Fluctuations in Nonequilibrium Statistical Mechanics: Models, Mathematical Theory, Physical Mechanisms

The fluctuations in nonequilibrium systems are under intense theoretical and experimental investigation. Topical ``fluctuation relations'' describe symmetries of the statistical properties of certain observables, in a variety of models and phenomena. They have been derived in deterministic and, later, in stochastic frameworks. Other results first obtained for stochastic processes, and later considered in deterministic dynamics, describe the temporal evolution of fluctuations. The field has grown beyond expectation: research works and different perspectives are proposed at an ever faster pace. Indeed, understanding fluctuations is important for the emerging theory of nonequilibrium phenomena, as well as for applications, such as those of nanotechnological and biophysical interest. However, the links among the different approaches and the limitations of these approaches are not fully understood. We focus on these issues, providing: a) analysis of the theoretical models; b) discussion of the rigorous mathematical results; c) identification of the physical mechanisms underlying the validity of the theoretical predictions, for a wide range of phenomena.Comment: 44 pages, 2 figures. To appear in Nonlinearity (2007

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.Comment: 30 pages, 1 figur

On the Fluctuation Relation for Nose-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 Nos\'e-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, {\em 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 \zL and of the dissipation function \zW, a similar relaxation regime at shorter averaging times is found. The quantity \zW satisfies with good accuracy the fluctuation relation for times larger than the mesoscopic time scale; the quantity \zL appears to begin a monotonic convergence after such times. This is consistent with the fact that \zW and \zL differ by a total time derivative, and that the tails of the probability distribution function of \zL are Gaussian.Comment: Major revision. Fig.10 was added. Version to appear in Journal of Statistical Physic

Fluctuation relations for systems in constant magnetic field

The validity of the Fluctuation Relations (FR) for systems in a constant magnetic field is investigated. Recently introduced time-reversal symmetries that hold in presence of static electric and magnetic fields and of deterministic thermostats are used to prove the transient FR without invoking, as commonly done, inversion of the magnetic field. Steady-state FR are also derived, under the t-mixing condition. These results extend the predictive power of important statistical mechanics relations. We illustrate this via the non-linear response for the cumulants of the dissipation, showing how the new FR enable to determine analytically null cumulants also for systems in a single magnetic field.Comment: 1 figure, added reference

Fluctuation-response relations for nonequilibrium diffusions with memory

Strong interaction with other particles or feedback from the medium on a Brownian particle entail memory effects in the effective dynamics. We discuss the extension of the fluctuation-dissipation theorem to nonequilibrium Langevin systems with memory. An important application is to the extension of the Sutherland-Einstein relation between diffusion and mobility. Nonequilibrium corrections include the time-correlation between the dynamical activity and the velocity of the particle, which in turn leads to information about the correlations between the driving force and the particle's displacement

Fluctuation Theorems

Fluctuation theorems, which have been developed over the past 15 years, have resulted in fundamental breakthroughs in our understanding of how irreversibility emerges from reversible dynamics, and have provided new statistical mechanical relationships for free energy changes. They describe the statistical fluctuations in time-averaged properties of many-particle systems such as fluids driven to nonequilibrium states, and provide some of the very few analytical expressions that describe nonequilibrium states. Quantitative predictions on fluctuations in small systems that are monitored over short periods can also be made, and therefore the fluctuation theorems allow thermodynamic concepts to be extended to apply to finite systems. For this reason, fluctuation theorems are anticipated to play an important role in the design of nanotechnological devices and in understanding biological processes. These theorems, their physical significance and results for experimental and model systems are discussed.Comment: A review, submitted to Annual Reviews in Physical Chemistry, July 2007 Acknowledgements corrected in revisio

Transport Coefficients from Large Deviation Functions

We describe a method for computing transport coefficients from the direct evaluation of large deviation function. This method is general, relying on only equilibrium fluctuations, and is statistically efficient, employing trajectory based importance sampling. Equilibrium fluctuations of molecular currents are characterized by their large deviation functions, which is a scaled cumulant generating function analogous to the free energy. A diffusion Monte Carlo algorithm is used to evaluate the large deviation functions, from which arbitrary transport coefficients are derivable. We find significant statistical improvement over traditional Green-Kubo based calculations. The systematic and statistical errors of this method are analyzed in the context of specific transport coefficient calculations, including the shear viscosity, interfacial friction coefficient, and thermal conductivity.Comment: 11 pages, 5 figure

A local fluctuation theorem for large systems

The fluctuation theorem characterizes the distribution of the dissipation in nonequilibrium systems and proves that the average dissipation will be positive. For a large system with no external source of fluctuation, fluctuations in properties will become unobservable and details of the fluctuation theorem are unable to be explored. In this letter, we consider such a situation and show how a fluctuation theorem can be obtained for a small open subsystem within the large system. We find that a correction term has to be added to the large system fluctuation theorem due to correlation of the subsystem with the surroundings. Its analytic expression can be derived provided some general assumptions are fulfilled, and its relevance it checked using numerical simulations.Comment: 5 pages, 5 figures; revised and supplementary material include

Response theory: a trajectory-based approach

We collect recent results on deriving useful response relations also for nonequilibrium systems. The approach is based on dynamical ensembles, determined by an action on trajectory space. (Anti)Symmetry under time-reversal separates two complementary contributions in the response, one entropic the other frenetic. Under time-reversal invariance of the unperturbed reference process, only the entropic term is present in the response, giving the standard fluctuation-dissipation relations in equilibrium. For nonequilibrium reference ensembles, the frenetic term contributes essentially and is responsible for new phenomena. We discuss modifications in the Sutherland-Einstein relation, the occurence of negative differential mobilities and the saturation of response. We also indicate how the Einstein relation between noise and friction gets violated for probes coupled to a nonequilibrium environment. We end with some discussion on the situation for quantum phenomena, but the bulk of the text concerns classical mesoscopic (open) systems. The choice of many simple examples is trying to make the notes pedagogical, to introduce an important area of research in nonequilibrium statistical mechanics