Restoring a fluctuation-dissipation theorem in a nonequilibrium steady state

In a nonequilibrium steady state, the violation of the fluctuation-dissipation theorem (FDT) is connected to breaking detailed balance. For the velocity correlations of a driven colloidal particle we calculate an explicit expression of the FDT violation. The equilibrium form of the FDT can be restored by measuring the velocity with respect to the local mean velocity.Comment: streamlined derivation and minor change

Nonparametric regression penalizing deviations from additivity

Due to the curse of dimensionality, estimation in a multidimensional nonparametric regression model is in general not feasible. Hence, additional restrictions are introduced, and the additive model takes a prominent place. The restrictions imposed can lead to serious bias. Here, a new estimator is proposed which allows penalizing the nonadditive part of a regression function. This offers a smooth choice between the full and the additive model. As a byproduct, this penalty leads to a regularization in sparse regions. If the additive model does not hold, a small penalty introduces an additional bias compared to the full model which is compensated by the reduced bias due to using smaller bandwidths. For increasing penalties, this estimator converges to the additive smooth backfitting estimator of Mammen, Linton and Nielsen [Ann. Statist. 27 (1999) 1443-1490]. The structure of the estimator is investigated and two algorithms are provided. A proposal for selection of tuning parameters is made and the respective properties are studied. Finally, a finite sample evaluation is performed for simulated and ozone data.Comment: Published at http://dx.doi.org/10.1214/009053604000001246 in the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org

A Reversibility Parameter for a Markovian Stepper

Recent experimental studies on the stepwize motion of biological molecular motors have revealed that the ``characteristic distance'' of a step is usually less than the actual step size. This observation implies that the detailed-balance condition for kinetic rates of steps is violated in these motors. In this letter, in order to clarify the significance of the characteristic distance, we study a Langevin model of a molecular motor with a hidden degree of freedom. We find that the ratio of the characteristic distance to the step size is equal to unity if the dominant paths in the state space are one dimensional, while it deviates from unity if the dominant paths are branched. Therefore, this parameter can be utilized to determine the reversibility of a motor even under a restricted observation.Comment: 6 pages, 2 figures - minor revision

Efficiency of autonomous soft nano-machines at maximum power

We consider nano-sized artificial or biological machines working in steady state enforced by imposing non-equilibrium concentrations of solutes or by applying external forces, torques or electric fields. For unicyclic and strongly coupled multicyclic machines, efficiency at maximum power is not bounded by the linear response value 1/2. For strong driving, it can even approach the thermodynamic limit 1. Quite generally, such machines fall in three different classes characterized, respectively, as "strong and efficient", "strong and inefficient", and "balanced". For weakly coupled multicyclic machines, efficiency at maximum power has lost any universality even in the linear response regime

Front Propagation in the Pearling Instability of Tubular Vesicles

Recently Bar-Ziv and Moses discovered a dynamical shape transformation induced in cylindrical lipid bilayer vesicles by the action of laser tweezers. We develop a hydrodynamic theory of fluid bilayers in interaction with the surrounding water and argue that the effect of the laser is to induce a sudden tension in the membrane. We refine our previous analysis to account for the fact that the shape transformation is not uniform but propagates outward from the laser trap. Applying the marginal stability criterion to this situation gives us an improved prediction for the selected initial wavelength and a new prediction for the propagation velocity, both in rough agreement with the experimental values. For example, a tubule of initial radius 0.7\micron\ has a predicted initial sinusoidal perturbation in its diameter with wavelength 5.5\micron, as observed. The perturbation propagates as a front with the qualitatively correct front velocity a bit less than 100\micron/sec. In particular we show why this velocity is initially constant, as observed, and so much smaller than the natural scale set by the tension. We also predict that the front velocity should increase linearly with laser power. Finally we introduce an approximate hydrodynamic model applicable to the fully nonlinear regime. This model exhibits propagating fronts as well as fully-developed ``pearled" vesicles similar to those seen in the experiments.Comment: 42 pages, 6 eps figures included with text in uuencoded file, ps file available from ftp://dept.physics.upenn.edu/pub/Nelson/pearl_propagation.ps submitted to Journal de Physiqu

Characterizing Potentials by a Generalized Boltzmann Factor

Based on the concept of a nonequilibrium steady state, we present a novel method to experimentally determine energy landscapes acting on colloidal systems. By measuring the stationary probability distribution and the current in the system, we explore potential landscapes with barriers up to several hundred \kT. As an illustration, we use this approach to measure the effective diffusion coefficient of a colloidal particle moving in a tilted potential