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 demonstrate supersymmetry in the counting statistics of stochastic particle currents and use it to derive exact nonperturbative relations for the statistics of currents induced by arbitrarily fast time-dependent protocols.
Using the closed time path formalism in thermal field theory, we give a derivation of the fluctuation-dissipation theorem which is based on the unitarity of the $S$-matrix.
A stochastic dynamics has a natural decomposition into a drift capturing mean rate of change and a martingale increment capturing randomness. They are two statistically uncorrelated, but not necessarily independent mechanisms contributing to the overall fluctuations of the dynamics, representing the uncertainties in the past and in the future. A generalized Einstein relation is a consequence solely because the dynamics being stationary; and the Green-Kubo formula reflects a balance between the two mechanisms. Equilibrium with reversibility is characterized by a novel covariance symmetry.
We analyze the fluctuations of the dissipated energy in a simple and general model where dissipation, diffusion and driving are the key ingredients. The large deviation function for the dissipation follows from hydrodynamic fluctuation theory and an additivity conjecture. This function is strongly non-Gaussian and has no negative branch, thus violating the fluctuation theorem as expected from the irreversibility of the dynamics. It exhibits simple, universal scaling forms in the weak- and strong-dissipation limits, with large fluctuations favoured in the former case but strongly suppressed in …
We derive the fluctuation-dissipation relation and explore its connection with the equipartition theorem and Maxwell-Boltzmann statistics through the use of different stochastic analytical techniques. Our first approach is the theory of backward stochastic differential equations, which arises naturally in this context, and facilitates the understanding of the interplay between these classical results of statistical mechanics. The second approach consists in deriving forward stochastic differential equations for the energy of an electric system according to both Itô and Stratonovich stochastic …
The role of fluctuation-dissipation relations (theorems) for the magnetization dynamics with Landau-Lifshitz-Gilbert and Bloch-Bloembergen damping terms are discussed. We demonstrate that the use of the Callen-Welton fluctuation-dissipation theorem that was proven for Hamiltonian systems can give an inconsistent result for magnetic systems with dissipation.
It is shown that the quantum fluctuation dissipation theorem can be considered as a mathematical formulation in the spectral representation of Onsager hypothesis on the regression of fluctuations in physical systems. It is shown that the quantum fluctuation dissipation theorem can be generalized to an arbitrary stationary state.
In systems far from equilibrium, the fluctuation-dissipation relation is violated due to the lack of detailed balance. Recently, for a class of Langevin equations, it has been proved that this violation is related to energy dissipation as an equality [T. Harada and S. Sasa, Phys. Rev. Lett., in press; cond-mat/0502505]. We provide a microscopic description of this equality by studying a non-equilibrium colloidal system on the basis of classical mechanics with some physical assumptions.
A random multiplicative process with additive noise is described by a Langevin equation. We show that the fluctuation-dissipation relation is satisfied in the Langevin model, if the noise strength is not so strong.
We study a symmetry broken harmonic oscillator in contact with a heat bath characterized by a fixed temperature. The overdampped system is solved exactly to show symmetry broken directed transport raising the question whether fluctuation-dissipation relation does guarantee equilibrium.
The "generalized fluctuation-dissipation relations", which had anticipated the "fluctuation theorems" fifteen years before, are applied to presently popular "information to useful work conversion" to demonstrate that its success and bounds are determined by a specific "insider" information rather than formal one
The classical theory of Brownian motion rests on fundamental laws of statistical mechanics, such as the equipartition theorem and the fluctuation-dissipation theorem, which are not applicable in non-isothermal situations. We derive the generalized fluctuation-dissipation relations and Langevin equations governing such non-isothermal Brownian motion, including explicit results for the frequency-dependent noise temperature and Brownian thermometry far from equilibrium.
Near equilibrium, small current fluctuations are described by a Gaussian with a linear-response variance regulated by the dissipation. Here, we demonstrate that dissipation still plays a dominant role in structuring large fluctuations arbitrarily far from equilibrium. In particular, we prove a linear-response-like bound on the large deviation function for currents in Markov jump processes. We find that nonequilibrium current fluctuations are always more likely than what is expected from a linear-response analysis. As a small-fluctuations corollary, we derive a recently-conjectured uncertainty …
We investigate by Montecarlo simulation the linear response function of three dimensional structural glass models defined by short-range kinetic constraints and a trivial equilibrium Boltzmann-Gibbs measure. The breakdown of the fluctuation-dissipation theorem in the glassy phase follows the prediction of mean field low temperature mode-coupling theory.
For systems in equilibrium at a temperature $T$, thermal noise and energy damping are related to $T$ through the fluctuation-dissipation theorem (FDT). We study here an extension of the FDT to an out of equilibrium steady state: a microcantilever subject to a constant heat flux. The resulting thermal profile in this spatially extended system interplays with the local energy dissipation field to prescribe the amplitude of mechanical fluctuations. Using three samples with different damping profiles (localized or distributed), we probe this approach and experimentally demonstrate the link between…
When nano-magnets are coupled to random external sources, their magnetization becomes a random variable, whose properties are defined by an induced probability density, that can be reconstructed from its moments, using the Langevin equation, for mapping the noise to the dynamical degrees of freedom. When the spin dynamics is discretized in time, a general fluctuation-dissipation theorem, valid for non-Markovian noise, can be established, even when zero modes are present. We discuss the subtleties that arise, when Gilbert damping is present and the mapping between noise and spin degrees of free…
I examine the arguments which have been given for quantum fluctuation-dissipation theorems. I distinguish between a weak form of the theorem, which is true under rather general conditions, and a strong form which requires a Langevin equation for its statement. I argue that the latter has not been reliably derived.
We analyze fluctuation-dissipation relations in the Backgammon model: a system that displays glassy behavior at zero temperature due to the existence of entropy barriers. We study local and global fluctuation relations for the different observables in the model. For the case of a global perturbation we find a unique negative fluctuation-dissipation ratio that is independent of the observable and which diverges linearly with the waiting time. This result suggests that a negative effective temperature can be observed in glassy systems even in the absence of thermally activated processes.
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…
We derive an exact expression of the response function to an infinitesimal magnetic field for the Ising-Glauber model with arbitrary exchange couplings.nThe result is expressed in terms of thermodynamic averages and does not depend on initial conditions or dimension of space. The comparison with the equilibrium case gives some understanding on the way the fluctuation-dissipation theorem is violated out-of-equilibrium.
Recently Mayer et al. [Phys. Rev. E {\bf 68}, 016116 (2003)] proposed a new way to compute numerically the fluctuation-dissipation ratios in nonequilibrium critical systems. Using well-known facts of nonequilibrium critical dynamics I show that the leading contributions of the quantities they consider are in fact one-time quantities which are independent of the waiting time. The ratio of these one-time quantities determines the slope of the straight lines observed in the fluctuation-dissipation plots of Mayer et al.
The influence of dissipation on the fluctuation statistics of the total energy is investigated through both a phenomenological and a stochastic model for dissipative energy-transfer through a cascade of states. In equilibrium the states obey equipartition and the total energy obeys the central limit theorem, giving Gaussian fluctuations. In the presence of dissipation, the fluctuations can be driven non-Gaussian if there is macroscopic energy transfer from large to small scales. We are thus able to equate the non-Gaussian order parameter fluctuations in model equilibrium systems at criticality…
In the context of an exactly soluble out of equilibrium (quenched) model, we study an extension of the fluctuation-dissipation relation. This involves a modified differential form of this relation, with an effective temperature which may have an explicit dependence on time scales.
A 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.
We obtain exact expressions for the two-time autocorrelation and response functions of the $d$-dimensional linear Glauber model. Although this linear model does not obey detailed balance in dimensions $d\geq 2$, we show that the usual form of the fluctuation-dissipation ratio still holds in the stationary regime. In the transient regime, we show the occurence of aging, with a special limit of the fluctuation-dissipation ratio, $X_{\infty}=1/2$, for a quench at the critical point.
In the attempt to derive the regression theorem from the fluctuation dissipation theorem several authors claim the violation of the former theorem in the quantum case. Here we pose the question: does it exists a quantum fluctuation dissipation theorem (QFDT) in its conventional interpretation? It is shown that the relation usually called as the QFDT is the condition of detailed macroscopic energetic balance. Following this interpretation the existing conflict between the two theorems in the quantum case is removed.
In a nonequilibrium steady state, the violation of the fluctuation-dissipation theorem (FDT) is connected to breaking detailed balance. For the velocity correlations of a driven colloidal particle we calculate an explicit expression of the FDT violation. The equilibrium form of the FDT can be restored by measuring the velocity with respect to the local mean velocity.
We discuss research done in two important areas of nonequilibrium statistical mechanics: fluctuation dissipation relations and dynamical fluctuations. In equilibrium systems the fluctuation-dissipation theorem gives a simple relation between the response of observables to a perturation and correlation functions in the unperturbed system. Our contribution here is an investigation of the form of the response function for systems out of equilibrium. Furthermore, we use the theory of large deviations to examine dynamical fluctuations in systems out of equilibrium. In dynamical fluctuation theory w…
The Harada-Sasa equality elegantly connects the energy dissipation rate of a moving object with its measurable violation of the Fluctuation-Dissipation Theorem (FDT). Although proven for Langevin processes, its validity remains unclear for discrete Markov systems whose forward and backward transition rates respond asymmetrically to external perturbation. A typical example is a motor protein called kinesin. Here we show generally that the FDT violation persists surprisingly in the high-frequency limit due to the asymmetry, resulting in a divergent FDT violation integral and thus a complete brea…
For quantum systems with externally time-varied Hamiltonians a definition of operators of system's energy change rate (work per unit time) and entropy production observables is suggested and discussed in the context of rigorous statistical equalities (generalized fluctuation-dissipation relations) under the Jordan-symmetrized chronological operator ordering rule.
In this paper I introduce the probability distribution of the local overlap in spin glasses. The properties of the local overlaps are studied in details. These quantities are related to the recently proposed local version of the fluctuation dissipation relations: using the general principle of stochastic stability these local fluctuation dissipation relations can be proved in a way that is very similar to the usual proof of the fluctuation dissipation relations for intensive quantities. The local overlap and its probability distribution play a crucial role in this proof. Similar arguments can …
The generating functional is derived for the fluctuation-dissipation relations which result from the unitarity and reversibility of microscopic dynamics and connect various statistical characteristics of many consecutive (continuous) observations in a quantum system subjected to external perturbations. Consequences of these relations in respect to the earlier suggested stochastic representation of interaction between two systems are considered.
In glassy materials aging proceeds at large times via thermal activation. We show that this can lead to negative dynamical response functions and novel and well-defined violations of the fluctuation-dissipation theorem, in particular, negative fluctuation-dissipation ratios. Our analysis is based on detailed theoretical and numerical results for the activated aging regime of simple kinetically constrained models. The results are relevant to a variety of physical situations such as aging in glass-formers, thermally activated domain growth and granular compaction.
A derivation of the Fluctuation-Dissipation Theorem for the microcanonical ensemble is presented using linear response theory. The theorem is stated as a relation between the frequency spectra of the symmetric correlation and response functions. When the system is not in the thermodinamic limit, this result can be viewed as an extension of the fluctuation-dissipation relations to a situation where dynamical fluctuations determine the response. Therefore, the relation presented here between equilibrium fluctuations and response can have a very different physical nature from the usual one in the…
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…
Energy dissipation in a nonequilibrium steady state is studied in driven quantum Langevin systems. We study energy dissipation flow to thermal environment, and obtain a general formula for the average rate of energy dissipation using an autocorrelation function for the system variable. This leads to a general expression of the equality that connects the violation of the fluctuation-response relation to the rate of energy dissipation, the classical version of which was first studied by Harada and Sasa. We also point out that the expression depends on coupling form between system and reservoir.
We propose an indirect way of studying the fluctuation-dissipation relation in spin-glasses that only uses available susceptibility data. It is based on a dynamic extension of the Parisi-Toulouse approximation and a Curie-Weiss treatment of the average magnetic couplings. We present the results of the analysis of several sets of experimental data obtained from various samples.
The fluctuation-dissipation theorem is a central result in statistical mechanics and is usually formulated for systems described by diffusion processes. In this paper, we propose a generalization for a wider class of stochastic processes, namely the class of Markov processes that satisfy detailed balance and a large-deviation principle. The generalized fluctuation-dissipation theorem characterizes the deterministic limit of such a Markov process as a generalized gradient flow, a mathematical tool to model a purely irreversible dynamics via a dissipation potential and an entropy function: these…
Using memory-function formalism we show that in sheared colloidal suspensions the fluctuation-dissipation theorem for self-diffusion, i.e. Einstein's relation between self-diffusion and mobility tensors, is violated and propose a new way to measure this violation in Brownian Dynamics simulations. We derive mode-coupling expressions for the tagged particle friction tensor and for an effective, shear-rate dependent temperature.
The recent development of the theory of fluctuation relations has led to new insights into the ever-lasting question of how irreversible behavior emerges from time-reversal symmetric microscopic dynamics. We provide an introduction to fluctuation relations, examine their relation to dissipation and discuss their impact on the arrow of time question.
We study anomalous diffusion for one-dimensional systems described by a generalized Langevin equation. We show that superdiffusion can be classified in slow superdiffusion and fast superdiffusion. For fast superdiffusion we prove that the Fluctuation-Dissipation Theorem does not hold. We show as well that the asymptotic behavior of the response function is a stretched exponential for anomalous diffusion and an exponential only for normal diffusion.
We study the effects of the finite number of experimental data on the computation of a generalized fluctuation-dissipation relation around a nonequilibrium steady state of a Brownian particle in a toroidal optical trap. We show that the finite sampling has two different effects, which can give rise to a poor estimate of the linear response function. The first concerns the accessibility of the generalized fluctuation-dissipation relation due to the finite number of actual perturbations imposed to the control parameter. The second concerns the propagation of the error made at the initial samplin…
For equilibrium systems, the magnitude of thermal fluctuations is closely linked to the dissipative response to external perturbations. This fluctuation-dissipation relation has been described for material particles in a wide range of fields. Here we experimentally probe the relation between the number fluctuations and the response function for a Bose-Einstein condensate of photons coupled to a dye reservoir, demonstrating the fluctuation-dissipation relation for a quantum gas of light. The observed agreement of the scale factor with the environment temperature both directly confirms the therm…
We study anomalous diffusion for one-dimensional systems described by a generalized Langevin equation. We show that superdiffusion can be classified in normal superdiffusion and fast superdiffusion. For fast superdiffusion, we prove that the Fluctuation-Dissipation Theorem does not hold, which induces an effective temperature in the system. This effective temperature is a signature of metastability found in many complex system such as Spin-Glass and granular material.
Violation of the fluctuation-dissipation theorem (FDT) in a frustrated Heisenberg model on the Kagome lattice is investigated using Monte Carlo simulations. The model exhibits glassy behaviour at low temperatures accompanied by very slow dynamics. Both the spin-spin autocorrelation function and the response to an external magnetic field are studied. Clear evidence of a constant value of the fluctuation dissipation ratio and long range memory effects are observed for the first time in this model. The breakdown of the FDT in the glassy phase follows the predictions of the mean field theory for s…
We have analyzed the spectral density of fluctuations of the energy flux through a mesoscopic constriction between two equilibrium reservoirs. It is shown that at finite frequencies, the fluctuating energy flux is not related to the thermal conductance of the constriction by the standard fluctuation-dissipation theorem, but contains additional noise. The main physical consequence of this extra noise is that the fluctuations do not vanish at zero temperature together with the vanishing thermal conductance.
We consider the out-of-equilibrium, purely relaxational dynamics of a weakly diluted Ising model in the aging regime at criticality. We derive at first order in a $\sqrtε$ expansion the two-time response and correlation functions for vanishing momenta. The long-time limit of the critical fluctuation-dissipation ratio is computed at the same order in perturbation theory.
Complex physical dynamics can often be modeled as a Markov jump process between mesoscopic configurations. When jumps between mesoscopic states are mediated by thermodynamic reservoirs, the time-irreversibility of the jump process is a measure of the physical dissipation. We rederive a recently introduced inequality relating the dissipation rate to current fluctuations in jump processes. We then adapt these results to diffusion processes via a limiting procedure, reaffirming that diffusions saturate the inequality. Finally, we study the impact of spatial coarse-graining in a two-dimensional mo…
The validity of fluctuation dissipation relations in an aging system is studied in a colloidal glass during the transition from a fluid-like to a solid-like state. The evolution of the rheological and electrical properties is analyzed in the range $1Hz - 40Hz$. It is found that at the beginning of the transition the fluctuation dissipation relation is strongly violated in electrical measurements. The amplitude and the persistence time of this violation are decreasing functions of frequency. At the lowest frequencies of the measuring range it persists for times which are about 5% of the time ne…
Strong and fragile glass relaxation behaviours are obtained simply changing the constraints of the kinetically constrained Ising chain from symmetric to purely asymmetric. We study the out-of-equilibrium dynamics of those two models focusing on the Kovacs effect and the fluctuation--dissipation relations. The Kovacs or memory effect, commonly observed in structural glasses, is present for both constraints but enhanced with the asymmetric ones. Most surprisingly, the related fluctuation-dissipation (FD) relations satisfy the FD theorem in both cases. This result strongly differs from the simple…
New formulations of quantum generalized fluctuation-dissipation relations in terms of characteristic and probabilistic functionals of continuous observations are suggested and discussed. It is shown that control of entropy production in quantum system turns any measurement in it to a source of its extra perturbations, and because of this effect relations between probabilities of mutually time-reversed processes become definitely non-local in their functional space
In this Article we review some recent progresses in the field of non-equilibrium linear response theory. We show how a generalization of the fluctuation-dissipation theorem can be derived for Markov processes, and discuss the Cugliandolo-Kurchan \cite{Cugliandolo93} fluctuation dissipation relation for aging systems and the theorem by Franz {\it et. al.} \cite{Franz98} relating static and dynamic properties. We than specialize the subject to phase-ordering systems examining the scaling properties of the linear response function and how these are determined by the behavior of topological defect…
In systems driven away from equilibrium, the velocity correlation function and the linear response function to a small perturbation force do not satisfy the fluctuation-response relation (FRR) due to the lack of detailed balance in contrast to equilibrium systems. In this Letter, an equality between an extent of the FRR violation and the rate of energy dissipation is proved for Langevin systems under non-equilibrium conditions. This equality enables us to calculate the rate of energy dissipation by quantifying the extent of the FRR violation, which can be measured experimentally.
Edges of some quantum Hall liquids and a number of other systems exhibit chiral transport: excitations can propagate in one direction only, e.g., clockwise. We derive a family of fluctuation-dissipation relations in non-equilibrium steady states of such chiral systems. The theorems connect nonlinear response with fluctuations far from thermal equilibrium and hold only in case of chiral transport. They can be used to test chiral or non-chiral character of the system.
We show that a generalized fluctuation-dissipation relation applies upon instantaneously increasing the temperature of a deeply supercooled liquid. This has the same two-step shape of the relation found upon cooling the liquid, but with opposite violation, indicating an effective temperature that is lower than bath temperature. We show that the effective temperature exhibits some sensible time-dependence and that it retains its connection with the partitioned phase space visited in ageing. We underline the potential relevance of our numerical results for experimental studies of the fluctuation…
We study the influence of a dissipation process on diffusion dynamics triggered by fluctuations with long-range correlations. We make the assumption that the perturbation process involved is of the same kind as those recently studied numerically and theoretically, with a good agreement between theory and numerical treatment. As a result of this assumption the equilibrium distribution departs from the ordinary canonical distribution. The distribution tails are truncated, the distribution border is signalled by sharp peaks and, in the weak dissipation limit, the central distribution body becomes…
