We present a comprehensive study about the relationship between the way Detailed Balance is broken in non-equilibrium systems and the resulting violations of the Fluctuation-Dissipation Theorem. Starting from stochastic dynamics with both odd and even variables under Time-Reversal, we exploit the relation between entropy production and the breakdown of Detailed Balance to establish general constraints on the non-equilibrium steady-states (NESS), which relate the non-equilibrium character of the dynamics with symmetry properties of the NESS distribution. This provides a direct route to derive extended Fluctuation-Dissipation Relations, expressing the linear response function in terms of NESS correlations. Such framework provides a unified way to understand the departure from equilibrium of active systems and its linear response. We then consider two paradigmatic models of interacting self-propelled particles, namely Active Brownian Particles (ABP) and Active Ornstein-Uhlenbeck Particles (AOUP). We analyze the non-equilibrium character of these systems (also within a Markov and a Chapman-Enskog approximation) and derive extended Fluctuation-Dissipation Relations for them, clarifying which features of these active model systems are genuinely non-equilibrium.
We re-derive the Nyquist theorem and Callen-Welton fluctuation-dissipation theorem (FDT) as a consequence of detailed balance principle applied to a harmonic oscillator. The usage of electrical notions in the beginning makes the consideration understandable for every physicists. Perhaps it is the simplest derivation of these well-known theorems in statistical physics. The classical limit is understandable as a consequence of Waterston-Herapath equipartition theorem.
We consider biased ensembles of trajectories associated with large deviations of currents in equilibrium systems. The biased ensembles are characterised by non-zero currents and lack the time-reversal symmetry of the equilibrium state, but we show that they retain a generalised time-reversal symmetry, involving a spatial transformation that inverts the current. This means that these ensembles lack dissipation. Hence, they differ significantly from non-equilibrium steady states where currents are induced by external forces. One consequence of this result is that maximum entropy assumptions (Max…
We obtain stationary transport in a Hamiltonian system with ac driving in the presence of a dc bias. A particle in a periodic potential under the influence of a time-periodic field possesses a mixed phase space with regular and chaotic components. An additional external dc bias allows to separate effectively these structures. We show the existence of a stationary current which originates from the persisting invariant manifolds (regular islands, periodic orbits, and cantori). The transient dynamics of the accelerated chaotic domain separates fast chaotic motion from ballistic type trajectories …
We consider the modified Ising model introduced by de Oliveira et al. [J.Phys.A {\bf 26}, 2317 (1993)], where the temperature depends locally on the spin configuration and detailed balance and local equilibrium are not obeyed. We derive a relation between the linear response function and correlation functions which generalizes the fluctuation-dissipation theorem. In the stationary states of the model, which are the counterparts of the Ising equilibrium states, the fluctuation-dissipation theorem breaks down due to the lack of time reversal invariance. In the non-stationary phase ordering kinet…
In this reply, we resolve the apparent discrepancy raised in the "Comment on Inferring broken detailed balance in the absence of observable currents" [arXiv:2112.08978v1]. We stress that the non-instantaneous transition paths originate from the choice of a decimation process non-local in time, in contrast to the decimation process described in our original work, which commutes with time-reversal. Therefore, the example using such a non-local decimation procedure, which indeed gives rise to spurious time-irreversibility, does not invalidate our main result, which was rigorously derived and prov…
Living systems are typically characterized by irreversible processes. A condition equivalent to the reversibility is the detailed balance, whose absence is an obstacle for analytically solving ecological models. We revisit a promising model with an elegant field-theoretic analytic solution and show that the theoretical analysis is invalid because of an implicit assumption of detailed balance. A signature of the difficulties is evident in the inconsistencies appearing in the many-point correlation functions and in the analytical formula for the species area relationship.
Free energy dissipation and a decomposition of general jump diffusions on $\mathbb{R}^n$ without detailed balance
School of Mathematics, Sun Yat-sen University（中山大学数学学院）；School of Science, Great Bay University（大湾区大学理学院）；Beijing institute of mathematical sciences and applications（北京国际数学研究中心）
Nonequilibrium noise emerging from broken detailed balance in active gels
Max Planck Institute for the Physics of Complex Systems（马克斯·普朗克复杂系统物理研究所）；Alikhanyan National Laboratory (Yerevan Physics Institute)（阿里哈尼扬国家实验室（埃里温物理研究所））；Center for Systems Biology Dresden（德累斯顿系统生物学中心）；Universitat de Barcelona Institute of Complex Systems (UBICS)（巴塞罗那大学复杂系统研究所）
We consider a colloidal particle immersed in an active bath and derive a Smoluchowski equation that governs the dynamics of colloidal particle. We address this as active Smoluchowski equation. Our analysis based on this active Smoluchowski equation shows a short time superdiffusive behavior that strongly depends on the activity. Our model also predicts a non-monotonic dependence of mean energy dissipation against time, a signature of activity-induced dynamics. By introducing a frequency-dependent effective temperature, we show that the mean rate of entropy production is time dependent unlike a…
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 …
Identifying dissipation is essential for understanding the physical mechanisms underlying nonequilibrium processes. {In living systems, for example, the dissipation is directly related to the hydrolysis of fuel molecules such as adenosine triphosphate (ATP)}. Nevertheless, detecting broken time-reversal symmetry, which is the hallmark of dissipative processes, remains a challenge in the absence of observable directed motion, flows, or fluxes. Furthermore, quantifying the entropy production in a complex system requires detailed information about its dynamics and internal degrees of freedom. Her…
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.
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 investigate a class of nonequilibrium media described by Langevin dynamics that satisfies the local detailed balance. For the effective dynamics of a probe immersed in the medium, we derive an inequality that bounds the violation of the second fluctuation-dissipation relation (FDR). We also discuss the validity of the effective dynamics. In particular, we show that the effective dynamics obtained from nonequilibrium linear response theory is consistent with that obtained from a singular perturbation method. As an example of these results, we propose a simple model for a nonequilibrium mediu…
We study the effect of intrinsic noise on the thermodynamic balance of complex chemical networks subtending cellular metabolism and gene regulation. A topological network property called deficiency, known to determine the possibility of complex behavior such as multistability and oscillations, is shown to also characterize the entropic balance. In particular, only when deficiency is zero does the average stochastic dissipation rate equal that of the corresponding deterministic model, where correlations are disregarded. In fact, dissipation can be reduced by the effect of noise, as occurs in a …
The driving force of the dynamical system can be decomposed into the gradient of a potential landscape and curl flux (current). The fluctuation-dissipation theorem (FDT) is often applied to near equilibrium systems with detailed balance. The response due to a small perturbation can be expressed by a spontaneous fluctuation. For non-equilibrium systems, we derived a generalized FDT that the response function is composed of two parts: (1) a spontaneous correlation representing the relaxation which is present in the near equilibrium systems with detailed balance; (2) a correlation related to the …
We present a simple biophysical example that invalidates the main conclusion of "Nat. Commun. 10, 3542 (2019)". Moreover, we explain that systems with one or more hidden states between at least one pair of observed states that give rise to non-instantaneous transition paths between these states also invalidate the main conclusion of the aforementioned work. This provides a flexible roadmap for constructing counterexamples. We hope for this comment to raise awareness of possibly hidden transition paths and of the importance of considering the microscopic origin of emerging non-Markovian (or Mar…
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.
When a biased conductor is put in proximity with an unbiased conductor a drag current can be induced in the absence of detailed balance. This is known as the Coulomb drag effect. However, even in this situation far away from equilibrium where detailed balance is explicitly broken, theory predicts that fluctuation relations are satisfied. This surprising effect has, to date, not been confirmed experimentally. Here we propose a system consisting of a capacitively coupled double quantum dot where the nonlinear fluctuation relations are verified in the absence of detailed balance.
We derive general relations between maximum power, maximum efficiency, and minimum dissipation regimes from linear irreversible thermodynamics. The relations simplify further in the presence of a particular symmetry of the Onsager matrix, which can be derived from detailed balance. The results are illustrated on a periodically driven system and a three terminal device subject to an external magnetic field.
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.
We extend certain basic and general concepts of thermodynamics to discrete Markov systems exchanging work and heat with reservoirs. In this framework we show that the celebrated Clausius inequality can be generalized and becomes an equality, significantly extending several recent results. We further show that achieving zero dissipation in a system implies that detailed balance obtains, and as a consequence there is zero power production. We obtain inequalities for power production under more general circumstances and show that near equilibrium obtaining maximum power production requires dissip…
We show that an appropriately defined fluctuation-dissipation theorem, connecting generalized susceptibilities and time correlation functions, is valid for times shorter than the nucleation time of the metastable state of Markovian systems satisfying detailed balance. This is done by assuming that such systems can be described by a superposition of the ground and first excited states of the master equation. We corroborate our results numerically for the metastable states of a two-dimensional Ising model.
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.
Equilibrium is characterized by its fundamental properties such as the detailed balance, the fluctuation-dissipation relation, and no heat dissipation. Based on the stochastic thermodynamics, we show that these three properties are equivalent to each other in conventional Langevin thermal systems with microscopic reversibility. Thus, a conventional steady state has either all three properties (equilibrium) or none of them (nonequilibrium). In contrast, with velocity-dependent forces breaking the microscopic reversibility, we prove that the detailed balance and the fluctuation-dissipation relat…
We investigate the non-equilibrium character of self-propelled particles through the study of the linear response of the active Ornstein-Uhlenbeck particle (AOUP) model. We express the linear response in terms of correlations computed in the absence of perturbations, proposing a particularly compact and readable fluctuation-dissipation relation (FDR): such an expression explicitly separates equilibrium and non-equilibrium contributions due to self-propulsion. As a case study, we consider non-interacting AOUP confined in single-well and double-well potentials. In the former case, we also unveil…
Fluctuations associated with relaxations in far-from-equilibrium regime is of fundamental interest for a large variety of systems within broad scales. Recent advances in techniques such as spectroscopy have generated the possibility for measuring the fluctuations of the mesoscopic systems in connection to the relaxation processes when driving the underlying quantum systems far from equilibrium. We present a general nonequilibrium Fluctuation-Dissipation Theorem (FDT) for quantum Markovian processes where the detailed-balance condition is violated. Apart from the fluctuations, the relaxation in…
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…
From a logic point of view this is the third in the series to solve the problem of absence of detailed balance. This paper will be denoted as SDS III. The existence of a dynamical potential with both local and global meanings in general nonequilibrium processes has been controversial. Following an earlier explicit construction by one of us (Ao, J. Phys. {\bf A37}, L25 '04, arXiv:0803.4356, referred to as SDS II), in the present paper we show rigorously its existence for a generic class of situations in physical and biological sciences. The local dynamical meaning of this potential function is …
This is the fourth paper, the last one, on solution to the problem of absence of detailed balance in nonequilibrium processes. It is an approach based on another known universal dynamics: The evolutionary dynamics first conceived by Darwin and Wallace, referring to as Darwinian dynamics in the present paper, has been found to be universally valid in biology; The statistical mechanics and thermodynamics, while enormously successful in physics, have been in an awkward situation of wanting a consistent dynamical understanding; Here we present from a formal point of view an exploration of the conn…
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 show that the assumptions of the detailed balance and of the initial equilibrium macrostate, which are central to the Crooks fluctuation theorem (CFT), lead to all microstates along a trajectory to have equilibrium probabilities. We also point out that the Crooks's definition of the backward trajectory does not return the system back to its initial microstate. Once corrected, the detailed balance assumption makes the CFT a theorem only about reversible processes involving reversible trajectories that satisfy Kolmogorov's criterion. As there is no dissipation, the CFT cannot cover irreversib…
The long-time dynamics of the 1D contact process suddenly brought out of an uncorrelated initial state is studied through a light-cone transfer-matrix renormalisation group approach. At criticality, the system undergoes ageing which is characterised through the dynamical scaling of the two-times autocorrelation and autoresponse functions. The observed non-equality of the ageing exponents a and b excludes the possibility of a finite fluctuation-dissipation ratio in the ageing regime. The scaling form of the critical autoresponse function is in agreement with the prediction of local scale-invari…
In this paper we propose a novel approach to construct macroscopic balance equations and constitutive equations describing various irreversible phenomena. It is based on the general principles of non-equilibrium thermodynamics and consists of four basic steps: picking suitable state variables, choosing a strictly concave entropy function, separating entropy fluxes and production rates properly, and determining a dissipation matrix. Our approach takes the advantage of both EIT and GENERIC formalisms, and shows a direct correspondence with Levermore's moment closure hierarchies for the Boltzmann…
We present a specific algorithm that generally satisfies the balance condition without imposing the detailed balance in the Markov chain Monte Carlo. In our algorithm, the average rejection rate is minimized, and even reduced to zero in many relevant cases. The absence of the detailed balance also introduces a net stochastic flow in a configuration space, which further boosts up the convergence. We demonstrate that the autocorrelation time of the Potts model becomes more than 6 times shorter than that by the conventional Metropolis algorithm. Based on the same concept, a bounce-free worm algor…
