On the Fluctuation Relation for Nosé-Hoover Boundary Thermostated Systems

We discuss the transient and steady state fluctuation relation for a mechanical system in contact with two deterministic thermostats at different temperatures. The system is a modified Lorentz gas in which the fixed scatterers exchange energy with the gas of particles, and the thermostats are modelled by two Nosé-Hoover thermostats applied at the boundaries of the system. The transient fluctuation relation, which holds only for a precise choice of the initial ensemble, is verified at all times, as expected. Times longer than the mesoscopic scale, needed for local equilibrium to be settled, are required if a different initial ensemble is considered. This shows how the transient fluctuation relation asymptotically leads to the steady state relation when, as explicitly checked in our systems, the condition found in (D.J. Searles, et al., J. Stat. Phys. 128:1337, 2007), for the validity of the steady state fluctuation relation, is verified. For the steady state fluctuations of the phase space contraction rate Λ and of the dissipation function Ω, a similar relaxation regime at shorter averaging times is found. The quantity Ω satisfies with good accuracy the fluctuation relation for times larger than the mesoscopic time scale; the quantity Λ appears to begin a monotonic convergence after such times. This is consistent with the fact that Ω and Λ differ by a total time derivative, and that the tails of the probability distribution function of Λ are Gaussian.     

Statistics of power injection in a plate set into chaotic vibration

A vibrating plate is set into a chaotic state of wave turbulence by either a periodic or a random local forcing. Correlations between the forcing and the local velocity response of the plate at the forcing point are studied. Statistical models with fairly good agreement with the experiments are proposed for each forcing. Both distributions of injected power have a logarithmic cusp for zero power, while the tails are Gaussian for the periodic driving and exponential for the random one. The distributions of injected work over long time intervals are investigated in the framework of the fluctuation theorem, also known as the Gallavotti-Cohen theorem. It appears that the conclusions of the theorem are verified only for the periodic, deterministic forcing. Using independent estimates of the phase space contraction, this result is discussed in the light of available theoretical framework.     

Equivalence of Non-equilibrium Ensembles and Representation of Friction in Turbulent Flows: The Lorenz 96 Model

We construct different equivalent non-equilibrium statistical ensembles in a simple yet instructive \(N\) -degrees of freedom model of atmospheric turbulence, introduced by Lorenz in 1996. The vector field can be decomposed into an energy-conserving, time-reversible part, plus a non-time reversible part, including forcing and dissipation. We construct a modified version of the model where viscosity varies with time, in such a way that energy is conserved, and the resulting dynamics is fully time-reversible. For each value of the forcing, the statistical properties of the irreversible and reversible model are in excellent agreement, if in the latter the energy is kept constant at a value equal to the time-average realized with the irreversible model. In particular, the average contraction rate of the phase space of the time-reversible model agrees with that of the irreversible model, where instead it is constant by construction. We also show that the phase space contraction rate obeys the fluctuation relation, and we relate its finite time corrections to the characteristic time scales of the system. A local version of the fluctuation relation is explored and successfully checked. The equivalence between the two non-equilibrium ensembles extends to dynamical properties such as the Lyapunov exponents, which are shown to obey to a good degree of approximation a pairing rule. These results have relevance in motivating the importance of the chaotic hypothesis. in explaining that we have the freedom to model non-equilibrium systems using different but equivalent approaches, and, in particular, that using a model of a fluid where viscosity is kept constant is just one option, and not necessarily the only option, for describing accurately its statistical and dynamical properties.     

Irreversibility time scale

Entropy creation rate is introduced for a system interacting with thermostats (i.e., for a system subject to internal conservative forces interacting with "external" thermostats via conservative forces) and a fluctuation theorem for it is proved. As an application, a time scale is introduced, to be interpreted as the time over which irreversibility becomes manifest in a process leading from an initial to a final stationary state of a mechanical system in a general nonequilibrium context. The time scale is evaluated in a few examples, including the classical Joule-Thompson process (gas expansion in a vacuum).     

A Possible Generalized Form of Jarzynski Equality

The crucial condition in the derivation of the Jarzynski equality (JE) from the fluctuation theorem is that the time integral of the phase space contraction factor can be exactly expressed as the entropy production resulting from the heat absorbed by the system from the thermal bath. For the system violating this condition, a more general form of JE may exist. This existence is verified by three Gedanken experiments and numerical simulations, and may be confirmed by the real experiment in the nanoscale.     

A Possible Generalized Form of Jarzynski Equality

The crucial condition in the derivation of the Jarzynski equality （JE） from the fluctuation theorem is that the time integral of the phase space contraction factor can be exactly expressed as the entropy production resulting from the heat absorbed by the system from the thermal bath. For the system violating this condition, a more general form of JE may exist. This existence is verified by three Gedanken experiments and numerical simulations, and may be confirmed by the real experiment in the nanoscale.     

On the Second Fluctuation–Dissipation Theorem for Nonequilibrium Baths

Baths produce friction and random forcing on particles suspended in them. The relation between noise and friction in (generalized) Langevin equations is usually referred to as the second fluctuation–dissipation theorem. We show what is the proper nonequilibrium extension, to be applied when the environment is itself active and driven. In particular we determine the effective Langevin dynamics of a probe from integrating out a steady nonequilibrium environment. The friction kernel picks up a frenetic contribution, i.e., involving the environment’s dynamical activity, responsible for the breaking of the standard Einstein relation.     

Linear response theory in stochastic many-body systems revisited

The Green–Kubo relation, the Einstein relation, and the fluctuation–response relation are representative universal relations among measurable quantities that are valid in the linear response regime. We provide pedagogical proofs of these universal relations for stochastic many-body systems. Through these simple proofs, we characterize the three relations as follows. The Green–Kubo relation is a direct result of the local detailed balance condition, the fluctuation–response relation represents the dynamic extension of both the Green–Kubo relation and the fluctuation relation in equilibrium statistical mechanics, and the Einstein relation can be understood by considering thermodynamics. We also clarify the interrelationships among the universal relations.     

Velocity Autocorrelation Functions and Diffusion Coefficient of Dusty Component in Complex Plasmas

The velocity autocorrelation functions of dust particles were calculated by the Langevin dynamics. It was indicated that their oscillations decay more rapidly with increase in the friction parameters. The dependencies of the dust particles diffusion coefficient on the friction coefficient at the different values of various parameters were obtained by the Green‐Kubo relation and mean square displacements. The validity of the Einstein relation at small values of coupling parameter was shown (© 2011 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

On the topological explanation of the integer quantum hall effect

We investigate the static and dynamic Kubo Hall conductivity of a non-interacting electron system in a random potential on a torus. Considering the universal covering space of the torus the Bloch theorem is applied for rational values of the filling factor. The localisation is simulated by the assumption of bound states. The Hall conductivity at zero temperatur is shown to be topologically quantized, if the Fermi energy lies in a spectral gap or in a localisation regime. The relation to previous formulations of the topological approach to the integer quantum Hall effect (QHE) is discussed.     

Theoretical and experimental investigation on enhanced thermal behaviour in chunk-shaped nano ZnO

Thermal properties of chunk-shaped ZnO nanostructures are studied for diffusivity, conductivity, and effusivity by photoacoustics (PA) and simulation methods. Thermal conductivity of nano ZnO was determined from simulation in the temperature range of 100–1000 K. Thermal conductivity of ZnO nanostructures at room temperature is approximately 52 and 128 times lower than that of bulk ZnO for PA and simulation, respectively. For simulation, Tersoff potential is used for the interatomic interaction. The velocity autocorrelation function and Green–Kubo relation are used to compute the thermal conductivity.     

等离子体重整化准线性理论中的渐近传播函数与色散关系

本文引入了系统中六维相空间的表象理论。利用这一理论分析了Misguich-Balescu所给出的单位子渐近传播算子和Dupree的平均格林函数之间的关系,发现在平稳过程中两者是一致的。从而解决了MB所给出非线性色散关系中共振函数的发散困难。指出产生发散困难的原因在于M-B在子动力学中引入的涨落产生算子的概念对多重时间尺度的摄动理论是不适用的。 关键词：     

A Gallavotti–Cohen-Type Symmetry in the Large Deviation Functional for Stochastic Dynamics

We extend the work of Kurchan on the Gallavotti–Cohen fluctuation theorem, which yields a symmetry property of the large deviation function, to general Markov processes. These include jump processes describing the evolution of stochastic lattice gases driven in the bulk or through particle reservoirs, general diffusive processes in physical and/or velocity space, as well as Hamiltonian systems with stochastic boundary conditions. For dynamics satisfying local detailed balance we establish a link between the average of the action functional in the fluctuation theorem and the macroscopic entropy production. This gives, in the linear regime, an alternative derivation of the Green–Kubo formula and the Onsager reciprocity relations. In the nonlinear regime consequences of the new symmetry are harder to come by and the large deviation functional difficult to compute. For the asymmetric simple exclusion process the latter is determined explicitly using the Bethe ansatz in the limit of large N.     

Derivation of the Onsager principle from large deviation theory

The Onsager linear relations between macroscopic flows and thermodynamics forces are derived from the point of view of large deviation theory. For a given set of macroscopic variables, we consider the short-time evolution of near-equilibrium fluctuations, represented as the limit of finite-size conditional expectations. The resulting asymptotic conditional expectation is taken to represent the typical macrostate of the system and is used in place of the usual time-averaged macrostate of traditional approaches. By expanding in the short-time, near-equilibrium limit and equating the large deviation rate function with the thermodynamic entropy, a linear relation is obtained between the time rate of change of the macrostate and the conjugate initial macrostate. A Green–Kubo formula for the Onsager matrix is derived and shown to be positive semi-definite, while the Onsager reciprocity relations readily follow from time reversal invariance. Although the initial tendency of a macroscopic variable is to evolve towards equilibrium, we find that this evolution need not be monotonic. The example of an ideal Knundsen gas is considered as an illustration.     

The Steady State Fluctuation Relation for the Dissipation Function

We give a proof of transient fluctuation relations for the entropy production (dissipation function) in nonequilibrium systems, which is valid for most time reversible dynamics. We then consider the conditions under which a transient fluctuation relation yields a steady state fluctuation relation for driven nonequilibrium systems whose transients relax, producing a unique nonequilibrium steady state. Although the necessary and sufficient conditions for the production of a unique nonequilibrium steady state are unknown, if such a steady state exists, the generation of the steady state fluctuation relation from the transient relation is shown to be very general. It is essentially a consequence of time reversibility and of a form of decay of correlations in the dissipation, which is needed also for, e.g., the existence of transport coefficients. Because of this generality the resulting steady state fluctuation relation has the same degree of robustness as do equilibrium thermodynamic equalities. The steady state fluctuation relation for the dissipation stands in contrast with the one for the phase space compression factor, whose convergence is problematic, for systems close to equilibrium. We examine some model dynamics that have been considered previously, and show how they are described in the context of this work.     

(Global and local) fluctuations of phase space contraction in deterministic stationary nonequilibrium

We studied numerically the validity of the fluctuation relation introduced in Evans et al. [Phys. Rev. Lett. 71, 2401-2404 (1993)] and proved under suitable conditions by Gallavotti and Cohen [J. Stat. Phys. 80, 931-970 (1995)] for a two-dimensional system of particles maintained in a steady shear flow by Maxwell demon boundary conditions [Chernov and Lebowitz, J. Stat. Phys. 86, 953-990 (1997)]. The theorem was found to hold if one considers the total phase space contraction sigma occurring at collisions with both walls: sigma=sigma( upward arrow )+sigma( downward arrow ). An attempt to extend it to more local quantities sigma( upward arrow ) and sigma( downward arrow ), corresponding to the collisions with the top or bottom wall only, gave negative results. The time decay of the correlations in sigma( upward arrow, downward arrow ) was very slow compared to that of sigma. (c) 1998 American Institute of Physics.     

The fluctuation–dissipation theorem

A system in equilibrium will in general exhibit microscopic fluctuations about the equilibrium state. The fluctuation–dissipation theorem relates the spectrum of these fluctuations to a solution of the macroscopic equation describing the approach to equilibrium from a non-equilibrium state. The aim here is to show exactly what the theorem is and how it is to be used. An account of the quantum version of the theorem is given in three parts, depending on the solution of the macroscopic equation used to express the fluctuations: the relaxation function, the response function or the Green function for continuous systems. Each part is illustrated with an example: charge fluctuations in an RLC circuit for the first two and electric field fluctuations in vacuum for the last.     

Lyapunov spectra and nonequilibrium ensembles equivalence in 2D fluid mechanics

We perform numerical experiments to study the Lyapunov spectra of dynamical systems associated with the Navier–Stokes (NS) equation in two spatial dimensions truncated over the Fourier basis. Recently new equations, called GNS equations, have been introduced and conjectured to be equivalent to the NS equations at large Reynolds numbers. The Lyapunov spectra of the NS and of the corresponding GNS systems overlap, adding evidence in favor of the conjectured equivalence already studied and partially extended in previous papers. We make use of the Lyapunov spectra to study a fluctuation relation which had been proposed to extend the “fluctuation theorem” to strongly dissipative systems. Preliminary results towards the formulation of a local version of the fluctuation formula are also presented.     

Dynamic behavior of a freely-propagating turbulent premixed flame under global stretch-rate oscillations

Dynamic features of a freely propagating turbulent premixed flame under global stretch rate oscillations were investigated by utilizing a jet-type low-swirl burner equipped with a high-speed valve on the swirl jet line. The bulk flow velocity, equivalence ratio and the nominal mean swirl number were 5 m/s, 0.80 and 1.23, respectively. Seven velocity forcing amplitudes, from 0.09 to 0.55, were examined with a single forcing frequency of 50 Hz. Three kinds of optical measurements, OH-PLIF, OH^* chemiluminescence and PIV, were conducted. All the data were measured or post-processed in a phase-locked manner to obtain phase-resolved information. The global transverse stretch rate showed in-phase oscillations centering around 60 (1/s). The oscillation amplitude of the stretch rate grew with the increment of the forcing amplitude. The turbulent flame structure in the core flow region varied largely in axial direction in response to the flowfield oscillations. The flame brush thickness and the flame surface area oscillated with a phase shift to the stretch rate oscillations. These two properties showed a maximum and minimum values in the increasing and decreasing stretch periods, respectively, for all the forcing amplitudes. Despite large variations in flame brush thickness at different phase angles, the normalized profiles collapse onto a consistent curve. This suggests that the self-similarity sustains in this dynamic flame. The global OH^* fluctuation response (i.e. response of global heat-release rate fluctuation) showed a linear dependency to the forcing velocity oscillation amplitudes. The flame surface area fluctuation response showed a linear tendency as well with a slope similar to that of the global OH^* fluctuation. This indicated that the flame surface area variations play a critical role in the global flame response.     

Hamiltonian Feynman-Kac and Feynman Formulae for Dynamics of Particles with Position-Dependent Mass

A Feynman formula is a representation of the semigroup, generated by an initial-boundary value problem for some evolutionary equation, by a limit of integrals over Cartesian powers of some space E, the integrands being some elementary functions. The multiple integrals in Feynman formulae approximate integrals with respect to some measures or pseudomeasures on sets of functions which take values in E and are defined on a real interval. Hence Feynman formulae can be used both to calculate explicitly solutions for such problems, to get some representations for these solutions by integrals over functions taking values in E (such representations are called Feynman-Kac formulae), to get approximations for transition probability of some diffusion processes and transition amplitudes for quantum dynamics and to get computer simulations for some stochastic and quantum dynamics. The Feynman formula is called a Hamiltonian Feynman formula if the space, Cartesian products of which are used, is the phase space of a classical Hamiltonian system; the corresponding Feynman-Kac formula is called a Hamiltonian Feynman-Kac formula. In the latter formula one integrates over functions taking values in the same phase space. In a similar way one can define Lagrangian Feynman formulae and Lagrangian Feynman-Kac formulae substituting the phase space by the configuration space.