The Fluctuation Theorem as a Gibbs Property

Common ground to recent studies exploiting relations between dynamical systems and nonequilibrium statistical mechanics is, so we argue, the standard Gibbs formalism applied on the level of space-time histories. The assumptions (chaoticity principle) underlying the Gallavotti–Cohen fluctuation theorem make it possible, using symbolic dynamics, to employ the theory of one-dimensional lattice spin systems. The Kurchan and Lebowitz–Spohn analysis of this fluctuation theorem for stochastic dynamics can be restated on the level of the space-time measure which is a Gibbs measure for an interaction determined by the transition probabilities. In this note we understand the fluctuation theorem as a Gibbs property, as it follows from the very definition of Gibbs state. We give a local version of the fluctuation theorem in the Gibbsian context and we derive from this a version also for some class of spatially extended stochastic dynamics.     

Pattern selection processes and noise induced pattern-forming transitions in periodic systems with transient dynamics

We apply the phase field crystal method for nonequilibrium patterning to stochastic systems with an external source in which transient dynamics is essential. Considering a prototype model for a one-component periodic system subjected to external influence kind of irradiation we study properties of pattern selection processes and external noise induced pattern-forming transitions. These processes are examined by means of the structure function dynamics analysis. Nonequilibrium pattern-forming transitions are analyzed numerically.     

On the slow dynamics of density fluctuations near the colloidal glass transition

Slow dynamics of density fluctuations near the colloidal glass transition is discussed from a new viewpoint by numerically solving a nonlinear stochastic diffusion equation for the density fluctuations recently proposed by one of the present authors (MT). The effects of spatial heterogeneities on the dynamics of density fluctuations are then investigated in an equilibrium system. The spatial heterogeneities are generated by the nonlinear density fluctuations, while in a nonequilibrium system they are described by a nonlinear deterministic equation for the average number density. The dynamics of equilibrium density fluctuations is thus shown to be quite different from that of nonequilibrium ones, leading to a logarithmic decay followed by less distinct α- and β-relaxation processes. Received 9 March 2002 and Received in final form 19 September 2002     

Frictionless random dynamics: hydrodynamical formalism

We investigate an undamped random phase-space dynamics in deterministic external force fields (conservative and magnetic ones). By employing the hydrodynamical formalism for those stochastic processes we analyze microscopic kinetic-type “collision invariants” and their relationship to local conservation laws (moment equations) in the fully nonequilibrium context.     

Relaxation to Stationary Nonequilibrium States in Stochastic Ginzburg–Landau Models

We propose an approach to investigate properties of the time relaxation to stationary nonequilibrium states of correlation functions of stochastic Ginzburg–Landau models with noise (temperature of the reservoirs in contact with the system) changing in space. The formalism relates the stochastic expectations to correlation functions of an imaginary time field theory, and it allows us to study the nonlinear dynamics in terms of a field theory given by a perturbation of a Gaussian measure related to the (easier) linear dynamical problem. To show the usefulness of the formalism, we argue that a perturbative analysis within the integral representation is enough to give us the time relaxation rates of the correlations in some situations.     

Theoretical description of ultrafast phenomena in clusters

A theoretical study of different ultrafast nonequilibrium processes taking place during and after ultrashort excitation of clusters is presented. We discuss similarities and differences for several processes involving nonequilibrium ultrafast motion of atoms and electrons. We study ultrashort relaxation of clusters in response to excitations produced by femtosecond laser pulses of different intensities. We show how different relaxation processes, such as bond breaking, melting, fragmentation, emission of atoms, or Coulomb explosion, can be induced, depending on the laser intensity and laser pulse duration. We also discuss processes involving nonequilibrium electron dynamics, such as intraband Auger decay in clusters and ultrafast electronic motion during collisions between clusters and surfaces. We show that this electron dynamics leads to Stückelberg-like oscillations of measurable quantities, such as the electron emission yield. Received: 4 April 2000 / Accepted: 6 November 2000 / Published online: 9 February 2001     

Oscillatory nonequilibrium Nambu systems: the canonical-dissipative Yamaleev oscillator

We study the emergence of oscillatory self-sustained behavior in a nonequilibrium Nambu system that features an exchange between different kinetical and potential energy forms. To this end, we study the Yamaleev oscillator in a canonical-dissipative framework. The bifurcation diagram of the nonequilibrium Yamaleev oscillator is derived and different bifurcation routes that are leading to limit cycle dynamics and involve pitchfork and Hopf bifurcations are discussed. Finally, an analytical expression for the probability density of the stochastic nonequilibrium oscillator is derived and it is shown that the shape of the density function is consistent with the oscillator properties in the deterministic case.     

Extended Clausius Relation and Entropy for Nonequilibrium Steady States in Heat Conducting Quantum Systems

Recently, in their attempt to construct steady state thermodynamics (SST), Komatsu, Nakagawa, Sasa, and Tasaki found an extension of the Clausius relation to nonequilibrium steady states in classical stochastic processes. Here we derive a quantum mechanical version of the extended Clausius relation. We consider a small system of interest attached to large systems which play the role of heat baths. By only using the genuine quantum dynamics, we realize a heat conducting nonequilibrium steady state in the small system. We study the response of the steady state when the parameters of the system are changed abruptly, and show that the extended Clausius relation, in which “heat” is replaced by the “excess heat”, is valid when the temperature difference is small. Moreover we show that the entropy that appears in the relation is similar to von Neumann entropy but has an extra symmetrization with respect to time-reversal. We believe that the present work opens a new possibility in the study of nonequilibrium phenomena in quantum systems, and also confirms the robustness of the approach by Komatsu et al.     

Nonequilibrium phase transitions in coordinated biological motion: Critical slowing down and switching time

In new experiments on coordinated biological motion we measure relaxation times and switching times as the system evolves from one coordinated state to another at a critical control parameter value. Deviations from the coordinated state are induced by mechanical perturbations and relative phase is used as an order parameter to monitor the dynamics of the collective state. Clear evidence for critical slowing down, a key feature of nonequilibrium phase transitions, is found. The mean and distribution of switching times closely match predictions from a stochastic dynamic theory. Together with earlier results on critical fluctuations these findings strongly favor an interpretation of coordinative change in biological systems as a nonequilibrium phase transition.     

Thermal mechanics: A quantum mechanical analogue of nonequilibrium statistical thermodynamics

A formal but not conventional equivalence between stochastic processes in nonequilibrium statistical thermodynamics and Schrödinger dynamics in quantum mechanics is shown. It is found, for each stochastic process described by a stochastic differential equation of Itô type, there exists a Schrödinger-like dynamics in which the absolute square of a wavefunction gives us the same probability distribution as the original stochastic process. In utilizing this equivalence between them, that is, rewriting the stochastic differential equation by an equivalent Schrödinger equation, it is possible to obtain the notion of deterministic limit of the stochastic process as a semi-classical limit of the “Schrödinger” equation. The deterministic limit thus obtained improves the conventional deterministic approximation in the sense of Onsager-Machlup. The present approach is valid for a general class of stochastic equations where local drifts and diffusion coefficients depend on the position. Two concrete examples are given. It should be noticed that the approach in the present form has nothing to do with the conventional one where only a formal similarity between the Fokker-Planck equation and the Schrödinger equation is considered.     

Entropy production fluctuation theorem and the nonequilibrium work relation for free energy differences

There are only a very few known relations in statistical dynamics that are valid for systems driven arbitrarily far-from-equilibrium. One of these is the fluctuation theorem, which places conditions on the entropy production probability distribution of nonequilibrium systems. Another recently discovered far from equilibrium expression relates nonequilibrium measurements of the work done on a system to equilibrium free energy differences. In this paper, we derive a generalized version of the fluctuation theorem for stochastic, microscopically reversible dynamics. Invoking this generalized theorem provides a succinct proof of the nonequilibrium work relation.     

Shocks,Rarefaction Waves,and Current Fluctuations for Anharmonic Chains

The nonequilibrium dynamics of anharmonic chains is studied by imposing an initial domain-wall state, in which the two half lattices are prepared in equilibrium with distinct parameters. We analyse the Riemann problem for the corresponding Euler equations and, in specific cases, compare with molecular dynamics. Additionally, the fluctuations of time-integrated currents are investigated. In analogy with the KPZ equation, their typical fluctuations should be of size \(t^{1/3}\) and have a Tracy–Widom GUE distributed amplitude. The proper extension to anharmonic chains is explained and tested through molecular dynamics. Our results are calibrated against the stochastic LeRoux lattice gas.     

SDE decomposition and A-type stochastic interpretation in nonequilibrium processes

An innovative theoretical framework for stochastic dynamics based on the decomposition of a stochastic differential equation (SDE) into a dissipative component, a detailed-balance-breaking component, and a dual-role potential landscape has been developed, which has fruitful applications in physics, engineering, chemistry, and biology. It introduces the A-type stochastic interpretation of the SDE beyond the traditional Ito or Stratonovich interpretation or even the α-type interpretation for multidimensional systems. The potential landscape serves as a Hamiltonian-like function in nonequilibrium processes without detailed balance, which extends this important concept from equilibrium statistical physics to the nonequilibrium region. A question on the uniqueness of the SDE decomposition was recently raised. Our review of both the mathematical and physical aspects shows that uniqueness is guaranteed. The demonstration leads to a better understanding of the robustness of the novel framework. In addition, we discuss related issues including the limitations of an approach to obtaining the potential function from a steady-state distribution.     

On the stochastic dynamics of Ising models

With the help of recent results in the mathematical theory of master equations, we present a rigorous derivation of the stochastic Glauber dynamics of Ising models from Hamiltonian quantum mechanics. A thermal bath is explicitly constructed and, as an illustration, the dynamics of the Ising-Weiss model is analyzed in the thermodynamic limit. We thus obtain an example of a nonequilibrium statistical mechanical system for which a link without mathematical gap can be established from microscopic quantum mechanics to a macroscopic irreversible thermodynamic process.     

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.     

Asters, vortices, and rotating spirals in active gels of polar filaments

We develop a general theory for active viscoelastic materials made of polar filaments. This theory is motivated by the dynamics of the cytoskeleton. The continuous consumption of a fuel generates a nonequilibrium state characterized by the generation of flows and stresses. Our theory applies to any polar system with internal energy consumption such as active chemical gels and cytoskeletal networks which are set in motion by active processes at work in cells.     

Non-Markovian stochastic processes: colored noise

We survey classical non-Markovian processes driven by thermal equilibrium or nonequilibrium (nonthermal) colored noise. Examples of colored noise are presented. For processes driven by thermal equilibrium noise, the fluctuation-dissipation relation holds. In consequence, the system has to be described by a generalized (integro-differential) Langevin equation with a restriction on the damping integral kernel: Its form depends on the correlation function of noise. For processes driven by nonequilibrium noise, there is no such a restriction: They are considered to be described by stochastic differential (Ito- or Langevin-type) equations with an independent noise term. For the latter, we review methods of analysis of one-dimensional systems driven by Ornstein-Uhlenbeck noise.