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 the effect of dimensionality, studying one, two, and three-dimensional dynamics. We show that information about the distance from equilibrium can be deduced from the FDR, putting in evidence the roles of position and velocity variables in the non-equilibrium relaxation.
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…
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…
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…
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…
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…
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…
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…
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…
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…
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.
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…
A numerical molecular dynamics experiment measuring the two-time correlation function of the transversal velocity field in the homogeneous cooling state of a granular gas is reported. By measuring the decay rate and the amplitude of the correlations, the accuracy of the Landau-Langevin equation of fluctuating hydrodynamics is checked. The results indicate that although a Langevin approach can be valid, the fluctuation-dissipation relation must be modified, since the viscosity parameter appearing in it differs from the usual hydrodynamic shear viscosity.
Growth processes and interface fluctuations can be studied through the properties of global quantities. We here discuss a global quantity that not only captures better the roughness of an interface than the widely studied surface width, but that is also directly conjugate to an experimentally accessible parameter, thereby allowing us to study in a consistent way the global response of the system to a global change of external conditions. Exploiting the full analyticity of the linear Edwards-Wilkinson and Mullins-Herring equations, we study in detail various two-time functions related to that q…
We consider fluctuations of the dissipated energy in nonlinear driven diffusive systems subject to bulk dissipation and boundary driving. With this aim, we extend the recently-introduced macroscopic fluctuation theory to nonlinear driven dissipative media, starting from the fluctuating hydrodynamic equations describing the system mesoscopic evolution. Interestingly, the action associated to a path in mesoscopic phase-space, from which large-deviation functions for macroscopic observables can be derived, has the same simple form as in non-dissipative systems. This is a consequence of the quasi-…
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 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.
The Modified Fluctuation Dissipation Theorem (MFDT) proposed by G. Verley et al. {\it (EPL 93, 10002, (2011))} for non equilibrium transient states is experimentally studied. We apply MFDT to the transient relaxation dynamics of the director of a liquid crystal after a quench close to the critical point of the Fréedericksz transition (Ftr), which has several properties of a second order phase transition driven by an electric field. Although the standard Fluctuation Dissipation Theorem (FDT) is not satisfied, because the system is strongly out of equilibrium, the MFDT is perfectly verified duri…
We elucidate the connection between various fluctuation theorems by a microcanonical version of the Crooks relation. We derive the microscopically exact expression for the work distribution in an idealized Joule experiment, namely for an object, convex but otherwise of arbitrary shape, moving at constant speed through an ideal gas. Analytic results are compared with molecular dynamics simulations of a hard disk gas.
The definition of a nonequilibrium temperature through generalized fluctuation-dissipation relations relies on the independence of the fluctuation-dissipation temperature from the observable considered. We argue that this observable independence is deeply related to the uniformity of the phase-space probability distribution on the hypersurfaces of constant energy. This property is shown explicitly on three different stochastic models, where observable-dependence of the fluctuation-dissipation temperature arises only when the uniformity of the phase-space distribution is broken. The first model…
Baths produce friction and random forcing on particles suspended in them. The relation between noise and friction in (generalized) Langevin equations is usually referred to as the second fluctuation-dissipation theorem. We show what is the proper nonequilibrium extension, to be applied when the environment is itself active and driven. In particular we determine the effective Langevin dynamics of a probe from integrating out a steady nonequilibrium environment. The friction kernel picks up a frenetic contribution, i.e., involving the environment's dynamical activity, responsible for the breakin…
We show how to extract from a sufficiently long time series of stationary fluctuations of chemical reactions an estimate of the entropy production. This method, which is based on recent work on fluctuation theorems, is direct, non-invasive, does not require any knowledge about the underlying dynamics, and is applicable even when only partial information is available. We apply it to simple stochastic models of chemical reactions involving a finite number of states, and for this case, we study how the estimate of dissipation is affected by the degree of coarse-graining present in the input data.
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…
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 …
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.
We give a proof of transient fluctuation relations for the entropy production (dissipation function) in nonequilibrium systems, which is valid for most time reversible dynamics. We then consider the conditions under which a transient fluctuation relation yields a steady state fluctuation relation for driven nonequilibrium systems whose transients relax, producing a unique nonequilibrium steady state. Although the necessary and sufficient conditions for the production of a unique nonequilibrium steady state are unknown, if such a steady state exists, the generation of the steady state fluctuati…
The dissipation function for a system is defined as the natural logarithm of the ratio between probabilities of a trajectory and its time-reversed trajectory, and its probability distribution follows a well-known relation called the fluctuation theorem. Using the generic Langevin equations, we derive the expressions of the dissipation function for passive and active systems. For passive systems, the dissipation function depends only on the initial and the final values of the dynamical variables of the system, not on the trajectory of the system. Furthermore, it does not depend explicitly on th…
In this paper, we present a general derivation of a modified fluctuation-dissipation theorem (MFDT) valid near an arbitrary non-stationary state for a system obeying markovian dynamics. We show that the method to derive modified fluctuation-dissipation theorems near non-equilibrium stationary states used by J. Prost et al., PRL 103, 090601 (2009), is generalizable to non-stationary states. This result follows from both standard linear response theory and from a transient fluctuation theorem, analogous to the Hatano-Sasa relation. We show that this modified fluctuation-dissipation theorem can b…
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…
The dynamics of a binary system with non conserved order parameter under a plain shear flow with rate $γ$ is solved analytically in the large-N limit. A phase transition is observed at a critical temperature $T_c(γ)$. After a quench from a high temperature equilibrium state to a lower temperature $T$ a non-equilibrium stationary state is entered when $T>T_c(γ)$, while aging dynamics characterizes the phases with $T\leq T_c(γ)$. Two-time quantities are computed and the off-equilibrium generalization of the fluctuation-dissipation theorem is provided.
