We consider an open (Brownian) classical harmonic oscillator in contact with a non-Markovian thermal bath and described by the generalized Langevin equation. When the bath's spectrum has a finite upper cutoff frequency, the oscillator may have ergodic and nonergodic configurations. In ergodic configurations (when exist, they correspond to lower oscillator frequencies) the oscillator demonstrates conventional relaxation to thermal equilibrium with the bath. In nonergodic configurations (which correspond to higher oscillator frequencies) the oscillator in general does not thermalize, but relaxes to periodically correlated (cyclostationary) states whose statistics vary periodically in time. For a specific dissipation kernel in the Langevin equation, we evaluate explicitly relevant relaxation functions, which describe the evolution of mean values and time correlations. When the oscillator frequency is switched from a lower value to higher one, the oscillator may show parametric ergodic to nonergodic transitions with equilibrium initial and cyclostationary final states. These transitions are shown to resemble phase transitions of the second kind.
Nonergodic Brownian motion is elucidated within the framework of the generalized Langevin equation. For thermal noise yielding either a vanishing or a divergent zero-frequency friction strength, the non-Markovian Browninan dynamics exhibits a riveting, anomalous diffusion behavior being characterized by a ballistic or possibly also a localized dynamics. As a consequence, such tailored thermal noise may cause a net acceleration of directed transport in a rocking Brownian motor. Two notable conditions for the thermal noise are identified in order to guarantee the fluctuation-dissipation theorem …
Nonergodicity observed in single-particle tracking experiments is usually modeled by transient trapping rather than spatial disorder. We introduce models of a particle diffusing in a medium consisting of regions with random sizes and random diffusivities. The particle is never trapped, but rather performs continuous Brownian motion with the local diffusion constant. Under simple assumptions on the distribution of the sizes and diffusivities, we find that the mean squared displacement displays subdiffusion due to non-ergodicity for both annealed and quenched disorder. The model is formulated as…
We propose a reduction scheme for a system constituted by two coupled harmonically-bound Brownian oscillators. We reduce the description by constructing a lower dimensional model which inherits some of the basic features of the original dynamics and is written in terms of suitable transport coefficients. The proposed procedure is twofold: while the deterministic component of the dynamics is obtained by a direct application of the invariant manifold method, the diffusion terms are determined via the Fluctuation-Dissipation Theorem. We highlight the behavior of the coefficients up to a critical …
A parametric oscillator with damping driven by white noise is studied. The mean square displacement (MSD) in the long-time limit is derived analytically for the case that the static force vanishes, which was not treated in the past work \cite{tashiro07}. The formula is asymptotic but is applicable to a general periodic function. On the basis of this formula, some periodic functions reducing MSD remarkably are proposed.
We consider a quantum linear oscillator coupled to a bath in equilibrium at an arbitrary temperature and then exposed to an external field arbitrary in form and strength. We then derive the reduced density operator in closed form of the coupled oscillator in a non-equilibrium state at an arbitrary time.
Exact quantum master equation for a driven Brownian oscillator system is constructed via a Wigner phase-space Gaussian wave packet approach. The interplay between external field and dissipation leads to this system an effective field correction that enhances the polarization. This cooperative property is resulted from an effective bath response to the external field applied on the system. It is important in the low-frequency driving and intermediate bath memory region. We demonstrate this non-Markovian effect on the linear response and nonlinear dynamics and analyze the results together with a…
We study the Quantum Brownian motion of a charged particle moving in a harmonic potential in the presence of an uniform external magnetic field and linearly coupled to an Ohmic bath through momentum variables. We analyse the growth of the mean square displacement of the particle in the classical high temperature domain and in the quantum low temperature domain dominated by zero point fluctuations. We also analyse the Position Response Function and the long time tails of various correlation functions. We notice some distinctive features, different from the usual case of a charged quantum Browni…
We derive an exact Markovian kinetic equation for an oscillator linearly coupled to a heat bath, describing quantum Brownian motion. Our work is based on the subdynamics formulation developed by Prigogine and collaborators. The space of distribution functions is decomposed into independent subspaces that remain invariant under Liouville dynamics. For integrable systems in Poincaré's sense the invariant subspaces follow the dynamics of uncoupled, renormalized particles. In contrast for non-integrable systems, the invariant subspaces follow a dynamics with broken-time symmetry, involving general…
We study the quantum counterpart of the theorem on energy equipartition for classical systems. We consider a free quantum Brownian particle modelled in terms of the Caldeira-Leggett framework: a system plus thermostat consisting of an infinite number of harmonic oscillators. By virtue of the theorem on the averaged kinetic energy $E_k$ of the quantum particle, it is expressed as $E_k = \langle \mathcal E_k \rangle$, where $\mathcal E_k$ is thermal kinetic energy of the thermostat per one degree of freedom and $\langle ...\rangle$ denotes averaging over frequencies $ω$ of thermostat oscillators…
The problem of relating microscopic chaos to macroscopic behavior in a many-degrees-of-freedom system is numerically investigated by analyzing statistical properties associated to the position and momentum of a heavy impurity embedded in a chain of nearest-neighbor anharmonic Fermi-Pasta-Ulam oscillators. For this model we have found that the behavior of the relaxation time of the momentum autocorrelation function of the impurity is different depending on the dynamical regime (either regular or chaotic) of the lattice.
We consider a time-dependent quantum linear oscillator coupled to a bath at an arbitrary strength. We then introduce a generalized Jarzynski equality (GJE) which includes the terms reflecting the system-bath coupling. This enables us to study systematically the coupling effect on the linear oscillator in a non-equilibrium process. This is also associated with the second law of thermodynamics beyond the weak-coupling limit. We next take into consideration the GJE in the classical limit. By this generalization we show that the Jarzynski equality in its original form can be associated with the se…
Brownian motion of an array of harmonically coupled particles subject to a periodic substrate potential and driven by an external bias is investigated. In the linear response limit (small bias), the coupling between particles may enhance the diffusion process, depending on the competition between the harmonic chain and the substrate potential. An analytical formula of the diffusion rate for the single-particle case is also obtained. In the nonlinear response regime, the moving kink may become phase-locked to its radiated phonon waves, hence the mobility of the chain may decrease as one increas…
We provide insights into energetics of a Brownian oscillator in contact with a heat bath and driven by an external unbiased time-periodic force that takes the system out of thermodynamic equilibrium. Solving the corresponding Langevin equation, we compute average kinetic and potential energies in the long-time stationary state. We also derive the energy balance equation and study the energy flow in the system. In particular, we identify the energy delivered by the external force, the energy dissipated by a thermal bath and the energy provided by thermal equilibrium fluctuations. Next, we illus…
We apply the concept of a frequency-dependent effective temperature based on the fluctuation-dissipation ratio to a driven Brownian particle in a nonequilibrium steady state. Using this system as a thermostat for a weakly coupled harmonic oscillator, the oscillator thermalizes according to a canonical distribution at the respective effective temperature across the entire frequency spectrum. By turning the oscillator from a passive "thermometer" into a heat engine, we realize the cyclic extraction of work from a single thermal reservoir, which is feasible only due to its nonequilibrium nature.
We study analytically the probability distribution of the heat released by an ensemble of harmonic oscillators to the thermal bath, in the nonequilibrium relaxation process following a temperature quench. We focus on the asymmetry properties of the heat distribution in the nonstationary dynamics, in order to study the forms taken by the Fluctuation Theorem as the number of degrees of freedom is varied. After analysing in great detail the cases of one and two oscillators, we consider the limit of a large number of oscillators, where the behavior of fluctuations is enriched by a condensation tra…
Recently, the quantum counterpart of energy equipartition theorem has drawn considerable attention. Motivated by this, we formulate and investigate an analogous statement for the free energy of a quantum oscillator linearly coupled to a passive heat bath consisting of an infinite number of independent harmonic oscillators. We explicitly demonstrate that the free energy of the Brownian oscillator can be expressed in the form $F(T) = \langle f(ω,T) \rangle $ where $f(ω,T)$ is the free energy of an individual bath oscillator. The overall averaging process involves two distinct averages: the first…
We initially prepare a quantum linear oscillator weakly coupled to a bath in equilibrium at an arbitrary temperature. We disturb this system by varying a Hamiltonian parameter of the coupled oscillator, namely, either its spring constant or mass according to an arbitrary but pre-determined protocol in order to perform external work on it. We then derive a closed expression for the reduced density operator of the coupled oscillator along this non-equilibrium process as well as the exact expression pertaining to the corresponding quasi-static process. This immediately allows us to analytically d…
We investigate the Brownian motion of a charged particle in a magnetic field. We study this in the high temperature classical and low temperature quantum domains. In both domains, we observe a transition of the mean square displacement from a monotonic behaviour to a damped oscillatory behaviour as one increases the strength of the magnetic field. When the strength of the magnetic field is negligible, the mean square displacement grows linearly with time in the classical domain and logarithmically with time in the quantum domain. We notice that these features of the mean square displacement ar…
A model of globally coupled phase oscillators under equilibrium (driven by Gaussian white noise) and nonequilibrium (driven by symmetric dichotomic fluctuations) is studied. For the equilibrium system, the mean-field state equation takes a simple form and the stability of its solution is examined in the full space of order parameters. For the nonequilbrium system, various asymptotic regimes are obtained in a closed analytical form. In a general case, the corresponding master equations are solved numerically. Moreover, the Monte-Carlo simulations of the coupled set of Langevin equations of moti…
We consider a quantum linear oscillator coupled at an arbitrary strength to a bath at an arbitrary temperature. We find an exact closed expression for the oscillator density operator. This state is non-canonical but can be shown to be equivalent to that of an uncoupled linear oscillator at an effective temperature T_{eff} with an effective mass and an effective spring constant. We derive an effective Clausius inequality delta Q_{eff} =< T_{eff} dS, where delta Q_{eff} is the heat exchanged between the effective (weakly coupled) oscillator and the bath, and S represents a thermal entropy of the…
Brownian oscillator, i.e. a micron-sized or smaller particle trapped in a thermally fluctuating environment is studied. The confining harmonic potential can move with a constant velocity. As distinct from the standard Langevin theory, the chaotic force driving the particle is correlated in time. The dynamics of the particle is described by the generalized Langevin equation with the inertial term, a coloured noise force, and a memory integral. We consider two kinds of the memory in the system. The first one corresponds to the exponentially correlated noise in a weakly viscoelastic fluid and in …
Starting from a microscopic theory, we derive a master equation for a harmonic oscillator coupled to a bath of non-interacting oscillators. We follow a non-perturbative approach, proposed earlier by us for the free Brownian particle. The diffusion constants are calculated analytically and the positivity of the Master Equation is shown to hold above a critical temperature. We compare the long time behaviour of the average kinetic and potential energies with known thermodynamic results. In the limit of vainishing oscillator frequency of the system, we recover the results of the free Brownian par…
A Brownian harmonic oscillator, which dissipates energy either by friction or via emission of electromagnetic radiation, is considered. This Brownian emitter is driven by the surrounding thermo-quantum fluctuations, which are theoretically described by the fluctuation-dissipation theorem. It is shown how the AbrahamLorentz force leads to dependence of the half-width on the peak frequency of the oscillator amplitude spectral density. It is also found that for the case of a charged particle, moving in vacuum at zero temperature, its root-mean-square velocity fluctuation is a universal constant, …
The overdamped Brownian dynamics of a harmonic oscillator is a paradigmatic system in non-equilibrium statistical mechanics, which reliably models relevant stochastic systems such as colloidal particles submitted to optical confinement. In this work, optimal thermal protocols are tailored to minimise the connection time between equilibrium states of overdamped $d$-dimensional oscillators. Application of control theory reveals that these optimal protocols are of bang-bang type, that is, the temperature of the bath has to take alternatively the minimum and maximum values allowed. Minimum connect…
We use the system-plus-reservoir approach to study the dynamics of a system composed of two independent Brownian particles. We present an extension of the well-known model of a bath of oscillators which is capable of inducing an effective coupling between the two particles depending on the choice made for the spectral function of the bath oscillators. The coupling is non-linear in the variables of interest and an exponential dependence on these variables is imposed in order to guarantee the translational invariance of the model if the two particles are not subject to any external potential. Th…
In this paper we study the nonequilibrium evolution of a quantum Brownian oscillator, modeling the internal degree of freedom of a harmonic atom or an Unruh-DeWitt detector, coupled to a nonequilibrium, nonstationary quantum field and inquire whether a fluctuation-dissipation relation can exist after/if it approaches equilibration. This is a nontrivial issue since a squeezed bath field cannot reach equilibration and yet, as this work shows, the system oscillator indeed can, which is a necessary condition for FDRs. We discuss three different settings: A) The bath field essentially remains in a …
We study quantum non-Markovian dynamics of the Caldeira-Leggett model, a prototypical model for quantum Brownian motion describing a harmonic oscillator linearly coupled to a reservoir of harmonic oscillators. Employing the exact analytical solution of this model one can determine the size of memory effects for arbitrary couplings, temperatures and frequency cutoffs. Here, quantum non-Markovianity is defined in terms of the flow of information between the open system and its environment, which is quantified through the Bures metric as distance measure for quantum states. This approach allows u…
This paper reviews the formulation of the Feynman-Vernon model of linear dissipative systems for a standard Brownian particle moving in an external potential $V(x,t)$ and introduces the formulation of a generalized oscillator model of a Brownian particle coupled to a thermal environment moving with a given velocity $v_{env}$. Diffusion processes in a moving environment are of interest e.g. in the study of the motion of vortices in superfluids. The starting point of the paper is the formulation of the oscillator model that takes into account space and time invariance of a thermal environment [M…
Are Markovian master equations for quantum Brownian motion independent of model assumptions used in the derivation and, thus, universal? With the aim of answering this question, we use a random band-matrix model for the system-bath interaction to derive Markovian master equations for the time evolution of one-dimensional quantum systems weakly coupled to a heat bath. We study in detail two simple systems, the harmonic oscillator and the two-level system. Our results are in complete agreement with those of earlier models, like the Caldeira-Legget model and, in the large-band limit, with the Aga…
We study the steady state behaviour of a confined quantum Brownian particle subjected to a space-dependent, rapidly oscillating time-periodic force. To leading order in the period of driving, the result of the oscillating force is an effective static potential which has a quantum dissipative contribution, $V_{QD}$, which adds on to the classical result. This is shown using a coherent state representation of bath oscillators. $V_{QD}$ is evaluated exactly in the case of an Ohmic dissipation bath. It is strongest for intermediate values of the damping, where it can have pronounced effects.
The motion of a free quantum particle in a thermal environment is usually described by the quantum Langevin equation, where the effect of the bath is encoded through a dissipative and a noise term, related to each other via the fluctuation dissipation theorem. The quantum Langevin equation can be derived starting from a microscopic model of the thermal bath as an infinite collection of harmonic oscillators prepared in an initial equilibrium state. The spectral properties of the bath oscillators and their coupling to the particle determine the specific form of the dissipation and noise. Here we…
We consider a linear chain of quantum harmonic oscillators, in which the number of the individual oscillators is given by an arbitrary number N, and each oscillator is coupled at an arbitrary strength kappa to its nearest neighbors ("intra-coupling"), as well as the two end oscillators of the chain are coupled at an arbitrary strength c_nu to two separate baths at arbitrarily different temperatures, respectively. We derive an exact closed expression for the steady-state heat current flowing from a hot bath through the chain to a cold bath, in the Drude-Ullersma damping model going beyond the M…
We address a recently introduced model describing a system of periodically coupled nonlinear phase oscillators submitted to multiplicative white noises, wherein a ratchet-like transport mechanism arises through a symmetry-breaking noise-induced nonequilibrium phase transition. Numerical simulations of this system reveal amazing novel features such as negative zero-bias conductance and anomalous hysteresis, explained resorting to a strong-coupling analysis in the thermodynamic limit. Using an explicit mean-field approximation we explore the whole ordered phase finding a transition from anomalou…
With this work we elaborate on the physics of quantum noise in thermal equilibrium and in stationary non-equilibrium. Starting out from the celebrated quantum fluctuation-dissipation theorem we discuss some important consequences that must hold for open, dissipative quantum systems in thermal equilibrium. The issue of quantum dissipation is exemplified with the fundamental problem of a damped harmonic quantum oscillator. The role of quantum fluctuations is discussed in the context of both, the nonlinear generalized quantum Langevin equation and the path integral approach. We discuss the conseq…
A system of periodically coupled nonlinear phase oscillators submitted to both additive and multiplicative white noises has been recently shown to exhibit ratchetlike transport, negative zero-bias conductance, and anomalous hysteresis. These features stem from the "asymmetry" of the stationary probability distribution function, arising through a noise-induced nonequilibrium phase transition which is "reentrant" as a function of the multiplicative noise intensity. Using an explicit mean-field approximation we analyze the effect of the multiplicative noises being coloured, finding a contraction …
Collections of non-Brownian particles suspended in a viscous fluid and subjected to oscillatory shear at very low Reynolds number have recently been shown to exhibit a remarkable dynamical phase transition separating reversible from irreversible behaviour as the strain amplitude or volume fraction are increased. We present a simple model for this phenomenon, based on which we argue that this transition lies in the universality class of the conserved DP models or, equivalently, the Manna model. This leads to predictions for the scaling behaviour of a large number of experimental observables. No…
We quantize the Brownian motion undergone by a free particle in the absence of inertial force (the so-called large friction regime) as described by the diffusion equation early found out by Einstein in 1905. Accordingly, we are able to come up with a time-dependent attractive quantum force F(t) that acts upon the Brownian free particle as a result of quantum-mechanical thermal fluctuations of a heat bath consisting of a set of quantum harmonic oscillators having the same oscillation frequency /omega in thermodynamic equilibrium at temperature T. More specifically, at zero temperature we predic…
We study the dynamics of a quantum Brownian particle weakly coupled to a thermal bath. Working in the Schwinger-Keldysh formalism, we develop an effective action of the particle up to quartic terms. We demonstrate that this quartic effective theory is dual to a stochastic dynamics governed by a non-linear Langevin equation. The Schwinger-Keldysh effective theory, or the equivalent non-linear Langevin dynamics, is insufficient to determine the out of time order correlators (OTOCs) of the particle. To overcome this limitation, we construct an extended effective action in a generalised Schwinger-…
The formalism of Kundu et al. [J. Stat. Mech. (2011) P03007], for computing the large deviations of heat flow in harmonic systems, is applied to the case of single Brownian particle in a harmonic trap and coupled to two heat baths at different temperatures. The large-t form of the moment generating function <exp[-sQ]> ~ g(s) exp[t m(s)], of the total heat flow Q from one of the baths to the particle in a given time interval t, is studied and exact explicit expressions are obtained for both m(s) and g(s). For a special case of the single particle problem that corresponds to the work done by an …
