A fast harmonic oscillator is linearly coupled with a system of Ising spins that are in contact with a thermal bath, and evolve under a slow Glauber dynamics at dimensionless temperature $θ$. The spins have a coupling constant proportional to the oscillator position. The oscillator-spin interaction produces a second order phase transition at $θ=1$ with the oscillator position as its order parameter: the equilibrium position is zero for $θ>1$ and non-zero for $θ< 1$. For $θ<1$, the dynamics of this system is quite different from relaxation to equilibrium. For most initial conditions, the oscillator position performs modulated oscillations about one of the stable equilibrium positions with a long relaxation time. For random initial conditions and a sufficiently large spin system, the unstable zero position of the oscillator is stabilized after a relaxation time proportional to $θ$. If the spin system is smaller, the situation is the same until the oscillator position is close to zero, then it crosses over to a neighborhood of a stable equilibrium position about which keeps oscillating for an exponentially long relaxation time. These results of stochastic simulations are predicted by modulation equations obtained from a multiple scale analysis of macroscopic equations.
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 study a nonequilibrium mean field Ising model in the low temperature phase regime, where metastable equilibrium states develop a cuspidal (spinodal) singularity. We focus on celebrated Glauber dynamics, and design a contact Hamiltonian flow which captures some of its rough features in this regime. We prove, however, that there is an inevitable discrepancy between the scaling laws for the relaxation time in the Glauber and the contact Hamiltonian dynamical systems.
A harmonic oscillator linearly coupled with a linear chain of Ising spins is investigated. The $N$ spins in the chain interact with their nearest neighbours with a coupling constant proportional to the oscillator position and to $N^{-1/2}$, are in contact with a thermal bath at temperature $T$, and evolve under Glauber dynamics. The oscillator position is a stochastic process due to the oscillator-spin interaction which produces drastic changes in the equilibrium behaviour and the dynamics of the oscillator. Firstly, there is a second order phase transition at a critical temperature $T_c$ whos…
A generalized version of the nonequilibrium linear Glauber model with $q$ states in $d$ dimensions is introduced and analyzed. The model is fully symmetric, its dynamics being invariant under all permutations of the $q$ states. Exact expressions for the two-time autocorrelation and response functions on a $d$-dimensional lattice are obtained. In the stationary regime, the fluctuation-dissipation theorem holds, while in the transient the aging is observed with the fluctuation-dissipation ratio leading to the value predicted for the linear Glauber model.
Each oscillator in a linear chain (a string) interacts with a local Ising spin in contact with a thermal bath. These spins evolve according to Glauber dynamics. Below a critical temperature, a rippled state in the string is accompanied by a nonzero spin polarization. The system is shown to form ripples in the string which, for slow spin relaxation, vibrates rapidly about quasi-stationary states described as snapshots of a coarse-grained stroboscopic map. For moderate observation times, ripples are observed irrespective of the final thermodynamically stable state (rippled or not).
The meaning of temperature in nonequilibrium thermodynamics is considered by using a forced harmonic oscillator in a heat bath, where we have two effective temperatures for the position and the momentum, respectively. We invent a concrete model of a thermometer to testify the validity of these different temperatures from the operational point of view. It is found that the measured temperature depends on a specific form of interaction between the system and a thermometer, which means the zeroth law of thermodynamics cannot be immediately extended to nonequilibrium cases.
We analytically calculate the work distribution of a quantum harmonic oscillator with arbitrary time-dependent angular frequency. We provide detailed expressions for the work probability density for adiabatic and nonadiabatic processes, in the limit of low and high temperature. We further verify the validity of the quantum Jarzynski equality
The zero-temperature Glauber dynamics of the ferromagnetic Ising model on small-world networks, rewired from a two-dimensional square lattice, has been studied by numerical simulations. For increasing disorder in finite networks, the nonequilibrium dynamics becomes faster, so that the ground state is found more likely. For any finite value of the rewiring probability p, the likelihood of reaching the ground state goes to zero in the thermodynamic limit, similarly to random networks. The spin correlation xi(r) is found to decrease with distance as xi(r) ~ exp(-r/lambda), lambda being a correlat…
A model of coupled molecular oscillators is proposed to study nonequilibrium thermodynamics of synchronization. We find that synchronization of nonequilibrium oscillators costs energy even when the oscillator-oscillator coupling is conservative. By solving the steady state of the many-body system analytically, we show that the system goes through a nonequilibrium phase transition driven by energy dissipation, and the critical energy dissipation depends on both the frequency and strength of the exchange reactions. Moreover, our study reveals the optimal design for achieving maximum synchronizat…
We formulate and study the nonequilibrium dynamics of strings near the singularity of the time-dependent plane wave background in the framework of the Nonequilibrium Thermo Field Dynamics (NETFD). In particular, we construct the Hilbert space of the thermal string oscillators at nonequilibrium and generalize the NETFD to describe the coordinates of the center of mass of the thermal string. The equations of motion of the thermal fields and the Hamiltonian are derived. Due to the time-dependence of the oscillator frequencies, a counterterm is present in the Hamiltonian. This counterterm determin…
Under general conditions imposed on an active stochastic oscillator, we study change in the size and shape of its average limit cycle as a function of temperature. Such dynamics occur in a multitude of nonequilibrium systems, including the spontaneous oscillations of hair cells of the inner ear. We demonstrate one of the many mechanisms through which distortion of the mean curve may occur and identify regions in the driven oscillator phase space susceptible to corner-cutting due to noise. This we infer causes rounding of certain sharp features in the noiseless curve given by the underlying com…
Dynamic behaviour of an isotropic Ashkin-Teller model in the presence of a periodically oscillating magnetic field has been analysed by means of the mean field approximation. The dynamic equation of motion has been constructed with the help of a Glauber type stochastic process and solved for a square lattice. After defining the possible dynamical phases of the system, phase diagrams have been given and the behaviour of the hysteresis loops has been investigated in detail. The hysteresis loop for specific order parameter of isotropic Ashkin-Teller model has been defined and characteristics of t…
A model of globally coupled phase oscillators under equilibrium (driven by Gaussian white noise) and nonequilibrium (driven by symmetric dichotomic fluctuations) is studied. For the equilibrium system, the mean-field state equation takes a simple form and the stability of its solution is examined in the full space of order parameters. For the nonequilbrium system, various asymptotic regimes are obtained in a closed analytical form. In a general case, the corresponding master equations are solved numerically. Moreover, the Monte-Carlo simulations of the coupled set of Langevin equations of moti…
We apply the concept of a frequency-dependent effective temperature based on the fluctuation-dissipation ratio to a driven Brownian particle in a nonequilibrium steady state. Using this system as a thermostat for a weakly coupled harmonic oscillator, the oscillator thermalizes according to a canonical distribution at the respective effective temperature across the entire frequency spectrum. By turning the oscillator from a passive "thermometer" into a heat engine, we realize the cyclic extraction of work from a single thermal reservoir, which is feasible only due to its nonequilibrium nature.
We formulate exact generalized nonequilibrium fluctuation relations for the quantum mechanical harmonic oscillator coupled to multiple harmonic baths. Each of the different baths is prepared in its own individual (in general nonthermal) state. Starting from the exact solution for the oscillator dynamics we study fluctuations of the oscillator position as well as of the energy current through the oscillator under general nonequilibrium conditions. In particular, we formulate a fluctuation-dissipation relation for the oscillator position autocorrelation function that generalizes the standard res…
The nonequilibrium dynamics of coupled quantum oscillators subject to different time dependent quenches are analyzed in the context of the Liouville-von Neumann approach. We consider models of quantum oscillators in interaction that are exactly soluble in the cases of both sudden and smooth quenches. The time evolution of number densities and the final equilibration distribution for the problem of a quantum oscillator coupled to an infinity set of other oscillators (a bath) are explicitly worked out.
We develop a framework for the general interpretation of the stochastic dynamical system near a limit cycle. Such quasi-periodic dynamics are commonly found in a variety of nonequilibrium systems, including the spontaneous oscillations of hair cells in the inner ear. We demonstrate quite generally that in the presence of noise, the phase of the limit cycle oscillator will diffuse while deviations in the directions locally orthogonal to that limit cycle will display the Lorentzian power spectrum of a damped oscillator. We identify two mechanisms by which these stochastic dynamics can acquire a …
We extend the quantum theory of dissipation in the context of system-reservoir model, where the reservoir in question is kept in a nonequilibrium condition. Based on a systematic separation of time scales involved in the dynamics, appropriate generalizations of the fluctuation-dissipation and Einstein's relations have been pointed out. We show that the Wigner-Weisskopf decay of the system mode results in a rate constant which depending on the relaxation of nonequilibrium bath is dynamically modified. We also calculate the time-dependent spectra of a cavity mode with a suitable gain when the ca…
We relate progress in statistical mechanics, both at and far from equilibrium, to advances in the theory of dynamical systems. We consider computer simulations of time-reversible deterministic chaos in small systems with three- and four-dimensional phase spaces. These models provide us with a basis for understanding equilibration and thermodynamic irreversibility in terms of Lyapunov instability, fractal distributions, and thermal constraints
The rate of metastable decay in nonequilibrium systems is expected to display scaling behavior: i.e., the logarithm of the decay rate should scale as a power of the distance to a bifurcation point where the metastable state disappears. Recently such behavior was observed and some of the earlier predicted exponents were found in experiments on several types of systems described by a model of a modulated oscillator. Here we establish the range where different scaling behavior is displayed and show how the crossover between different types of scaling occurs. The analysis is done for a nonlinear o…
In this paper, we show that a nonequilibrium steady state (NESS) exists at late times in open quantum systems with weak nonlinearity by following its nonequilibrium dynamics with a perturbative analysis. Here we consider an oscillator chain containing three-types of anharmonicity in the Fermi-Pasta-Ulam-Tsingou (FPUT) model: cubic $α$- and quartic $β$-type nearest-oscillator interactions and the on-site (pinned) Klein-Gordon (KG) quartic self-interaction. Assuming weak nonlinearity, we introduce a stochastic influence action approach to the problem and obtain the energy flow in different junct…
We study dynamics of pattern formation in systems belonging to class of reaction-Cattaneo models including persistent diffusion (memory effects of the diffusion flux). It was shown that due to the memory effects pattern seletion process are realized. We have found that oscillatory behavior of the radius of the adsorbate islands is governed by finite propagation speed. It is shown that stabilization of nano-patterns in such models is possible only by nonequilibrium chemical reactions. Oscillatory dynamics of pattern formation is studied in details by numerical simulations.
The dynamic phase behavior of a classical Heisenberg spin system with a bilinear exchange anisotropy in a planar thin film geometry has been investigated by Monte Carlo simulations using different forms for the stochastic dynamics. In simulations of the dynamic phase transition (DPT) in films subject to a pulsed oscillatory external field with competing surface fields, both Glauber and Metropolis dynamics show a continuous DPT. Furthermore the field amplitude dependence of the DPT is qualitatively similar for both Glauber and Metropolis dynamics. However, the temperature dependence of the DPT …
We study the dynamics of a system of coupled oscillators of distributed natural frequencies, by including the features of both thermal noise, parametrized by a temperature, and inertial terms, parametrized by a moment of inertia. For a general unimodal frequency distribution, we report here the complete phase diagram of the model in the space of dimensionless moment of inertia, temperature, and width of the frequency distribution. We demonstrate that the system undergoes a nonequilibrium first-order phase transition from a synchronized phase at low parameter values to an incoherent phase at hi…
We investigate the temporal evolution of a ferromagnetic system of Ising spins evolving under Kawasaki dynamics from a random initial condition, in spatial dimensions one and two. We examine in detail the asymptotic behaviour of the two-time correlation and response functions. The linear response is measured without applying a field, using a recently proposed algorithm. For the chain at vanishingly small temperature, we introduce an accelerated dynamics which has the virtue of projecting the system into the asymptotic scaling regime. This allows us to revisit critically previous works on the b…
We analyze heat and work fluctuations in the gravitational wave detector AURIGA, modeled as a macroscopic electromechanical oscillator in contact with a thermostat and cooled by an active feedback system. The oscillator is driven to a steady state by the feedback cooling, equivalent to a viscous force. The experimentally measured fluctuations are in agreement with our theoretical analysis based on a stochastically driven Langevin system. The asymmetry of the fluctuations of the absorbed heat characterizes the oscillator's nonequilibrium steady state and reveals the extent to which a feedback c…
We consider a chain composed of $N$ coupled harmonic oscillators in contact with heat baths at temperature $T_\ell$ and $T_r$ at sites 1 and $N$ respectively. The oscillators are also subjected to non-momentum conserving bulk stochastic noises. These make the heat conductivity satisfy Fourier's law. Here we describe some new results about the hydrodynamical equations for typical macroscopic energy and displacement profiles, as well as their fluctuations and large deviations, in two simple models of this type.
We use nonequilibrium molecular dynamics to analyze and illustrate the qualitative differences between the one-thermostat and two-thermostat versions of equilibrium and nonequilibrium (heat-conducting) harmonic oscillators. Conservative nonconducting regions can coexist with dissipative heat conducting regions in phase space with exactly the same imposed temperature field.
We apply the Liouville-von Neumann (LvN) approach to open systems to describe the nonequilibrium quantum evolution. The Liouville-von Neumann approach is a unified method that can be applied to both time-independent (closed) and time-dependent (open) systems and to both equilibrium and nonequilibrium systems. We study the nonequilibrium quantum evolution of oscillator models for open boson and fermion systems
We show the link between U1 lattice gauge theories and the off-equilibrium thermodynamics of a large class of nonlinear oscillators networks. The coupling between the oscillators plays the role of a gauge field, or connection, on the network. The thermodynamical forces that drive energy flows are expressed in terms of the curvature of the connection, analogous to a geometric phase. The model, which holds both close and far from equilibrium, predicts the existence of persistent energy and particle currents circulating in close loops through the network. The predictions are confirmed by numerica…
We study the dynamical response of a two-dimensional Ising model subject to a square-wave oscillating external field. In contrast to earlier studies, the system evolves under a so-called soft Glauber dynamic [P.A. Rikvold and M. Kolesik, J. Phys. A: Math. Gen. 35, L117 (2002)], for which both nucleation and interface propagation are slower and the interfaces smoother than for the standard Glauber dynamic. We choose the temperature and magnitude of the external field such that the metastable decay of the system following field reversal occurs through nucleation and growth of many droplets of th…
Nonequilibrium behavior and dynamic phase transition properties of a kinetic Ising model under the influence of periodically oscillating random-fields have been analyzed within the framework of effective field theory (EFT) based on a decoupling approximation (DA). Dynamic equation of motion has been solved for a simple cubic lattice ($q=6$) by utilizing a Glauber type stochastic process. Amplitude of the sinusoidally oscillating magnetic field is randomly distributed on the lattice sites according to bimodal and trimodal distribution functions. For a bimodal type of amplitude distribution, it …
The two-time nonequilibrium correlation and response functions in 1D kinetic classical spin systems with non-conserved dynamics and quenched to their zero-temperature critical point are studied. The exact solution of the kinetic Ising model with Glauber dynamics for a wide class of initial states allows for an explicit test of the universality of the non-equilibrium limit fluctuation-dissipation ratio X_{\infty}. It is shown that the value of X_{\infty} depends on whether the initial state has finitely many domain walls or not and thus two distinct dynamic universality classes can be identifie…
Spontaneous synchronization is a remarkable collective effect observed in nature, whereby a population of oscillating units, which have diverse natural frequencies and are in weak interaction with one another, evolves to spontaneously exhibit collective oscillations at a common frequency. The Kuramoto model provides the basic analytical framework to study spontaneous synchronization. The model comprises limit-cycle oscillators with distributed natural frequencies interacting through a mean-field coupling. Although more than forty years have passed since its introduction, the model continues to…
Relationships between inter-cluster synchronization phenomena and external noise are studied on the basis of noise level-free analysis. We consider a mean-field model of ensembles of coupled limit cycle oscillators with two natural frequencies, which are subjected to external white Gaussian noise. Using a nonlinear Fokker-Planck equation approach, we analytically derive the order parameter equations associated with nonequilibrium phase transitions in the thermodynamic limit. Solving them numerically, we systematically investigate the model parameter dependences of the appearance and disappeara…
We provide an explicit representation of the nonequilibrium invariant measure for a chain of harmonic oscillators with conservative noise in the presence of stationary heat flow. By first determining the covariance matrix, we are able to express the measure as the product of Gaussian distributions aligned along some collective modes that are spatially localized with power-law tails. Numerical studies show that such a representation applies also to a purely deterministic model, the quartic Fermi-Pasta-Ulam chain.
We model unzipping of DNA/RNA molecules subject to an external force by a spin-oscillator system. The system comprises a macroscopic degree of freedom, represented by a one-dimensional oscillator, and internal degrees of freedom, represented by Glauber spins with nearest-neighbor interaction and a coupling constant proportional to the oscillator position. At a critical value $F_c$ of an applied external force $F$, the oscillator rest position (order parameter) changes abruptly and the system undergoes a first-order phase transition. When the external force is cycled at different rates, the ext…
We use the so-called Liouville-von Neumann (LvN) approach to study the nonequilibrium quantum dynamics of time-dependent second order phase transitions. The LvN approach is a canonical method that unifies the functional Schrödinger equation for the quantum evolution of pure states and the LvN equation for the quantum description of mixed states of either equilibrium or nonequilibrium. As nonequilibrium quantum mechanical systems we study a time-dependent harmonic and an anharmonic oscillator and find the exact Fock space and density operator for the harmonic oscillator and the nonperturbative …
We studied the dynamic response and stochastic resonance of kinetic Ising spin system (ISS), subject to the joint external field of weak sinusoidal modulation and stochastic white-noise, through solving the mean-field equation of motion based on Glauber dynamics. The periodically driven stochastic ISS shows the occurrence of characteristic stochastic resonance as well as nonequilibrium dynamic phase transition (NDPT) when the frequency and amplitude h0 of driving field, the temperature t of the system and noise intensity D attain a specific accordance in quantity. There exist in the system two…
In this paper we study the nonequilibrium evolution of a quantum Brownian oscillator, modeling the internal degree of freedom of a harmonic atom or an Unruh-DeWitt detector, coupled to a nonequilibrium, nonstationary quantum field and inquire whether a fluctuation-dissipation relation can exist after/if it approaches equilibration. This is a nontrivial issue since a squeezed bath field cannot reach equilibration and yet, as this work shows, the system oscillator indeed can, which is a necessary condition for FDRs. We discuss three different settings: A) The bath field essentially remains in a …
We derive analogues of the Jarzynski equality and Crooks relation to characterise the nonequilibrium work associated with changes in the spring constant of an overdamped oscillator in a quadratically varying spatial temperature profile. The stationary state of such an oscillator is described by Tsallis statistics, and the work relations for certain processes may be expressed in terms of q-exponentials. We suggest that these identities might be a feature of nonequilibrium processes in circumstances where Tsallis distributions are found.
In these lectures we give an overview of nonequilibrium stochastic systems. In particular we discuss in detail two models, the asymmetric exclusion process and a ballistic reaction model, that illustrate many general features of nonequilibrium dynamics: for example coarsening dynamics and nonequilibrium phase transitions. As a secondary theme we shall show how a common mathematical structure, the q-deformed harmonic oscillator algebra, serves to furnish exact results for both systems. Thus the lectures also serve as a gentle introduction to things q-deformed.
Continuing our work on the nature and existence of fluctuation-dissipation relations (FDR) in linear and nonlinear open quantum systems [1-3], here we consider such relations when a linear system is in a nonequilibrium steady state (NESS). With the model of two-oscillators (considered as a short harmonic chain with the two ends) each connected to a thermal bath of different temperatures we find that when the chain is fully relaxed due to interaction with the baths, the relation that connects the noise kernel and the imaginary part of the dissipation kernel of the chain in one bath does not ass…
We obtain exact results on autocorrelation of the order parameter in the nonequilibrium stationary state of a paradigmatic model of spontaneous collective synchronization, the Kuramoto model of coupled oscillators, evolving in presence of Gaussian, white noise. The method relies on an exact mapping of the stationary-state dynamics of the model in the thermodynamic limit to the noisy dynamics of a single, non-uniform oscillator, and allows to obtain besides the Kuramoto model the autocorrelation in the equilibrium stationary state of a related model of long-range interactions, the Brownian mean…
Inertial effects in fluctuations of the work to sustain a system in a nonequilibrium steady state are discussed for a dragged massive Brownian particle model using a path integral approach. We calculate the work distribution function in the laboratory and comoving frames and prove the asymptotic fluctuation theorem for these works for any initial condition. Important and observable differences between the work fluctuations in the two frames appear for finite times and are discussed concretely for a nonequilibrium steady state initial condition. We also show that for finite times a time oscilla…
We study the effects of spin-orbit interaction (SOI) on the current-induced motion of a magnetic (Bloch) domain wall in ultrathin ferromagnetic nanowires. The conspiracy of spin relaxation and SOI is shown to generate a novel strong nonequilibrium Rashba field, which is dominant even for moderate SOI. This field causes intricate spin precession and a transition from translatory to oscillatory wall dynamics with increasing SOI. We show that current pulses of different lengths can efficiently be used to control the domain wall motion.
Recently, there has been considerable interest in the study of spontaneous synchronization, particularly within the framework of the Kuramoto model. The model comprises oscillators with distributed natural frequencies interacting through a mean-field coupling, and serves as a paradigm to study synchronization. In this review, we put forward a general framework in which we discuss in a unified way known results with more recent developments obtained for a generalized Kuramoto model that includes inertial effects and noise. We describe the model from a different perspective, highlighting the lon…
The physics of critical phenomena in a many-body system far from thermal equilibrium is an interesting and important issue to be addressed both experimentally and theoretically. The trapped cold atoms have been actively used as a clean and versatile simulator for classical and quantum-mechanical systems, deepening understanding of the many-body physics behind. Here we review the nonlinear and collective dynamics in a periodically modulated magneto-optically trapped cold atoms. By temporally modulating the intensity of the trapping lasers with the controlled phases, one can realize two kinds of…
We use a relationship between response and correlation function in nonequilibrium systems to establish a connection between the heat production and the deviations from the equilibrium fluctuation-dissipation theorem. This scheme extends the Harada-Sasa formulation [Phys. Rev. Lett. 95, 130602 (2005)], obtained for Langevin equations in steady states, as it also holds for transient regimes and for discrete jump processes involving small entropic changes. Moreover, a general formulation includes two times and the new concepts of two-time work, kinetic energy, and of a two-time heat exchange that…
The nonequilibrium dynamics of a small quantum system coupled to a dissipative environment is studied. We show that (1) the oscillatory dynamics close to a coherent-to-incoherent transition is surprisingly different from the one of the classical damped harmonic oscillator and that (2) non-markovian memory plays a prominent role in the time evolution after a quantum quench.
We present some novel thermodynamic ideas based on the Maupertuis principle. By considering Hamiltonians written in terms of appropriate action-angle variables we show that thermal states can be characterized by the action variables and by their evolution in time when the system is nonintegrable. We propose dynamical definitions for the equilibrium temperature and entropy as well as an expression for the nonequilibrium entropy valid for isolated systems with many degrees of freedom. This entropy is shown to increase in the relaxation to equilibrium of macroscopic systems with short-range inter…
