Nonequilibrium free-energy relations for thermal changes

The Jarzynski equality and the Crooks fluctuation theorem enable the calculation of the change in a system's free energy from nonequilibrium path integrals. These relations consider processes where the system is driven out of equilibrium by a mechanical external agent while remaining in contact with a thermal reservoir at a fixed temperature. We generalize these relations to describe processes driven by any type of external agent, be it thermal or mechanical. Attention is given to the case of a system, initially in equilibrium, that is driven through a temperature change by a heat reservoir. The results are cast in a form applicable to experiments.     

Thermal response in driven diffusive systems

Evaluating the linear response of a driven system to a change in environment temperature(s) is essential for understanding thermal properties of nonequilibrium systems. The system is kept in weak contact with possibly different fast relaxing mechanical, chemical or thermal equilibrium reservoirs. Modifying one of the temperatures creates both entropy fluxes and changes in dynamical activity. That is not unlike mechanical response of nonequilibrium systems but the extra difficulty for perturbation theory via path-integration is that for a Langevin dynamics temperature also affects the noise amplitude and not only the drift part. Using a discrete-time mesh adapted to the numerical integration one avoids that ultraviolet problem and we arrive at a fluctuation expression for its thermal susceptibility. The algorithm appears stable under taking even finer resolution.     

Nonlinear Dynamics and Fluctuations of Dissipative Toda Chains

The dynamics of a ring of masses including dissipative forces (passive or active friction) and Toda interactions between the masses is investigated. The characteristic attractor structure and the influence of noise by coupling to a heat bath are studied. The system may be driven from the thermodynamic equilibrium to far from equilibrium states by including negative friction. We show, that over-critical pumping with free energy may lead to a partition of the phase space into attractor regions corresponding to several types of collective motions including uniform rotations, one- and multiple soliton-like excitations and relative oscillations. The distribution functions in the phase space and the correlation functions of the forces and the spectra of nonlinear excitations are calculated. We show that a finite-size Toda ring with weak thermal coupling develops at intermediate temperatures a broadband colored noise spectrum with an 1/f tail at low frequencies.     

Effective long-time phase dynamics of limit-cycle oscillators driven by weak colored noise

An effective white-noise Langevin equation is derived that describes long-time phase dynamics of a limit-cycle oscillator driven by weak stationary colored noise. Effective drift and diffusion coefficients are given in terms of the phase sensitivity of the oscillator and the correlation function of the noise, and are explicitly calculated for oscillators with sinusoidal phase sensitivity functions driven by two typical colored Gaussian processes. The results are verified by numerical simulations using several types of stochastic or chaotic noise. The drift and diffusion coefficients of oscillators driven by chaotic noise exhibit anomalous dependence on the oscillator frequency, reflecting the peculiar power spectrum of the chaotic noise.     

Monotonic return to steady nonequilibrium

We propose and analyze a new candidate Lyapunov function for relaxation towards general nonequilibrium steady states. The proposed functional is obtained from the large time asymptotics of time-symmetric fluctuations. For driven Markov jump or diffusion processes it measures an excess in dynamical activity rates. We present numerical evidence and we report on a rigorous argument for its monotonic time dependence close to the steady nonequilibrium or in general after a long enough time. This is in contrast with the behavior of approximate Lyapunov functions based on entropy production that when driven far from equilibrium often keep exhibiting temporal oscillations even close to stationarity.     

Analog simulation of a simple system with state-dependent diffusion

We have constructed an electronic simulator of a simple bistable system driven by noise, whose intensity is determined by the instantaneous value of the coordinate. We observe that the most probable state of the system can be reversed by altering the noise intensity only in the neighborhood of the barrier, an effect pointed out by Landauer many years ago in the context of discussions on entropy-related stability criteria for nonequilibrium systems. We compare detailed measurements on the system with the recent white noise calculations of Landauer and van Kampen. The system also has interesting possibilities for tests of contemporary colored noise theory which we illustrate with an example.     

Adaptive Sampling of Large Deviations

We introduce and test an algorithm that adaptively estimates large deviation functions characterizing the fluctuations of additive functionals of Markov processes in the long-time limit. These functions play an important role for predicting the probability and pathways of rare events in stochastic processes, as well as for understanding the physics of nonequilibrium systems driven in steady states by external forces and reservoirs. The algorithm uses methods from risk-sensitive and feedback control to estimate from a single trajectory a new process, called the driven process, known to be efficient for importance sampling. Its advantages compared to other simulation techniques, such as splitting or cloning, are discussed and illustrated with simple equilibrium and nonequilibrium diffusion models.     

Nonequilibrium quantum meson gas: Dimensional reduction

A nonequilibrium quantum gas of interacting relativistic effective mesons, ressembling qualitatively those produced in a heavy-ion collision, is described by a scalar quantum field in (1 + 3) -dimensional Minkowski space. For high temperature and large temporal and spatial scales, we justify that classical statistical mechanics including quantum renormalization effects describe approximately the gas: nonequilibrium dimensional reduction (NEDR). As a source of hints, we treat the gas at equilibrium in real-time formalism and obtain simplifications for high temperature and large spatial scales, thereby extending a useful equilibrium dimensional reduction known for the imaginary-time formalism. By assumption, the nonequilibrium initial state of the gas, not far from thermal equilibrium, includes interactions and inhomogeneities. We use nonequilibrium real-time generating functionals and correlators at nonzero temperature. In the NEDR regime, our arguments yield: 1) renormalized correlators simplify, 2) the perturbative series for those simplified correlators can be resummed into a new nonequilibrium generating functional, Z’ _{r, dr} , which is super-renormalizable and includes renormalization effects (large position-dependent thermal self-energies and effective couplings). Z’ _{r, dr} could enable to study nonperturbatively changes in the phase structures of the field, by proceeding from the nonequilibrium quantum regime to the NEDR one.     

Efficiency bounds for nonequilibrium heat engines

We analyze the efficiency of thermal engines (either quantum or classical) working with a single heat reservoir like an atmosphere. The engine first gets an energy intake, which can be done in an arbitrary nonequilibrium way e.g. combustion of fuel. Then the engine performs the work and returns to the initial state. We distinguish two general classes of engines where the working body first equilibrates within itself and then performs the work (ergodic engine) or when it performs the work before equilibrating (non-ergodic engine). We show that in both cases the second law of thermodynamics limits their efficiency. For ergodic engines we find a rigorous upper bound for the efficiency, which is strictly smaller than the equivalent Carnot efficiency. I.e. the Carnot efficiency can be never achieved in single reservoir heat engines. For non-ergodic engines the efficiency can be higher and can exceed the equilibrium Carnot bound. By extending the fundamental thermodynamic relation to nonequilibrium processes, we find a rigorous thermodynamic bound for the efficiency of both ergodic and non-ergodic engines and show that it is given by the relative entropy of the nonequilibrium and initial equilibrium distributions. These results suggest a new general strategy for designing more efficient engines. We illustrate our ideas by using simple examples.     

Effect of correlation between additive and multiplicative noises on the activation from a double well

We study the thermal activation problem of a bistable system driven by correlated additive and multiplicative noises by means of numerical simulation. We find that in the colored noise case the suppression effect of the positive correlation decreases and finally is released as the autocorrelation time tau of the colored noise grows. When tau is large enough, negative correlation becomes more suppressive than the positive correlation. Such phenomena are ascribed to the collaboration between noises as well as the memory effect of the multiplicative colored noise.     

Systems under the influence of white and colored poisson noise

We deal in this paper with systems driven by white or colored Poisson noise. For a free Brownian particle under the influence of white Poisson noise an exact generalized master equation in position space is obtained. In the Gaussian and Smoluchowski limits, known results are recovered. For a general process defined by a stochastic differential equation, with colored Poisson noise, we find an approximate generalized master equation, including first order terms in the correlation time and the first correction to the gaussianity. Under a more restrictive approximation, the stationary distribution function is given. This is used to study the phase transition in the steady state for a Verhulst model. Corrections to the gaussianity are discussed in this case.     

Thermostating by Deterministic Scattering: The Periodic Lorentz Gas

We present a novel mechanism for thermalizing a system of particles in equilibrium and nonequilibrium situations, based on specifically modeling energy transfer at the boundaries via a microscopic collision process. We apply our method to the periodic Lorentz gas, where a point particle moves diffusively through an ensemble of hard disks arranged on a triangular lattice. First, collision rules are defined for this system in thermal equilibrium. They determine the velocity of the moving particle such that the system is deterministic, time-reversible, and microcanonical. These collision rules can systematically be adapted to the case where one associates arbitrarily many degrees of freedom to the disk, which here acts as a boundary. Subsequently, the system is investigated in nonequilibrium situations by applying an external field. We show that in the limit where the disk is endowed by infinitely many degrees of freedom it acts as a thermal reservoir yielding a well-defined nonequilibrium steady state. The characteristic properties of this state, as obtained from computer simulations, are finally compared to those of the so-called Gaussian thermostated driven Lorentz gas.     

Nonequilibrium phase transitions induced by multiplicative noise: effects of self-correlation

A recently introduced lattice model, describing an extended system which exhibits a reentrant (symmetry-breaking, second-order) noise-induced nonequilibrium phase transition, is studied under the assumption that the multiplicative noise leading to the transition is colored. Within an effective Markovian approximation and a mean-field scheme it is found that when the self-correlation time tau of the noise is different from zero, the transition is also reentrant with respect to the spatial coupling D. In other words, at variance with what one expects for equilibrium phase transitions, a large enough value of D favors disorder. Moreover, except for a small region in the parameter subspace determined by the noise intensity sigma and D, an increase in tau usually prevents the formation of an ordered state. These effects are supported by numerical simulations.     

Systems Driven by Colored Poisson Noise: Unified Colored Noise Approximation

In this paper, unified colored noise approximation is extended to treat the systems driven by Poisson colored noise χ = ν(χ) + gε_cp(t). We arrive the evolution equation of the probability distribution pi(x, r) and the stationary probability distribution pt (χ, Υ). These equations are valid only if γ(χ,Υ) ≡ γ^-1/2[1 - ΥG(χ)/g(χ)] (G(χ) ≡ v'(χ)g(χ) - v(g)g'(χ)) is large enough (positive) and t >> Υ/γ(χ, Υ), but Υ is not restricted. As an application, we derive the nonlinear relaxation time (NLRT) for the processes driven by Poisson colored noise and evduate the NLRT for the approximative Ginzburg-Landon model under small Υ.     

Can colored noise improve stochastic resonance?

The phenomenon of stochastic resonance is studied in the presence of colored noise. Several sources of colored noise are introduced and the consequences for the asymptotic time-periodic probability and the (phase-averaged) power spectrum are discussed. Based on space-time symmetry considerations, selection rules for the occurrence of-spikes in the power spectrum are derived. The effect of colored noise on the amplification of small periodic signals is studied in terms of effective, time-periodic Fokker-Planck equations: In overdamped systems driven by colored noise, we find that SR is suppressed with increasing noise color. In contrast, for colored noise induced by inertia (as well as for asymmetric dichotomic noise), one obtains an enhancement of SR. This latter result is obtained by studying the Kramers equation perturbed by a small periodic force.     

Transient Properties of One-Dimensional Stochastic Processes: Unified-Colored-Noise Approximation

By virtue of the unified-colored-noise approximation the formulas of mean, variance and skewness of first-passage-time distributions (FPTD) for the systems driven by colored noise are derived. The mean and variance of FPTD of bistable system driven by colored noise are calculated. The approximation expressions of the mean, variance and skewness of FPTD for the colored cubic model of a dye laser are obtained. The role of the "color" of pump noise in the dye laser transient is analyzed.     

Colored Noise Induced Nonequilibrium Transition in a New Chemical Oscillator

The effects of colored noise on a new chemical oscillator in CSTR are studied by computer simulation. Colored noise induced nonequilibrium transitions from one limit-cycle to two and more than two limit-cycles when the correlation time and the intensity of noise are varied. Chemical chaos is also observed.