Macroscopic Fluctuation Theory for Stationary Non-Equilibrium States

We formulate a dynamical fluctuation theory for stationary non-equilibrium states (SNS) which is tested explicitly in stochastic models of interacting particles. In our theory a crucial role is played by the time reversed dynamics. Within this theory we derive the following results: the modification of the Onsager–Machlup theory in the SNS; a general Hamilton–Jacobi equation for the macroscopic entropy; a non-equilibrium, nonlinear fluctuation dissipation relation valid for a wide class of systems; an H theorem for the entropy. We discuss in detail two models of stochastic boundary driven lattice gases: the zero range and the simple exclusion processes. In the first model the invariant measure is explicitly known and we verify the predictions of the general theory. For the one dimensional simple exclusion process, as recently shown by Derrida, Lebowitz, and Speer, it is possible to express the macroscopic entropy in terms of the solution of a nonlinear ordinary differential equation; by using the Hamilton–Jacobi equation, we obtain a logically independent derivation of this result.     

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.     

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.     

A Kinetic Theory Approach to Quantum Gravity

We describe a kinetic theory approach to quantum gravity by which we mean a theory of the microscopic structure of space-time, not a theory obtained by quantizing general relativity. A figurative conception of this program is like building a ladder with two knotty poles: quantum matter field on the right and space-time on the left. Each rung connecting the corresponding knots represents a distinct level of structure. The lowest rung is hydrodynamics and general relativity; the next rung is semiclassical gravity, with the expectation value of quantum fields acting as source in the semiclassical Einstein equation. We recall how ideas from the statistical mechanics of interacting quantum fields helped us identify the existence of noise in the matter field and its effect on metric fluctuations, leading to the establishment of the third rung: stochastic gravity, described by the Einstein–Langevin equation. Our pathway from stochastic to quantum gravity is via the correlation hierarchy of noise and induced metric fluctuations. Three essential tasks beckon: (1) deduce the correlations of metric fluctuations from correlation noise in the matter field; (2) reconstituting quantum coherence—this is the reverse of decoherence—from these correlation functions; and (3) use the Boltzmann–Langevin equations to identify distinct collective variables depicting recognizable metastable structures in the kinetic and hydrodynamic regimes of quantum matter fields and how they demand of their corresponding space-time counterparts. This will give us a hierarchy of generalized stochastic equations—call them the Boltzmann–Einstein hierarchy of quantum gravity—for each level of space-time structure, from the the macroscopic (general relativity) through the mesoscopic (stochastic gravity) to the microscopic (quantum gravity).     

Fluctuation theorem for stochastic systems

The fluctuation theorem describes the probability ratio of observing trajectories that satisfy or violate the second law of thermodynamics. It has been proved in a number of different ways for thermostatted deterministic nonequilibrium systems. In the present paper we show that the fluctuation theorem is also valid for a class of stochastic nonequilibrium systems. The theorem is therefore not reliant on the reversibility or the determinism of the underlying dynamics. Numerical tests verify the theoretical result.     

Fractional Stochastic Differential Equations Satisfying Fluctuation-Dissipation Theorem

We propose in this work a fractional stochastic differential equation (FSDE) model consistent with the over-damped limit of the generalized Langevin equation model. As a result of the ‘fluctuation-dissipation theorem’, the differential equations driven by fractional Brownian noise to model memory effects should be paired with Caputo derivatives, and this FSDE model should be understood in an integral form. We establish the existence of strong solutions for such equations and discuss the ergodicity and convergence to Gibbs measure. In the linear forcing regime, we show rigorously the algebraic convergence to Gibbs measure when the ‘fluctuation-dissipation theorem’ is satisfied, and this verifies that satisfying ‘fluctuation-dissipation theorem’ indeed leads to the correct physical behavior. We further discuss possible approaches to analyze the ergodicity and convergence to Gibbs measure in the nonlinear forcing regime, while leave the rigorous analysis for future works. The FSDE model proposed is suitable for systems in contact with heat bath with power-law kernel and subdiffusion behaviors.     

Non-Equilibrium Entropy and Irreversibility in Generalized Stochastic Loewner Evolution from an Information-Theoretic Perspective

In this study, we theoretically investigated a generalized stochastic Loewner evolution (SLE) driven by reversible Langevin dynamics in the context of non-equilibrium statistical mechanics. Using the ability of Loewner evolution, which enables encoding of non-equilibrium systems into equilibrium systems, we formulated the encoding mechanism of the SLE by Gibbs entropy-based information-theoretic approaches to discuss its advantages as a means to better describe non-equilibrium systems. After deriving entropy production and flux for the 2D trajectories of the generalized SLE curves, we reformulated the system’s entropic properties in terms of the Kullback–Leibler (KL) divergence. We demonstrate that this operation leads to alternative expressions of the Jarzynski equality and the second law of thermodynamics, which are consistent with the previously suggested theory of information thermodynamics. The irreversibility of the 2D trajectories is similarly discussed by decomposing the entropy into additive and non-additive parts. We numerically verified the non-equilibrium property of our model by simulating the long-time behavior of the entropic measure suggested by our formulation, referred to as the relative Loewner entropy.     

Nonequilibrium Thermodynamics in Biochemical Systems and Its Application

Living systems are open systems, where the laws of nonequilibrium thermodynamics play the important role. Therefore, studying living systems from a nonequilibrium thermodynamic aspect is interesting and useful. In this review, we briefly introduce the history and current development of nonequilibrium thermodynamics, especially that in biochemical systems. We first introduce historically how people realized the importance to study biological systems in the thermodynamic point of view. We then introduce the development of stochastic thermodynamics, especially three landmarks: Jarzynski equality, Crooks’ fluctuation theorem and thermodynamic uncertainty relation. We also summarize the current theoretical framework for stochastic thermodynamics in biochemical reaction networks, especially the thermodynamic concepts and instruments at nonequilibrium steady state. Finally, we show two applications and research paradigms for thermodynamic study in biological systems.     

Gibbsian Dynamics and Invariant Measures for Stochastic Dissipative PDEs

We present a general strategy for proving ergodicity for stochastically forced nonlinear dissipative PDEs. It consists of two main steps. The first step is the reduction to a finite dimensional Gibbsian dynamics of the low modes. The second step is to prove the equivalence between measures induced by different past histories using Girsanov theorem. As applications, we prove ergodicity for Ginzburg–Landau, Kuramoto–Sivashinsky and Cahn–Hilliard equations with stochastic forcing.     

The Gallavotti–Cohen Fluctuation Theorem for a Nonchaotic Model

We test the applicability of the Gallavotti–Cohen fluctuation formula on a nonequilibrium version of the periodic Ehrenfest wind-tree model. This is an one-particle system whose dynamics is rather complex (e.g., it appears to be diffusive at equilibrium), but its Lyapunov exponents are nonpositive. For small applied field, the system exhibits a very long transient, during which the dynamics is roughly chaotic, followed by asymptotic collapse on a periodic orbit. During the transient, the dynamics is diffusive, and the fluctuations of the current are found to be in agreement with the fluctuation formula, despite the lack of real hyperbolicity. These results also constitute an example which manifests the difference between the fluctuation formula and the Evans–Searles identity.     

Nonequilibrium thermodynamics of stochastic systems with odd and even variables

The total entropy production of stochastic systems can be divided into three quantities. The first corresponds to the excess heat, while the second two comprise the housekeeping heat. We denote these two components the transient and generalized housekeeping heat and we obtain an integral fluctuation theorem for the latter, valid for all Markovian stochastic dynamics. A previously reported formalism is obtained when the stationary probability distribution is symmetric for all variables that are odd under time reversal, which restricts consideration of directional variables such as velocity.     

A General Fluctuation–Response Relation for Noise Variations and its Application to Driven Hydrodynamic Experiments

The effect of a change of noise amplitudes in overdamped diffusive systems is linked to their unperturbed behavior by means of a nonequilibrium fluctuation–response relation. This formula holds also for systems with state-independent nontrivial diffusivity matrices, as we show with an application to an experiment of two trapped and hydrodynamically coupled colloids, one of which is subject to an external random forcing that mimics an effective temperature. The nonequilibrium susceptibility of the energy to a variation of this driving is an example of our formulation, which improves an earlier version, as it does not depend on the time-discretization of the stochastic dynamics. This scheme holds for generic systems with additive noise and can be easily implemented numerically, thanks to matrix operations.     

Invariant Star Products on <Emphasis Type="Italic">S</Emphasis><Superscript>2</Superscript> and the Canonical Trace

We calculate the canonical trace and use the Fedosov–Nest–Tsygan index theorem to obtain the characteristic class for a star product on S ². We show how, for this simple example, it is possible to extract the relevant information needed to use the Fedosov–Nest–Tsygan index theorem from a local calculation.This revised version was published online in March 2005 with corrections to the cover date.     

Anomalous fluctuation and relaxation in unstable systems

The essential ideas of the scaling theory of transient phenomena proposed by the author for a single macrovariable near the instability point are extended to multi-macrovariables in nonequilibrium systems. The time region is divided into three regimes according to the scaling behavior of the fluctuating parts of the macrovariables. In the first regime, the fluctuation is Gaussian and it is described by the linearized stochastic equation (or linear Fokker-Planck equation). In the second regime, the fluctuation is non-Gaussian, but it is probabilistic or stochastic (not dynamical) in the sense that the stochastic nature comes from the probability distribution in the initial regime and that each representative motion is deterministic, namely a random force can be neglected asymptotically in the second regime. In the final regime, the fluctuation is again Gaussian. A fluctuation-enhancement theorem for multi-macrovariables is given, which states that the fluctuation becomes enhanced by the order of the system size in the second regime, which is of order log , if the initial system is located just at the unstable point. An anomalous fluctuation theorem for multi-macrovariables is also proven, which states that the fluctuation is anomalously enhanced in proportion to ^–2 at times of order log if the initial system deviates by from the unstable point.This work is partially financed by the Scientific Research Fund of the Ministry of Education.     

A Relativistic Version of the Ghirardi–Rimini–Weber Model

Carrying out a research program outlined by John S. Bell in 1987, we arrive at a relativistic version of the Ghirardi-Rimini-Weber (GRW) model of spontaneous wavefunction collapse. The GRW model was proposed as a solution of the measurement problem of quantum mechanics and involves a stochastic and nonlinear modification of the Schrödinger equation. It deviates very little from the Schrödinger equation for microscopic systems but efficiently suppresses, for macroscopic systems, superpositions of macroscopically different states. As suggested by Bell, we take the primitive ontology, or local beables, of our model to be a discrete set of space-time points, at which the collapses are centered. This set is random with distribution determined by the initial wavefunction. Our model is nonlocal and violates Bell’s inequality though it does not make use of a preferred slicing of space-time or any other sort of synchronization of spacelike separated points. Like the GRW model, it reproduces the quantum probabilities in all cases presently testable, though it entails deviations from the quantum formalism that are in principle testable. Our model works in Minkowski space-time as well as in (well-behaved) curved background space-times.     

Stochastic and quantum space-time metrics and the weak-field limit

In this review we present a simple method of introducing stochastic and quantum metrics into gravitational theory at short distances in terms of small fluctuations around a classical background space-time. We consider only residual effects due to the stochastic (or quantum) theory of gravity and use a perturbative stochastization (or quantization) method. By using the general covariance and correspondence principles, we reconstruct the theory of gravitational, mechanical, electromagnetic, and quantum mechanical processes and tensor algebra in the space-time with stochastic and quantum metrics. Some consequences of the theory are also considered, in particular, it indicates that the value of the fundamental lengthl lies in the interval 10^–23l10^–22 cm.     

Thermodynamic Formalism for Systems with Markov Dynamics

The thermodynamic formalism allows one to access the chaotic properties of equilibrium and out-of-equilibrium systems, by deriving those from a dynamical partition function. The definition that has been given for this partition function within the framework of discrete time Markov chains was not suitable for continuous time Markov dynamics. Here we propose another interpretation of the definition that allows us to apply the thermodynamic formalism to continuous time. We also generalize the formalism—a dynamical Gibbs ensemble construction—to a whole family of observables and their associated large deviation functions. This allows us to make the connection between the thermodynamic formalism and the observable involved in the much-studied fluctuation theorem. We illustrate our approach on various physical systems: random walks, exclusion processes, an Ising model and the contact process. In the latter cases, we identify a signature of the occurrence of dynamical phase transitions. We show that this signature can already be unraveled using the simplest dynamical ensemble one could define, based on the number of configuration changes a system has undergone over an asymptotically large time window.     

Short-Range Spin Glasses and Random Overlap Structures

Properties of Random Overlap Structures (ROSt)’s constructed from the Edwards-Anderson (EA) Spin Glass model on ℤ ^d with periodic boundary conditions are studied. ROSt’s are ℕ×ℕ random matrices whose entries are the overlaps of spin configurations sampled from the Gibbs measure. Since the ROSt construction is the same for mean-field models (like the Sherrington-Kirkpatrick model) as for short-range ones (like the EA model), the setup is a good common ground to study the effect of dimensionality on the properties of the Gibbs measure. In this spirit, it is shown, using translation invariance, that the ROSt of the EA model possesses a local stability that is stronger than stochastic stability, a property known to hold at almost all temperatures in many spin glass models with Gaussian couplings. This fact is used to prove stochastic stability for the EA spin glass at all temperatures and for a wide range of coupling distributions. On the way, a theorem of Newman and Stein about the pure state decomposition of the EA model is recovered and extended.     

Generalization of the Khinchin theorem to Lévy flights

One of the most fundamental theorems in statistical mechanics is the Khinchin ergodic theorem, which links the ergodicity of a physical system with the irreversibility of the corresponding autocorrelation function. However, the Khinchin theorem cannot be successfully applied to processes with infinite second moment, in particular, to the relevant class of Lévy flights. Here, we solve this challenging problem. Namely, using the recently developed measure of dependence called Lévy correlation cascade, we derive a version of the Khinchin theorem for Lévy flights. This result allows us to verify the Boltzmann hypothesis for systems displaying Lévy-flight-type dynamics.