Equilibrium Fluctuation-dissipation Theorem Research Articles

Adiabatic limit collapse and local interaction effects in non-linear active microrheology molecular simulations of two-dimensional fluids.

Nonlinear active microrheology molecular dynamics simulations of high-density two-dimensional fluids show that the presence of strong confining forces and an external pulling force induces a correlation between the velocity and position dynamics of the tracer particle. This correlation manifests in the form of an effective temperature and an effective mobility of the tracer particle, which is responsible for the breaking of the equilibrium fluctuation-dissipation theorem. This fact is shown by measuring the tracer particle's temperature and mobility directly from the first two moments of the velocity distribution of a tracer particle and by formulating a diffusion theory in which effective thermal and transport properties are decoupled from the velocity dynamics. Furthermore, the flexibility of the attractive and repulsive forces in the tested interaction potentials allowed us to relate the temperature and mobility behaviors to the nature of the interactions and the structure of the surrounding fluid as a function of the pulling force. These results provide a refreshing physical interpretation of the phenomena observed in non-linear active microrheology.

Nonequilibrium Green-Kubo relations for hydrodynamic transport from an equilibrium-like fluctuation-response equality

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.

Violation of generalized fluctuation-dissipation theorem in biological limit cycle oscillators with state-dependent internal drives: Applications to hair cell oscillations

The spontaneously oscillating hair bundle of sensory cells in the inner ear is an example of a stochastic, nonlinear oscillator driven by internal active processes. Moreover, this internal activity is adaptive -- its power input depends on the current state of the system. We study fluctuation dissipation relations in such adaptively-driven, nonequilibrium limit-cycle oscillators. We observe the expected violation of the well-known, equilibrium fluctuation-dissipation theorem (FDT), and verify the existence of a generalized fluctuation-dissipation theorem (GFDT) in the non-adaptively driven model of the hair cell oscillator. This generalized fluctuation theorem requires the system to be analyzed in the co-moving frame associated with the mean limit cycle of the stochastic oscillator. We then demonstrate, via numerical simulations and analytic calculations, that the adaptively-driven dynamical hair cell model violates both the FDT and the GFDT. We go on to show, using stochastic, finite-state, dynamical models, that such a feedback-controlled drive in stochastic limit cycle oscillators generically violates both the FDT and GFDT. We propose that one may in fact use the breakdown of the GFDT as a tool to more broadly look for and quantify the effect of adaptive, feedback mechanisms associated with driven (nonequilibrium) biological dynamics.

Generalized Fluctuation-Dissipation Theorem for Non-equilibrium Spatially Extended Systems

The fluctuation-dissipation theorem (FDT) connecting the response of the system to external perturbations with the fluctuations at thermodynamic equilibrium is a central result in statistical physics. There has been effort devoted to extending the FDT in several different directions since its original formulation. In this work we establish a generalized form of the FDT for spatially extended nonequilibrium stochastic systems described by continuous fields. The generalized FDT is formulated with the aid of the nonequilibrium force decomposition in the potential landscape and flux field theoretical framework. The general results are substantiated in the setting of the Ornstein-Uhlenbeck (OU) process and further illustrated by a more specific example worked out in detail. The key feature of this generalized FDT for nonequilibrium spatially extended systems is that it represents a ternary relation rather than a binary relation as the FDT for equilibrium systems does. In addition to the response function and the time derivative of the field-field correlation function that are present in the equilibrium FDT, the field-flux correlation function also enters the generalized FDT. This additional contribution originates from detailed balance breaking that signifies the nonequilibrium irreversible nature of the steady state. In the special case when the steady state is an equilibrium state obeying detailed balance, the field-flux correlation function vanishes and the ternary relation in the generalized FDT reduces to the binary relation in the equilibrium FDT.

Fluctuation-dissipation theorem for non-equilibrium quantum systems

The fluctuation-dissipation theorem (FDT) is a central result in statistical physics, both for classical and quantum systems. It establishes a relationship between the linear response of a system under a time-dependent perturbation and time correlations of certain observables in equilibrium. Here we derive a generalization of the theorem which can be applied to any Markov quantum system and makes use of the symmetric logarithmic derivative (SLD). There are several important benefits from our approach. First, such a formulation clarifies the relation between classical and quantum versions of the equilibrium FDT. Second, and more important, it facilitates the extension of the FDT to arbitrary quantum Markovian evolution, as given by quantum maps. Third, it clarifies the connection between the FDT and quantum metrology in systems with a non-equilibrium steady state.

Fluctuation-dissipation relation and stationary distribution of an exactly solvable many-particle model for active biomatter far from equilibrium.

An exactly solvable, Hamiltonian-based model of many massive particles that are coupled by harmonic potentials and driven by stochastic non-equilibrium forces is introduced. The stationary distribution and the fluctuation-dissipation relation are derived in closed form for the general non-equilibrium case. Deviations from equilibrium are on one hand characterized by the difference of the obtained stationary distribution from the Boltzmann distribution; this is possible because the model derives from a particle Hamiltonian. On the other hand, the difference between the obtained non-equilibrium fluctuation-dissipation relation and the standard equilibrium fluctuation-dissipation theorem allows us to quantify non-equilibrium in an alternative fashion. Both indicators of non-equilibrium behavior, i.e., deviations from the Boltzmann distribution and deviations from the equilibrium fluctuation-dissipation theorem, can be expressed in terms of a single non-equilibrium parameter α that involves the ratio of friction coefficients and random force strengths. The concept of a non-equilibrium effective temperature, which can be defined by the relation between fluctuations and the dissipation, is by comparison with the exactly derived stationary distribution shown not to hold, even if the effective temperature is made frequency dependent. The analysis is not confined to close-to-equilibrium situations but rather is exact and thus holds for arbitrarily large deviations from equilibrium. Also, the suggested harmonic model can be obtained from non-linear mechanical network systems by an expansion in terms of suitably chosen deviatory coordinates; the obtained results should thus be quite general. This is demonstrated by comparison of the derived non-equilibrium fluctuation dissipation relation with experimental data on actin networks that are driven out of equilibrium by energy-consuming protein motors. The comparison is excellent and allows us to extract the non-equilibrium parameter α from experimental spectral response and fluctuation data.

Generalized fluctuation-dissipation theorem as a test of the Markovianity of a system

We study how well a generalized fluctuation-dissipation theorem (GFDT) is suited to test whether a stochastic system is not Markovian. To this end, we simulate a stochastic non-equilibrium model of the mechanosensory hair bundle from the inner ear organ and analyze its spontaneous activity and response to external stimulation. We demonstrate that this two-dimensional Markovian system indeed obeys the GFDT, as long as i) the averaging ensemble is sufficiently large and ii) finite-size effects in estimating the conjugated variable and its susceptibility can be neglected. Furthermore, we test the GFDT also by looking only at a one-dimensional projection of the system, the experimentally accessible position variable. This reduced system is certainly non-Markovian and the GFDT is somewhat violated but not as drastically as for the equilibrium fluctuation-dissipation theorem. We explore suitable measures to quantify the violation of the theorem and demonstrate that for a set of limited experimental data it might be difficult to decide whether the system is Markovian or not.

Dissipative dynamics of a quantum two-state system in presence of nonequilibrium quantum noise

We analyze the real-time dynamics of a quantum two-state system in the presence of nonequilibrium quantum fluctuations. The latter are generated by a coupling of the two-state system to a single electronic level of a quantum dot which carries a nonequilibrium tunneling current. We restrict to the sequential tunneling regime and calculate the dynamics of the two-state system, of the dot population, and of the nonequilibrium charge current on the basis of a diagrammatic perturbative method valid for a weak tunneling coupling. We find a nontrivial dependence of the relaxation and dephasing rates of the two-state system due to the nonequilibrium fluctuations which is directly linked to the structure of the unperturbed central system. In addition, a Heisenberg-Langevin-equation of motion allows us to calculate the correlation function of the nonequilibrium fluctuations. By this, we obtain a generalized nonequilibrium fluctuation relation which includes the equilibrium fluctuation-dissipation theorem. A straightforward extension to the case with a time-periodic ac voltage is shown.

Fluctuation-dissipation theorem for nonequilibrium quantum systems

We present a fluctuation-dissipation theorem (FDT) for nonequilibrium quantum systems with detailed-balance breaking, which deviates from the conventional form of the FDT for equilibrium systems preserving detailed balance. Using the phase space formulation of quantum mechanics and the potential-flux landscape framework, we find that the response function of nonequilibrium quantum systems to external perturbations contains a nontrivial contribution from the quantum curl flux quantifying detailed-balance breaking in the steady state, in addition to the correlation function of observables in the steady state representing the contribution of spontaneous fluctuations which is also present in the equilibrium FDT. We illustrate our general formalism with a harmonic oscillator coupled to two heat baths, and show that the nonequilibrium FDT reduces to the conventional expression at the equilibrium condition when the flux contribution vanishes.

Steady-State Dynamics and Effective Temperature for a Model of Quantum Criticality in an Open System.

We study the thermal and nonthermal steady-state scaling functions and the steady-state dynamics of a model of local quantum criticality. The model we consider, i.e., the pseudogap Kondo model, allows us to study the concept of effective temperatures near fully interacting as well as weak-coupling fixed points. In the vicinity of each fixed point we establish the existence of an effective temperature-different at each fixed point-such that the equilibrium fluctuation-dissipation theorem is recovered. Most notably, steady-state scaling functions in terms of the effective temperatures coincide with the equilibrium scaling functions. This result extends to higher correlation functions as is explicitly demonstrated for the Kondo singlet strength. The nonlinear charge transport is also studied and analyzed in terms of the effective temperature.

Dynamics of a homogeneous active dumbbell system.

We analyze the dynamics of a two-dimensional system of interacting active dumbbells. We characterize the mean-square displacement, linear response function, and deviation from the equilibrium fluctuation-dissipation theorem as a function of activity strength, packing fraction, and temperature for parameters such that the system is in its homogeneous phase. While the diffusion constant in the last diffusive regime naturally increases with activity and decreases with packing fraction, we exhibit an intriguing nonmonotonic dependence on the activity of the ratio between the finite-density and the single-particle diffusion constants. At fixed packing fraction, the time-integrated linear response function depends nonmonotonically on activity strength. The effective temperature extracted from the ratio between the integrated linear response and the mean-square displacement in the last diffusive regime is always higher than the ambient temperature, increases with increasing activity, and, for small active force, monotonically increases with density while for sufficiently high activity it first increases and next decreases with the packing fraction. We ascribe this peculiar effect to the existence of finite-size clusters for sufficiently high activity and density at the fixed (low) temperatures at which we worked. The crossover occurs at lower activity or density the lower the external temperature. The finite-density effective temperature is higher (lower) than the single dumbbell one below (above) a crossover value of the Péclet number.

Nonequilibrium fluctuation-dissipation theorem and heat production.

We use a relationship between response and correlation function in nonequilibrium systems to establish a connection between the heat production and the deviations from the equilibrium fluctuation-dissipation theorem. This scheme extends the Harada-Sasa formulation [Phys. Rev. Lett. 95, 130602 (2005)], obtained for Langevin equations in steady states, as it also holds for transient regimes and for discrete jump processes involving small entropic changes. Moreover, a general formulation includes two times and the new concepts of two-time work, kinetic energy, and of a two-time heat exchange that can be related to a nonequilibrium “effective temperature.” Numerical simulations of a chain of anharmonic oscillators and of a model for a molecular motor driven by adenosine triphosphate hydrolysis illustrate these points.

Nonequilibrium Brownian Motion beyond the Effective Temperature

The condition of thermal equilibrium simplifies the theoretical treatment of fluctuations as found in the celebrated Einstein’s relation between mobility and diffusivity for Brownian motion. Several recent theories relax the hypothesis of thermal equilibrium resulting in at least two main scenarios. With well separated timescales, as in aging glassy systems, equilibrium Fluctuation-Dissipation Theorem applies at each scale with its own “effective” temperature. With mixed timescales, as for example in active or granular fluids or in turbulence, temperature is no more well-defined, the dynamical nature of fluctuations fully emerges and a Generalized Fluctuation-Dissipation Theorem (GFDT) applies. Here, we study experimentally the mixed timescale regime by studying fluctuations and linear response in the Brownian motion of a rotating intruder immersed in a vibro-fluidized granular medium. Increasing the packing fraction, the system is moved from a dilute single-timescale regime toward a denser multiple-timescale stage. Einstein’s relation holds in the former and is violated in the latter. The violation cannot be explained in terms of effective temperatures, while the GFDT is able to impute it to the emergence of a strong coupling between the intruder and the surrounding fluid. Direct experimental measurements confirm the development of spatial correlations in the system when the density is increased.

Fluctuations, Linear Response, and Currents in Out-of-Equilibrium Systems

In this review we discuss, from an experimental point of view, several concepts of statistical mechanics for systems that are out of equilibrium either because they are driven by external forces or because they are slowly relaxing toward equilibrium. We focus on the case where the mean injected energy is of the order of thermal fluctuations, which therefore cannot be neglected. We first introduce the main concepts of fluctuation theorems (FTs) for work and heat using measurements of (a) a harmonic oscillator driven out of equilibrium by an external force and (b) a colloidal particle trapped in a time-dependent double-well potential. We use the example of the Brownian particle to analyze the problem of the fluctuation-dissipation relation ( FDR ) in out-of-equilibrium systems. We next study the fluctuations of the position of a Brownian particle inside an aging gelatin after a fast quench. Using the experimental data of this experiment, we show that the mean heat flux is quantitatively related to the violation of the equilibrium fluctuation-dissipation theorem or equivalently to the entropy production rate. Finally, we discuss briefly the problems and the new directions for the stochastic thermodynamics.

Fluctuation-dissipation relations for steady-state systems

The fluctuation-dissipation (FD) theorem is a fundamental result for systems near thermodynamic equilibrium. It states that the nonequilibrium relaxation dynamics is related to the spontaneous fluctuation at equilibrium. Recently we have shown that the dynamics of a dissipative system described by stochastic differential equations can be mapped to that of a thermostated Hamiltonian system, with a nonequilibrium steady state of the former corresponding to the equilibrium state of the latter. In present manuscript, the corresponding FD theorem is derived in the way parallel to the procedure for deriving the near equilibrium FD theorem, based on this mapping. The analytical results in the present approach are in good agreement with numerical results. We find some previous results are special cases of the current relations. We also suggest further studies exploiting the analogy between a general dissipative system appearing in other science branches and a Hamiltonian system.

Nonequilibrium and information: The role of cross correlations

We discuss the relevance of information contained in cross correlations among different degrees of freedom, which is crucial in nonequilibrium systems. In particular we consider a stochastic system where two degrees of freedom X{1} and X{2}-in contact with two different thermostats-are coupled together. The production of entropy and the violation of equilibrium fluctuation-dissipation theorem (FDT) are both related to the cross correlation between X{1} and X{2}. Information about such cross correlation may be lost when single-variable reduced models for X_{1} are considered. Two different procedures are typically applied: (a) one totally ignores the coupling with X{2}; and (b) one models the effect of X{2} as an average memory effect, obtaining a generalized Langevin equation. In case (a) discrepancies between the system and the model appear both in entropy production and linear response; the latter can be exploited to define effective temperatures, but those are meaningful only when time scales are well separated. In case (b) linear response of the model well reproduces that of the system; however the loss of information is reflected in a loss of entropy production. When only linear forces are present, such a reduction is dramatic and makes the average entropy production vanish, posing problems in interpreting FDT violations.

Fluctuations of two-time quantities and non-linear response functions

We study the fluctuations of the autocorrelation and autoresponse functions and, inparticular, their variances and covariance. In a first general part of the paper, we show theequivalence of the variance of the response function to the second-order susceptibility of acomposite operator, and we derive an equilibrium fluctuation-dissipation theorem beyondlinear order, relating it to the other variances. In a second part of the paper we apply theformalism in the study of non-disordered ferromagnets, in equilibrium or in the coarseningkinetics following a critical or sub-critical quench. We show numerically that the variancesand the non-linear susceptibility obey scaling with respect to the coherence lengthξ in equilibrium, and with respect to the growing lengthL(t) after a quench, similar to what is known for the autocorrelation and the autoresponsefunctions.

Nonequilibrium fluctuation-dissipation relations of interacting Brownian particles driven by shear

We present a detailed analysis of the fluctuation-dissipation theorem (FDT) close to the glass transition in colloidal suspensions under steady shear using mode coupling approximations. Starting point is the many-particle Smoluchowski equation. Under shear, detailed balance is broken and the response functions in the stationary state are smaller at long times than estimated from the equilibrium FDT. An asymptotically constant relation connects response and fluctuations during the shear driven decay, restoring the form of the FDT with, however, a ratio different from the equilibrium one. At short times, the equilibrium FDT holds. We follow two independent approaches whose results are in qualitative agreement. To discuss the derived fluctuation-dissipation ratios, we show an exact reformulation of the susceptibility which contains not the full Smoluchowski operator as in equilibrium, but only its well defined Hermitian part. This Hermitian part can be interpreted as governing the dynamics in the frame comoving with the probability current. We present a simple toy model which illustrates the FDT violation in the sheared colloidal system.

Generalized Fluctuation-Dissipation Theorem for Steady-State Systems

The fluctuation-dissipation theorem is a central result of statistical physics, which applies to any system at thermodynamic equilibrium. Its violation is a strong signature of nonequilibrium behavior. We show that for any system with Markovian dynamics, in a nonequilibrium steady state, a proper choice of observables restores a fluctuation-response theorem identical to a suitable version of the equilibrium fluctuation-dissipation theorem. This theorem applies to a broad class of dynamical systems. We illustrate it with linear stochastic dynamics and examples borrowed from the physics of molecular motors and Hopf bifurcations. Finally, we discuss general implications of the theorem.

Fluctuations and Response of Nonequilibrium States

A generalized fluctuation-response relation is found for thermal systems driven out of equilibrium. Its derivation is independent of many details of the dynamics, which is only required to be first order. The result gives a correction to the equilibrium fluctuation-dissipation theorem, in terms of the correlation between observable and excess in dynamical activity caused by the perturbation. Previous approaches to this problem are recovered and extended in a unifying scheme.