Nonequilibrium temperature response for stochastic overdamped systems

The thermal response of nonequilibrium systems requires the knowledge of concepts that go beyond entropy production. This is showed for systems obeying overdamped Langevin dynamics, either in steady states or going through a relaxation process. Namely, we derive the linear response to perturbations of the noise intensity, mapping it onto the quadratic response to a constant small force. The latter, displaying divergent terms, is explicitly regularized with a novel path-integral method. The nonequilibrium equivalents of heat capacity and thermal expansion coefficient are two applications of this approach, as we show with numerical examples.Comment: 23 pages, 2 figure

Four out-of-equilibrium lectures

A collection of published papers on the subject of classical nonequilibrium statistical mechanics. Mainly stochastic systems are considered, with special regard to applications in soft matter physic

About the role of chaos and coarse graining in Statistical Mechanics

We discuss the role of ergodicity and chaos for the validity of statistical laws. In particular we explore the basic aspects of chaotic systems (with emphasis on the finite-resolution) on systems composed of a huge number of particles.Comment: Summer school `Fundamental Problems in Statistical Physics' (Leuven, Belgium), June 16-29, 2013. To be published in Physica

Local detailed balance across scales: from diffusions to jump processes and beyond

Diffusive dynamics in presence of deep energy minima and weak nongradient forces can be coarse-grained into a mesoscopic jump process over the various basins of attraction. Combining standard weak-noise results with a path integral expansion around equilibrium, we show that the emerging transition rates satisfy local detailed balance (LDB). Namely, the log ratio of the transition rates between nearby basins of attractions equals the free-energy variation appearing at equilibrium, supplemented by the work done by the nonconservative forces along the typical transition path. When the mesoscopic dynamics possesses a large-size deterministic limit, it can be further reduced to a jump process over macroscopic states satisfying LDB. The persistence of LDB under coarse graining of weakly nonequilibrium states is a generic consequence of the fact that only dissipative effects matter close to equilibrium.Comment: 8 pages, 3 figure

Macroscopic Stochastic Thermodynamics

Starting at the mesoscopic level with a general formulation of stochastic thermodynamics in terms of Markov jump processes, we identify the scaling conditions that ensure the emergence of a (typically nonlinear) deterministic dynamics and an extensive thermodynamics at the macroscopic level. We then use large deviations theory to build a macroscopic fluctuation theory around this deterministic behavior, which we show preserves the fluctuation theorem. For many systems (e.g. chemical reaction networks, electronic circuits, Potts models), this theory does not coincide with Langevin-equation approaches (obtained by adding Gaussian white noise to the deterministic dynamics) which, if used, are thermodynamically inconsistent. Einstein-Onsager theory of Gaussian fluctuations and irreversible thermodynamics are recovered at equilibrium and close to it, respectively. Far from equilibirum, the free energy is replaced by the dynamically generated quasi-potential (or self-information) which is a Lyapunov function for the macroscopic dynamics. Remarkably, thermodynamics connects the dissipation along deterministic and escape trajectories to the Freidlin-Wentzell quasi-potential, thus constraining the transition rates between attractors induced by rare fluctuations. A coherent perspective on minimum and maximum entropy production principles is also provided. For systems that admit a continuous-space limit, we derive a nonequilibrium fluctuating field theory with its associated thermodynamics. Finally, we coarse grain the macroscopic stochastic dynamics into a Markov jump process describing transitions among deterministic attractors and formulate the stochastic thermodynamics emerging from it.Comment: Theory part, examples will be added in the following versio

Thermal response of nonequilibrium RC-circuits

We analyze experimental data obtained from an electrical circuit having components at different temperatures, showing how to predict its response to temperature variations. This illustrates in detail how to utilize a recent linear response theory for nonequilibrium overdamped stochastic systems. To validate these results, we introduce a reweighting procedure that mimics the actual realization of the perturbation and allows extracting the susceptibility of the system from steady state data. This procedure is closely related to other fluctuation-response relations based on the knowledge of the steady state probability distribution. As an example, we show that the nonequilibrium heat capacity in general does not correspond to the correlation between the energy of the system and the heat flowing into it. Rather, also non-dissipative aspects are relevant in the nonequilbrium fluctuation response relations.Comment: 2 figure

Negative differential response in chemical reactions

Reaction currents in chemical networks usually increase when increasing their driving affinities. But far from equilibrium the opposite can also happen. We find that such negative differential response (NDR) occurs in reaction schemes of major biological relevance, namely, substrate inhibition and autocatalysis. We do so by deriving the full counting statistics of two minimal representative models using large deviation methods. We argue that NDR implies the existence of optimal affinities that maximize the robustness against environmental and intrinsic noise at intermediate values of dissipation. An analogous behavior is found in dissipative self-assembly, for which we identify the optimal working conditions set by NDR.Comment: Main text and S

The dissipation-time uncertainty relation

We show that the dissipation rate bounds the rate at which physical processes can be performed in stochastic systems far from equilibrium. Namely, for rare processes we prove the fundamental tradeoff $\langle \dot S_\text{e} \rangle \mathcal{T} \geq k_{\text{B}}$ between the entropy flow $\langle \dot S_\text{e} \rangle$ into the reservoirs and the mean time $\mathcal{T}$ to complete a process. This dissipation-time uncertainty relation is a novel form of speed limit: the smaller the dissipation, the larger the time to perform a process.Comment: Supplemented by detailed derivation

Mesoscopic virial equation for nonequilibrium statistical mechanics

We derive a class of mesoscopic virial equations governing energy partition between conjugate position and momentum variables of individual degrees of freedom. They are shown to apply to a wide range of nonequilibrium steady states with stochastic (Langevin) and deterministic (Nos\'e--Hoover) dynamics, and to extend to collective modes for models of heat-conducting lattices. A generalised macroscopic virial theorem ensues upon summation over all degrees of freedom. This theorem allows for the derivation of nonequilibrium state equations that involve dissipative heat flows on the same footing with state variables, as exemplified for inertial Brownian motion with solid friction and overdamped active Brownian particles subject to inhomogeneous pressure.Comment: 14 pages, 3 figures. Some revision