In this note, we present a simple derivation, from time-reversal symmetry, of fluctuation relations for steady-state large deviation functions in non-equilibrium quantum systems. We further show that a condition of pure transmission implies extended fluctuation relations, connecting large deviation functions to mean currents at shifted temperatures and chemical potentials. We illustrate these concepts in various examples, including the interacting resonant level model and conformal or integrable models.
We derive the generalized Green-Kubo relation and an integral form of the fluctuation theorem that apply to uniformly sheared granular systems in which microscopic time-reversal symmetry is broken. The former relation provides an exact representation of nonequilibrium steady-state properties as the integral of the time-correlation function describing transient dynamics from an initial quiescent towards a final sheared steady state. We also investigate implications of the integral fluctuation theorem on the approach towards the steady state and on the possible form of the steady-state distribut…
We study out-of-equilibrium energy flow in a strongly coupled system by using the AdS/CFT correspondence. In particular, we describe the appearance of a steady state connecting two asymptotic equilibrium systems. We obtain results within the linear response regime.
The defining feature of active particles is that they constantly propel themselves by locally converting chemical energy into directed motion. This active self-propulsion prevents them from equilibrating with their thermal environment (e.g., an aqueous solution), thus keeping them permanently out of equilibrium. Nevertheless, the spatial dynamics of active particles might share certain equilibrium features, in particular in the steady state. We here focus on the time-reversal symmetry of individual spatial trajectories as a distinct equilibrium characteristic. We investigate to what extent the…
We study the existence and properties of the non-equilibrium steady state which arises by putting two copies of systems at different temperatures into a thermal contact. We solve the problem for the relativistic systems that are described by the energy-momentum of a perfect hydro with general equation of state (EOS). In particular, we examine several simple examples: a hydro with a linear EOS, a holographic CFT perturbed by a relevant operator and a barotropic fluid, i.e., P = P(E). Our studies suggest that the formation of steady state is a universal result of the hydro regime regardless of t…
Graham has shown in Z. Physik B 26, 397-405 (1977) that a fluctuation-dissipation relation can be imposed on a class of non-equilibrium Markovian Langevin equations that admit a stationary solution of the corresponding Fokker-Planck equation. The resulting equilibrium form of the Langevin equation is associated with a nonequilibrium Hamiltonian. Here we provide some explicit insight into how this Hamiltonian may loose its time reversal invariance and how the "reactive" and "dissipative" fluxes loose their distinct time reversal symmetries. The antisymmetric coupling matrix between forces and f…
Thermal equilibrium with generalized time-reversal symmetry
University of Campania “Luigi Vanvitelli”（坎帕尼亚路易吉·范维特利大学）；Institute for Complex Systems, CNR, Università Sapienza（复杂系统研究所，国家研究委员会，罗马智慧大学）；Department of Physics, University of Rome “La Sapienza”（罗马大学物理系）
We consider the problem of constructing a thermodynamic theory of non-equilibrium steady states as a formal extension of the equilibrium theory. Specifically, studying a particular system, we attempt to construct a phenomenological theory describing the interplay between heat and mechanical work that takes place during operations through which the system undergoes transitions between non-equilibrium steady states. We find that, in contrast to the case of the equilibrium theory, apparently, there exists no systematic way within a phenomenological formulation to describe the work done by the sys…
We study the rheological signatures of departure from equilibrium in two-dimensional viscous fluids with and without internal spin. Under the assumption of isotropy, we provide the most general linear constitutive relations for stress and couple stress in terms of the velocity and spin fields. Invoking Onsager's regression hypothesis for fluctuations about steady states, we derive the Green-Kubo formulae relating the transport coefficients to time correlation functions of the fluctuating stress. In doing so, we verify the claim that one of the non-equilibrium transport coefficients, the odd-vi…
Quantum critical systems out of equilibrium are of extensive interest, but are difficult to study theoretically. We consider here the steady state limit of a single electron transistor, which is attached to ferromagnetic leads and subjected to a finite bias voltage (V). In equilibrium (i.e., V=0), this system undergoes a continuous quantum phase transition with a critical destruction of the Kondo effect. We construct an exact quantum Boltzmann treatment in a dynamical large-N limit, and determine the universal scaling functions for the I-V characteristics covering both the linear and non-linea…
We show that the system entropy change for the transitions between non-equilibrium steady states arbitrarily far from equilibrium for any constituting process is given by the relative entropy of the distributions of these steady states. This expression is then shown to relate to the dissipation relations of both Vaikuntanathan and Jarzynski [EPL 87, 60005 (2009)] and Kawai, Parrondo and Van den Broeck [Phys. Rev. Lett. 98, 080602 (2007)] in the case of energy-conserving driving.
We consider two quantum Ising chains initially prepared at thermal equilibrium but with different temperatures and coupled at a given time through one of their end points. In the long-time limit the system reaches a non-equilibrium steady state. We discuss properties of this non-equilibrium steady state, and characterize the convergence to the steady regime. We compute the mean energy flux through the chain and the large deviation function for the quantum and thermal fluctuations of this energy transfer.
This paper is devoted to presenting in detail the non-perturbative renormalization group (NPRG) formalism to investigate out-of-equilibrium systems and critical dynamics in statistical physics. The general NPRG framework for studying non-equilibrium steady states in stochastic models is expounded and fundamental technicalities are stressed, mainly regarding the role of causality and of Ito's discretization. We analyze the consequences of Ito's prescription in the NPRG framework and eventually provide an adequate regularization to encode them automatically. Besides, we show how to build a super…
The accurate determination of transport coefficients in numerical simulations is becoming increasingly important in a wide range of applications. Here we consider the linear response in systems driven away from thermal equilibrium into a non-equilibrium steady state with non-vanishing entropy production rate. A simple derivation of a general response formula is presented. For Markov processes we explicitly construct the conjugate quantities and discuss their relation with known response formulas. Emphasis is put on the formal analogy with thermodynamic potentials and some consequences are disc…
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.
An equivalence between non equilibrium steady states (NESS) driven by a time-independent force and stochastic pumps (SP) stirred by a time-varying conservative force is studied for general many-body diffusive systems. When the particle density and current of NESS are imitated by SP time-averaged counterparts, we prove that the entropy production rate in NESS is always greater than that of SP, provided that the conductivity of the particle current is concave as a function of the particle density. Searching for a SP protocol that saturates the entropy production bound reveals an unexpected conne…
When a Brownian object interacts with non-interacting gas particles under non-equilibrium conditions, the energy dissipation associated to the Brownian motion causes an additional force on the object as a `momentum transfer deficit'. This principle is demonstrated first by a new NESS model and then applied to several known models such as adiabatic piston for which simple explanation has been lacking.
Non-equilibrium steady states for chains of oscillators (masses) connected by harmonic and anharmonic springs and interacting with heat baths at different temperatures have been the subject of several studies. In this paper, we show how some of the results extend to more complicated networks. We establish the existence and uniqueness of the non-equilibrium steady state, and show that the system converges to it at an exponential rate. The arguments are based on controllability and conditions on the potentials at infinity.
We present a method for the calculation of asymptotic operators for nonequilibrium steady-state quantum systems. The asymptotic steady-state operator is obtained by averaging the corresponding operator in Heisenberg representation over infinitely long time. Several examples are considered to demonstrate the utility of our method. The results obtained within our approach are compared to those obtained within the Schwinger-Keldysh nonequilibrium Green's functions.
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.
Entropy production is one of the most important characteristics of non-equilibrium steady states. We study here the steady-state entropy production, both at short times as well as in the long-time limit, of two important classes of non-equilibrium systems: transport systems and reaction-diffusion systems. The usefulness of the mean entropy production rate and of the large deviation function of the entropy production for characterizing non-equilibrium steady states of interacting many-body systems is discussed. We show that the large deviation function displays a kink-like feature at zero entro…
We propose a method of estimating ergodization time of a chaotic many-particle system by monitoring equilibrium noise before and after time reversal of dynamics (Loschmidt echo). The ergodization time is defined as the characteristic time required to extract the largest Lyapunov exponent from a system's dynamics. We validate the method by numerical simulation of an array of coupled Bose-Einstein condensates in the regime describable by the discrete Gross-Pitaevskii equation. The quantity of interest for the method is a counterpart of out-of-time-order correlators (OTOCs) in the quantum regime.
Long-ranged correlations generically exist in non-equilibrium fluid systems. In the case of a non-equilibrium steady state caused by a temperature gradient the correlations are especially long-ranged and strong. The anomalous light scattering predicted to exist in these systems is well-confirmed by numerous experiments. Recently the Casimir force or pressure due to these fluctuations or correlations have been discussed in great detail. In this paper the notion of a Casimir work is introduced and a novel way to measure the non-equilibrium Casimir force is suggested. In particular, the non-equil…
Motivated by fundamental issues in non-equilibrium statistical mechanics (NESM), we study the venerable susceptible-infected (SIS) model of disease spreading in an idealized, simple setting. Using Monte Carlo and analytic techniques, we consider a fully connected, uni-directional network of odd number of nodes, each having an equal number of in- and out-degrees. With the standard SIS dynamics at high infection rates, this system settles into an active non-equilibrium steady state. We find the exact probability distribution and explore its implications for NESM, such as the presence of persiste…
Fluctuation theorems are a generalization of thermodynamics on small scales and provide the tools to characterize the fluctuations of thermodynamic quantities in non-equilibrium nanoscale systems. They are particularly important for understanding irreversibility and the second law in fundamental chemical and biological processes that are actively driven, thus operating far from thermal equilibrium. Here, we apply the framework of fluctuation theorems to investigate the important case of a system relaxing from a non-equilibrium state towards equilibrium. Using a vacuum-trapped nanoparticle, we …
Stochastic processes that are randomly reset to an initial condition serve as a showcase to investigate non-equilibrium steady states. However, all existing results have been restricted to the special case of memoryless resetting protocols. Here, we obtain the general solution for the distribution of processes in which waiting times between reset events are drawn from an arbitrary distribution. This allows for the investigation of a broader class of much more realistic processes. As an example, our results are applied to the analysis of the efficiency of constrained random search processes.
Steady state fluctuation relations for dynamical systems are commonly derived under the assumption of some form of time-reversibility and of chaos. There are, however, cases in which they are observed to hold even if the usual notion of time reversal invariance is violated, e.g. for local fluctuations of Navier-Stokes systems. Here we construct and study analytically a simple non-smooth map in which the standard steady state fluctuation relation is valid, although the model violates the Anosov property of chaotic dynamical systems. Particularly, the time reversal operation is performed by a di…
We present a numerical method to simulate non-equilibrium Floquet steady states of one-dimensional periodically-driven (Floquet) many-body systems coupled to a dissipative bath, called open-system Floquet DMRG (OFDMRG). This method is based on a matrix product operator ansatz for the Floquet density matrix in frequency-space, and enables access to large systems beyond the reach of exact master-equation or quantum trajectory simulations, while retaining information about the periodic micro-motion in Floquet steady states. An excited-state extension of this technique also allows computation of t…
We explore the idea that non-equilibrium steady states breaking detailed balance are obtained by deforming trajectories (lines in space-time) that have been sampled in a reference system with stochastic dynamics obeying detailed balance, and we ask for the work required to perform this task. These geometric deformations are not arbitrary but arise through interactions with the environment, either the manipulation of conserved quantities by an external agent, or by their exchange with a work reservoir. This view allows to consistently model the breaking of detailed balance and the accompanying …
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 …
Non-equilibrium steady states of quantum fields on star graphs are explicitly constructed. These states are parametrized by the temperature and the chemical potential, associated with each edge of the graph. Time reversal invariance is spontaneously broken. We study in this general framework the transport properties of the Schroedinger and the Dirac systems on a star graph, modeling a quantum wire junction. The interaction, which drives the system away from equilibrium, is localized in the vertex of the graph. All point-like vertex interactions, giving rise to self-adjoint Hamiltonians possibl…
We develop a unified treatment of pumping and nonequilibrium thermodynamics. We show that the pumping current generated through an adiabatic mechanical operation in equilibrium can be expressed in terms of the stationary distribution of the corresponding driven nonequilibrium system. We also show that the total transfer in pumping can be evaluated from the work imported to the driven counterpart. These findings lead us to a unified viewpoint for pumping and nonequilibrium thermodynamics.
We investigate the steady state properties arising from the open system dynamics described by a memoryless (Markovian) quantum collision model, corresponding to a master equation in the ultra-strong coupling regime. By carefully assessing the work cost of switching on and off the system-environment interaction, we show that only a coupling Hamiltonian in the energy-preserving form drives the system to thermal equilibrium, while any other interaction leads to non-equilibrium steady states that are supported by steady-state currents. These currents provide a neat exemplification of the housekeep…
Computer simulations generate trajectories at a single, well-defined thermodynamic state point. Statistical reweighting offers the means to reweight static and dynamical properties to different equilibrium state points by means of analytic relations. We extend these ideas to non-equilibrium steady states by relying on a maximum path entropy formalism subject to physical constraints. Stochastic thermodynamics analytically relates the forward and backward probabilities of any pathway through the external non-conservative force, enabling reweighting both in and out of equilibrium. We avoid the co…
We study the steady state of a finite XX chain coupled at its boundaries to quantum reservoirs made of free spins that interact one after the other with the chain. The two-point correlations are calculated exactly and it is shown that the steady state is completely characterized by the magnetization profile and the associated current. Except at the boundary sites, the magnetization is given by the average of the reservoirs' magnetizations. The steady state current, proportional to the difference in the reservoirs' magnetizations, shows a non-monotonous behavior with respect to the system-reser…
Non-equilibrium systems lack an explicit characterisation of their steady state like the Boltzmann distribution for equilibrium systems. This has drastic consequences for the inference of parameters of a model when its dynamics lacks detailed balance. Such non-equilibrium systems occur naturally in applications like neural networks or gene regulatory networks. Here, we focus on the paradigmatic asymmetric Ising model and show that we can learn its parameters from independent samples of the non-equilibrium steady state. We present both an exact inference algorithm and a computationally more eff…
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…
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…
We will review some known exact solutions for the steady state of the open quantum Heisenberg $XXZ$ spin chain coupled to a pair of baths [Phys. Rev. Lett. 107, 137201 (2011).]. The dynamics is modelled by the Lindblad master equation. We also review how to calculate some relevant physical observables and provide the statistics of spin current assuming the spin chain is weakly coupled to the baths [Phys. Rev. Lett. 112, 067201 (2014).].
The Mpemba effect denotes an anomalous relaxation phenomenon where a system initially at a hot temperature cools faster than a system that starts at a less elevated temperature. We introduce an isothermal analog of this effect for a system prepared in a non-equilibrium steady state that then relaxes towards equilibrium. Here, the driving strength, which determines the initial non-equilibrium steady state, takes the role of the temperature in the original version. As a paradigm, we consider a particle initially driven by a non-conservative force along a one-dimensional periodic potential. We sh…
We extend the notion of the Eigenstate Thermalization Hypothesis (ETH) to Open Quantum Systems governed by the Gorini-Kossakowski-Lindblad-Sudarshan (GKLS) Master Equation. We present evidence that the eigenstates of non-equilibrium steady state (NESS) density matrices obey a generalization of ETH in boundary-driven systems when the bulk Hamiltonian is non-integrable, just as eigenstates of Gibbs density matrices are conjectured to do in equilibrium. This generalized ETH, which we call NESS-ETH, can be used to obtain representative pure states that reproduce the expectation values of few-body …
