Extension of the fluctuation-dissipation theorem to non-equilibrium systems

The fluctuation-dissipation theorem is generalized to the case of nonequilibrium (albeit in a stable steady state) systems. The relationship between the correlation function of the current fluctuations and the average energy absorbed by the system as a consequence of dissipation is used. For a nonequilibrium classical system, the responce function is connected with the correlation function in which the averaging is over the derivative of the energy distribution function. Using the spectrum of the electromagnetic fluctuations, inverting the fluctuation-dissipation relation one can find the permittivity of the medium.     

Nonlinear fluctuation-dissipation relations and stochastic models in nonequilibrium thermodynamics: II. Kinetic potential and variational principles for nonlinear irreversible processes

On the basis of a complete system of fluctuation-dissipation relations, considered in the first part of this series, a variational principle for nonlinear irreversible processes is derived. According to this principle the virtual entropy production functional (analogous to the action in mechanics) has an absolute minimum meaning on the real trajectory of a system. The universal structure of the “kinetic potential” and the “lagrangian” of a system, each contain complete information about fluctuations of macrovariables. The connection of the lagrangian with the markovian kinetic operator of macrovariables is stated. Fundamental properties of dissipative potentials, reflecting microscopic reversibility, are considered. The derived variational principle can be applied to closed systems (the steady state of which is equilibrium) as well as to open ones (when external dynamic forces cause entropy flux through the system and put it into a steady non-equilibrium state). Canonical transformations of macrovariables are considered.     

Microdynamics and nonlinear stochastic processes of gross variables

Starting from classical Hamiltonian mechanics, we derive for the dynamics of gross variables in nonequilibrium systems exact nonlinear generalized Fokker-Planck and Langevin equations in which the effect of the initial preparation is taken into account explicitly. This latter concept allows for the construction of a uniquely determined projection operator. The memory functions occurring in the Langevin equations are related to the random forces by a fluctuation-dissipation theorem of the second kind. We discuss the connection with the generalized Fokker-Planck equation. The known results for equilibrium fluctuations are recovered as a special case.Supported in part by the National Science Foundation, Grant CHE78-21460.     

Nonequilibrium Thermodynamics of the First and Second Kind: Averages and Fluctuations

We elaborate and compare two approaches to nonequilibrium thermodynamics, the two-generator bracket formulation of time-evolution equations for averages and the macroscopic fluctuation theory, for a purely dissipative isothermal driven diffusive system under steady state conditions. The fluctuation dissipation relations of both approaches play an important role for a detailed comparison. The nonequilibrium Helmholtz free energies introduced in these two approaches differ as a result of boundary conditions. A Fokker-Planck equation derived by projection operator techniques properly reproduces long range fluctuations in nonequilibrium steady states and offers the most promising possibility to describe the physically relevant fluctuations around macroscopic averages for time-dependent nonequilibrium systems.     

非平衡涨落问题的微观唯象分析理论(Ⅰ)——一种新的广义不可逆热力学理论与热涨落中涨落—耗散表示式的非平衡修正

本文给出非平衡涨落问题的微观唯象分析理论——非平衡涨落的统计学描述理论。该理论的基础是广义非平衡熵与描述涨落几率的爱因斯坦表示式的推广。通过计算求得刚体热传导中比能与热通量的非平衡涨落的二阶矩。导出对热涨落的通用涨落-耗散表示式的非平衡修正,同时发现该修正相当于固体电介质中的光子热输运与金属中电子热输运的数值修正。     

On the theory of fluctuations around non-equilibrium steady states: A generalized time-convolutionless projector formalism

A new method of finding nonlinear Langevin type equations of motion for relevant macrovariables and the corresponding master equation for systems far from thermal equilibrium is presented by generalizing the time-convolutionless formalism proposed previously for equilibrium hamiltoian systems by Tokuyama and Mori. The Langevin type equation consists of a fluctuating force, and the nonlinear drift coefficients which are always identical to those of the master equation. A simple formula which relates the drift coefficients to the time correlation of the fluctuating forces is derived. This is a generalization of the fluctuation-dissipation theorem of the second kind in equilibrium systems and is valid not only for transport phenomena due to internal fluctuations but also for transport phenomena due to externally-driven fluctuations. A new cumulant expansion of the master equation is also obtained. The conditions under which a Langevin and a Fokker-Planck equation of a generalized type for non-equilibrium open systems can be derived are clarified.The theory is illustrated by studying hydrodynamic fluctuations near the Rayleigh-Bénard instability. The effects of two kinds of fluctuations, internal fluctuations of irrelevant macrovariables and external (thermal) noises, on the convective instability are investigated. A stochastic Ginzburg-Landau type equation for the order parameter and the corresponding nonlinear Fokker-Planck equation are derived.     

Plasma response functions,fluctuation-dissipation relations and the velocity-average-approximation

We derive and list relationships for quadratic and cubic static response functions and connect them with three- and four-point functions through generalized fluctuation-dissipation relations. We also introduce the useful concept of “response function of the second kind.” to describe the reponse of a system through the perturbation of its two-point functions. Next, we point out that the VAA (velocity-average-approximation) introduced earlier as a part of a dynamical approximation scheme for strongly coupled one-component plasmas is exact in the static limit. This observation, combined with the fluctuation-dissipation relations, allows one to derive a hierarchy of equations for response functions of increasing nonlinearity, which is equivalent to the BGY hierarchy for particle distribution functions.     

Probing the fluctuation-dissipation theorem in a Perrin-like experiment

In this Letter, we present a new experimental approach to investigate the effective temperature concept as a generalization of the fluctuation-dissipation theorem (FDT) for nonequilibrium systems. Simultaneous measurements of diffusion coefficient and sedimentation velocity of heavy colloids, embedded in a Laponite clay suspension, are performed with a fluorescence-recovery-based setup. This nonperturbative dual measurement, performed at a single time in a single sample, allows for a direct application of the FDT to the tracer velocity observable. It thus provides a well-defined derivation of the effective temperature in this ageing colloidal gel. For a wide range of concentrations and ageing times, we report no violation of the FDT, with effective temperature agreeing with bath temperature. This result is consistent with recent theoretical predictions on the coupling between the velocity observable and nonequilibrium gels dynamics.     

Fokker-Planck equation approach to fluctuations about nonequilibrium steady states

We examine the properties of steady states in systems which interact at the boundary with a nonequilibrium environment. The examination is based on a nonlinear Fokker-Planck equation, the structure of which is determined by the fact that it also governs the time evolution of the equilibrium fluctuations of the system. The nonlinearities in the Fokker-Planck equation may have two origins: thermodynamic nonlinearities which arise if the thermodynamic potential is not a bilinear function of the state variables, and nonlinear mode coupling which arises if the transport coefficients depend on the state. While these nonlinearities have only a small effect on the equilibrium fluctuations of a system away from critical points, they are shown to be important for the determination of fluctuations about nonequilibrium steady states. In particular the state dependence of the transport coefficients may lead to deviations from local equilibrium and to a breakdown of detail balance. An explicit formula for the time correlations of fluctuations about the nonequilibrium steady state is obtained. The formula leads to long-range correlations in fluids in the presence of a temperature gradient. The result is compared with earlier approaches to the same problem. Finally, we study the linear response to external forces and obtain a generalization of the fluctuation-dissipation formula relating the response functions with the nonequilibrium correlation functions.     

On the fluctuation-dissipation theorem in a disordered nonequilibrium system

We present a modified perturbational calculation for a model with quenched disorder in nonequilibrium. A systematic way is proposed to obtain corrections to the usual fluctuation-dissipation theorem.     

Nonlinear transport and dynamics of fluctuations

The time evolution of the macroscopic variables of a system initially in a state far from thermal equilibrium is studied from a statistical mechanical point of view. Exact nonlinear transport equations for the mean values and linear nonstationary Langevin equations for the fluctuations around the mean path are derived. Connections between the dynamics of fluctuations and the transport equations are discussed. The Langevin random forces depend on the macroscopic state and they are related to the transport kernels by a fluctuation-dissipation formula.     

Calculation of the fluctuation-dissipation ratio for the nonequilibrium critical behavior of disordered systems

The values of a new universal parameter characterizing a nonequilibrium critical behavior, namely, the fluctuation-dissipation ratio specifying a fundamental relation between the dynamic response function and the correlation function, are calculated for the disordered three-dimensional Ising model. The analysis of the two-time dependence for autocorrelation functions and the ac susceptibility for the systems with spin densities p = 1.0, 0.8, and 0.6 shows the aging effects characterized by the anomalous slowing of relaxation in the system with the growth of the waiting time and the violation of the fluctuation-dissipation theorem. To improve the accuracy of the ac susceptibility calculations, the “thermal bath” technique has been used without introducing the applied magnetic field in the simulation. It has been shown that the structural defects lead to the pronounced enhancement of the aging effects.     

Derivation of the linear and nonlinear non-Markov fluctuation-dissipation relations of the first kind for a dynamical model

A dynamical system consisting of a subsystem having the variablesz=(q,p) and of another dynamical system (thermostat) is considered in the nonquantum case. Using a dynamical equation, it is shown that the linear and quadratic non-Markov fluctuation-dissipation relations (FDRs) of the first kind are valid in the first nonvanishing approximation in interaction constants. Applying these FDRs, one can determine the statistical properties of the fluctuations when the form of the nonlinear phenomenological equation is known. The non-Markov FDRs of the first kind are the direct generalization (to the inertial case) of the Markov FDRs that are the consequence of detailed balance.     

The fluctuation-dissipation theorem for contracted descriptions of Markov processes

It is shown that if the Onsager-Casimir relations and the fluctuationdissipation theorem are valid for a stationary, Gaussian, Markov process in anN-dimensional space, then these relations are valid when the process is projected into a subspace of the original space. Both time-reversal-even and time-reversal-odd variables are allowed. Previous derivations of the fluctuation-dissipation theorem for Brownian motion from fluctuating hydrodynamics are special cases of the present result. For the Brownian motion problem, the fluctuation-dissipation theorem is proven for the case of a compressible, thermally conducting fluid with a nonlocal equation of state. Arbitrary slip boundary conditions are considered as well.     

Kirchhoff-Planck law for freely radiating bodies and fluctuation-dissipation theorem

The interrelation between the Kirchhoff-Planck law (KPL) and the fluctuation-dissipation theorem (FDT) is discussed. It is known that the KPL is valid for freely radiating atoms if (i) the occupation probability of the atomic levels is the Boltzmann equilibrium probability and if (ii) the induced emission is treated as negative absorption. It is shown that the assumption (ii) is also inherent in the definition of the generalized susceptability. The susceptability is directly connected with the corresponding correlation function (FDT). It is proofed that the attached dipole fluctuation spectrum in its normally ordered form and the classical Maxwell equations reproduce the KPL. This result serves as the guideline for the extension of this procedure to macroscopic systems (susceptability ε (ω)). The theory can be used to describe radiative heat transfer in inhomogeneous systems. The validity of this macroscopic theory implies the same assumptions as the validity of the KPL for freely radiating atoms. The freely radiating dielectric half-space is treated as a simple example.     

On the Physical Origin of Long-Ranged Fluctuations in Fluids in Thermal Nonequilibrium States

Thermodynamic fluctuations in systems that are in nonequilibrium steady states are always spatially long ranged, in contrast to fluctuations in thermodynamic equilibrium. In the present paper we consider a fluid subjected to a stationary temperature gradient. Two different physical mechanisms have been identified by which the temperature gradient causes long-ranged fluctuations. One cause is the presence of couplings between fluctuating fields. Secondly, spatial variation of the strength of random forces, resulting from the local version of the fluctuation-dissipation theorem, has also been shown to generate long-ranged fluctuations. We evaluate the contributions to the long-ranged temperature fluctuations due to both mechanisms. While the inhomogeneously correlated Langevin noise does lead to long-ranged fluctuations, in practice, they turn out to be negligible as compared to nonequilibrium temperature fluctuations resulting from the coupling between temperature and velocity fluctuations.     

Monte Carlo investigations of the influence of structural defects on aging effects and the violation of the fluctuation-dissipation theorem for a nonequilibrium critical behavior in the three-dimensional Ising model

The specific features of a nonequilibrium critical behavior in the three-dimensional structurally disordered Ising model have been studied numerically by the Monte Carlo method. An analysis of the two-time dependence of the autocorrelation function and the dynamic susceptibility for systems with spin concentrations p = 0.8 and 0.6 has revealed the aging effects, which are characterized by a slowing down of the relaxation of the system with an increase in the waiting time, and the violation of the fluctuation-dissipation theorem. The values of the universal limit of fluctuation-dissipation ratio for the considered systems have been obtained using the Monte Carlo method. It has been shown that the presence of structural defects in the system leads to an enhancement of the aging effects and to an increase of the values of the limit of fluctuation-dissipation ratio.     

Observable dependence of fluctuation-dissipation relations and effective temperatures

We study the nonequilibrium fluctuation-dissipation theorem (FDT) in the glass phase of Bouchaud's trap model. We incorporate an arbitrary observable m and obtain its correlation and response functions in closed form. A limiting nonequilibrium FDT plot is approached at long times for most choices of m. In contrast to standard mean field models, however, the shape of the plot depends nontrivially on the observable, and its slope varies continuously even though there is a single scaling of relaxation times with age. Nonequilibrium FDT plots can therefore not be used to define a meaningful effective temperature T(eff) in this model. Consequences for the wider applicability of an FDT-derived T(eff) are discussed.     

A stochastic approach to the kinetic theory of gases

A theory of fluctuations in non-equilibrium diluted gases is presented. The velocity distribution function is treated as a stochastic variable and a master equation for its probability is derived. This evolution equation is based on two processes: binary hard sphere collisions and free flow. A mean-field approximation leads to a non-linear master equation containing explicitly a parameter which represents the spatial correlation length of the fluctuations. An infinite hierarchy of equations for the successive moments is found. If the correlation length is sufficiently short a truncation after the first equation is possible and this leads to the Boltzmann kinetic equation. The associated probability distribution is Poissonian. As to the fluctuation of the macroscopic quantities, an approximation scheme permits to recover the Langevin approach of fluctuating hydrodynamics near equilibrium and its fluctuation-dissipation relations.