The fluctuation-dissipation (F-D) theorem is a fundamental result for systems near thermodynamic equilibrium, and justifies studies between microscopic and macroscopic properties. It states that the nonequilibrium relaxation dynamics is related to the spontaneous fluctuation at equilibrium. Most processes in Nature are out of equilibrium, for which we have limited theory. Common wisdom believes the F-D theorem is violated in general for systems far from equilibrium. Recently we show that dynamics of a dissipative system described by stochastic differential equations can be mapped to that of a thermostated Hamiltonian system, with a nonequilibrium steady state of the former corresponding to the equilibrium state of the latter. Her we derived the corresponding F-D theorem, and tested with several examples. We suggest further studies exploiting the analogy between a general dissipative system appearing in various science branches and a Hamiltonian system. Especially we discussed the implications of this work on biological network studies.
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 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.
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…
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.
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…
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…
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.
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 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…
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…
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…
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.
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…
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…
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…
We consider a three-terminal system with a chiral edge channel connecting the source and drain terminals. Charge can tunnel between the chiral edge and a third terminal. The third terminal is maintained at a different temperature and voltage than the source and drain. We prove a general relation for the current noises detected in the drain and third terminal. It has the same structure as an equilibrium fluctuation-dissipation relation with the nonlinear response in place of the linear conductance. The result applies to a general chiral system and can be useful for detecting "upstream" modes on…
In this paper, we offer to the reader an essential review of the theory of Fluctuation-Dissipation Relations (FDR), from the first formulations due to Einstein and Onsager, to the recent developments in the framework of stochastic thermodynamics of non-equilibrium system. We focus on two general approaches, somehow complementary, where out-of-equilibrium contributions to the FDR are expressed in terms of different quantities, related either to the stationary distribution or to the transition rates of the system. In particular, we discuss applications of the FDR in the general field of causatio…
Self-organization of active matter as well as driven granular matter in non-equilibrium dynamical states has attracted considerable attention not only from the fundamental and application viewpoints but also as a model to understand the occurrence of such phenomena in nature. These systems share common features originating from their intrinsically out-of-equilibrium nature. It remains elusive how energy dissipation affects the state selection in such non-equilibrium states. As a simple model system, we consider a non-equilibrium stationary state maintained by continuous energy input, relevant …
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.
Fluctuations associated with relaxations in far-from-equilibrium regime is of fundamental interest for a large variety of systems within broad scales. Recent advances in techniques such as spectroscopy have generated the possibility for measuring the fluctuations of the mesoscopic systems in connection to the relaxation processes when driving the underlying quantum systems far from equilibrium. We present a general nonequilibrium Fluctuation-Dissipation Theorem (FDT) for quantum Markovian processes where the detailed-balance condition is violated. Apart from the fluctuations, the relaxation in…
Based on a Hamiltonian that incorporates the elastic coupling between a tracer and active particles, we derive a generalized Langevin model for the non-equilibrium mechanical response of active viscoelastic biomatter. Our model accounts for the power-law viscoelastic response of the embedding polymeric network as well as for the non-equilibrium energy transfer between active and tracer particles. Our analytical expressions for the frequency-dependent response function and the positional autocorrelation function agree nicely with experimental data for red blood cells and actomyosin networks wit…
We present a comprehensive study about the relationship between the way Detailed Balance is broken in non-equilibrium systems and the resulting violations of the Fluctuation-Dissipation Theorem. Starting from stochastic dynamics with both odd and even variables under Time-Reversal, we exploit the relation between entropy production and the breakdown of Detailed Balance to establish general constraints on the non-equilibrium steady-states (NESS), which relate the non-equilibrium character of the dynamics with symmetry properties of the NESS distribution. This provides a direct route to derive e…
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 (…
The driving force of the dynamical system can be decomposed into the gradient of a potential landscape and curl flux (current). The fluctuation-dissipation theorem (FDT) is often applied to near equilibrium systems with detailed balance. The response due to a small perturbation can be expressed by a spontaneous fluctuation. For non-equilibrium systems, we derived a generalized FDT that the response function is composed of two parts: (1) a spontaneous correlation representing the relaxation which is present in the near equilibrium systems with detailed balance; (2) a correlation related to the …
The fluctuation-dissipation theorem (FDT) is a central result in statistical physics, both for classical and quantum systems. It establishes a relationship between the linear response of a system under a time-dependent perturbation and time correlations of certain observables in equilibrium. Here we derive a generalization of the theorem which can be applied to any Markov quantum system and makes use of the symmetric logarithmic derivative (SLD). There are several important benefits from our approach. First, such a formulation clarifies the relation between classical and quantum versions of th…
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 …
Reformulating constitutive relation in terms of gradient dynamics (being derivative of a dissipation potential) brings additional information on stability, metastability and instability of the dynamics with respect to perturbations of the constitutive relation, called CR-stability. CR-instability is connected to the loss of convexity of the dissipation potential, which makes the Legendre-conjugate dissipation potential multivalued and causes dissipative phase transitions, that are not induced by non-convexity of free energy, but by non-convexity of the dissipation potential. CR-stability of th…
Active matter systems exhibit rich emergent behavior due to constant injection and dissipation of energy at the level of individual agents. Since these systems are far from equilibrium, their dynamics and energetics cannot be understood using the framework of equilibrium statistical mechanics. Recent developments in stochastic thermodynamics extend classical concepts of work, heat, and energy dissipation to fluctuating non-equilibrium systems. We use recent advances in experiment and theory to study the non-thermal dissipation of individual light-activated self-propelled colloidal particles. W…
We discuss research done in two important areas of nonequilibrium statistical mechanics: fluctuation dissipation relations and dynamical fluctuations. In equilibrium systems the fluctuation-dissipation theorem gives a simple relation between the response of observables to a perturation and correlation functions in the unperturbed system. Our contribution here is an investigation of the form of the response function for systems out of equilibrium. Furthermore, we use the theory of large deviations to examine dynamical fluctuations in systems out of equilibrium. In dynamical fluctuation theory w…
Recently, Kawai, Parrondo, and Van den Broeck have related dissipation to time-reversal asymmetry. We generalized the result by considering a protocol where the physical system is driven away from an initial thermal equilibrium state with temperature $β_0$ to a final thermal equilibrium state at a different temperature. We illustrate the result using a model with an exact solution, i.e., a particle in a moving one-dimensional harmonic well.
We examine the Hall conductivity of macroscopic two-dimensional quantum system, and show that the observed quantities can sometimes violate the fluctuation dissipation theorem (FDT), even in the linear response (LR) regime infinitesimally close to equilibrium. The violation can be an order of magnitude larger than the Hall conductivity itself at low temperature and in strong magnetic field, which are accessible in experiments. We further extend the results to general systems and give a necessary condition for such large-scale violation to happen. This violation is a genuine quantum phenomenon …
Life has most likely originated as a consequence of processes taking place in non-equilibrium conditions (\textit{e.g.} in the proximity of deep-sea thermal vents) selecting states of matter that would have been otherwise unfavorable at equilibrium. Here we present a simple chemical network in which the selection of states is driven by the thermodynamic necessity of dissipating heat as rapidly as possible in the presence of a thermal gradient: states participating to faster reactions contribute the most to the dissipation rate, and are the most populated ones in non-equilibrium steady-state co…
