Can the Macroscopic Fluctuation Theory be Quantized?
Denis Bernard
备注:
28 pages plus references, 5 figures. Prepared as a contribution to a special volume of Journal of Physics A on "Hydrodynamics of Low-Dimensional Quantum Systems"
The Macroscopic Fluctuation Theory is an effective framework to describe transports and their fluctuations in classical out-of-equilibrium diffusive systems. Whether the Macroscopic Fluctuation Theory may be extended to the quantum realm and which form this extension may take is yet terra incognita but is a timely question. In this short introductory review, I discuss possible questions that a quantum version of the Macroscopic Fluctuation Theory could address and how analysing Quantum Simple Exclusion Processes yields pieces of answers to these questions.
We study a micro and macroscopic model for chemical reactions with feedback between reactions and temperature of the solute. The first result concerns the quasipotential as the large-deviation rate of the microscopic invariant measure. The second result is an application of modern Onsager-Machlup theory to the pathwise large deviations, in case the system is in detailed balance. The third result is an application of macroscopic fluctuation theory to the reaction flux large deviations, in case the system is in complex balance.
We present the first exact solution for the time dependent equations of the macroscopic fluctuation theory (MFT) for the symmetric simple exclusion process by combining a generalization of the canonical Cole-Hopf transformation with the inverse scattering method. For the step initial condition with two densities, the associated Riemann-Hilbert problem is solved to determine exactly the optimal density profile and the response field which produce a required fluctuation, both at initial and final times. The large deviation function of the current is derived and coincides with the formula obtaine…
We consider the thermodynamic potential describing the macroscopic fluctuation of the current and local energy of a general class of Hamiltonian models including aerogels. We argue that this potential is neither analytic nor strictly convex, a property that should be expected in general but missing from models studied in the literature. This opens the possibility of describing in terms of a thermodynamic potential non-equilibrium phase transitions in a concrete physical context. This special behaviour of the thermodynamic potential is caused by the fact that the energy current is carried by pa…
We study a simple transport model driven out of equilibrium by reservoirs at the boundaries, corresponding to the hydrodynamic limit of the symmetric simple exclusion process. We show that a nonlocal transformation of densities and currents maps the large deviations of the model into those of an open, isolated chain satisfying detailed balance, where rare fluctuations are the time reversals of relaxations. We argue that the existence of such a mapping is the immediate reason why it is possible for this model to obtain an explicit solution for the large-deviation function of densities through e…
We introduce a multi-species generalization of the symmetric simple exclusion process with open boundaries. This model possesses the property of being integrable and appears as physically relevant because the boundary conditions can be interpreted as the interaction with particles reservoirs with fixed densities of each species. The system is driven out-of-equilibrium by these reservoirs. The steady state is analytically computed in a matrix product form. This algebraic structure allows us to obtain exact expressions for the mean particle currents and for the one and two-point correlation func…
We study dynamical fluctuations in the macroscopic paths around the most probable path of the Kac ring model, which is a simple deterministic and reversible dynamical system exhibiting the macroscopic irreversible relaxation. We derive the form of the generating function for macroscopic paths and show that the small deviations are described by a discrete-time Ornstein-Uhlenbeck process. We also argue that the microscopic reversibility leads to the fluctuation relation of the rate function, and prove it based on the form of the generating function.
Stationary non-equilibrium states describe steady flows through macroscopic systems. Although they represent the simplest generalization of equilibrium states, they exhibit a variety of new phenomena. Within a statistical mechanics approach, these states have been the subject of several theoretical investigations, both analytic and numerical. The macroscopic fluctuation theory, based on a formula for the probability of joint space-time fluctuations of thermodynamic variables and currents, provides a unified macroscopic treatment of such states for driven diffusive systems. We give a detailed r…
A systematic analytic treatment of fluctuations in Laplacian growth is given. The growth process is regularized by a short-distance cutoff $\hbar$ preventing the cusps production in a finite time. This regularization mechanism generates tiny inevitable fluctuations on a microscale, so that the interface dynamics becomes chaotic. The time evolution of fluctuations can be described by the universal Dyson Brownian motion, which reduces to the complex viscous Burgers equation in the hydrodynamic approximation. Because of the intrinsic instability of the interface dynamics, tiny fluctuations of the…
We examine the Hall conductivity of macroscopic two-dimensional quantum system, and show that the observed quantities can sometimes violate the fluctuation dissipation theorem (FDT), even in the linear response (LR) regime infinitesimally close to equilibrium. The violation can be an order of magnitude larger than the Hall conductivity itself at low temperature and in strong magnetic field, which are accessible in experiments. We further extend the results to general systems and give a necessary condition for such large-scale violation to happen. This violation is a genuine quantum phenomenon …
We study current fluctuations in lattice gases in the macroscopic limit extending the dynamic approach to density fluctuations developed in previous articles. More precisely, we derive large deviation estimates for the space--time fluctuations of the empirical current which include the previous results. Large time asymptotic estimates for the fluctuations of the time average of the current, recently established by Bodineau and Derrida, can be derived in a more general setting. There are models where we have to modify their estimates and some explicit examples are introduced.
In a recent work, Jarzynski and Wojcik (2004 Phys. Rev. Lett. 92, 230602) have shown by using the properties of Hamiltonian dynamics and a statistical mechanical consideration that, through contact, heat exchange between two systems initially prepared at different temperatures obeys a fluctuation theorem. Here, another proof is presented, in which only macroscopic thermodynamic quantities are employed. The detailed balance condition is found to play an essential role. As a result, the theorem is found to hold under very general conditions.
We investigate non-equilibrium fluctuations of a solid surface governed by the stochastic Mullins-Herring equation with conserved noise. This equation describes surface diffusion of adatoms accompanied by their exchange between the surface and the bulk of the solid, when desorption of adatoms is negligible. Previous works dealt with dynamic scaling behavior of the fluctuating interface. Here we determine the probability that the interface first reaches a large given height at a specified time. We also find the optimal time history of the interface conditional on this non-equilibrium fluctuatio…
We study the off-diagonal current fluctuation in a macroscopic quantum system measured in an ideal manner that is as close as possible to the classical ideal measurement. We show rigorously that not only extended but also localized states contribute to the off-diagonal current fluctuation. This result contrasts with the fact that only the extended states affect the off-diagonal (Hall) conductivity and apparently contradicts the naive expectation from the fluctuation-dissipation theorem that might directly connect these two quantities. More specifically, we study the off-diagonal current fluctu…
We study the current large deviations for a lattice model of interacting active particles displaying a motility-induced phase separation (MIPS). To do this, we first derive the exact fluctuating hydrodynamics of the model in the large system limit. On top of the usual Gaussian noise terms the theory also presents Poissonian noise terms, that we fully account for. We find a dynamical phase transition between flat density profiles and sharply phase-separated traveling waves, and we derive the associated phase diagram together with the large deviation function for all phases, including the one di…
The controversial problem of an isolated system with an internal adiabatic wall is investigated with the use of a simple microscopic model and the Boltzmann equation. In the case of two infinite volume one-dimensional ideal fluids separated by a piston whose mass is equal to the mass of the fluid particles we obtain a rigorous explicit stationary non-equilibrium solution of the Boltzmann equation. It is shown that at equal pressures on both sides of the piston, the temperature difference induces a non-zero average velocity, oriented toward the region of higher temperature. It thus turns out th…
We study the quantum corrections to the Gross-Pitaevskii equation for two weakly linked Bose-Einstein condensates. The goals are: 1) to investigate dynamical regimes at the borderline between the classical and quantum behaviour of the bosonic field; 2) to search for new macroscopic quantum coherence phenomena not observable with other superfluid/superconducting systems. Quantum fluctuations renormalize the classical Josephson oscillation frequencies. Large amplitude phase oscillations are modulated, exhibiting collapses and revivals. We describe a new inter-well oscillation mode, with a vanish…
Quantum fluctuations and chaos in fully connected spin models
Institute of Physics, Johannes Gutenberg University Mainz(美因茨约翰内斯·古腾堡大学物理研究所);School of Physics and Astronomy, University of St Andrews(圣安德鲁斯大学物理与天文学学院);Department of Physics, University of Konstanz(康斯坦茨大学物理系)
The dynamics of an asymmetric tracer in the symmetric simple exclusion process (SEP) is mapped, in the continuous scaling limit, to the local current through the origin in the zero-range process (ZRP) with a biased bond. This allows us to study the hydrodynamics of the SEP with an asymmetric tracer with a step initial condition, leading to the average displacement as a function of the bias and the densities on both sides. We then derive the cumulant generating function of the process in the high-density limit, by using the Macroscopic Fluctuation Theory and obtain agreement with the microscopi…
We formulate a dynamical fluctuation theory for stationary non equilibrium states (SNS) which is tested explicitly in stochastic models of interacting particles. In our theory a crucial role is played by the time reversed dynamics. Within this theory we derive the following results: the modification of the Onsager-Machlup theory in the SNS; a general Hamilton-Jacobi equation for the macroscopic entropy; a non equilibrium, non linear fluctuation dissipation relation valid for a wide class of systems; an H theorem for the entropy. We discuss in detail two models of stochastic boundary driven lat…
We study the crossover from the macroscopic fluctuation theory (MFT) which describes 1D stochastic diffusive systems at late times, to the weak noise theory (WNT) which describes the Kardar-Parisi-Zhang (KPZ) equation at early times. We focus on the example of the diffusion in a time-dependent random field, observed in an atypical direction which induces an asymmetry. The crossover is described by a non-linear system which interpolates between the derivative and the standard non-linear Schrodinger equations in imaginary time. We solve this system using the inverse scattering method for mixed-t…
We study quantum measurements of temporal equilibrium fluctuations in macroscopic quantum systems. It is shown that the fluctuation-dissipation theorem, as a relation between observed quantities, is partially violated in quantum systems, even if measurements are made in an ideal way that emulates classical ideal measurements as closely as possible. This is a genuine quantum effect that survives on a macroscopic scale. We also show that the state realized during measurements of temporal equilibrium fluctuations is a `squeezed equilibrium state,' which is macroscopically identical to the pre-mea…
We report neutron diffraction studies of low density bcc and hcp solid 4He. In the bcc phase, we observed a continuous dynamical behaviour involving macroscopic structural changes of the solid. The dynamical behaviour takes place in a cell full of solid, and therefore represents a solidsolid transformation. The structural changes are consistent with a gradual rotation of macroscopic grains separated by low angle grain boundaries. We suggest that these changes are triggered by random momentary vibrations of the experimental system. An analysis of Laue diffraction patterns indicates that in some…
For macroscopic quantum systems, we study what are measured when equilibrium fluctuations of macrovariables are measured in an ideal way that mimics classical ideal measurements as closely as possible. We find that the symmetrized time correlation (symTC) is always obtained for such measurements. As an important consequence, we show that the fluctuation-dissipation theorem (FDT) is partially violated as a relation between observed quantities in macroscopic quantum systems even if measurements are made in such an ideal way.
We discuss the irreversibility, nonlocality, and fluctuations, as well as the Lyapunov and hydrodynamic instabilities characterizing atomistic, smooth-particle, and finite-difference solutions of the two-dimensional Rayleigh-Bénard problem. To speed up the numerical analysis we control the time-dependence of the Rayleigh number so as to include many distinct flow morphologies in a single simulation. The relatively simple nature of these computational algorithms and the richness of the results they can yield make such studies and their interpretation particularly well suited to graduate-level r…
In macroscopic systems, velocity-dependent phenomenological forces $F(v)$ are used to model friction, feedback devices or self-propulsion. Such forces usually include a dissipative component which conceals the fast energy exchanges with a thermostat at the environment temperature $T$, ruled by a microscopic Hamiltonian $H$. The mapping $(H,T) \to F(v)$ - even if effective for many purposes - may lead to applications of stochastic thermodynamics where an $incomplete$ fluctuating entropy production (FEP) is derived. An enlightening example is offered by recent macroscopic experiments where dissi…
A direct connection between the magnitude of the violation of the fluctuation-response relation (FRR) and the rate of energy dissipation is presented in terms of field variables of nonequilibrium systems. Here, we consider the density field of a colloidal suspension either in a relaxation process or in a nonequilibrium steady state driven by an external field. Using a path-integral representation of the temporal evolution of the density field, we find an equality that relates the magnitude of the violation of the FRR for scalar and vector potentials of the velocity field to the rate of energy …
Extending recent work on stress fluctuations in complex fluids and amorphous solids we describe in general terms the ensemble average $v(Δt)$ and the standard deviation $δv(Δt)$ of the variance $v[\mathbf{x}]$ of time series $\mathbf{x}$ of a stochastic process $x(t)$ measured over a finite sampling time $Δt$. Assuming a stationary, Gaussian and ergodic process, $δv$ is given by a functional $δv_G[h]$ of the autocorrelation function $h(t)$. $δv(Δt)$ is shown to become large and similar to $v(Δt)$ if $Δt$ corresponds to a fast relaxation process. Albeit $δv = δv_G[h]$ does not hold in general f…
We show that to account for the full spectrum of surface fluctuations from low scattering vector qd << 1 (classical capillary wave theory) to high qd > 1 (bulk-like fluctuations), one must take account of the interface's bending rigidity at intermediate scattering vector qd = 1, where d is the molecular diameter. A molecular model is presented to describe the bending correction to the capillary wave model for short-ranged and long-ranged interactions between molecules. We find that the bending rigidity is negative when the Gibbs equimolar surface is used to define the location of the fluctuati…
We study the stabilities of quantum states of macroscopic systems, against noises, against perturbations from environments, and against local measurements. We show that the stabilities are closely related to the cluster property, which describes the strength of spatial correlations of fluctuations of local observables, and to fluctuations of additive operators. The present theory has many applications, among which we discuss the mechanism of phase transitions in finite systems and quantum computers with a huge number of qubits.
Maxwell's demons work by rectifying thermal fluctuations. They are not expected to function at macroscopic scales where fluctuations become negligible and dynamics become deterministic. We propose an electronic implementation of an autonomous Maxwell's demon that indeed stops working in the regular macroscopic limit as the dynamics becomes deterministic. However, we find that if the power supplied to the demon is scaled up appropriately, the deterministic limit is avoided and the demon continues to work. The price to pay is a decreasing thermodynamic efficiency. Our work suggests that novel st…
Our recent interest is focused on establishing the necessary and sufficient conditions that guarantee a long-term stable evolution of both natural and artificial systems. Two necessary conditions, called global and local boundedness, are that a system stays stable if and only if the amount and the rate of exchange of energy and/or matter currently involved in any transition do not exceed the thresholds of stability of the system. The relationship between the local and global boundedness and the stability of the system introduces two new general properties of the state space and the motion in i…
Most systems, when pushed out of equilibrium, respond by building up currents of locally-conserved observables. Understanding how microscopic dynamics determines the averages and fluctuations of these currents is one of the main open problems in nonequilibrium statistical physics. The additivity principle is a theoretical proposal that allows to compute the current distribution in many one-dimensional nonequilibrium systems. Using simulations, we confirm this conjecture in a simple and general model of energy transport, both in the presence of a temperature gradient and in canonical equilibriu…
Macroscopic fluctuation theory of stochastic systems undergoing monitoring
Instituto Superior Técnico, Universidade de Lisboa(里斯本大学高等技术学院);CY Cergy Paris Université, CNRS(塞吉-蓬图瓦兹大学CNRS);Laboratoire de Physique de l’École Normale Supérieure, ENS, Université PSL, CNRS, Sorbonne Université, Université Paris-Cité(巴黎高等师范学院物理实验室,巴黎文理研究大学,法国国家科学研究中心,索邦大学,巴黎西岱大学)
We revisit the Ornstein-Uhlenbeck (OU) process as the fundamental mathematical description of linear irreversible phenomena, with fluctuations, near an equilibrium. By identifying the underlying circulating dynamics in a stationary process as the natural generalization of classical conservative mechanics, a bridge between a family of OU processes with equilibrium fluctuations and thermodynamics is established through the celebrated Helmholtz theorem. The Helmholtz theorem provides an emergent macroscopic "equation of state" of the entire system, which exhibits a universal ideal thermodynamic b…
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…
The classical (i.e. non-quantum) equilibrium statistical mechanics of a Coulomb fluid living on a pseudosphere (an infinite surface of constant negative curvature) is considered. The Coulomb fluid occupies a large disk communicating with a reservoir (grand-canonical ensemble). The total charge $Q$ on the disk fluctuates. In a macroscopic description, the charge correlations near the boundary circle can be described as correlations of a surface charge density $σ$. In a macroscopic approach, the variance of $Q$ and the correlation function of $σ$ are computed; they are universal. These macroscop…
We compare two approaches to nonequilibrium thermodynamics, the two-generator bracket formulation of time-evolution equations for averages and the macroscopic fluctuation theory, for an isothermal driven diffusive system under steady state conditions. The fluctuation dissipation relations of both approaches play an important role for a detailed comparison. The nonequilibrium Helmholtz free energies introduced in these two approaches differ as a result of boundary conditions. A Fokker-Planck equation derived by projection operator techniques properly reproduces long range fluctuations in nonequ…
Macroscopic fluctuation theory from a Lagrangian viewpoint and the Schrödinger problem
Dipartimento di Matematica, Università di Roma ‘La Sapienza’(罗马大学数学系);CNRS Laboratoire Ypatia des Sciences Mathématiques (LYSM)(法国国家科学研究中心耶帕蒂亚数学科学实验室);DISIM, Università dell’ Aquila(阿奎拉大学DISIM);Dipartimento di Fisica and INFN, Università di Roma ‘La Sapienza’(罗马大学物理系及意大利国家核物理研究所)
We use kinetic Monte Carlo simulations to investigate current fluctuations in boundary driven generalized exclusion processes, in different dimensions. Simulation results are in full agreement with predictions based on the additivity principle and the macroscopic fluctuation theory. The current statistics are independent of the shape of the contacts with the reservoirs, provided they are macroscopic in size. In general, the current distribution depends on the spatial dimension. For the special cases of the symmetric simple exclusion process and the zero-range process, the current statistics ar…
We show, using the macroscopic fluctuation theory of Bertini, De Sole, Gabrielli, Jona-Lasinio, and Landim, that the statistics of the current of the symmetric simple exclusion process (SSEP) connected to two reservoirs are the same on an arbitrary large finite domain in dimension $d$ as in the one dimensional case. Numerical results on squares support this claim while results on cubes exhibit some discrepancy. We argue that the results of the macroscopic fluctuation theory should be recovered by increasing the size of the contacts. The generalization to other diffusive systems is straightforw…