The statistics of diffusive flux

We calculate the explicit probability distribution function for the flux between sites in a simple discrete time diffusive system composed of independent random walkers. We highlight some of the features of the distribution and we discuss its relation to the local instantaneous entropy production in the system. Our results are applicable both to equilibrium and non-equilibrium steady states as well as for certain time dependent situations.Comment: 12 pages, 1 figur

On the range of validity of the fluctuation theorem for stochastic Markovian dynamics

We consider the fluctuations of generalized currents in stochastic Markovian dynamics. The large deviations of current fluctuations are shown to obey a Gallavotti-Cohen (GC) type symmetry in systems with a finite state space. However, this symmetry is not guaranteed to hold in systems with an infinite state space. A simple example of such a case is the Zero-Range Process (ZRP). Here we discuss in more detail the already reported breakdown of the GC symmetry in the context of the ZRP with open boundaries and we give a physical interpretation of the phases that appear. Furthermore, the earlier analytical results for the single-site case are extended to cover multiple-site systems. We also use our exact results to test an efficient numerical algorithm of Giardina, Kurchan and Peliti, which was developed to measure the current large deviation function directly. We find that this method breaks down in some phases which we associate with the gapless spectrum of an effective Hamiltonian.Comment: 37 pages, 10 figures. Minor alterations, fixed typos (as appeared in JSTAT

Relevance of initial and final conditions for the Fluctuation Relation in Markov processes

Numerical observations on a Markov chain and on the continuous Markov process performed by a granular tracer show that the ``usual'' fluctuation relation for a given observable is not verified for finite (but arbitrarily large) times. This suggests that some terms which are usually expected to be negligible, i.e. ``border terms'' dependent only on initial and final states, in fact cannot be neglected. Furthermore, the Markov chain and the granular tracer behave in a quite similar fashion.Comment: 23 pages, 5 figures, submitted to JSTA

Fluctuation theorems for stochastic dynamics

Fluctuation theorems make use of time reversal to make predictions about entropy production in many-body systems far from thermal equilibrium. Here we review the wide variety of distinct, but interconnected, relations that have been derived and investigated theoretically and experimentally. Significantly, we demonstrate, in the context of Markovian stochastic dynamics, how these different fluctuation theorems arise from a simple fundamental time-reversal symmetry of a certain class of observables. Appealing to the notion of Gibbs entropy allows for a microscopic definition of entropy production in terms of these observables. We work with the master equation approach, which leads to a mathematically straightforward proof and provides direct insight into the probabilistic meaning of the quantities involved. Finally, we point to some experiments that elucidate the practical significance of fluctuation relations.Comment: 48 pages, 2 figures. v2: minor changes for consistency with published versio

Current Fluctuations and Statistics During a Large Deviation Event in an Exactly-Solvable Transport Model

We study the distribution of the time-integrated current in an exactly-solvable toy model of heat conduction, both analytically and numerically. The simplicity of the model allows us to derive the full current large deviation function and the system statistics during a large deviation event. In this way we unveil a relation between system statistics at the end of a large deviation event and for intermediate times. Midtime statistics is independent of the sign of the current, a reflection of the time-reversal symmetry of microscopic dynamics, while endtime statistics do depend on the current sign, and also on its microscopic definition. We compare our exact results with simulations based on the direct evaluation of large deviation functions, analyzing the finite-size corrections of this simulation method and deriving detailed bounds for its applicability. We also show how the Gallavotti-Cohen fluctuation theorem can be used to determine the range of validity of simulation results.Comment: 13 pages, 7 figures, published versio

Current Fluctuations of the One Dimensional Symmetric Simple Exclusion Process with Step Initial Condition

For the symmetric simple exclusion process on an infinite line, we calculate exactly the fluctuations of the integrated current $Q_t$ during time $t$ through the origin when, in the initial condition, the sites are occupied with density $\rho_a$ on the negative axis and with density $\rho_b$ on the positive axis. All the cumulants of $Q_t$ grow like $\sqrt{t}$. In the range where $Q_t \sim \sqrt{t}$, the decay $\exp [-Q_t^3/t]$ of the distribution of $Q_t$ is non-Gaussian. Our results are obtained using the Bethe ansatz and several identities recently derived by Tracy and Widom for exclusion processes on the infinite line.Comment: 2 figure