Abstract

This paper is devoted to multivariate fluctuation relations for all the currents flowing across an open system in contact with several reservoirs at different temperatures and chemical potentials, or driven by time-independent external mechanical forces. After some transient behavior, the open system is supposed to reach a nonequilibrium steady state that is controlled by the thermodynamic and mechanical forces, called the affinities. The time-reversal symmetry of the underlying Hamiltonian dynamics implies symmetry relations among the statistical properties of the fluctuating currents, depending on the values of the affinities. These multivariate fluctuation relations are not only compatible with the second law of thermodynamics, but they also imply remarkable relations between the linear or nonlinear response coefficients and the cumulants of the fluctuating currents. These relations include the Onsager and Casimir reciprocity relations, as well as their generalizations beyond linear response. Methods to deduce multivariate fluctuation relations are presented for classical, stochastic and quantum systems. In this way, multivariate fluctuation relations are obtained for energy or particle transport in the effusion of an ideal gas, heat transport in Hamiltonian systems coupled by Langevin stochastic forces to heat reservoirs, driven Brownian motion of an electrically charged particle subjected to an external magnetic field, and quantum electron transport in multi-terminal mesoscopic circuits where the link to the scattering approach is established.

Highlights

  • If driving systems out of equilibrium requires free energy supply, controlling their dynamics is based on the distribution of this supply into separate channels and the transduction of free energy between its different forms: chemical, electrical, mechanical, or else

  • Multivariate fluctuation relations are demonstrated for all the currents flowing across different kinds of open systems

  • A unified presentation is given for classical, stochastic, and quantum systems. They are maintained in nonequilibrium steady states by thermodynamic forces called affinities, which are defined in terms of the difference of temperatures and chemical potentials between several reservoirs, or by mechanical forces

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Summary

INTRODUCTION

If driving systems out of equilibrium requires free energy supply, controlling their dynamics is based on the distribution of this supply into separate channels and the transduction of free energy between its different forms: chemical, electrical, mechanical, or else. The cumulant generating function of the full counting statistics obtained in the two-time measurement set up is here shown to be equivalently given by the Levitov-Lesovik formula [64] in the presence of an external magnetic field For these quantum systems, the multivariate fluctuation relation is directly deduced from the time-reversal symmetry of the scattering matrix. The multivariate fluctuation relation is directly deduced from the time-reversal symmetry of the scattering matrix In this way, different kinds of open systems driven in nonequilibrium steady states by either mechanical and nonmechanical affinities are here shown to obey multivariate fluctuation relations as the consequence of microreversibility.

The multivariate fluctuation relation
The multivariate fluctuation relation and the second law of thermodynamics
Consequences for the response properties
Univariate fluctuation relation for the global fluctuating variable
Univariate fluctuation relation for a sole current
Tight coupling between the currents
Separation of time scales
Connection to other types of large-deviation relationships
MULTIVARIATE FLUCTUATION RELATION FOR HEAT AND PARTICLE CURRENTS IN EFFUSION
The invariant probability measure for an ideal gas
Exact multivariate fluctuation relation for the effusion of an ideal gas
The system and its time evolution
The evolution operator with the counting parameters
The time-reversal symmetry and the multivariate fluctuation relation
Consequences on heat conduction properties
Equation of motion and Fokker-Planck equation
Consequences on galvanomagnetic properties
Quantum theory of full counting statistics
Connection to the scattering approach for independent electrons
Consequences on the galvanomagnetic and thermomagnetic properties
CONCLUSIONS
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