Investigation of a generalized Obukhov Model for Turbulence

We introduce a generalization of Obukhov's model [A.M. Obukhov, Adv. Geophys. 6, 113 (1959)] for the description of the joint position-velocity statistics of a single fluid particle in fully developed turbulence. In the presented model the velocity is assumed to undergo a continuous time random walk. This takes into account long time correlations. As a consequence the evolution equation for the joint position-velocity probability distribution is a Fokker-Planck equation with a fractional time derivative. We determine the solution of this equation in the form of an integral transform and derive a relation for arbitrary single time moments. Analytical solutions for the joint probability distribution and its moments are given.Comment: 10 page

Entropy production for velocity-dependent macroscopic forces: the problem of dissipation without fluctuations

In macroscopic systems, velocity-dependent phenomenological forces $F(v)$ are used to model friction, feedback devices or self-propulsion. Such forces usually include a dissipative component which conceals the fast energy exchanges with a thermostat at the environment temperature $T$, ruled by a microscopic Hamiltonian $H$. The mapping $(H,T) \to F(v)$ - even if effective for many purposes - may lead to applications of stochastic thermodynamics where an $incomplete$ fluctuating entropy production (FEP) is derived. An enlightening example is offered by recent macroscopic experiments where dissipation is dominated by solid-on-solid friction, typically modelled through a deterministic Coulomb force $F(v)$. Through an adaptation of the microscopic Prandtl-Tomlinson model for friction, we show how the FEP is dominated by the heat released to the $T$-thermostat, ignored by the macroscopic Coulomb model. This problem, which haunts several studies in the literature, cannot be cured by weighing the time-reversed trajectories with a different auxiliary dynamics: it is only solved by a more accurate stochastic modelling of the thermostat underlying dissipation.Comment: 6 pages, 3 figure

Weak Galilean invariance as a selection principle for coarse-grained diffusive models

Galilean invariance is a cornerstone of classical mechanics. It states that for closed systems the equations of motion of the microscopic degrees of freedom do not change under Galilean transformations to different inertial frames. However, the description of real world systems usually requires coarse-grained models integrating complex microscopic interactions indistinguishably as friction and stochastic forces, which intrinsically violate Galilean invariance. By studying the coarse-graining procedure in different frames, we show that alternative rules -- denoted as "weak Galilean invariance" -- need to be satisfied by these stochastic models. Our results highlight that diffusive models in general can not be chosen arbitrarily based on the agreement with data alone but have to satisfy weak Galilean invariance for physical consistency

Nonequilibrium statistical mechanics of shear flow: invariant quantities and current relations

In modeling nonequilibrium systems one usually starts with a definition of the microscopic dynamics, e.g., in terms of transition rates, and then derives the resulting macroscopic behavior. We address the inverse question for a class of steady state systems, namely complex fluids under continuous shear flow: how does an externally imposed shear current affect the microscopic dynamics of the fluid? The answer can be formulated in the form of invariant quantities, exact relations for the transition rates in the nonequilibrium steady state, as discussed in a recent letter [A. Baule and R. M. L. Evans, Phys. Rev. Lett. 101, 240601 (2008)]. Here, we present a more pedagogical account of the invariant quantities and the theory underlying them, known as the nonequilibrium counterpart to detailed balance (NCDB). Furthermore, we investigate the relationship between the transition rates and the shear current in the steady state. We show that a fluctuation relation of the Gallavotti-Cohen type holds for systems satisfying NCDB.Comment: 24 pages, 11 figure

Stick-slip motion of solids with dry friction subject to random vibrations and an external field

We investigate a model for the dynamics of a solid object, which moves over a randomly vibrating solid surface and is subject to a constant external force. The dry friction between the two solids is modeled phenomenologically as being proportional to the sign of the object's velocity relative to the surface, and therefore shows a discontinuity at zero velocity. Using a path integral approach, we derive analytical expressions for the transition probability of the object's velocity and the stationary distribution of the work done on the object due to the external force. From the latter distribution, we also derive a fluctuation relation for the mechanical work fluctuations, which incorporates the effect of the dry friction.Comment: v1: 23 pages, 9 figures; v2: Reference list corrected; v3: Published version, typos corrected, references adde

Statistical mechanics far from equilibrium: prediction and test for a sheared system

We report the complete statistical treatment of a system of particles interacting via Newtonian forces in continuous boundary-driven flow, far from equilibrium. By numerically time-stepping the force-balance equations of a model fluid we measure occupancies and transition rates in simulation. The high-shear-rate simulation data verify the invariant quantities predicted by our statistical theory, thus demonstrating that a class of non-equilibrium steady states of matter, namely sheared complex fluids, is amenable to statistical treatment from first principles.Comment: 4 pages plus a 3-page pdf supplemen

Validation of the Jarzynski relation for a system with strong thermal coupling: an isothermal ideal gas model

We revisit the paradigm of an ideal gas under isothermal conditions. A moving piston performs work on an ideal gas in a container that is strongly coupled to a heat reservoir. The thermal coupling is modeled by stochastic scattering at the boundaries. In contrast to recent studies of an adiabatic ideal gas with a piston [R.C. Lua and A.Y. Grosberg, J. Phys. Chem. B 109, 6805 (2005); I. Bena et al., Europhys. Lett. 71, 879 (2005)], the container and piston stay in contact with the heat bath during the work process. Under this condition the heat reservoir as well as the system depend on the work parameter lambda and microscopic reversibility is broken for a moving piston. Our model is thus not included in the class of systems for which the nonequilibrium work theorem has been derived rigorously either by Hamiltonian [C. Jarzynski, J. Stat. Mech. (2004) P09005] or stochastic methods [G.E. Crooks, J. Stat. Phys. 90, 1481 (1998)]. Nevertheless the validity of the nonequilibrium work theorem is confirmed both numerically for a wide range of parameter values and analytically in the limit of a very fast moving piston, i.e., in the far nonequilibrium regime

A fractional diffusion equation for two-point probability distributions of a continuous-time random walk

Continuous time random walks are non-Markovian stochastic processes, which are only partly characterized by single-time probability distributions. We derive a closed evolution equation for joint two-point probability density functions of a subdiffusive continuous time random walk, which can be considered as a generalization of the known single-time fractional diffusion equation to two-time probability distributions. The solution of this generalized diffusion equation is given as an integral transformation of the probability distribution of an ordinary diffusion process, where the integral kernel is generated by an inverse L\'evy stable process. Explicit expressions for the two time moments of a diffusion process are given, which could be readily compared with the ones determined from experiments.Comment: 6 pages, 1 figur

Anomalous Processes with General Waiting Times: Functionals and Multipoint Structure

Many transport processes in nature exhibit anomalous diffusive properties with non-trivial scaling of the mean square displacement, e.g., diffusion of cells or of biomolecules inside the cell nucleus, where typically a crossover between different scaling regimes appears over time. Here, we investigate a class of anomalous diffusion processes that is able to capture such complex dynamics by virtue of a general waiting time distribution. We obtain a complete characterization of such generalized anomalous processes, including their functionals and multi-point structure, using a representation in terms of a normal diffusive process plus a stochastic time change. In particular, we derive analytical closed form expressions for the two-point correlation functions, which can be readily compared with experimental data.Comment: Accepted in Phys. Rev. Let

Exact power spectra of Brownian motion with solid friction

We study a Langevin equation describing the Brownian motion of an object subjected to a viscous drag, an external constant force, and a solid friction force of the Coulomb type. In a previous work [H. Touchette, E. Van der Straeten, W. Just, J. Phys. A: Math. Theor. 43, 445002, 2010], we have presented the exact solution of the velocity propagator of this equation based on a spectral decomposition of the corresponding Fokker-Planck equation. Here, we present an alternative, exact solution based on the Laplace transform of this equation, which has the advantage of being expressed in closed form. From this solution, we also obtain closed-form expressions for the Laplace transform of the velocity autocorrelation function and for the power spectrum, i.e., the Fourier transform of the autocorrelation function. The behavior of the power spectrum as a function of the dry friction force and external forcing shows a clear crossover between stick and slip regimes known to occur in the presence of solid friction.Comment: v1: 14 pages, 5 figures; v2: new figures, some text added, typos correcte