Nonequilibrium Linear Response for Markov Dynamics, II: Inertial Dynamics

We continue our study of the linear response of a nonequilibrium system. This Part II concentrates on models of open and driven inertial dynamics but the structure and the interpretation of the result remain unchanged: the response can be expressed as a sum of two temporal correlations in the unperturbed system, one entropic, the other frenetic. The decomposition arises from the (anti)symmetry under time-reversal on the level of the nonequilibrium action. The response formula involves a statistical averaging over explicitly known observables but, in contrast with the equilibrium situation, they depend on the model dynamics in terms of an excess in dynamical activity. As an example, the Einstein relation between mobility and diffusion constant is modified by a correlation term between the position and the momentum of the particle

Enstrophy dissipation in two-dimensional turbulence

Insight into the problem of two-dimensional turbulence can be obtained by an analogy with a heat conduction network. It allows the identification of an entropy function associated to the enstrophy dissipation and that fluctuates around a positive (mean) value. While the corresponding enstrophy network is highly nonlocal, the direction of the enstrophy current follows from the Second Law of Thermodynamics. An essential parameter is the ratio $T_k = \gamma_k /(\nu k^2)$ of the intensity of driving $\gamma_k>0$ as a function of wavenumber $k$, to the dissipation strength $\nu k^2$, where $\nu$ is the viscosity. The enstrophy current flows from higher to lower values of $T_k$, similar to a heat current from higher to lower temperature. Our probabilistic analysis of the enstrophy dissipation and the analogy with heat conduction thus complements and visualizes the more traditional spectral arguments for the direct enstrophy cascade. We also show a fluctuation symmetry in the distribution of the total entropy production which relates the probabilities of direct and inverse enstrophy cascades.Comment: 8 pages, revtex

Estimation of a joint model for the term structure of interest rates and the macroeconomy.

In this paper, we present a stylized continuous time model integrating the macroeconomy and the bond markets. We use this framework to estimate (real) interest rate policy rules using information contained in both macroeconomic variables (i.e. output and inflation) and in the term structure of interest rates. We extend the standard Kalman filter procedure in order to estimate this model efficiently. Application to the U.S. economy shows that this model is able to estimate the macroeconomic dynamics accurately and that the standard feedback rule only in observable factors is not valid within this framework. Moreover, we find that observable macroeconomic variables do not explain much of the term structure. However, (filtered) stochastic central tendencies of these macroeconomic variables do. Finally, both observable and non-observable factors determine the risk premia and hence the excess holding returns of the bonds.Interest rates; Model; Structure; Term structure of interest rates;

General no-go condition for stochastic pumping

The control of chemical dynamics requires understanding the effect of time-dependent transition rates between states of chemo-mechanical molecular configurations. Pumping refers to generating a net current, e.g. per period in the time-dependence, through a cycle of consecutive states. The working of artificial machines or synthesized molecular motors depends on it. In this paper we give short and simple proofs of no-go theorems, some of which appeared before but here with essential extensions to non-Markovian dynamics, including the study of the diffusion limit. It allows to exclude certain protocols in the working of chemical motors where only the depth of the energy well is changed in time and not the barrier height between pairs of states. We also show how pre-existing steady state currents are in general modified with a multiplicative factor when this time-dependence is turned on.Comment: 8 pages; v2: minor changes, 1 reference adde

Depression and sickness behavior are Janus-faced responses to shared inflammatory pathways

It is of considerable translational importance whether depression is a form or a consequence of sickness behavior. Sickness behavior is a behavioral complex induced by infections and immune trauma and mediated by pro-inflammatory cytokines. It is an adaptive response that enhances recovery by conserving energy to combat acute inflammation. There are considerable phenomenological similarities between sickness behavior and depression, for example, behavioral inhibition, anorexia and weight loss, and melancholic (anhedonia), physio-somatic (fatigue, hyperalgesia, malaise), anxiety and neurocognitive symptoms. In clinical depression, however, a transition occurs to sensitization of immuno-inflammatory pathways, progressive damage by oxidative and nitrosative stress to lipids, proteins, and DNA, and autoimmune responses directed against self-epitopes. The latter mechanisms are the substrate of a neuroprogressive process, whereby multiple depressive episodes cause neural tissue damage and consequent functional and cognitive sequelae. Thus, shared immuno-inflammatory pathways underpin the physiology of sickness behavior and the pathophysiology of clinical depression explaining their partially overlapping phenomenology. Inflammation may provoke a Janus-faced response with a good, acute side, generating protective inflammation through sickness behavior and a bad, chronic side, for example, clinical depression, a lifelong disorder with positive feedback loops between (neuro)inflammation and (neuro)degenerative processes following less well defined triggers

No current without heat

We show for a large class of interacting particle systems that whenever the stationary measure is not reversible for the dynamics, then the mean entropy production in the steady state is strictly positive. This extends to the thermodynamic limit the equivalence between microscopic reversibility and zero mean entropy production: time-reversal invariance cannot be spontaneously broken.Comment: To appear in the Journal of Statistical Physics (2002

Observing classical nucleation theory at work by monitoring phase transitions with molecular precision.

It is widely accepted that many phase transitions do not follow nucleation pathways as envisaged by the classical nucleation theory. Many substances can traverse intermediate states before arriving at the stable phase. The apparent ubiquity of multi-step nucleation has made the inverse question relevant: does multistep nucleation always dominate single-step pathways? Here we provide an explicit example of the classical nucleation mechanism for a system known to exhibit the characteristics of multi-step nucleation. Molecular resolution atomic force microscopy imaging of the two-dimensional nucleation of the protein glucose isomerase demonstrates that the interior of subcritical clusters is in the same state as the crystalline bulk phase. Our data show that despite having all the characteristics typically associated with rich phase behaviour, glucose isomerase 2D crystals are formed classically. These observations illustrate the resurfacing importance of the classical nucleation theory by re-validating some of the key assumptions that have been recently questioned