Fluctuation-dissipation Theorem Research Articles

Generalized Langevin equationwith shear flow and its fluctuation-dissipation theorems derived from a Caldeira-Leggett Hamiltonian.

We provide a first-principles derivation of the Langevin equation with shear flow and its corresponding fluctuation-dissipation theorems. Shear flow of simple fluids has been widely investigated by numerical simulations. Most studies postulate a Markovian Langevin equationwith a simple shear drag term in the manner of Stokes. However, this choice has never been justified from first principles. We start from a particle-bath system described by a classical Caldeira-Leggett Hamiltonian modified by adding a term proportional to the strain-rate tensor according to Hoover's DOLLS method, and we derive a generalized Langevin equationfor the sheared system. We then compute, analytically, the noise time-correlation functions in different regimes. Based on the intensity of the shear rate, we can distinguish between close-to-equilibrium and far-from-equilibrium states. According to the results presented here, the standard, simple, and Markovian form of the Langevin equationwith shear flow postulated in the literature is valid only in the limit of extremely weak shear rates compared to the effective vibrational temperature of the bath. For even marginally higher shear rates, the (generalized) Langevin equationis strongly non-Markovian, and nontrivial fluctuation-dissipation theorems are derived.

Long-time correlations in a binary mixture: analysis of the nonlinearities of fluctuating-hydrodynamic equations

The equations of fluctuating nonlinear hydrodynamics (FNH) following the proper conservation laws are considered for a binary mixture. We focus on the density (ρ) correlations’ renormalization due to the FNH equations’ nonlinearities. The consequence of density nonlinearities treated in simplest approximations gives rise to the well-studied form of the mode coupling theory (MCT) for a two-component system. The MCT predicts a sharp ergodicity–nonergodicity transition similar to the one-component fluid in this idealized form. In the first part of the present paper, we compare the predictions of the idealized MCT model with the computer simulation results for a hard sphere mixture. We show that there is clear disagreement in long-time dynamic behaviour. Next, we consider the full set of nonlinearities in the FNH equations using a Martin–Siggia–Rose field theory. From the time reversal properties of the correlation and response function of the associated field theory, a set of fluctuation–dissipation relations (FDR) are obtained. These FDRs impose constraints on the long-time behaviour of the correlation functions. Our non-perturbative analysis considers the viability of freezing the time correlations for the two-component fluid over the longest time scale. Due to the FDR constraints arising from the nonlinearity in the FNH equations, a sharp ergodicity–nonergodicity transition for the binary mixture is not supported. If the are replaced as in terms of the average density ρ 0, ad hoc, while the density-nonlinearities in the pressure term of the corresponding FNH equations are kept, the ideal transition model of the simplified MCT is recovered.

Decoding the hydrodynamic properties of microscale helical propellers from Brownian fluctuations

The complex motility of bacteria, ranging from single-swimmer behaviors such as chemotaxis to collective dynamics, including biofilm formation and active matter phenomena, is driven by their microscale propellers. Despite extensive study of swimming flagellated bacteria, the hydrodynamic properties of their helical-shaped propellers have never been directly measured. The primary challenges to directly studying microscale propellers are 1) their small size and fast, correlated motion, 2) the necessity of controlling fluid flow at the microscale, and 3) isolating the influence of a single propeller from a propeller bundle. To solve the outstanding problem of characterizing the hydrodynamic properties of these propellers, we adopt a dual statistical viewpoint that connects to the hydrodynamics through the fluctuation-dissipation theorem (FDT). We regard the propellers as colloidal particles and characterize their Brownian fluctuations, described by 21 diffusion coefficients for translation, rotation, and correlated translation-rotation in a static fluid. To perform this measurement, we applied recent advances in high-resolution oblique plane microscopy to generate high-speed volumetric movies of fluorophore-labeled, freely diffusing Escherichia coli flagella. Analyzing these movies with a bespoke helical single-particle tracking algorithm, we extracted trajectories, calculated the full set of diffusion coefficients, and inferred the average propulsion matrix using a generalized Einstein relation. Our results provide a direct measurement of a microhelix's propulsion matrix and validate proposals that the flagella are highly inefficient propellers, with a maximum propulsion efficiency of less than 3%. Our approach opens broad avenues for studying the motility of particles in complex environments where direct hydrodynamic approaches are not feasible.

Threshold Pressure in Non-Darcian Flow Derived from the Langevin Equation and Fluctuation Dissipation Theorem: Generalized Darcy’s Law

Threshold Pressure in Non-Darcian Flow Derived from the Langevin Equation and Fluctuation Dissipation Theorem: Generalized Darcy’s Law

On the Application of Non-Gaussian Noise in Stochastic Langevin Simulations

In light of recent advances in time-step independent stochastic integrators for Langevin equations, we revisit the considerations for using non-Gaussian distributions for the thermal noise term in discrete-time thermostats. We find that the desirable time-step invariance of the modern methods is rooted in the Gaussian noise, and that deviations from this distribution will distort the Boltzmann statistics arising from the fluctuation-dissipation balance of the integrators. We use the GJ stochastic Verlet methods as the focus of our investigation since these methods are the ones that contain the most accurate thermodynamic measures of existing methods. Within this set of methods we find that any distribution of applied noise, which satisfies the two first moments given by the fluctuation-dissipation theorem, will result in correct, time-step independent results that are generated by the first two moments of the system coordinates. However, if non-Gaussian noise is applied, undesired deviations in higher moments of the system coordinates will appear to the detriment of several important thermodynamic measures that depend especially on the fourth moments. The deviations, induced by non-Gaussian noise, become significant with the one-time-step velocity attenuation, thereby inhibiting the benefits of the methods. Thus, we conclude that the application of Gaussian noise is necessary for reliable thermodynamic results when using modern stochastic thermostats with large time steps.

Primitive chain network simulations of the nonlinear rheology of polystyrene melts: Friction reduction and fluctuation-dissipation theorem

Primitive chain network simulations of the nonlinear rheology of polystyrene melts: Friction reduction and fluctuation-dissipation theorem

Critical phenomena in compressible polar active fluids: Dynamical and functional renormalization group studies

Active matter is not only relevant to living matter and diverse nonequilibrium systems, but also constitutes a fertile ground for novel physics. Indeed, dynamic renormalization group (DRG) analyses have uncovered many new universality classes (UCs) in polar active fluids (PAFs)---an archetype of active matter systems. However, due to the inherent technical difficulties in the DRG methodology, almost all previous studies have been restricted to polar active fluids in the incompressible or infinitely compressible (i.e., Malthusian) limits, and, when the $\ensuremath{\epsilon}$ expansion was used in conjunction, to the one-loop level. Here, we use functional renormalization group (FRG) methods to overcome some of these difficulties and unveil critical behavior in compressible polar active fluids, and calculate the corresponding critical exponents beyond the one-loop level. Specifically, we investigate the multicritical point of compressible PAFs, where the critical order-disorder transition coincides with critical phase separation. We first study the critical phenomenon using a DRG analysis and find that it is insufficient since two-loop effects are important to obtain a nontrivial correction to the scaling exponents. We then remedy this defect by using a FRG analysis. We find three universality classes and obtain their critical exponents, which we then use to show that at least two of these universality classes are out of equilibrium because they violate the fluctuation-dissipation relation.

Fluctuation-dissipation relation, Maxwell-Boltzmann statistics, equipartition theorem, and stochastic calculus

We derive the fluctuation-dissipation relation and explore its connection with the equipartition theorem and Maxwell-Boltzmann statistics through the use of different stochastic analytical techniques. Our first approach is the theory of backward stochastic differential equations, which arises naturally in this context, and facilitates the understanding of the interplay between these classical results of statistical mechanics. Moreover, it allows to generalize the classical form of the fluctuation-dissipation relation. The second approach consists in deriving forward stochastic differential equations for the energy of an electric system according to both Itô and Stratonovich stochastic calculus rules. While the Itô equation possesses a unique solution, which is the physically relevant one, the Stratonovich equation admits this solution along with infinitely many more, none of which has a physical nature. Despite of this fact, some, but not all of them, obey the fluctuation-dissipation relation and the equipartition of energy.

Time-reversal symmetries and equilibriumlike Langevin equations.

Graham has shown [Z. Phys. B 26, 397 (1977)0340-224X10.1007/BF01570750] that a fluctuation-dissipation relation can be imposed on a class of nonequilibrium Markovian Langevin equationsthat admit a stationary solution of the corresponding Fokker-Planck equation. The resulting equilibrium form of the Langevin equationis associated with a nonequilibrium Hamiltonian. Here we provide some explicit insight into how this Hamiltonian may lose its time-reversal invariance and how the "reactive" and "dissipative" fluxes loose their distinct time-reversal symmetries. The antisymmetric coupling matrix between forces and fluxes no longer originates from Poisson brackets and the "reactive" fluxes contribute to the ("housekeeping") entropy production, in the steady state. The time-reversal even and odd parts of the nonequilibrium Hamiltonian contribute in qualitatively different but physically instructive ways to the entropy. We find instances where fluctuations due to noise are solely responsible for the dissipation. Finally, this structure gives rise to a new, physically pertinent instance of frenesy.

First-principles study of electronic and optical properties of novel 2D TiOS monolayer and bilayer—Dimensionality reduction opens up a band gap in TiOS

The finding of advanced functional materials with superior properties to existing ones to develop cutting-edge technologies for societal advancement is indispensable. We identify a new two-dimensional (2D) TiOS, which opens up a band gap due to the lowering of the dimensionality employing first-principles computations within the framework of density functional theory (DFT) and beyond. Electronic structure estimations reveal that bulk TiOS is metal whereas the 2D-TiOS possesses a band gap of ∼4.5 eV within GW approximation, which is higher than the band gap of 2D-InOF and 2D transition metal dichalcogenides. The computed phonon dispersion curves show that the 2D-TiOS is dynamically stable. The 2D-TiOS has a very high absorption coefficient in the 0–50 eV. Third-order elastic constants (TOECs) of this 2D-TiOS are achieved using DFT and within the adiabatic-connection fluctuation–dissipation theorem in the random phase approximation. Surprisingly, we find a band overlap, indicating that TiOS/TiOS bilayer is a metal. If the incident light frequency surpasses the plasma frequency (60.00 eV), and then the bilayer turns out to be transparent. Our findings suggest that this 2D sheet is a promising alternative for nanotechnology and optoelectronic devices.

An undisclosed restriction of the Fluctuation-Dissipation Theorem for electromagnetic fields

An undisclosed restriction of the Fluctuation-Dissipation Theorem for electromagnetic fields

On the link between mechanics and thermal properties: mechanothermics

We report on the theoretical derivation of macroscopic thermal properties (specific heat, thermal conductivity) of an electrically insulating rod connected to two reservoirs, from the linear superposition of its mechanical mode Brownian motions. The calculation is performed for a weak thermal gradient, in the classical limit (high temperature). The development is kept basic as far as geometry and experimental conditions are concerned, enabling an almost fully analytic treatment. In the modeling, each of the modes is subject to a specific Langevin force, which enables to produce the required temperature profile along the rod. The theory is predictive: the temperature gradient (and therefore energy transport) is linked to motion amplitude cross-correlations between nearby mechanical modes. This arises because energy transport is actually mediated by mixing between the modal waves, and not by the modes themselves. This result can be tested on experiments, and shall extend the concepts underlying equipartition and fluctuation–dissipation theorems. The theory links intimately the macroscopic size of the clamping region where the mixing occurs to the microscopic lengthscale of the problem at hand: the phonon mean-free-path. This clamping region, which is key, has received recently a renewed attention in the field of nanomechanics with topical works on ‘phonon shields’ and ‘soft clamping’. We believe that our work should impact the domain of thermal transport in nanostructures, with future developments of the theory toward the quantum regime.

Using Neural Networks to Learn the Jet Stream Forced Response from Natural Variability

Abstract Two distinct features of anthropogenic climate change, warming in the tropical upper troposphere and warming at the Arctic surface, have competing effects on the midlatitude jet stream’s latitudinal position, often referred to as a “tug-of-war.” Studies that investigate the jet’s response to these thermal forcings show that it is sensitive to model type, season, initial atmospheric conditions, and the shape and magnitude of the forcing. Much of this past work focuses on studying a simulation’s response to external manipulation. In contrast, we explore the potential to train a convolutional neural network (CNN) on internal variability alone and then use it to examine possible nonlinear responses of the jet to tropospheric thermal forcing that more closely resemble anthropogenic climate change. Our approach leverages the idea behind the fluctuation–dissipation theorem, which relates the internal variability of a system to its forced response but so far has been only used to quantify linear responses. We train a CNN on data from a long control run of the CESM dry dynamical core and show that it is able to skillfully predict the nonlinear response of the jet to sustained external forcing. The trained CNN provides a quick method for exploring the jet stream sensitivity to a wide range of tropospheric temperature tendencies and, considering that this method can likely be applied to any model with a long control run, could be useful for early-stage experiment design.

Thermalization with a multibath: an investigation in simple models

We study analytically and numerically a couple of paradigmatic spin models, each described in terms of two sets of variables attached to two different thermal baths with characteristic timescales T and τ and inverse temperatures B and β. In the limit in which one bath becomes extremely slow (), such models amount to a paramagnet and to a one-dimensional ferromagnet in contact with a single bath. Our study is also motivated by analogies with disordered systems where widely separated timescales associated with different effective temperatures emerge. We show that these systems reach a stationary state in a finite time for any choice of B and β. We determine the non-equilibrium fluctuation-dissipation relation between the autocorrelation and the response function in such a state and, from that, we discuss if and how thermalization with the two baths occurs and the emergence of a non-trivial fluctuation-dissipation ratio.

Linking fluctuation and dissipation in spatially extended out-of-equilibrium systems.

For systems in equilibrium at a temperature T, thermal noise and energy damping are related to T through the fluctuation-dissipation theorem (FDT). We study here an extension of the FDT to an out-of-equilibrium steady state: a microcantilever subject to a constant heat flux. The resulting thermal profile in this spatially extended system interplays with the local energy dissipation field to prescribe the amplitude of mechanical fluctuations. Using three samples with different damping profiles (localized or distributed), we probe this approach and experimentally demonstrate the link between fluctuations and dissipation. The thermal noise can therefore be predicted a priori from the measurement of the dissipation as a function of the maximum temperature of the micro-oscillator.

Dynamical fluctuations of a tracer coupled to active and passive particles

We study the induced dynamics of an inertial tracer particle elastically coupled to passive or active Brownian particles. We integrate out the environment degrees of freedom to obtain the exact effective equation of the tracer—a generalized Langevin equation in both cases. In particular, we find the exact form of the dissipation kernel and effective noise experienced by the tracer and compare it with the phenomenological modeling of active baths used in previous studies. We show that the second fluctuation-dissipation relation (FDR) does not hold at early times for both cases. However, at finite times, the tracer dynamics violate (obeys) the FDR for the active (passive) environment. We calculate the linear response formulas in this regime for both cases and show that the passive medium satisfies an equilibrium fluctuation response relation, while the active medium does not—we quantify the extent of this violation explicitly. We show that though the active medium generally renders a nonequilibrium description of the tracer, an effective equilibrium picture emerges asymptotically in the small activity limit of the medium. We also calculate the mean squared velocity and mean squared displacement of the tracer and report how they vary with time.

Frequency-Dependent Impedance of Nanocapacitors from Electrode Charge Fluctuations as a Probe of Electrolyte Dynamics.

The frequency-dependent impedance is a fundamental property of electrical components. We show that it can be determined from the equilibrium dynamical fluctuations of the electrode charge in constant-potential molecular simulations, extending in particular a fluctuation-dissipation relation for the capacitance recovered in the low-frequency limit and provide an illustration on water-gold nanocapacitors. This Letter opens the way to the interpretation of electrochemical impedance measurements in terms of microscopic mechanisms, directly from the dynamics of the electrolyte, or indirectly via equivalent circuit models as in experiments.

Tuning nonequilibrium phase transitions with inertia.

In striking contrast to equilibrium systems, inertia can profoundly alter the structure of active systems. Here, we demonstrate that driven systems can exhibit effective equilibrium-like states with increasing particle inertia, despite rigorously violating the fluctuation-dissipation theorem. Increasing inertia progressively eliminates motility-induced phase separation and restores equilibrium crystallization for active Brownian spheres. This effect appears to be general for a wide class of active systems, including those driven by deterministic time-dependent external fields, whose nonequilibrium patterns ultimately disappear with increasing inertia. The path to this effective equilibrium limit can be complex, with finite inertia sometimes acting to accentuate nonequilibrium transitions. The restoration of near equilibrium statistics can be understood through the conversion of active momentum sources to passive-like stresses. Unlike truly equilibrium systems, the effective temperature is now density dependent, the only remnant of the nonequilibrium dynamics. This density-dependent temperature can in principle introduce departures from equilibrium expectations, particularly in response to strong gradients. Our results provide additional insight into the effective temperature ansatz while revealing a mechanism to tune nonequilibrium phase transitions.

Work statistics in slow thermodynamic processes.

We apply the adiabatic approximation to slow but finite-time thermodynamic processes and obtain the full counting statistics of work. The average work consists of change in free energy and the dissipated work, and we identify each term as a dynamical- and geometric-phase-like quantity. An expression for the friction tensor, the key quantity in thermodynamic geometry, is explicitly given. The dynamical and geometric phases are proved to be related to each other via the fluctuation-dissipation relation.

Linear Response and Fluctuation-Dissipation Relations for Brownian Motion under Resetting.

We consider fluctuation-dissipation relations (FDRs) for a Brownian motion under renewal resetting with arbitrary waiting time distribution between the resetting events. We show that if the distribution of waiting times of the resetting process possesses the second moment, the usual (generalized) FDR and the equivalent generalized Einstein's relation (GER) apply for the response function of the coordinate. If the second moment of waiting times diverges but the first one stays finite, the static susceptibility diverges, the usual FDR breaks down, but the GER still applies. In any of these situations, the fluctuation dissipation relations define the effective temperature of the system which is twice as high as the temperature of the medium in which the Brownian motion takes place.