Fluctuations and response of nonequilibrium states

A generalized fluctuation-response relation is found for thermal systems driven out of equilibrium. Its derivation is independent of many details of the dynamics, which is only required to be first-order. The result gives a correction to the equilibrium fluctuation-dissipation theorem, in terms of the correlation between observable and excess in dynamical activity caused by the perturbation. Previous approaches to this problem are recovered and extended in a unifying scheme

H-Theorems from Autonomous Equations

The H-theorem is an extension of the Second Law to a time-sequence of states that need not be equilibrium ones. In this paper we review and we rigorously establish the connection with macroscopic autonomy. If for a Hamiltonian dynamics for many particles, at all times the present macrostate determines the future macrostate, then its entropy is non-decreasing as a consequence of Liouville's theorem. That observation, made since long, is here rigorously analyzed with special care to reconcile the application of Liouville's theorem (for a finite number of particles) with the condition of autonomous macroscopic evolution (sharp only in the limit of infinite scale separation); and to evaluate the presumed necessity of a Markov property for the macroscopic evolution.Comment: 13 pages; v1 -> v2: Sec. 1-2 considerably rewritten, minor corrections in Sec. 3-

A nonequilibrium extension of the Clausius heat theorem

We generalize the Clausius (in)equality to overdamped mesoscopic and macroscopic diffusions in the presence of nonconservative forces. In contrast to previous frameworks, we use a decomposition scheme for heat which is based on an exact variant of the Minimum Entropy Production Principle as obtained from dynamical fluctuation theory. This new extended heat theorem holds true for arbitrary driving and does not require assumptions of local or close to equilibrium. The argument remains exactly intact for diffusing fields where the fields correspond to macroscopic profiles of interacting particles under hydrodynamic fluctuations. We also show that the change of Shannon entropy is related to the antisymmetric part under a modified time-reversal of the time-integrated entropy flux.Comment: 23 pages; v2: manuscript significantly extende

Symmetries of the ratchet current

Recent advances in nonequilibrium statistical mechanics shed new light on the ratchet effect. The ratchet motion can thus be understood in terms of symmetry (breaking) considerations. We introduce an additional symmetry operation besides time-reversal, that effectively reverses the nonequilibrium driving. That operation of field-reversal combined with time-reversal decomposes the nonequilibrium action so to clarify under what circumstances the ratchet current is a second order effect around equilibrium, what is the direction of the ratchet current and what are possibly the symmetries in its fluctuations.Comment: 13 pages, heavily extended versio

A quantum version of free energy - irreversible work relations

We give a quantum version of the Jarzynski relation between the distribution of work done over a certain time-interval on a system and the difference of equilibrium free energies. The main new ingredient is the identification of work depending on the quantum history of the system and the proper definition of various quantum ensembles over which the averages should be made. We also discuss a number of different regimes that have been considered by other authors and which are unified in the present set-up. In all cases, and quantum or classical, it is a general relation between heat and time-reversal that makes the Jarzynski relation so universally valid

Time-symmetric fluctuations in nonequilibrium systems

For nonequilibrium steady states, we identify observables whose fluctuations satisfy a general symmetry and for which a new reciprocity relation can be shown. Unlike the situation in recently discussed fluctuation theorems, these observables are time-reversal symmetric. That is essential for exploiting the fluctuation symmetry beyond linear response theory. Besides time-reversal, a crucial role is played by the reversal of the driving fields, that further resolves the space-time action. In particular, the time-symmetric part in the space-time action determines second order effects of the nonequilibrium driving.Comment: 4 page

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