Near equilibrium, Green-Kubo relations provide microscopic expressions for macroscopic transport coefficients in terms of equilibrium correlation functions. At their core, they are based on the intimate relationship between response and fluctuations as embodied by the equilibrium fluctuation-dissipation theorem, a connection generically broken far from equilibrium. In this work, we identify a class of perturbations whose response around far-from-equilibrium steady states is linked to steady-state correlation functions via an equilibrium-like fluctuation-response equality. We then utilize this prediction to substantiate linearized hydrodynamic transport equations that describe how spatial inhomogeneities in macroscopic nonequilibrium systems relax. As a consequence, we derive nonequilibrium Green-Kubo relations for the transport coefficients of two types of hydrodynamic variables: local conserved densities and broken-symmetry modes. A byproduct of this work is to provide a theoretical foundation for the validity of Onsager's regression hypothesis around nonequilibrium steady states. Our predictions are analytically and numerically corroborated for two model systems: density diffusion in a fluid of soft, spherical active Brownian particles and phase diffusion in the noisy Kuramoto model on a square lattice.
Fluctuation theorem is derived for a quantum current system around a nonequilibrium steady state. It is demonstrated that the fluctuation theorem can be a part of the generalized Green-Kubo formula or a nonlinear response theory of an external field or a change of the chemical potential difference.
We address the question of whether transport coefficients obtained from a unitary closed system setting, i.e., the standard equilibrium Green-Kubo formula, are the same as the ones obtained from a weakly driven nonequilibrium steady-state calculation. We first derive a nonequilibrium Kubo-like expression for the steady-state diffusion constant expressed as a time-integral of either a current or a conserved density nonequilibrium correlation function. This expression has certain advantages over the equilibrium Green-Kubo formula, but is not clear if it gives the same value of the diffusion cons…
Jarzynski equality [Phys. Rev. E {\bf 56}, 5018 (1997)] is found to be valid with slight modefication for the transitions between nonequilibrium stationary states, as well as the one between equilibrium states. Also numerical results confirm its validity. Its relevance for nonequilibrium thermodynamics of the operational formalism is discussed.
Extracting equilibrium information from nonequilibrium measurements is a challenge task of great importance in understanding the thermodynamic properties of physical, chemical, and biological systems. The discovery of the Jarzynski equality illumines the way to estimate the equilibrium free energy difference from the work performed in nonequilibrium driving processes. However, the nonlinear (exponential) relation causes the poor convergence of the Jarzynski equality. Here, we propose a concise method to estimate the free energy difference through a linear nonequilibrium equality which inherent…
We explore a number of explicit response formulae around the boundary driven zero range process to changes in the exit and entrance rates. In such a nonequilibrium regime kinetic (and not only thermodynamic) aspects make a difference in the response. Apart from a number of formal approaches, we illustrate a general decomposition of the linear response into entropic and frenetic contributions, the latter being realized from changes in the dynamical activity at the boundaries. In particular, in this way one obtains nonlinear modifications to the Green-Kubo relation. We end by bringing some gener…
The Jarzynski equality is generalized to situations in which nonequilibrium systems are subject to a feedback control. The new terms that arise as a consequence of the feedback describe the mutual information content obtained by measurement and the efficacy of the feedback control. Our results lead to a generalized fluctuation-dissipation theorem that reflects the readout information, and can be experimentally tested using small thermodynamic systems. We illustrate our general results by an introducing "information ratchet," which can transport a Brownian particle in one direction and extract …
Use of the extended definition of heat dQ=deQ+diQ converts the Clausius inequality dS greater than or equal to deQ/T0 into an equality dS=dQ/T involving the nonequilibrium temperature T of the system having the conventional interpretation that heat flows from hot to cold. The equality is applied to the exact quantum evolution of a 1-dimensional ideal gas free expansion. In a first ever calculation of its kind in an expansion which retains the memory of initial state, we determine the nonequilibrium temperature T and pressure P, which are then compared with the ratio P/T obtained by an independ…
The Jarzynski equality is one of the most influential results in the field of non equilibrium statistical mechanics. This celebrated equality allows to calculate equilibrium free energy differences from work distributions of nonequilibrium processes. In practice, such calculations often suffer from poor convergence due to the need to sample rare events. Here we examine if the inclusion of measurement and feedback can improve the convergence of nonequilibrium free energy calculations. A modified version of the Jarzynski equality in which realizations with a given outcome are kept, while others …
We derive the integral fluctuation theorem around a nonequilibrium stationary state for frictionless and soft core granular particles under an external vibration achieved by a balance between an external vibration and inelastic collisions. We also discuss the connection between the integral fluctuation theorem and the generalized Green-Kubo formula.
The problem of response of nonequilibrium systems is currently under intense investigation. We propose a general method of solution of the Liouville Equation for thermostatted particle systems subjected to external forces which retains only the slow degrees of freedom, by projecting out the majority of fast variables. Response formulae, extending the Green-Kubo relations to dissipative dynamics are provided, and comparison with numerical data is presented.
Green-Kubo and Einstein expressions for the transport coefficients of a fluid in a nonequilibrium steady state can be derived using the Fluctuation Theorem and by assuming the probability distribution of the time-averaged dissipative flux is Gaussian. These expressions are consistent with those obtained using linear response theory and are valid in the linear regime. It is shown that these expressions are however, not valid in the nonlinear regime where the fluid is driven far from equilibrium. We advance an argument for why these expression are only valid in the linear response, zero field li…
We derive the generalized Green-Kubo relation and an integral form of the fluctuation theorem that apply to uniformly sheared granular systems in which microscopic time-reversal symmetry is broken. The former relation provides an exact representation of nonequilibrium steady-state properties as the integral of the time-correlation function describing transient dynamics from an initial quiescent towards a final sheared steady state. We also investigate implications of the integral fluctuation theorem on the approach towards the steady state and on the possible form of the steady-state distribut…
The Jarzynski equality (JE) is analyzed in regard to its validity for both quasi-static transformations in the thermodynamic limit and Hamiltonian evolutions of the work protocol. In the first case, we show that the JE holds for isothermal transformations only; in the second case, we show that the work done (linked to the final state Hamiltonian) depends on the temporal dynamics of the work protocol (including its speed), thus precluding the possibility of identifying it with the free energy or any other thermodynamic state function. Even in the case of thermodynamic limit and infinitesimally …
Measurement of energy dissipation in small nonequilibrium systems is generally a difficult task. Recently, Harada and Sasa [Phys.Rev.Lett. 95, 130602(2005)] derived an equality relating the energy dissipation rate to experimentally accessible quantities in nonequilibrium steady states described by the Langevin equation. Here, we show the first experimental test of this new relation in an optically driven colloidal system. We find that this equality is validated to a fairly good extent, thus the irreversible work of a small system is estimated from readily obtainable quantities.
We derive some nonequilibrium identities such as the integral fluctuation theorem and the Jarzynski equality starting from a nonequilibrium state for dissipative classical systems. Thanks to the existence of the integral fluctuation theorem we can naturally introduce an entropy-like quantity for dissipative classical systems in far from equilibrium states. We also derive the generalized Green-Kubo formula as a nonlinear response theory for a steady dynamics around a nonequilibrium state. We numerically verify the validity of the derived formulas for sheared frictionless granular particles.
Transitions between nonequilibrium steady states obey a generalized Clausius inequality, which becomes an equality in the quasistatic limit. For slow but finite transitions, we show that the behavior of the system is described by a response matrix whose elements are given by a far-from-equilibrium Green-Kubo formula, involving the decay of correlations evaluated in the nonequilibrium steady state. This result leads to a fluctuation-dissipation relation between the mean and variance of the nonadiabatic entropy production, $Δs_{\rm na}$. Furthermore, our results extend -- to nonequilibrium stead…
For a given thermodynamic system, and a given choice of coarse-grained state variables, the knowledge of a force-flux constitutive law is the basis for any nonequilibrium modeling. In the first paper of this series we established how, by a generalization of the classical fluctuation-dissipation theorem (FDT), the structure of a constitutive law is directly related to the distribution of the fluctuations of the state variables. When these fluctuations can be expressed in terms of diffusion processes, one may use Green-Kubo-type coarse-graining schemes to find the constitutive laws. In this pape…
We give a field-theoretic proof of the nonequilibrium work relations for a space dependent field with stochastic dynamics. The path integral representation and its symmetries allow us to derive Jarzynski's equality. In addition, we derive a set of exact identities that generalize the fluctuation-dissipation relations to far-from equilibrium situations. These identities are prone to experimental verification. Furthermore, we show that supersymmetry invariance of the Langevin equation, which is broken when the external potential is time-dependent, is partially restored by adding to the action a …
In the global framework of finding an axiomatic derivation of nonequilibrium Statistical Mechanics from fundamental principles, such as the maximum path entropy -- also known as Maximum Caliber principle -- , this work proposes an alternative derivation of the well-known Jarzynski equality, a nonequilibrium identity of great importance today due to its applications to irreversible processes: biological systems (protein folding), mechanical systems, among others. This equality relates the free energy differences between two equilibrium thermodynamic states with the work performed when going bet…
An expression is derived for the classical free energy difference between two configurations of a system, in terms of an ensemble of finite-time measurements of the work performed in parametrically switching from one configuration to the other. Two well-known equilibrium identities emerge as limiting cases of this result.
We have developed a Green-Kubo relation that enables accurate calculations of friction at solid-liquid interfaces directly from equilibrium molecular dynamics (MD) simulations and that provides a pathway to bypass the time-scale limitations of typical nonequilibrium MD simulations. The theory has been validated for a number of different interfaces and it is demonstrated that the liquid-solid slip is an intrinsic property of an interface. Because of the high numerical efficiency of our method, it can be used in the design of interfaces for applications in aqueous environments, such as nano- and…
For classical systems driven out of equilibrium, Crooks derived a relation (the Crooks-Jarzynski relation), whose special cases include a relation (the Crooks relation) equivalent to the Kawasaki non-linear response relation. We derive a quantum extension of the Crooks-Jarzynski relation without explicitly using the principle of microreversibility. Its special cases lead to the Jarzynski equality and the standard linear response theory with a Green-Kubo formula with a canonical correlation function. We also derive a quantum extension of the Crooks relation using the principle of microreversibi…
Two-dimensional Raman and hybrid terahertz/Raman spectroscopic techniques provide invaluable insight into molecular structure and dynamics of condensed-phase systems. However, corroborating experimental results with theory is difficult due to the high computational cost of incorporating quantum-mechanical effects in the simulations. Here, we present the equilibrium-nonequilibrium ring-polymer molecular dynamics (RPMD), a practical computational method that can account for nuclear quantum effects on the two-time response function of nonlinear optical spectroscopy. Unlike a recently developed ap…
The local equilibrium approach previously developed by the Authors [J. Mabillard and P. Gaspard, J. Stat. Mech. (2020) 103203] for matter with broken symmetries is applied to crystalline solids. The macroscopic hydrodynamics of crystals and their local thermodynamic and transport properties are deduced from the microscopic Hamiltonian dynamics. In particular, the Green-Kubo formulas are obtained for all the transport coefficients. The eight hydrodynamic modes and their dispersion relation are studied for general and cubic crystals. In the same twenty crystallographic classes as those compatibl…
Probabilistic cellular automata (PCA) are used to model a variety of discrete spatially extended systems undergoing parallel-updating. We propose an embedding of a number of classical nonequilibrium concepts in the PCA-world. We start from time-symmetric PCA, satisfying detailed balance, and we give their Kubo formula for linear response. Close-to-detailed balance we investigate the form of the McLennan distribution and the minimum entropy production principle. More generally, when time-symmetry is broken in the stationary process, there is a fluctuation symmetry for a corresponding entropy fl…
The Jarzynski equality (JE) provides a nonequilibrium method to measure and calculate the free energy difference (FED). Note that if two systems share the same Hamiltonian at two equilibrium states, respectively, they share the same FED between these two equilibrium states as well. Therefore the calculation of the FED of a system may be facilitated by considering instead another virtual system designed to this end. Taking advantage of this flexibility and the JE, we show that by introducing an integrable virtual system, the evolution problem involved in the JE can be solved. As a consequence, …
We present a generalization of the Green-Kubo expressions for thermal transport coefficients $μ$ in complex fluids of the generic form, $μ= μ_\infty +\int^\infty_0 dt V^{-1} < J_ε\exp(t {\cal L}) J >_0$, i.e. a sum of an instantaneous transport coefficient $μ_\infty$, and a time integral over a time correlation function in a state of thermal equilibrium between a current $J$ and a transformed current $J_ε$. The streaming operator $\exp(t{\cal L})$ generates the trajectory of a dynamical variable $J(t) =\exp(t{\cal L}) J$ when used inside the thermal average $<...>_0$. These formulas are valid …
We apply path integrals to study nonequilibrium work theorems in the context of Brownian dynamics, deriving in particular the equations of motion governing the most typical and most dominant trajectories. For the analytically soluble cases of a moving harmonic potential and a harmonic oscillator with time-dependent natural frequency, we find such trajectories, evaluate the work-weighted propagators, and validate Jarzynski's equality.
We extend the Jarzynski equality, which is an exact identity between the equilibrium and nonequilibrium averages, to be useful to compute the value of the entropy difference by changing the Hamiltonian. To derive our result, we introduce artificial dynamics where the instantaneous value of the energy can be arbitrarily controlled during a nonequilibrium process. We establish an exact identity on such a process corresponding to the so-called Jarzynski equality. It is suggested that our formulation is valuable in a practical application as in optimization problems.
The Jarzynski relation is a recently discovered result relating the average exponential of the work done under nonequilibrium conditions to an equilibrium free energy difference. We illustrate this remarkable relation by considering the expansion and compression of a classical ideal gas particle inside a cavity with a moving piston in one dimension. Using a simple relationship between the distributions of the nonequilibrium work done in the two (forward and reverse) processes, we verify the Jarzynski relation and discuss the practical realization of the Jarzynski equality for the model.
Crook's Fluctuation Theorem and Jarzynski equality are immensely powerful tools in obtaining equilibrium properties through non-equilibrium transition between two equilibrium states. In this letter, we propose an extension to the Crook's fluctuation theorem for transition between two non-equilibrium steady states (NESS). Using the proposed theorem, we show that it is possible to obtain free energy differences of multiple equilibrium states from a single set of data obtained from the transition between two NESS. The results are verified using numerical simulations by employing Nose-Hoover dynam…
The standard equilibrium Green-Kubo and nonequilibrium molecular dynamics (MD) methods for computing thermal transport coefficients in solids typically require relatively long simulation times and large system sizes. To this end, we revisit here the homogeneous nonequilibrium MD method by Evans [Phys. Lett. A \textbf{91}, 457 (1982)] and generalize it to many-body potentials that are required for more realistic materials modeling. We also propose a method for obtaining spectral conductivity and phonon mean free path from the simulation data. This spectral decomposition method does not require …
We examine the Jarzynski equality for a quenching process across the critical point of second-order phase transitions, where absolute irreversibility and the effect of finite-sampling of the initial equilibrium distribution arise on an equal footing. We consider the Ising model as a prototypical example for spontaneous symmetry breaking and take into account the finite sampling issue by introducing a tolerance parameter. For a given tolerance parameter, the deviation from the Jarzynski equality depends onthe reduced coupling constant and the system size. In this work, we show that the deviatio…
We study the nonequilibrium steady state (NESS) in a quantum system in contact with two heat baths at different temperatures. We use a time-independent perturbative expansion with respect to the coupling with the two heat baths to obtain the density matrix for the NESS. In particular, we show an explicit representation of the density matrix for the reflection symmetric and weakly nonequilibrium case. We also calculate the expectation value of the energy current and show that the Kubo formula holds in this case.
For open systems described by the quantum Markovian master equation, we study a possible extension of the Clausius equality to quasistatic operations between nonequilibrium steady states (NESSs). We investigate the excess heat divided by temperature (i.e., excess entropy production) which is transferred into the system during the operations. We derive a geometrical expression for the excess entropy production, which is analogous to the Berry phase in unitary evolution. Our result implies that in general one cannot define a scalar potential whose difference coincides with the excess entropy pro…
It has been shown recently that the Jarzynski equality is generalized under nonequilibrium feedback control [T. Sagawa and M. Ueda, Phys. Rev. Lett. {\bf 104}, 090602 (2010)]. The presence of feedback control in physical systems should modify both Jarzynski equality and detailed fluctuation theorem [K. H. Kim and H. Qian, Phys. Rev. E {\bf 75}, 022102 (2007)]. However, the generalized Jarzynski equality under forward feedback control has been proved by consider that the physical systems under feedback control should locally satisfies the detailed fluctuation theorem. We use the same formalism …
Recent years have witnessed major advances in our understanding of nonequilibrium processes. The Jarzynski equality, for example, provides a link between equilibrium free energy differences and finite-time, nonequilibrium dynamics. We propose a generalization of this relation to non-Hamiltonian dynamics, relevant for active matter systems, continuous feedback, and computer simulation. Surprisingly, this relation allows us to calculate the free energy difference between the desired initial and final equilibrium states using arbitrary dynamics. As a practical matter, this dissociation between th…
We develop a general framework for the steady-state response of dissipative quantum systems. We concretely derive three different, but equivalent, forms of the quantum response function. We discuss for each of them the role of the noncommutativity of quantum operators and establish links to the Kubo response theory for closed quantum systems. We show in particular that the equilibrium response vanishes for perturbations that commute with the unperturbed Hamiltonian while the steady-state response does not, highlighting the profound difference between the two.
The Green-Kubo formula for linear response coefficients gets modified when dealing with nonequilibrium dynamics. In particular negative differential conductivities are allowed to exist away from equilibrium. We give a unifying framework for such negative differential response in terms of the frenetic contribution in the nonequilibrium formula. It corresponds to a negative dependence of the escape rates and reactivities on the driving forces. Partial caging in state space and reduction of dynamical activity with increased driving cause the current to drop. These are time-symmetric kinetic effec…
A universal quantum work relation is proved for isolated time-dependent Hamiltonian systems in a magnetic field as the consequence of microreversibility. This relation involves a functional of an arbitrary observable. The quantum Jarzynski equality is recovered in the case this observable vanishes. The Green-Kubo formula and the Casimir-Onsager reciprocity relations are deduced thereof in the linear response regime.
The energy change dE_k for the kth microstate is erroneously equated with the external work done on the microstate. It ignores the ubiquitous internal energy change d_iW_k due to force imbalance between the internal and external forces. We show that this contribution is present even in a reversible process, which is a surprise. We show that the correct identification is dE_k=-dW_k, where dW_k is the generalized work done by the microstate. We prove that the thermodynamic average of the internal work gives dissipation and is not captured by the external work. The latter effectively sets d_iW_k …
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.
Bridging equilibrium and nonequilibrium statistical physics attracts sustained interest. Hallmarks of nonequilibrium systems include a breakdown of detailed balance, and an absence of a priori potential function corresponding to the Boltzmann-Gibbs distribution, without which classical equilibrium thermodynamical quantities could not be defined. Here, we construct dynamically the potential function through decomposing the system into a dissipative part and a conservative part, and develop a nonequilibrium theory by defining thermodynamical quantities based on the potential function. Concepts f…
Understanding the fluctuations by which phenomenological evolution equations with thermodynamic structure can be enhanced is the key to a general framework of nonequilibrium statistical mechanics. These fluctuations provide an idealized representation of microscopic details. We consider fluctuation-enhanced equations associated with Markov processes and elaborate the general recipes for evaluating dynamic material properties, which characterize force-flux constitutive laws, by statistical mechanics. Markov processes with continuous trajectories are conveniently characterized by stochastic diff…
We derive general properties of the linear response functions of nonequilibrium steady states in Langevin systems. These correspond to extension of the results which were recently found in Hamiltonian systems [A. Shimizu and T. Yuge, J. Phys. Soc. Jpn. {\bf 79}, 013002 (2010)]. We discuss one of the properties, the sum rule for the response function, in particular detail. We show that the sum rule for the response function of the velocity holds in the underdamped case, whereas it is violated in the overdamped case. This implies that the overdamped Langevin models should be used with great care…
There has been interest in finding a general variational principle for non-equilibrium statistical mechanics. We give evidence that Maximum Caliber (Max Cal) is such a principle. Max Cal, a variant of Maximum Entropy, predicts dynamical distribution functions by maximizing a path entropy subject to dynamical constraints, such as average fluxes. We first show that Max Cal leads to standard near-equilibrium results -including the Green-Kubo relations, Onsager's reciprocal relations of coupled flows, and Prigogine's principle of minimum entropy production -in a way that is particularly simple. Mo…
Nonequilibrium stationary states of thermodynamic systems dissipate a positive amount of energy per unit of time. If we consider transformations of such states that are realized by letting the driving depend on time, the amount of energy dissipated in an unbounded time window becomes then infinite. Following the general proposal by Oono and Paniconi and using results of the macroscopic fluctuation theory, we give a natural definition of a renormalized work performed along any given transformation. We then show that the renormalized work satisfies a Clausius inequality and prove that equality i…
We derive a number of exact relations between equilibrium and nonequilibrium quantities for spin glasses in external fields using the Jarzynski equality and gauge symmetry. For randomly-distributed longitudinal fields, a lower bound is established for the work done on the system in nonequilibrium processes, and identities are proven to relate equilibrium and nonequilibrium quantities. In the case of uniform transverse fields, identities are proven between physical quantities and exponentiated work done to the system at different parts of the phase diagram with the context of quantum annealing …
We study the thermodynamics of quantum projective measurements by using the set up for the Jarzynski equality. We prove the fluctuations of energy change induced by measurements satisfy the Jarzynski equality, revealing that the quantum projective measurements perform a work on a measured system. When the system is brought into a thermal contact with a reservoir after measurements, the work done by projective measurements is totally dissipated in the form of heat from the system into the reservoir. Explicitly showing that the measurements always increase the total entropy, we prove the link be…
We reconsider a well-known relationship between the fluctuation theorem and the second law of thermodynamics by evaluating a probability measure-valued process. In order to establish a bridge between microscopic and macroscopic behaviors, we consider the thermodynamic limit of a stochastic dynamical system following the fundamental procedure often used in statistical mechanics. The thermodynamic path characterizing a macroscopic dynamical behavior can be formulated as an infimum of the action functional for the probability measure-valued process. In our formulation, the second law of thermodyn…
In conventional thermodynamics, it is widely acknowledged that the realization of an isothermal process for a system requires a quasi-static controlling protocol. Here we propose and design a strategy to realize a finite-rate isothermal transition from an equilibrium state to another one with same temperature, which is named shortcut to isothermality~(STI). By using STI, we unexpectedly derive three nonequilibrium work relations, including an identity between the free energy difference and the mean work due to the potential of the original system, a generalized Jarzynski equality, and the inve…
An overview is given of recent advances in the nonequilibrium statistical mechanics of quantum systems and, especially, of time-reversal symmetry relations that have been discovered in this context. The systems considered are driven out of equilibrium by time-dependent forces or by coupling to large reservoirs of particles and energy. The symmetry relations are established for the exchange of energy and particles between the subsystem and its environment. These results have important consequences. In particular, generalizations of the Kubo formula and the Casimir-Onsager reciprocity relations …
We generalize the Clausius (in)equality to overdamped mesoscopic and macroscopic diffusions in the presence of nonconservative forces. In contrast to previous frameworks, we use a decomposition scheme for heat which is based on an exact variant of the Minimum Entropy Production Principle as obtained from dynamical fluctuation theory. This new extended heat theorem holds true for arbitrary driving and does not require assumptions of local or close to equilibrium. The argument remains exactly intact for diffusing fields where the fields correspond to macroscopic profiles of interacting particles…
The calculation of work distributions in a quantum many-body system is of significant importance and also of formidable difficulty in the field of nonequilibrium quantum statistical mechanics. To solve this problem, inspired by Schwinger-Keldysh formalism, we propose the contour-integral formulation of the work statistics. Based on this contour integral, we show how to do the perturbation expansion of the characteristic function of work (CFW) and obtain the approximate expression of the CFW to the second order of the work parameter for an arbitrary system under a perturbative protocol. We also…
