Gallavotti-Cohen Fluctuation Theorem Research Articles

Ballistic macroscopic fluctuation theory

We introduce a new universal framework describing fluctuations and correlations in quantum and classical many-body systems, at the Euler hydrodynamic scale of space and time. The framework adapts the ideas of the conventional macroscopic fluctuation theory (MFT) to systems that support ballistic transport. The resulting “ballistic MFT” (BMFT) is solely based on the Euler hydrodynamics data of the many-body system. Within this framework, mesoscopic observables are classical random variables depending only on the fluctuating conserved densities, and Euler-scale fluctuations are obtained by deterministically transporting thermodynamic fluctuations via the Euler hydrodynamics. Using the BMFT, we show that long-range correlations in space generically develop over time from long-wavelength inhomogeneous initial states in interacting models. This result, which we verify by numerical calculations, challenges the long-held paradigm that at the Euler scale, fluid cells may be considered uncorrelated. We also show that the Gallavotti-Cohen fluctuation theorem for non-equilibrium ballistic transport follows purely from time-reversal invariance of the Euler hydrodynamics. We check the validity of the BMFT by applying it to integrable systems, and in particular the hard-rod gas, with extensive simulations that confirm our analytical results.

Aspects of the disordered harmonic chain

We discuss the driven harmonic chain with fixed boundary conditions subject to weak coupling strength disorder. We discuss the evaluation of the Liapunov exponent in some detail expanding on the dynamical system theory approach by Levi et al. We show that including mass disorder the mass and coupling strength disorder can be combined in a renormalised mass disorder. We review the method of Dhar regarding the disorder-averaged heat current, apply the approach to the disorder-averaged large deviation function and finally comment on the validity of the Gallavotti–Cohen fluctuation theorem. The paper is also intended as an introduction to the field and includes detailed calculations.

Large deviations and fluctuation theorem for the quantum heat current in the spin-boson model.

We study the heat current flowing between two baths consisting of harmonic oscillators interacting with a qubit through a spin-boson coupling. An explicit expression for the generating function of the total heat flowing between the right and left baths is derived by evaluating the corresponding Feynman-Vernon path integral by performing the noninteracting blip approximation (NIBA). We recover the known expression, obtained by using the polaron transform. This generating function satisfies the Gallavotti-Cohen fluctuation theorem, both before and after performing the NIBA. We also verify that the heat conductance is proportional to the variance of the heat current, retrieving the well-known fluctuation dissipation relation. Finally, we present numerical results for the heat current.

Two methods to measure granular gas temperature

Grains are vibrated so as to achieve a granular gas, here regarded as an archetype of a dissipative non equilibrium steady state (NESS). We report on two distinct and concordant experimental measures of the system effective temperature. To do so, a blade fastened to the shaft of a small DC-motor, immersed in the grains, behaves as a driven 1D Brownian rotator, which is used as both actuator and sensor simultaneously. On the one hand, the Gallavotti–Cohen fluctuation theorem, which involves a measure of the asymmetry of the energy exchanges between the rotator and the NESS reservoir, provides a first effective temperature. On the other hand, the fluctuation-dissipation theorem, which involves the relation between the spontaneous fluctuations and the response to a weak perturbation, defines a second, independent, effective temperature. Both methods, even though they are based on drastically different ideas, give nicely concordant results.

Spatial fluctuation theorem

For non-equilibrium systems of interacting particles and for interacting diffusions in d-dimensions, a novel fluctuation relation is derived. The theorem establishes a quantitative relation between the probabilities of observing two current values in different spatial directions. The result is a consequence of spatial symmetries of the microscopic dynamics, generalizing in this way the Gallavotti–Cohen fluctuation theorem related to the time-reversal symmetry. This new perspective opens up the possibility of direct experimental measurements of fluctuation relations of vectorial observables.

Symmetry and the thermodynamics of currents in open quantum systems

Symmetry is a powerful concept in physics, and its recent application to understand nonequilibrium behavior is providing deep insights and groundbreaking exact results. Here we show how to harness symmetry to control transport and statistics in open quantum systems. Such control is enabled by a first-order-type dynamic phase transition in current statistics and the associated coexistence of different transport channels (or nonequilibrium steady states) classified by symmetry. Microreversibility then ensues, via the Gallavotti-Cohen fluctuation theorem, a twin dynamic phase transition for rare current fluctuations. Interestingly, the symmetry present in the initial state is spontaneously broken at the fluctuating level, where the quantum system selects the symmetry sector that maximally facilitates a given fluctuation. We illustrate these results in a qubit network model motivated by the problem of coherent energy harvesting in photosynthetic complexes, and introduce the concept of a symmetry-controlled quantum thermal switch, suggesting symmetry-based design strategies for quantum devices with controllable transport properties.

Typical and rare fluctuations in nonlinear driven diffusive systems with dissipation

We consider fluctuations of the dissipated energy in nonlinear driven diffusive systems subject to bulk dissipation and boundary driving. With this aim, we extend the recently introduced macroscopic fluctuation theory to nonlinear driven dissipative media, starting from the fluctuating hydrodynamic equations describing the system mesoscopic evolution. Interestingly, the action associated with a path in mesoscopic phase space, from which large-deviation functions for macroscopic observables can be derived, has the same simple form as in nondissipative systems. This is a consequence of the quasielasticity of microscopic dynamics, required in order to have a nontrivial competition between diffusion and dissipation at the mesoscale. Euler-Lagrange equations for the optimal density and current fields that sustain an arbitrary dissipation fluctuation are also derived. A perturbative solution thereof shows that the probability distribution of small fluctuations is always Gaussian, as expected from the central limit theorem. On the other hand, strong separation from the Gaussian behavior is observed for large fluctuations, with a distribution which shows no negative branch, thus violating the Gallavotti-Cohen fluctuation theorem, as expected from the irreversibility of the dynamics. The dissipation large-deviation function exhibits simple and general scaling forms for weakly and strongly dissipative systems, with large fluctuations favored in the former case but heavily suppressed in the latter. We apply our results to a general class of diffusive lattice models for which dissipation, nonlinear diffusion, and driving are the key ingredients. The theoretical predictions are compared to extensive numerical simulations of the microscopic models, and excellent agreement is found. Interestingly, the large-deviation function is in some cases nonconvex beyond some dissipation. These results show that a suitable generalization of macroscopic fluctuation theory is capable of describing in detail the fluctuating behavior of nonlinear driven dissipative media.

A bound particle coupled to two thermostats

We consider a harmonically bound Brownian particle coupled to two distinct heatreservoirs at different temperatures. We show that the presence of a harmonic trap does notchange the large deviation function from the case of a free Brownian particle discussed byDerrida and Brunet and Visco. Likewise, the Gallavotti–Cohen fluctuation theorem relatedto the entropy production at the heat sources remains in force. We support the analyticalresults with numerical simulations.

Symmetries in fluctuations far from equilibrium

Fluctuations arise universally in nature as a reflection of the discrete microscopic world at the macroscopic level. Despite their apparent noisy origin, fluctuations encode fundamental aspects of the physics of the system at hand, crucial to understand irreversibility and nonequilibrium behavior. To sustain a given fluctuation, a system traverses a precise optimal path in phase space. Here we show that by demanding invariance of optimal paths under symmetry transformations, new and general fluctuation relations valid arbitrarily far from equilibrium are unveiled. This opens an unexplored route toward a deeper understanding of nonequilibrium physics by bringing symmetry principles to the realm of fluctuations. We illustrate this concept studying symmetries of the current distribution out of equilibrium. In particular we derive an isometric fluctuation relation that links in a strikingly simple manner the probabilities of any pair of isometric current fluctuations. This relation, which results from the time-reversibility of the dynamics, includes as a particular instance the Gallavotti-Cohen fluctuation theorem in this context but adds a completely new perspective on the high level of symmetry imposed by time-reversibility on the statistics of nonequilibrium fluctuations. The new symmetry implies remarkable hierarchies of equations for the current cumulants and the nonlinear response coefficients, going far beyond Onsager's reciprocity relations and Green-Kubo formulas. We confirm the validity of the new symmetry relation in extensive numerical simulations, and suggest that the idea of symmetry in fluctuations as invariance of optimal paths has far-reaching consequences in diverse fields.

Large fluctuations of the macroscopic current in diffusive systems: A numerical test of the additivity principle

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 validate this conjecture in a simple and general model of energy transport, both in the presence of a temperature gradient and in canonical equilibrium. In particular, we show that the current distribution displays a Gaussian regime for small current fluctuations, as prescribed by the central limit theorem, and non-Gaussian (exponential) tails for large current deviations, obeying in all cases the Gallavotti-Cohen fluctuation theorem. In order to facilitate a given current fluctuation, the system adopts a well-defined temperature profile different from that of the steady state and in accordance with the additivity hypothesis predictions. System statistics during a large current fluctuation is independent of the sign of the current, which implies that the optimal profile (as well as higher-order profiles and spatial correlations) are invariant upon current inversion. We also demonstrate that finite-time joint fluctuations of the current and the profile are well described by the additivity functional. These results suggest the additivity hypothesis as a general and powerful tool to compute current distributions in many nonequilibrium systems.

Some recent developments in non-equilibrium statistical physics

We first recall the laws of classical thermodynamics and the fundamental principles of statistical mechanics and emphasize the fact that the fluctuations of a system in macroscopic equilibrium, such as Brownian motion, can be explained by statistical mechanics and not by thermodynamics. In the vicinity of equilibrium, the susceptibility of a system to an infinitesimal external perturbation is related to the amplitude of the fluctuations at equilibrium (Einstein’s relation) and exhibits a symmetry discovered by Onsager. We shall then focus on the mathematical description of systems out of equilibrium using Markovian dynamics. This will allow us to present some remarkable relations derived during the last decade and valid arbitrarily far from equilibrium: the Gallavotti-Cohen fluctuation theorem and Jarzynski’s non-equilibrium work identities. These recent results will be illustrated by applying them to simple systems such as the Brownian ratchet model for molecular motors and the asymmetric exclusion process which is a basic example of a driven lattice gas.

Test of the Additivity Principle for Current Fluctuations in a Model of Heat Conduction

The additivity principle allows to compute the current distribution in many one-dimensional (1D) nonequilibrium systems. Using simulations, we confirm this conjecture in the 1D Kipnis-Marchioro-Presutti model of heat conduction for a wide current interval. The current distribution shows both Gaussian and non-Gaussian regimes, and obeys the Gallavotti-Cohen fluctuation theorem. We verify the existence of a well-defined temperature profile associated to a given current fluctuation. This profile is independent of the sign of the current, and this symmetry extends to higher-order profiles and spatial correlations. We also show that finite-time joint fluctuations of the current and the profile are described by the additivity functional. These results suggest the additivity hypothesis as a general and powerful tool to compute current distributions in many nonequilibrium systems.

A review of linear response theory for general differentiable dynamical systems

The classical theory of linear response applies to statistical mechanics close to equilibrium. Away from equilibrium, one may describe the microscopic time evolution by a general differentiable dynamical system, identify nonequilibrium steady states (NESS) and study how these vary under perturbations of the dynamics. Remarkably, it turns out that for uniformly hyperbolic dynamical systems (those satisfying the ‘chaotic hypothesis’), the linear response away from equilibrium is very similar to the linear response close to equilibrium: the Kramers–Kronig dispersion relations hold, and the fluctuation–dispersion theorem survives in a modified form (which takes into account the oscillations around the ‘attractor’ corresponding to the NESS). If the chaotic hypothesis does not hold, two new phenomena may arise. The first is a violation of linear response in the sense that the NESS does not depend differentiably on parameters (but this nondifferentiability may be hard to see experimentally). The second phenomenon is a violation of the dispersion relations: the susceptibility has singularities in the upper half complex plane. These ‘acausal’ singularities are actually due to ‘energy nonconservation’: for a small periodic perturbation of the system, the amplitude of the linear response is arbitrarily large. This means that the NESS of the dynamical system under study is not ‘inert’ but can give energy to the outside world. An ‘active’ NESS of this sort is very different from an equilibrium state, and it would be interesting to see what happens for active states to the Gallavotti–Cohen fluctuation theorem.

Current fluctuations and statistics during a large deviation event in an exactly solvabletransport model

We study the distribution of the time-integrated current in an exactly solvable toy model ofheat conduction, both analytically and numerically. The simplicity of the model allowsus to derive the full current large deviation function and the system statisticsduring a large deviation event. In this way we unveil a relation between systemstatistics at the end of a large deviation event and for intermediate times. Themid-time statistics is independent of the sign of the current, a reflection of thetime-reversal symmetry of microscopic dynamics, while the end-time statistics doesdepend on the current sign, and also on its microscopic definition. We compare ourexact results with simulations based on the direct evaluation of large deviationfunctions, analyzing the finite-size corrections of this simulation method and derivingdetailed bounds for its applicability. We also show how the Gallavotti–Cohenfluctuation theorem can be used to determine the range of validity of simulationresults.

Quantum fluctuation theorem: can we go from micro to meso?

Quantum extensions of the Gallavotti–Cohen fluctuation theorem (FT) for the entropy production have been discussed by several authors. There is a practical gap between microscopic forms of FT and mesoscopic (i.e. not purely Hamiltonian) forms for open systems. In a microscopic setup, it is easy to state and to prove FT. In a mesoscopic setup, it is difficult to identify fluctuations of the entropy production. (This difficulty is absent in the classical case.) We discuss a particular mesoscopic model: a Lindblad master equation, in which we state FT and, more importantly, connect it rigorously with the underlying microscopic FT. We also remark that FT is satisfied by the Lesovik–Levitov formula for statistics of charge transport. To cite this article: W. De Roeck, C. R. Physique 8 (2007).

A Simple Discrete Model of Brownian Motors: Time-periodic Markov Chains

In this paper, we consider periodically inhomogeneous Markov chains, which can be regarded as a simple version of physical model—Brownian motors. We introduce for them the concepts of periodical reversibility, detailed balance, entropy production rate and circulation distribution. We prove the equivalence of the following statements: The time-periodic Markov chain is periodically reversible; It is in detailed balance; Kolmogorov's cycle condition is satisfied; Its entropy production rate vanishes; Every circuit and its reversed circuit have the same circulation weight. Hence, in our model of Markov chains, the directed transport phenomenon of Brownian motors, i.e. the existence of net circulation, can occur only in nonequilibrium and irreversible systems. Moreover, we verify the large deviation property and the Gallavotti-Cohen fluctuation theorem of sample entropy production rates of the Markov chain.

Fluctuation theorem applied to the Nosé–Hoover thermostated Lorentz gas

We present numerical evidence supporting the validity of the Gallavotti-Cohen fluctuation theorem applied to the driven Lorentz gas with Nosé-Hoover thermostating. It is moreover argued that the asymptotic form of the fluctuation formula is independent of the amplitude of the driving force in the limit where it is small.

Fluctuation theorem for constrained equilibrium systems

We discuss the fluctuation properties of equilibrium chaotic systems with constraints such as isokinetic and Nosé-Hoover thermostats. Although the dynamics of these systems does not typically preserve phase-space volumes, the average phase-space contraction rate vanishes, so that the stationary states are smooth. Nevertheless, finite-time averages of the phase-space contraction rate have nontrivial fluctuations which we show satisfy a simple version of the Gallavotti-Cohen fluctuation theorem, complementary to the usual fluctuation theorem for nonequilibrium stationary states and appropriate to constrained equilibrium states. Moreover, we show that these fluctuations are distributed according to a Gaussian curve for long enough times. Three different systems are considered here: namely, (i) a fluid composed of particles interacting with Lennard-Jones potentials, (ii) a harmonic oscillator with Nosé-Hoover thermostatting, and (iii) a simple hyperbolic two-dimensional map.

Application of the Gallavotti-Cohen fluctuation relation to thermostated steady states near equilibrium

The fluctuation relation of the Gallavotti-Cohen fluctuation theorem (GCFT) concerns fluctuations in the phase-space compression rate of dissipative, reversible dynamical systems. It has been proven for Anosov systems, but it is expected to apply more generally. This raises the question of which non-Anosov systems satisfy the fluctuation relation. We analyze time-dependent fluctuations in the phase space compression rate of a class of N-particle systems that are at equilibrium or in near equilibrium steady states. This class does not include Anosov systems or isoenergetic systems; however, it includes most steady-state systems considered in molecular-dynamics simulations of realistic systems. We argue that the fluctuations of the phase-space compression rate of these systems at or near equilibrium do not satisfy the fluctuation relation of the GCFT, although the discrepancies become somewhat smaller as the systems move further from equilibrium. In contrast, similar fluctuation relations for an appropriately defined dissipation function appear to hold both near and far from equilibrium.

Relation between two proposed fluctuation theorems

Recently van Zon and Cohen [1–3] proposed an extension of the fluctuation theorems (FTs) of Evans and Searles [4]. For dissipative nonequilibrium systems, Cohen and van Zon studied the fluctuations of the heat absorbed Q t , over a period of time t, by a surrounding thermostat. They showed theoretically that for thermostatted systems their extension does not exhibit the standard form expected for FTs and Pr In the present paper we show that for thermostatted nonequilibrium steady states modelled by Langevin dynamics, the heat function βQ t is in fact identical to the time integral of the phase space compression factor which appears in the Gallavotti–Cohen fluctuation theorem (GCFT). Thus the work of van Zon and Cohen confirms at least for Langevin systems, that the GCFT does not apply to thermostatted steady states.