An equilibrium system which is perturbed by an external potential relaxes to a new equilibrium state, a process obeying the fluctuation-dissipation theorem. In contrast, perturbing by nonconservative forces yields a nonequilibrium steady state, and the fluctuation-dissipation theorem can in general not be applied. Here we exploit a freedom inherent to linear response theory: Force fields which perform work that does not couple statistically to the considered observable can be added without changing the response. Using this freedom, we demonstrate that the fluctuation-dissipation theorem can be applied for certain nonconservative forces. We discuss the case of a nonconservative force field linear in particle coordinates, where the mentioned freedom can be formulated in terms of symmetries. In particular, for the case of shear, this yields a response formula, which we find advantageous over the known Green-Kubo relation in terms of statistical accuracy.
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 …
We study nonequilibrium fluctuation theorems in the presence of a time-reversal symmetry-breaking field and nonconservative forces, in a stochastic as well as a deterministic set up. We consider a system and a heat bath, called the combined system, and show that the fluctuation theorems are valid even when the heat bath goes out of equilibrium during driving. The only requirement for the validity is that, when the driving is switched off, the combined system relaxes to a state having a uniform probability measure on a constant energy surface, consistent with microcanonical ensemble of an isola…
We study the thermodynamics of open systems weakly driven out-of-equilibrium by nonconservative and time-dependent forces using the linear regime of stochastic thermodynamics. We make use of conservation laws to identify the potential and nonconservative components of the forces. This allows us to formulate a unified near-equilibrium thermodynamics. For nonequilibrium steady states, we obtain an Onsager theory ensuring nonsingular response matrices that is consistent with phenomenological linear irreversible thermodynamics. For time-dependent driving protocols that do not produce nonconservati…
We derive the distribution function of work performed by a harmonic force acting on a uniformly dragged Brownian particle subjected to a rotational torque. Following the Onsager and Machlup's functional integral approach, we obtain the transition probability of finding the Brownian particle at a particular position at time $t$ given that it started the journey from a specific location at an earlier time. The difference between the forward and the time-reversed form of the generalized Onsager-Machlup's Lagrangian is identified as the rate of medium entropy production which further helps us deve…
Refractive optical trapping forces can be nonconservative in the vicinity of a stable equilibrium point even in the absence of radiation pressure. We discuss how nonconservative 3D force fields, in the vicinity of an equilibrium point, reduce to circular forcing in a plane; a simple model of such forcing is the refractive trapping of a sphere by a four rays. We discuss in general the diffusion of an anisotropically trapped, circularly forced particle and obtain its spectrum of motion. Equipartition of potential energy holds even though the nonconservative flow does not follow equipotentials of…
We further develop a recently introduced variational principle of stationary action for problems in nonconservative classical mechanics and extend it to classical field theories. The variational calculus used is consistent with an initial value formulation of physical problems and allows for time-irreversible processes, such as dissipation, to be included at the level of the action. In this formalism, the equations of motion are generated by extremizing a nonconservative action $\mathcal{S}$, which is a functional of a doubled set of degrees of freedom. The corresponding nonconservative Lagran…
For a generic overdamped Langevin dynamics driven out of equilibrium by both time-dependent and nonconservative forces, the entropy production rate can be decomposed into two positive terms, termed excess and housekeeping entropy. However, this decomposition is not unique: There are two distinct decompositions, one due to Hatano and Sasa, the other one due to Maes and Netočny. Here, we establish the connection between these two decompositions and provide a simple, geometric interpretation. We show that this leads to a decomposition of the entropy production rate into three positive terms, whic…
The time-dependent work probability distribution function $P(W)$ is investigated analytically for a diffusing particle trapped by an anisotropic harmonic potential and driven by a nonconservative drift force in two dimensions. We find that the exponential tail shape of $P(W)$ characterizing rare-event probabilities undergoes a sequence of dynamic transitions in time. These remarkable locking-unlocking type transitions result from an intricate interplay between a rotational mode induced by the nonconservative force and an anisotropic decaying mode due to the conservative attractive force. We ex…
Entropy and the fluctuation-dissipation theorem are at the heart of statistical mechanics near equilibrium. Driving a system beyond the linear response regime leads to (i) the breakdown of the fluctuation-dissipation theorem and (ii) a nonzero entropy production rate. We show how both phenomena are related using the general framework of stochastic thermodynamics suitable for soft matter systems governed by stochastic dynamics and driven through nonconservative forces or external flows. In particular, the excess of the fluctuation-dissipation theorem in a nonequilibrium steady state compared to…
As a first approximation, the forces acting on optically trapped particles are commonly assumed to be conservative. The influence of the nonconservative force has been shown to be negligible in overdamped liquid environments. However, its impact in the underdamped regime remains unexplored. Here, we experimentally study the combined effects of gradient and scattering forces on the nonlinear dynamics of trapped particles at various air pressures, leading to significant low-frequency noise excess along the optical axis and the emergence of toroidal Brownian vortices. Our results supported, by nu…
Open systems may be perturbed out of equilibrium states either by subjecting them to nonconservative forces or by injecting external currents. For small perturbations, the linear response is quantified by two different matrices. In the framework of network thermodynamics, under very broad assumptions, we show that the two matrices are connected by a supersymmetry, predicting that they have the same spectrum - up to the degeneracy of the ground state. Our approach brings into the mathematics of supersymmetry a new ingredient, namely oblique projection operators.
We performed numerical experiments on a two-dimensional driven lattice gas, which constitutes a simple stochastic nonequilibrium many-body model. In this model, focusing on the behavior along the direction transverse to the external driving force, we numerically measure transport coefficients and dynamical fluctuations outside the linear response regime far from equilibrium. Using these quantities, we find the validity of the Einstein relation, the Green-Kubo relation and the fluctuation-response relation.
In macroscopic systems, velocity-dependent phenomenological forces $F(v)$ are used to model friction, feedback devices or self-propulsion. Such forces usually include a dissipative component which conceals the fast energy exchanges with a thermostat at the environment temperature $T$, ruled by a microscopic Hamiltonian $H$. The mapping $(H,T) \to F(v)$ - even if effective for many purposes - may lead to applications of stochastic thermodynamics where an $incomplete$ fluctuating entropy production (FEP) is derived. An enlightening example is offered by recent macroscopic experiments where dissi…
Generalized free energy and excess/housekeeping decomposition in nonequilibrium systems: from large deviations to thermodynamic speed limits
ICREA-Complex Systems Lab, Universitat Pompeu Fabra（ICREA复杂系统实验室，庞培法布拉大学）；Universal Biology Institute, The University of Tokyo（东京大学全球生物研究所）；Department of Physics No. 1, Graduate School of Science, Kyoto University（京都大学理学研究科第一物理系）；Department of Physics, The University of Tokyo（东京大学物理学系）
When a Brownian object is in a nonequilibrium steady state, actual force exerted on it is different from one in a thermal equilibrium. In our previous paper [Phys. Rev. Lett. 108 (2012), 160601] we discovered a general principle which relates the missing force to dissipation rates through a concept of momentum deficit due to dissipation (MDD). In this article, we examine the principle using various models based on hard disk gases and Brownian pistons. Explicit expressions of the forces are obtained analytically and the results are compared with molecular dynamics simulations. The good agreemen…
We study Brownian motion driven with both conservative and nonconservative external forces. By using the thermodynamic approach of the theory of Brownian motion we obtain the Fokker-Planck equation and derive expressions for the Fluctuation Theorem in local equilibrium and in quasi-equilibrium. In local equilibrium the expressions we obtain coincide with previous results.
A general kind of Brownian vortexes are demonstrated by applying an external nonconservative force field to a colloidal particle bound by a conservative optical trapping force at a liquid-air interface. As the liquid medium is translated at a constant velocity with the bead trapped at the interface, the drag force near the surface provide enough rotational component to bias the particle's thermal fluctuations in a circulatory motion. The interplay between the thermal fluctuations and the advection of the bead in constituting the vortex motions is studied, inferring that the angular velocity of…
We show by numerical simulations that the presence of nonlinear velocity-dependent friction forces can induce a finite net drift in the stochastic motion of a particle in contact with an equilibrium thermal bath and in an asymmetric periodic spatial potential. In particular, we study the Kramers equation for a particle subjected to Coulomb friction, namely a constant force acting in the direction opposite to the particle's velocity. We characterize the nonequilibrium irreversible dynamics by studying the generalized fluctuation-dissipation relation for this ratchet model driven by Coulomb fric…
A nonequilibrium system is characterized by a set of thermodynamic forces and fluxes which give rise to entropy production (EP). We show that these forces and fluxes have an information-geometric structure, which allows us to decompose EP into contributions from different types of forces in general (linear and nonlinear) discrete systems. We focus on the excess and housekeeping decomposition, which separates contributions from conservative and nonconservative forces. Unlike the Hatano-Sasa decomposition, our housekeeping/excess terms are always well-defined, including in systems with odd varia…
The effective Lagrangian of a test particle, interacting with an ideal gas, is calculated with in the closed time path formalism in the one-loop and the leading order of the particle trajectory. The expansion in the time derivative is available for slow enough motion and it uncovers diffusive effective forces and decoherence for the coordinate and the momentum. A pure Newtonian friction force and an anisotrop coordinate decoherence are found for zero temperature ideal gas of fermions.
We investigate irreversibility and dissipation in single molecules that cooperatively fold/unfold in a two state manner under the action of mechanical force. We apply path thermodynamics to derive analytical expressions for the average dissipated work and the average hopping number in two state systems. It is shown how these quantities only depend on two parameters that characterize the folding/unfolding kinetics of the molecule: the fragility and the coexistence hopping rate. The latter has to be rescaled to take into account the appropriate experimental setup. Finally we carry out pulling ex…
