transition rates. We obtain the exact distribution of zeros in the thermodynamic limit for a specific model, the boundary-driven asymmetric simple exclusion process. We show that the distributions of zeros at the first and second order nonequilibrium phase transitions of this model follow the patterns known in the Lee-Yang…
The second law of ordinary thermodynamics and the second law of steady state thermodynamics, as proposed by Oono and Paniconi, are investigated from the microscopic point of view for the open quantum system. Based on the H-theorem of Lindblad, we show that both second laws are consistent with the quantum dynamics generated by the completely positive map. In addition, microscopic expressions of entropy production and ``housekeeping heat'' are obtained for some classes of dynamical quantum systems.
Recently, in their attempt to construct steady state thermodynamics (SST), Komatsu, Nakagwa, Sasa, and Tasaki found an extension of the Clausius relation to nonequilibrium steady states in classical stochastic processes. Here we derive a quantum mechanical version of the extended Clausius relation. We consider a small system of interest attached to large systems which play the role of heat baths. By only using the genuine quantum dynamics, we realize a heat conducting nonequilibrium steady state in the small system. We study the response of the steady state when the parameters of the system ar…
We give a decomposition expression for dissipative heat using the instantaneous diffusion coefficient in a nonequilibrium steady state. The dissipative heat can be expressed using three diffusion coefficients: instantaneous, equilibrium, and drift. An experimental application of the decomposition expression permits us to evaluate the heat dissipation rate from single-trajectory data only. We also numerically demonstrate this method.
We examine stochastic processes that are used to model nonequilibrium processes (e.g, pulling RNA or dragging colloids) and so deliberately violate detailed balance. We argue that by combining an information-theoretic measure of irreversibility with nonequilibrium work theorems, the thermal physics implied by abstract dynamics can be determined. This measure is bounded above by thermodynamic entropy production and so may quantify how well a stochastic dynamics models reality. We also use our findings to critique various modeling approaches and notions arising in steady-state thermodynamics.
We explore driven lattice gases for the existence of an intensive thermodynamic variable which could determine "equilibration" between two nonequilibrium steady-state systems kept in weak contact. In simulations, we find that these systems satisfy surprisingly simple thermodynamic laws, such as the zero-th law and the fluctuation-response relation between the particle-number fluctuation and the corresponding susceptibility remarkably well. However at higher densities, small but observable deviations from these laws occur due to nontrivial contact dynamics and the presence of long-range spatial…
We study the relaxation of a single colloidal sphere which is periodically driven between two nonequilibrium steady states. Experimentally, this is achieved by driving the particle along a toroidal trap imposed by scanned optical tweezers. We find that the relaxation time after which the probability distributions have been relaxed is identical to that obtained by a steady state measurement. In quantitative agreement with theoretical calculations the relaxation time strongly increases when driving the system further away from thermal equilibrium.
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 consider a one-dimensional totally asymmetric exclusion process on a ring with extended inhomogeneities, consisting of several segments with different hopping rates. Depending upon the underlying inhomogeneity configurations and for moderate densities, our model displays both localised (LDW) and delocalised (DDW) domain walls and delocalisation transitions of LDWs in the steady states. Our results allow us to construct the possible steady state density profiles for an arbitrary number of segments with unequal hopping rates. We explore the scaling properties of the fluctuations of LDWs and D…
Nonequlibrium phase transition of an open Takayama-Lin Liu-Maki chain coupled with two reservoirs is investigated. We will show that solitons connecting two uniform phases are possible, and the amplitude of solitons obeys the same self-consistent equation as that of uniform phases.
We study the nonequilibrium steady state realized in a general stochastic system attached to multiple heat baths and/or driven by an external force. Starting from the detailed fluctuation theorem we derive concise and suggestive expressions for the corresponding stationary distribution which are correct up to the second order in thermodynamic forces. The probability of a microstate $η$ is proportional to $\exp[Φ(η)]$ where $Φ(η)=-\sum_kβ_k\mathcal{E}_k(η)$ is the excess entropy change. Here $\mathcal{E}_k(η)$ is the difference between two kinds of conditioned path ensemble averages of excess h…
Development of steady state thermodynamics and statistical mechanics depends crucially on our ability to develop notions of equilibrium thermodynamics for nonequilibrium steady states (NESS). The present paper considers the development of heat capacity. A modified definition is proposed which continues to maintain the same relation to steady state Shannon entropy as in equilibrium, thus providing a thermodynamically consistent treatment of NESS heat capacity.
We study a symmetry property of momentum distribution functions in the steady state of heat conduction. When the equation of motion is symmetric under change of signs for all dynamical variables, the distribution function is also symmetric. This symmetry can be broken by introduction of an asymmetric term in the interaction potential or the on-site potential, or employing the thermal walls as heat reservoirs. We numerically find differences of behavior of the models with and without the on-site potential.
We address the question of whether transport coefficients obtained from a unitary closed system setting, i.e., the standard equilibrium Green-Kubo formula, are the same as the ones obtained from a weakly driven nonequilibrium steady-state calculation. We first derive a nonequilibrium Kubo-like expression for the steady-state diffusion constant expressed as a time-integral of either a current or a conserved density nonequilibrium correlation function. This expression has certain advantages over the equilibrium Green-Kubo formula, but is not clear if it gives the same value of the diffusion cons…
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.
We study the nonequilibrium statistical mechanics of a finite classical system subjected to nongradient forces $ξ$ and maintained at fixed kinetic energy (Hoover-Evans isokinetic thermostat). We assume that the microscopic dynamics is sufficiently chaotic (Gallavotti-Cohen chaotic hypothesis) and that there is a natural nonequilibrium steady state $ρ_ξ$. When $ξ$ is replaced by $ξ+δξ$ one can compute the change $δρ$ of $ρ_ξ$ (linear response) and define an entropy change $δS$ based on energy considerations. When $ξ$ is varied around a loop, the total change of $S$ need not vanish: outside of e…
We study the nonequilibrium steady state (NESS) in a quantum system in contact with two heat baths at different temperatures. We use a time-independent perturbative expansion with respect to the coupling with the two heat baths to obtain the density matrix for the NESS. In particular, we show an explicit representation of the density matrix for the reflection symmetric and weakly nonequilibrium case. We also calculate the expectation value of the energy current and show that the Kubo formula holds in this case.
We describe a method to obtain the reduced density matrix (RDM) correct up to second order in system-bath coupling in \emph{nonequilibrium} steady state situations. The RDM is obtained via a scheme based on analytic continuation, using the time-local Redfield-like quantum master equation, which was earlier used by the same authors [J. Chem. Phys. \textbf{136}, 194110 (2012)] to obtain the correct thermal equilibrium description. This nonequilibrium modified Redfield solution is then corroborated with the exact RDM obtained via the nonequilibrium Green's function technique for the quantum harmo…
The two-dimensional steady-state Boltzmann equation for hard-disk molecules in the presence of a temperature gradient has been solved explicitly to second order in density and the temperature gradient. The two-dimensional equation of state and some physical quantities are calculated from it and compared with those for the two-dimensional steady-state Bhatnagar-Gross-Krook(BGK) equation and information theory. We have found that the same kind of qualitative differences as the three-dimensional case among these theories still appear in the two-dimensional case.
We establish a correspondence between two very general paradigms for systems that persist away from thermal equilibrium. In the first paradigm, a nonequilibrium steady state (NESS) is maintained by applying fixed thermodynamic forces that break detailed balance. In the second paradigm, known as a stochastic pump (SP), a time-periodic state is maintained by the periodic variation of a system's external parameters. In both cases, currents are generated and entropy is produced. Restricting ourselves to discrete-state systems, we establish a mapping between these scenarios. Given a NESS characteri…
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…
We present a Monte Carlo study of a lattice gas driven out of equilibrium by a local hopping bias. Sites can be empty or occupied by one of two types of particles, which are distinguished by their response to the hopping bias. All particles interact via excluded volume and a nearest-neighbor attractive force. The main result is a phase diagram with three phases: a homogeneous phase, and two distinct ordered phases. Continuous boundaries separate the homogeneous phase from the ordered phases, and a first-order line separates the two ordered phases. The three lines merge in a nonequilibrium bicr…
Equilibrium is characterized by its fundamental properties such as the detailed balance, the fluctuation-dissipation relation, and no heat dissipation. Based on the stochastic thermodynamics, we show that these three properties are equivalent to each other in conventional Langevin thermal systems with microscopic reversibility. Thus, a conventional steady state has either all three properties (equilibrium) or none of them (nonequilibrium). In contrast, with velocity-dependent forces breaking the microscopic reversibility, we prove that the detailed balance and the fluctuation-dissipation relat…
We study numerically phase separation in a binary fluid subject to an applied shear flow in two dimensions, with full hydrodynamics. To do so, we introduce a mixed finite-differencing/spectral simulation technique, with a transformation to render trivial the implementation of Lees-Edwards sheared periodic boundary conditions. For systems with inertia, we reproduce the nonequilibrium steady states reported in a recent lattice Boltzmann study. The domain coarsening that would occur in zero shear is arrested by the applied shear flow, which restores a finite domain size set by the inverse shear r…
It is known that each single typical pure state in an energy shell of a large isolated quantum system well represents a thermal equilibrium state of the system. We show that such typicality holds also for nonequilibrium steady states (NESS's). We consider a small quantum system coupled to multiple infinite reservoirs. In the long run, the total system reaches a unique NESS. We identify a large Hilbert space from which pure states of the system are to be sampled randomly and show that the typical pure states well describe the NESS. We also point out that the irreversible relaxation to the uniqu…
For a colloidal particle driven by a constant force across a periodic potential, we investigate the distribution of entropy production both experimentally and theoretically. For short trajectories, the fluctuation theorem holds experimentally. The mean entropy production rate shows two regimes as a function of the applied force. Theoretically, both mean and variance of the pronounced non-Gaussian distribution can be obtained from a differential equation in good agreement with the experimental data.
