We derive some nonequilibrium identities such as the integral fluctuation theorem and the Jarzynski equality starting from a nonequilibrium state for dissipative classical systems. Thanks to the existence of the integral fluctuation theorem we can naturally introduce an entropy-like quantity for dissipative classical systems in far from equilibrium states.
We also derive the generalized Green-Kubo formula as a nonlinear response theory for a steady dynamics around a nonequilibrium state. We numerically verify the validity of the derived formulas for sheared frictionless granular particles.
We derive the integral fluctuation theorem around a nonequilibrium stationary state for frictionless and soft core granular particles under an external vibration achieved by a balance between an external vibration and inelastic collisions. We also discuss the connection between the integral fluctuation theorem and the generalized Green-Kubo formula.
The problem of response of nonequilibrium systems is currently under intense investigation. We propose a general method of solution of the Liouville Equation for thermostatted particle systems subjected to external forces which retains only the slow degrees of freedom, by projecting out the majority of fast variables. Response formulae, extending the Green-Kubo relations to dissipative dynamics are provided, and comparison with numerical data is presented.
Dissipative effects in electromagnetism on macroscopic scales are examined by coarse graining the microscopic Maxwell equations with respect to time. We illustrate a procedure to derive the dissipative effects on the macroscopic scale by using a Green-Kubo type expression in terms of the microscopic fluctuations and the correlations between them. The resulting macroscopic Maxwell equations are formulated within the General Equation for the Non-Equilibrium Reversible-Irreversible Coupling (GENERIC) framework, accounting also for inhomogeneous temperature.
Chaos is usually referred to the sensitivity to initial conditions in which the nonlinearity plays a crucial role. Beyond such a mathematical description, the understanding of the underlying physical origin of the chaos is still not very clear. Here we study the dissipative chaos from the perspective of the nonequilibrium dynamics. This was not fully investigated in the traditional chaos theory, despite of the Lorenz's original discovery of chaos from the nonequilibrium atmosphere. We found that the nonequilibriumness as the degree of detailed balance breaking can be quantified by the appearan…
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.
How can we derive the evolution equations of dissipative systems? What is the relation between the different approaches? How much do we understand the fundamental aspects of a second law based framework? Is there a hierarchy of dissipative and ideal theories at all? How far can we reach with the new methods of nonequilibrium thermodynamics?
Theoretical studies of nonequilibrium systems are complicated by the lack of a general framework. In this work we first show that a transformation introduced by Ao recently (J. Phys. A {\bf 37}, L25 (2004)) is related to previous works of Graham (Z. Physik B {\bf 26}, 397 (1977)) and Eyink {\it et al.} (J. Stat. Phys. {\bf 83}, 385 (1996)), which can also be viewed as the generalized application of the Helmholtz theorem in vector calculus. We then show that systems described by ordinary stochastic differential equations with white noise can be mapped to thermostated Hamiltonian systems. A stea…
We study nonequilibrium work relations for a space-dependent field with stochastic dynamics (Model A). Jarzynski's equality is obtained through symmetries of the dynamical action in the path integral representation. We derive a set of exact identities that generalize the fluctuation-dissipation relations to non-stationary and far-from-equilibrium situations. These identities are prone to experimental verification. Furthermore, we show that a well-studied invariance of the Langevin equation under supersymmetry, which is known to be broken when the external potential is time-dependent, can be pa…
We give a field-theoretic proof of the nonequilibrium work relations for a space dependent field with stochastic dynamics. The path integral representation and its symmetries allow us to derive Jarzynski's equality. In addition, we derive a set of exact identities that generalize the fluctuation-dissipation relations to far-from equilibrium situations. These identities are prone to experimental verification. Furthermore, we show that supersymmetry invariance of the Langevin equation, which is broken when the external potential is time-dependent, is partially restored by adding to the action a …
Two identities in statistical mechanics involving entropy differences (or ratios of density of states) at constant energy are derived. The first provides a nontrivial extension of the Jarzynski equality to the microcanonical ensemble [C. Jarzynski, Phys. Rev. Lett. 78, 2690 (1997)], which can be seen as a ``fast-switching'' version of the adiabatic switching method for computing entropies [M. Watanabe, W. P. Reinhardt, Phys. Rev. Lett. 65, 3301 (1990)]. The second is a thermodynamic integration formula analogous to a well-known expression for free energies, and follows after taking the quasist…
Using the path integral approach to equilibrium statistical physics the effect of dissipation on Landau diamagnetism is calculated. The calculation clarifies the essential role of the boundary of the container in which the electrons move. Further, the derived result for diamagnetization also matches with the expression obtained from a time-dependent quantum Langevin equation in the asymptotic limit, provided a certain order is maintained in taking limits. This identification then unifies equilibrium and nonequilibrium statistical physics for a phenomenon like diamagnetism, which is inherently …
The exact large deviation function (ldf) for the fluctuations of the energy density field is computed for a chain of Ising (or more generally Potts) spins driven by a zero-temperature (dissipative) Glauber dynamics and sustained in a non trivial stationary regime by an arbitrary energy injection mechanism at the boundary of the system. It is found that this ldf is independent of the dynamical details of the energy injection, and that the energy fluctuations, unlike conservative systems in a nonequilibrium state, are not spatially correlated in the stationary regime.
We study an extended system that without noise shows a monostable dynamics, but when submitted to an adequate multiplicative noise, an effective bistable dynamics arise. The stochastic resonance between the attractors of the \textit{noise-sustained dynamics} is investigated theoretically in terms of a two-state approximation. The knowledge of the exact nonequilibrium potential allows us to obtain the output signal-to-noise ratio. Its maximum is predicted in the symmetric case for which both attractors have the same nonequilibrium potential value.
Dissipative preparation of a pure steady state usually involves a commutative action of a coherent and a dissipative dynamics on the target state. Namely, the target pure state is an eigenstate of both the coherent and dissipative parts of the dynamics. We show that working in the Zeno regime, i.e. for infinitely large dissipative coupling, one can generate a pure state by a non commutative action, in the above sense, of the coherent and dissipative dynamics. A corresponding Zeno regime pureness criterion is derived. We illustrate the approach, looking at both its theoretical and applicative a…
Controlling thermodynamic cycles to minimize the dissipated heat is a longstanding goal in thermodynamics, and more recently, a central challenge in stochastic thermodynamics for nanoscale systems. Here, we introduce a theoretical and computational framework for optimizing nonequilibrium control protocols that can transform a system between two distributions in a minimally dissipative fashion. These protocols optimally transport a system along paths through the space of probability distributions that minimize the dissipative cost of a transformation. Furthermore, we show that the thermodynamic…
The nonexponential relaxation and aging inherent to complex dynamics manifested in a wide variety of dissipative systems is analyzed through a model of diffusion in phase space in the presence of a nonconservative force. The action of this force establishes a heat flow which maintains the system away from equilibrium. The inability of the system to find its equilibrium state becomes apparent through the presence of an effective temperature field. This is the temperature of the stationary nonequilibrium state reached by the system satisfying a generalyzed version of the fluctuation-dissipation …
Laser technology has developed and accelerated photo-induced nonequilibrium physics from both scientific and engineering viewpoints. The Floquet engineering, i.e., controlling material properties and functionalities by time-periodic drives, is a forefront of quantum physics of light-matter interaction, but limited to ideal dissipationless systems. For the Floquet engineering extended to a variety of materials, it is vital to understand the quantum states emerging in a balance of the periodic drive and energy dissipation. Here we derive the general description for nonequilibrium steady states (…
The nonequilibrium dynamics of correlated charge transfer along a one-dimensional chain in presence of a phonon environment is investigated within a dissipative Hubbard model. For this generalization of the ubiquitous spin-boson model the crucial role of symmetries is analysed in detail and corresponding invariant subspaces are identified. It is shown that the time evolution typically occurs in each of the disjunct subspaces independently leading e.g. asymptotically to a non-Boltzmann equilibrium state. Based on these findings explicit results are obtained for two interacting electrons by mean…
Studying the role of activity parameters and the nature of time-symmetric path-variables constitutes an important part of nonequilibrium physics, so we argue. The relevant variables are residence times and the undirected traffic between different states. Parameters are the reactivities, escape rates and accessibilities and how those possibly depend on the imposed driving. All those count in the frenetic contribution to statistical forces, response and fluctuations, operational even in the stationary distribution when far enough from equilibrium. As these time-symmetric aspects can vary indepen…
Nonlinear Response Identities and Bounds for Nonequilibrium Steady States
The University of Tokyo（东京大学）；Max Planck Institute for the Physics of Complex Systems（马克斯·普朗克复杂系统物理研究所）；Max Planck Institute of Molecular Cell Biology and Genetics（马克斯·普朗克分子细胞生物学与遗传学研究所）
The separation of substances into different phases is ubiquitous in nature and important scientifically and technologically. This phenomenon may become drastically different if the species involved, whether molecules or supramolecular assemblies, interconvert. In the presence of an external force large enough to overcome energetic differences between the interconvertible species (forced interconversion), the two alternative species will be present in equal amounts, and the striking phenomenon of steady-state, restricted phase separation into mesoscales is observed. Such microphase separation i…
For open quantum systems, the Gaussian environmental dissipative effect can be represented by statistical quasi-particles, namely, dissipatons. We exploit this fact to establish the dissipaton thermofield theory. The resulting generalized Langevin dynamics of absorptive and emissive thermofield operators are effectively noise-resolved. The system-bath entanglement theorem is then readily followed between an important class of nonequilibrium steady-state correlation functions. All these relations are validated numerically. A simple corollary is the transport current expression, which exactly re…
We derive a class of mesoscopic virial equations governing energy partition between conjugate position and momentum variables of individual degrees of freedom. They are shown to apply to a wide range of nonequilibrium steady states with stochastic (Langevin) and deterministic (Nosé--Hoover) dynamics, and to extend to collective modes for models of heat-conducting lattices. A generalised macroscopic virial theorem ensues upon summation over all degrees of freedom. This theorem allows for the derivation of nonequilibrium state equations that involve dissipative heat flows on the same footing wit…
Chemical processes in closed systems are poorly controllable since they always relax to equilibrium. Living systems avoid this fate and give rise to a much richer diversity of phenomena by operating under nonequilibrium conditions. Recent experiments in dissipative self-assembly also demonstrated that by opening reaction vessels and steering certain concentrations, an ocean of opportunities for artificial synthesis and energy storage emerges. To navigate it, thermodynamic notions of energy, work and dissipation must be established for these open chemical systems. Here, we do so by building upo…
With a statistical measure of distance, we derive a classical uncertainty relation for processes traversing nonequilibrium states both transiently and irreversibly. The geometric uncertainty associated with dynamical histories that we define is an upper bound for the entropy production and flow rates, but it does not necessarily correlate with the shortest distance to equilibrium. For a model one-bit memory device, we find that expediting the erasure protocol increases the maximum dissipated heat and geometric uncertainty. A driven version of Onsager's three-state model shows that a set of dis…
We examine the question of whether the formal expressions of equilibrium statistical mechanics can be applied to time independent non-dissipative systems that are not in true thermodynamic equilibrium and are nonergodic. By assuming the phase space may be divided into time independent, locally ergodic domains, we argue that within such domains the relative probabilities of microstates are given by the standard Boltzmann weights. In contrast to previous energy landscape treatments, that have been developed specifically for the glass transition, we do not impose an a priori knowledge of the inte…
The nonequilibrium fluctuation theorems have paved the way for estimating equilibrium thermodynamic properties, such as free energy differences, using trajectories from driven nonequilibrium processes. While many statistical estimators may be derived from these identities, some are more efficient than others. It has recently been suggested that trajectories sampled using a particular time-dependent protocol for perturbing the Hamiltonian may be analyzed with another one. Choosing an analysis protocol based on the nonequilibrium density was empirically demonstrated to reduce the variance and bi…
A defining feature of living matter is the ability to harness energy to self-organize multiscale structures whose functions are facilitated by irreversible nonequilibrium dynamics. While progress has been made in elucidating the underlying principles, what remains unclear is the role that thermodynamics plays in shaping these structures and their ensuing functions. Here, we unravel how a fundamental thermodynamic connection between the physical energy dissipation sustaining a nonequilibrium system and a measure of statistical irreversibility (arrow of time), can provide quantitative insight in…
The interplay of synchronization and topological band structures with symmetry protected midgap states under the influence of driving and dissipation is largely unexplored. Here we consider a trimer chain of electron shuttles, each consisting of a harmonic oscillator coupled to a quantum dot positioned between two electronic leads. Each shuttle is subject to thermal dissipation and undergoes a bifurcation towards self-oscillation with a stable limit cycle if driven by a bias voltage between the leads. By mechanically coupling the oscillators together, we observe synchronized motion at the ends…
An expression is derived for the classical free energy difference between two configurations of a system, in terms of an ensemble of finite-time measurements of the work performed in parametrically switching from one configuration to the other. Two well-known equilibrium identities emerge as limiting cases of this result.
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.
We derive a semi-classical nonequilibrium work identity by applying the Wigner-Weyl quantization scheme to the Jarzynski identity for a classical Hamiltonian. This allows us, to the leading order in $\hbar$, to overcome the problem of defining the concept of work in quantum mechanics. We propose a geometric interpretation of this semi-classical relation in terms of trajectories in a complex phase space and illustrate it with the exactly solvable case of the quantum harmonic oscillator.
We develop a general framework for the steady-state response of dissipative quantum systems. We concretely derive three different, but equivalent, forms of the quantum response function. We discuss for each of them the role of the noncommutativity of quantum operators and establish links to the Kubo response theory for closed quantum systems. We show in particular that the equilibrium response vanishes for perturbations that commute with the unperturbed Hamiltonian while the steady-state response does not, highlighting the profound difference between the two.
Fluctuation relations establish rigorous identities for the nonequilibrium averages of observables. Starting from a general transport master equation with time-dependent rates, we employ the stochastic path integral approach to study statistical fluctuations around such averages. We show how under nonequilibrium conditions, rare realizations of transport observables are crucial and imply massive fluctuations that may completely mask such identities. Quantitative estimates for these fluctuations are provided. We illustrate our results on the paradigmatic example of a mesoscopic RC circuit.
Fundamental interactions are either fully or nearly symmetric under time reversal. But macroscopic phenomena have a definite arrow of time. Though there is no convergence on the origin of time's preferential direction, many researchers believe that the direction of time is towards increasing entropy. In this paper, we provide an alternate point of view. In driven-dissipative nonequilibrium systems forced at large scale, the energy flows from large scales to dissipative scales. This generic and multiscale process breaks time reversal symmetry and principle of detailed balance, thus can yield an…
We study the nonequilibrium dynamics of a mesoscopic metallic ring threaded by a time-dependent magnetic field and coupled to an electronic reservoir. We analyze the relation between the (non-stationary) real-time Keldysh and retarded Green functions and we find that, in the linear response regime with weak heat transfer to the environment, an effective temperature accounts for the modification of the equilibrium fluctuation-dissipation relation. We discuss possible extensions of this analysis.
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 study a dissipative Langevin dynamics in the path integral formulation using the Martin-Siggia-Rose formalism. The effective action is supersymmetric and we identify the supercharges. In addition we study the transformations generated by superderivatives, which were recently included in the cohomological structure emerging in the dissipative systems. We find that these transformations do not generate Ward identities, which are explicitly broken, however, they lead to universal identities, which we derive from Schwinger-Dyson equations. We confirm that the above identities hold in an explici…
Quantum jump correlations in long-range dissipative spin systems via cluster and cumulant expansions
Scuola Superiore Meridionale（南方高等学院）；SISSA（国际高等研究院）；CNRS, Collège de France（法国国家科学研究中心，法兰西公学院）；The Abdus Salam International Centre for Theoretical Physics (ICTP)（阿卜杜斯·萨拉姆国际理论物理中心）；Université Paris Cité, CNRS, Matériaux et Phénomènes Quantiques（巴黎西岱大学，法国国家科学研究中心，材料与量子现象研究所）；Dipartimento di Fisica “E. Pancini”, Università di Napoli “Federico II”（那不勒斯费德里科二世大学，E. Pancini物理系）；Pitaevskii BEC Center, CNR-INO and Dipartimento di Fisica, Università di Trento（皮塔耶夫斯基玻色-爱因斯坦凝聚中心，意大利国家研究委员会光电子学与纳米技术研究所，特伦托大学物理系）；INFN-TIFPA, Trento Institute for Fundamental Physics and Applications（意大利国家核物理研究所，特伦托基础物理与应用研究所）
This work presents new parallelizable numerical schemes for the integration of Dissipative Particle Dynamics with Energy conservation (DPDE). So far, no numerical scheme introduced in the literature is able to correctly preserve the energy over long times and give rise to small errors on average properties for moderately small timesteps, while being straightforwardly parallelizable. We present in this article two new methods, both straightforwardly parallelizable, allowing to correctly preserve the total energy of the system. We illustrate the accuracy and performance of these new schemes both…
We consider an open quantum system, with dissipation applied only to a part of its degrees of freedom, evolving via a quantum Markov dynamics. We demonstrate that, in the Zeno regime of large dissipation, the relaxation of the quantum system towards a pure quantum state is linked to the evolution of a classical Markov process towards a single absorbing state. The rates of the associated classical Markov process are determined by the original quantum dynamics. Extension of this correspondence to absorbing states with internal structure allows us to establish a general criterion for having a Zen…
In nonequilibrium classical thermostatistics, the state of a system may be described by not only dynamical/thermodynamical variables but also a kinetic distribution function. This "double structure" bears some analogy with that in quantum thermodynamics, where both dynamical variables and the Hilbert space are involved. Recently, the concept of weak invariants has repeatedly been discussed in the context of quantum thermodynamics. A weak invariant is defined in such a way that its value changes in time but its expectation value is conserved under time evolution prescribed by a kinetic equation…
We analyze experimental data obtained from an electrical circuit having components at different temperatures, showing how to predict its response to temperature variations. This illustrates in detail how to utilize a recent linear response theory for nonequilibrium overdamped stochastic systems. To validate these results, we introduce a reweighting procedure that mimics the actual realization of the perturbation and allows extracting the susceptibility of the system from steady state data. This procedure is closely related to other fluctuation-response relations based on the knowledge of the s…
A new type of quantum transfer matrix, arising as a Cholesky factor for the steady state density matrix of a dissipative Markovian process associated with the boundary-driven Lindblad equation for the isotropic spin-1/2 Heisenberg (XXX) chain, is presented. The transfer matrix forms a commuting family of non-Hermitian operators depending on the spectral parameter which is essentially the strength of dissipative coupling at the boundaries. The intertwining of the corresponding Lax and monodromy matrices is performed by an infinitely dimensional Yang-Baxter R-matrix which we construct explicitly…
By assuming that a particle of energy hbar.omega is actually a dissipative system maintained in a nonequilibrium steady state by a constant throughput of energy (heat flow), the exact Schroedinger equation is derived, both for conservative and nonconservative systems. Thereby, only universal properties of oscillators and nonequilibrium thermostatting are used, such that a maximal model independence of the hypothesised sub-quantum physics is guaranteed. It is claimed that this represents the shortest derivation of the Schroedinger equation from (modern) classical physics in the literature, and …
