Probing active forces via a fluctuation-dissipation relation: Application to living cells

We derive a new fluctuation-dissipation relation for non-equilibrium systems with long-term memory. We show how this relation allows one to access new experimental information regarding active forces in living cells that cannot otherwise be accessed. For a silica bead attached to the wall of a living cell, we identify a crossover time between thermally controlled fluctuations and those produced by the active forces. We show that the probe position is eventually slaved to the underlying random drive produced by the so-called active forces.Comment: 5 page

Fluctuation Relations for Diffusion Processes

The paper presents a unified approach to different fluctuation relations for classical nonequilibrium dynamics described by diffusion processes. Such relations compare the statistics of fluctuations of the entropy production or work in the original process to the similar statistics in the time-reversed process. The origin of a variety of fluctuation relations is traced to the use of different time reversals. It is also shown how the application of the presented approach to the tangent process describing the joint evolution of infinitesimally close trajectories of the original process leads to a multiplicative extension of the fluctuation relations.Comment: 38 page

Quantum Fluctuation Relations for the Lindblad Master Equation

An open quantum system interacting with its environment can be modeled under suitable assumptions as a Markov process, described by a Lindblad master equation. In this work, we derive a general set of fluctuation relations for systems governed by a Lindblad equation. These identities provide quantum versions of Jarzynski-Hatano-Sasa and Crooks relations. In the linear response regime, these fluctuation relations yield a fluctuation-dissipation theorem (FDT) valid for a stationary state arbitrarily far from equilibrium. For a closed system, this FDT reduces to the celebrated Callen-Welton-Kubo formula

The fluctuation-dissipation relation: how does one compare correlation functions and responses?

We discuss the well known Einstein and the Kubo Fluctuation Dissipation Relations (FDRs) in the wider framework of a generalized FDR for systems with a stationary probability distribution. A multi-variate linear Langevin model, which includes dynamics with memory, is used as a treatable example to show how the usual relations are recovered only in particular cases. This study brings to the fore the ambiguities of a check of the FDR done without knowing the significant degrees of freedom and their coupling. An analogous scenario emerges in the dynamics of diluted shaken granular media. There, the correlation between position and velocity of particles, due to spatial inhomogeneities, induces violation of usual FDRs. The search for the appropriate correlation function which could restore the FDR, can be more insightful than a definition of ``non-equilibrium'' or ``effective temperatures''.Comment: 22 pages, 9 figure

Time-ordering and a generalized Magnus expansion

Both the classical time-ordering and the Magnus expansion are well-known in the context of linear initial value problems. Motivated by the noncommutativity between time-ordering and time derivation, and related problems raised recently in statistical physics, we introduce a generalization of the Magnus expansion. Whereas the classical expansion computes the logarithm of the evolution operator of a linear differential equation, our generalization addresses the same problem, including however directly a non-trivial initial condition. As a by-product we recover a variant of the time ordering operation, known as T*-ordering. Eventually, placing our results in the general context of Rota-Baxter algebras permits us to present them in a more natural algebraic setting. It encompasses, for example, the case where one considers linear difference equations instead of linear differential equations

Two refreshing views of Fluctuation Theorems through Kinematics Elements and Exponential Martingale

In the context of Markov evolution, we present two original approaches to obtain Generalized Fluctuation-Dissipation Theorems (GFDT), by using the language of stochastic derivatives and by using a family of exponential martingales functionals. We show that GFDT are perturbative versions of relations verified by these exponential martingales. Along the way, we prove GFDT and Fluctuation Relations (FR) for general Markov processes, beyond the usual proof for diffusion and pure jump processes. Finally, we relate the FR to a family of backward and forward exponential martingales.Comment: 41 pages, 7 figures; version2: 45 pages, 7 figures, minor revisions, new results in Section

Mechanical Responses and Stress Fluctuations of a Supercooled Liquid in a Sheared Non-Equilibrium State

A steady shear flow can drive supercooled liquids into a non-equilibrium state. Using molecular dynamics simulations under steady shear flow superimposed with oscillatory shear strain for a probe, non-equilibrium mechanical responses are studied for a model supercooled liquid composed of binary soft spheres. We found that even in the strongly sheared situation, the supercooled liquid exhibits surprisingly isotropic responses to oscillating shear strains applied in three different components of the strain tensor. Based on this isotropic feature, we successfully constructed a simple two-mode Maxwell model that can capture the key features of the storage and loss moduli, even for highly non-equilibrium state. Furthermore, we examined the correlation functions of the shear stress fluctuations, which also exhibit isotropic relaxation behaviors in the sheared non-equilibrium situation. In contrast to the isotropic features, the supercooled liquid additionally demonstrates anisotropies in both its responses and its correlations to the shear stress fluctuations. Using the constitutive equation (a two-mode Maxwell model), we demonstrated that the anisotropic responses are caused by the coupling between the oscillating strain and the driving shear flow. We measured the magnitude of this violation in terms of the effective temperature. It was demonstrated that the effective temperature is notably different between different components, which indicates that a simple scalar mapping, such as the concept of an effective temperature, oversimplifies the true nature of supercooled liquids under shear flow. An understanding of the mechanism of isotropies and anisotropies in the responses and fluctuations will lead to a better appreciation of these violations of the FDT, as well as certain consequent modifications to the concept of an effective temperature.Comment: 15pages, 17figure

Fluctuations of the total entropy production in stochastic systems

Fluctuations of the excess heat in an out of equilibrium steady state are experimentally investigated in two stochastic systems : an electric circuit with an imposed mean current and a harmonic oscillator driven out of equilibrium by a periodic torque. In these two linear systems, we study excess heat that represents the difference between the dissipated heat out of equilibrium and the dissipated heat at equilibrium. Fluctuation theorem holds for the excess heat in the two experimental systems for all observation times and for all fluctuation magnitudes.Comment: 6

An update on nonequilibrium linear response

The unique fluctuation-dissipation theorem for equilibrium stands in contrast with the wide variety of nonequilibrium linear response formulae. Their most traditional approach is "analytic", which, in the absence of detailed balance, introduces the logarithm of the stationary probability density as observable. The theory of dynamical systems offers an alternative with a formula that continues to work when the stationary distribution is not smooth. We show that this method works equally well for stochastic dynamics, and we illustrate it with a numerical example for the perturbation of circadian cycles. A second "probabilistic" approach starts from dynamical ensembles and expands the probability weights on path space. This line suggests new physical questions, as we meet the frenetic contribution to linear response, and the relevance of the change in dynamical activity in the relaxation to a (new) nonequilibrium condition.Comment: v2: removed typos, updated ref

Time scales and exponential trends to equilibrium: Gaussian model problems

We review results on the exponential convergence of multi- dimensional Ornstein-Uhlenbeck processes and discuss related notions of characteristic timescales with concrete model systems. We focus, on the one hand, on exit time distributions and provide ecplicit expressions for the exponential rate of the distribution in the small noise limit. On the other hand, we consider relaxation timescales of the process to its equi- librium measured in terms of relative entropy and discuss the connection with exit probabilities. Along these lines, we study examples which il- lustrate specific properties of the relaxation and discuss the possibility of deriving a simulation-based, empirical definition of slow and fast de- grees of freedom which builds upon a partitioning of the relative entropy functional in conjuction with the observed relaxation behaviour