Spectral deferred corrections with fast-wave slow-wave splitting

The paper investigates a variant of semi-implicit spectral deferred corrections (SISDC) in which the stiff, fast dynamics correspond to fast propagating waves ("fast-wave slow-wave problem"). We show that for a scalar test problem with two imaginary eigenvalues iλ_fast, iλ_slow, having Δt(|λ_fast|+|λ_slow|)<1 is sufficient for the fast-wave slow-wave SDC (FWSW-SDC) iteration to converge and that in the limit of infinitely fast waves the convergence rate of the non-split version is retained. Stability function and discrete dispersion relation are derived and show that the method is stable for essentially arbitrary fast-wave CFL numbers as long as the slow dynamics are resolved. The method causes little numerical diffusion and its semi-discrete phase speed is accurate also for large wave number modes. Performance is studied for an acoustic-advection problem and for the linearised Boussinesq equations, describing compressible, stratified flow. FWSW-SDC is compared to a diagonally implicit Runge-Kutta (DIRK) and IMEX Runge-Kutta (IMEX) method and found to be competitive in terms of both accuracy and cost

Irreversible effects of memory

The steady state of a Langevin equation with short ranged memory and coloured noise is analyzed. When the fluctuation-dissipation theorem of second kind is not satisfied, the dynamics is irreversible, i.e. detailed balance is violated. We show that the entropy production rate for this system should include the power injected by ``memory forces''. With this additional contribution, the Fluctuation Relation is fairly verified in simulations. Both dynamics with inertia and overdamped dynamics yield the same expression for this additional power. The role of ``memory forces'' within the fluctuation-dissipation relation of first kind is also discussed.Comment: 6 pages, 1 figure, publishe

Modified Fluctuation-dissipation theorem for non-equilibrium steady-states and applications to molecular motors

We present a theoretical framework to understand a modified fluctuation-dissipation theorem valid for systems close to non-equilibrium steady-states and obeying markovian dynamics. We discuss the interpretation of this result in terms of trajectory entropy excess. The framework is illustrated on a simple pedagogical example of a molecular motor. We also derive in this context generalized Green-Kubo relations similar to the ones derived recently by Seifert., Phys. Rev. Lett., 104, 138101 (2010) for more general networks of biomolecular states.Comment: 6 pages, 2 figures, submitted in EP

Effective Confinement as Origin of the Equivalence of Kinetic Temperature and Fluctuation-Dissipation Ratio in a Dense Shear Driven Suspension

We study response and velocity autocorrelation functions for a tagged particle in a shear driven suspension governed by underdamped stochastic dynamics. We follow the idea of an effective confinement in dense suspensions and exploit a time-scale separation between particle reorganization and vibrational motion. This allows us to approximately derive the fluctuation-dissipation theorem in a "hybrid" form involving the kinetic temperature as an effective temperature and an additive correction term. We show numerically that even in a moderately dense suspension the latter is negligible. We discuss similarities and differences with a simple toy model, a single trapped particle in shear flow

Mobility and Diffusion of a Tagged Particle in a Driven Colloidal Suspension

We study numerically the influence of density and strain rate on the diffusion and mobility of a single tagged particle in a sheared colloidal suspension. We determine independently the time-dependent velocity autocorrelation functions and, through a novel method, the response functions with respect to a small force. While both the diffusion coefficient and the mobility depend on the strain rate the latter exhibits a rather weak dependency. Somewhat surprisingly, we find that the initial decay of response and correlation functions coincide, allowing for an interpretation in terms of an 'effective temperature'. Such a phenomenological effective temperature recovers the Einstein relation in nonequilibrium. We show that our data is well described by two expansions to lowest order in the strain rate.Comment: submitted to EP

Linear response theory and transient fluctuation theorems for diffusion processes: a backward point of view

On the basis of perturbed Kolmogorov backward equations and path integral representation, we unify the derivations of the linear response theory and transient fluctuation theorems for continuous diffusion processes from a backward point of view. We find that a variety of transient fluctuation theorems could be interpreted as a consequence of a generalized Chapman-Kolmogorov equation, which intrinsically arises from the Markovian characteristic of diffusion processes

Effective temperatures of a heated Brownian particle

We investigate various possible definitions of an effective temperature for a particularly simple nonequilibrium stationary system, namely a heated Brownian particle suspended in a fluid. The effective temperature based on the fluctuation dissipation ratio depends on the time scale under consideration, so that a simple Langevin description of the heated particle is impossible. The short and long time limits of this effective temperature are shown to be consistent with the temperatures estimated from the kinetic energy and Einstein relation, respectively. The fluctuation theorem provides still another definition of the temperature, which is shown to coincide with the short time value of the fluctuation dissipation ratio

On anomalous diffusion and the out of equilibrium response function in one-dimensional models

We study how the Einstein relation between spontaneous fluctuations and the response to an external perturbation holds in the absence of currents, for the comb model and the elastic single-file, which are examples of systems with subdiffusive transport properties. The relevance of non-equilibrium conditions is investigated: when a stationary current (in the form of a drift or an energy flux) is present, the Einstein relation breaks down, as is known to happen in systems with standard diffusion. In the case of the comb model, a general relation, which has appeared in the recent literature, between the response function and an unperturbed suitable correlation function, allows us to explain the observed results. This suggests that a relevant ingredient in breaking the Einstein formula, for stationary regimes, is not the anomalous diffusion but the presence of currents driving the system out of equilibrium.Comment: 10 pages, 4 figure

Toward fault-tolerant parallel-in-time integration with PFASST

We introduce and analyze different strategies for the parallel-in-time integration method PFASST to recover from hard faults and subsequent data loss. Since PFASST stores solutions at multiple time steps on different processors, information from adjacent steps can be used to recover after a processor has failed. PFASST's multi-level hierarchy allows to use the coarse level for correcting the reconstructed solution, which can help to minimize overhead. A theoretical model is devised linking overhead to the number of additional PFASST iterations required for convergence after a fault. The potential efficiency of different strategies is assessed in terms of required additional iterations for examples of diffusive and advective type

Fluctuations and response in a non-equilibrium micron-sized system

The linear response of non-equilibrium systems with Markovian dynamics satisfies a generalized fluctuation-dissipation relation derived from time symmetry and antisymmetry properties of the fluctuations. The relation involves the sum of two correlation functions of the observable of interest: one with the entropy excess and the second with the excess of dynamical activity with respect to the unperturbed process, without recourse to anything but the dynamics of the system. We illustrate this approach in the experimental determination of the linear response of the potential energy of a Brownian particle in a toroidal optical trap. The overdamped particle motion is effectively confined to a circle, undergoing a periodic potential and driven out of equilibrium by a non-conservative force. Independent direct and indirect measurements of the linear response around a non-equilibrium steady state are performed in this simple experimental system. The same ideas are applicable to the measurement of the response of more general non-equilibrium micron-sized systems immersed in Newtonian fluids either in stationary or non-stationary states and possibly including inertial degrees of freedom.Comment: 12 pages, submitted to J. Stat. Mech., revised versio