Dynamics of a massive intruder in a homogeneously driven granular fluid

A massive intruder in a homogeneously driven granular fluid, in dilute configurations, performs a memory-less Brownian motion with drag and temperature simply related to the average density and temperature of the fluid. At volume fraction $\sim 10-50$ the intruder's velocity correlates with the local fluid velocity field: such situation is approximately described by a system of coupled linear Langevin equations equivalent to a generalized Brownian motion with memory. Here one may verify the breakdown of the Fluctuation-Dissipation relation and the presence of a net entropy flux - from the fluid to the intruder - whose fluctuations satisfy the Fluctuation Relation.Comment: 6 pages, 2 figures, to be published on "Granular Matter" in a special issue in honor of the memory of Prof. Isaac Goldhirsc

Probing active forces via a fluctuation-dissipation relation: Application to living cells

We derive a new fluctuation-dissipation relation for non-equilibrium systems with long-term memory. We show how this relation allows one to access new experimental information regarding active forces in living cells that cannot otherwise be accessed. For a silica bead attached to the wall of a living cell, we identify a crossover time between thermally controlled fluctuations and those produced by the active forces. We show that the probe position is eventually slaved to the underlying random drive produced by the so-called active forces.Comment: 5 page

On anomalous diffusion and the out of equilibrium response function in one-dimensional models

We study how the Einstein relation between spontaneous fluctuations and the response to an external perturbation holds in the absence of currents, for the comb model and the elastic single-file, which are examples of systems with subdiffusive transport properties. The relevance of non-equilibrium conditions is investigated: when a stationary current (in the form of a drift or an energy flux) is present, the Einstein relation breaks down, as is known to happen in systems with standard diffusion. In the case of the comb model, a general relation, which has appeared in the recent literature, between the response function and an unperturbed suitable correlation function, allows us to explain the observed results. This suggests that a relevant ingredient in breaking the Einstein formula, for stationary regimes, is not the anomalous diffusion but the presence of currents driving the system out of equilibrium.Comment: 10 pages, 4 figure

Fluctuations in partitioning systems with few degrees of freedom

We study the behavior of a moving wall in contact with a particle gas and subjected to an external force. We compare the fluctuations of the system observed in the microcanonical and canonical ensembles, at varying the number of particles. Static and dynamic correlations signal significant differences between the two ensembles. Furthermore, velocity-velocity correlations of the moving wall present a complex two-time relaxation which cannot be reproduced by a standard Langevin-like description. Quite remarkably, increasing the number of gas particles in an elongated geometry, we find a typical timescale, related to the interaction between the partitioning wall and the particles, which grows macroscopically.Comment: 10 pages, 12 figure

Irreversible effects of memory

The steady state of a Langevin equation with short ranged memory and coloured noise is analyzed. When the fluctuation-dissipation theorem of second kind is not satisfied, the dynamics is irreversible, i.e. detailed balance is violated. We show that the entropy production rate for this system should include the power injected by ``memory forces''. With this additional contribution, the Fluctuation Relation is fairly verified in simulations. Both dynamics with inertia and overdamped dynamics yield the same expression for this additional power. The role of ``memory forces'' within the fluctuation-dissipation relation of first kind is also discussed.Comment: 6 pages, 1 figure, publishe

Fluctuations and response in a non-equilibrium micron-sized system

The linear response of non-equilibrium systems with Markovian dynamics satisfies a generalized fluctuation-dissipation relation derived from time symmetry and antisymmetry properties of the fluctuations. The relation involves the sum of two correlation functions of the observable of interest: one with the entropy excess and the second with the excess of dynamical activity with respect to the unperturbed process, without recourse to anything but the dynamics of the system. We illustrate this approach in the experimental determination of the linear response of the potential energy of a Brownian particle in a toroidal optical trap. The overdamped particle motion is effectively confined to a circle, undergoing a periodic potential and driven out of equilibrium by a non-conservative force. Independent direct and indirect measurements of the linear response around a non-equilibrium steady state are performed in this simple experimental system. The same ideas are applicable to the measurement of the response of more general non-equilibrium micron-sized systems immersed in Newtonian fluids either in stationary or non-stationary states and possibly including inertial degrees of freedom.Comment: 12 pages, submitted to J. Stat. Mech., revised versio

Non-equilibrium and information: the role of cross-correlations

We discuss the relevance of information contained in cross-correlations among different degrees of freedom, which is crucial in non-equilibrium systems. In particular we consider a stochastic system where two degrees of freedom $X_1$ and $X_2$ - in contact with two different thermostats - are coupled together. The production of entropy and the violation of equilibrium fluctuation-dissipation theorem (FDT) are both related to the cross-correlation between $X_1$ and $X_2$. Information about such cross-correlation may be lost when single-variable reduced models, for $X_1$, are considered. Two different procedures are typically applied: (a) one totally ignores the coupling with $X_2$; (b) one models the effect of $X_2$ as an average memory effect, obtaining a generalized Langevin equation. In case (a) discrepancies between the system and the model appear both in entropy production and linear response; the latter can be exploited to define effective temperatures, but those are meaningful only when time-scales are well separated. In case (b) linear response of the model well reproduces that of the system; however the loss of information is reflected in a loss of entropy production. When only linear forces are present, such a reduction is dramatic and makes the average entropy production vanish, posing problems in interpreting FDT violations.Comment: 30 pages, 4 figures, 4 appendixe

Effective temperatures of a heated Brownian particle

We investigate various possible definitions of an effective temperature for a particularly simple nonequilibrium stationary system, namely a heated Brownian particle suspended in a fluid. The effective temperature based on the fluctuation dissipation ratio depends on the time scale under consideration, so that a simple Langevin description of the heated particle is impossible. The short and long time limits of this effective temperature are shown to be consistent with the temperatures estimated from the kinetic energy and Einstein relation, respectively. The fluctuation theorem provides still another definition of the temperature, which is shown to coincide with the short time value of the fluctuation dissipation ratio

Harmonic damped oscillators with feedback. A Langevin study

We consider a system in direct contact with a thermal reservoir and which, if left unperturbed, is well described by a memory-less equilibrium Langevin equation of the second order in the time coordinate. In such conditions, the strength of the noise fluctuations is set by the damping factor, in accordance with the Fluctuation and Dissipation theorem. We study the system when it is subject to a feedback mechanism, by modifying the Langevin equation accordingly. Memory terms now arise in the time evolution, which we study in a non-equilibrium steady state. Two types of feedback schemes are considered, one focusing on time shifts and one on phase shifts, and for both cases we evaluate the power spectrum of the system's fluctuations. Our analysis finds application in feedback cooled oscillators, such as the Gravitational Wave detector AURIGA.Comment: 17 page