Fluctuations relations for semiclassical single-mode laser

Over last decades, the study of laser fluctuations has shown that laser theory may be regarded as a prototypical example of a nonlinear nonequilibrium problem. The present paper discusses the fluctuation relations, recently derived in nonequilibrium statistical mechanics, in the context of the semiclassical laser theory.Comment: 11 pages, 3 figure

Stochastic control in microscopic nonequilibrium systems

Quantifying energy flows at nanometer scales promises to guide future research in a variety of disciplines, from microscopic control and manipulation, to autonomously operating molecular machines. A general understanding of the thermodynamic costs of nonequilibrium processes would illuminate the design principles for efficient microscopic machines. Considerable effort has gone into finding and classifying the deterministic control protocols that drive a system rapidly between states at minimum energetic cost. But for autonomous microscopic systems, driving processes are themselves stochastic. Here we generalize a linear-response framework to incorporate such protocol variability, deriving a lower bound on the work that is realized at finite protocol duration, far from the quasistatic limit. Our findings are confirmed in model systems. This theory provides a thermodynamic rationale for rapid operation, independent of functional incentives.Comment: 11 pages, 4 figure

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

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

Grandes déviations et relations de fluctuation dans certains modèles de systèmes hors d'équilibre

LYON-ENS Sciences (693872304) / SudocSudocFranceF

Nonequilibrium Markov Processes Conditioned on Large Deviations

International audienceWe consider the problem of conditioning a Markov process on a rare event and of representing this conditioned process by a conditioning-free process, called the effective or driven process. The basic assumption is that the rare event used in the conditioning is a large-deviation-type event, characterized by a convex rate function. Under this assumption, we construct the driven process via a generalization of Doob's h-transform, used in the context of bridge processes, and show that this process is equivalent to the conditioned process in the long-time limit. The notion of equivalence that we consider is based on the logarithmic equivalence of path measures, and implies that the two processes have the same typical states. In constructing the driven process, we also prove equivalence with the so-called exponential tilting of the Markov process, often used with importance sampling to simulate rare events and giving rise, from the point of view of statistical mechanics, to a nonequilibrium version of the canonical ensemble. Other links between our results and the topics of bridge processes, quasi-stationary distributions, stochastic control, and conditional limit theorems are mentioned

Spiking and collapsing in large noise limits of SDE's

17 pages, 2 figures, Preliminary versionWe analyze strong noise limit of some stochastic differential equations. We focus on the particular case of Belavkin equations, arising from quantum measurements, where Bauer and Bernard pointed out an intriguing behavior. As the noise grows larger, the solutions exhibits locally a collapsing, that is to say converge to jump processes, very reminiscent of a metastability phenomenon. But surprisingly the limiting jump process is decorated by a spike process. We completely prove these statements for an archetypal one dimensional diffusion. The proof is robust and can easily be adapted to a large class of one dimensional diffusions