Fluctuation theorem for currents in open quantum systems

A quantum-mechanical framework is set up to describe the full counting statistics of particles flowing between reservoirs in an open system under time-dependent driving. A symmetry relation is obtained which is the consequence of microreversibility for the probability of the nonequilibrium work and the transfer of particles and energy between the reservoirs. In some appropriate long-time limit, the symmetry relation leads to a steady-state quantum fluctuation theorem for the currents between the reservoirs. On this basis, relationships are deduced which extend the Onsager-Casimir reciprocity relations to the nonlinear response coefficients.Comment: 19 page

Magnon-driven quantum-dot heat engine

We investigate a heat- to charge-current converter consisting of a single-level quantum dot coupled to two ferromagnetic metals and one ferromagnetic insulator held at different temperatures. We demonstrate that this nano engine can act as an optimal heat to spin-polarized charge current converter in an antiparallel geometry, while it acts as a heat to pure spin current converter in the parallel case. We discuss the maximal output power of the device and its efficiency.Comment: 6 pages, 4 figures, published version, selected as Editor's choic

Fluctuation theorem for the effusion of an ideal gas

The probability distribution of the entropy production for the effusion of an ideal gas between two compartments is calculated explicitly. The fluctuation theorem is verified. The analytic results are in good agreement with numerical data from hard disk molecular dynamics simulations.Comment: 11 pages, 10 figures, 2 table

Vortices in the two-dimensional Simple Exclusion Process

We show that the fluctuations of the partial current in two dimensional diffusive systems are dominated by vortices leading to a different scaling from the one predicted by the hydrodynamic large deviation theory. This is supported by exact computations of the variance of partial current fluctuations for the symmetric simple exclusion process on general graphs. On a two-dimensional torus, our exact expressions are compared to the results of numerical simulations. They confirm the logarithmic dependence on the system size of the fluctuations of the partialflux. The impact of the vortices on the validity of the fluctuation relation for partial currents is also discussed.Comment: Revised version to appear in Journal of Statistical Physics. Minor correction

General properties of response functions of nonequilibrium steady states

We derive general properties, which hold for both quantum and classical systems, of response functions of nonequilibrium steady states. We clarify differences from those of equilibrium states. In particular, sum rules and asymptotic behaviors are derived, and their implications are discussed. Since almost no assumptions are made, our results are applicable to diverse physical systems. We also demonstrate our results by a molecular dynamics simulation of a many-body interacting system.Comment: After publication of this paper, several typos were found, which have been fixed in the erratum (J. Phys. Soc. Jpn., 80 (2011) 128001). All the corrections have been made in this updated arXive version. 13 pages with 3 figure

A meaningful expansion around detailed balance

We consider Markovian dynamics modeling open mesoscopic systems which are driven away from detailed balance by a nonconservative force. A systematic expansion is obtained of the stationary distribution around an equilibrium reference, in orders of the nonequilibrium forcing. The first order around equilibrium has been known since the work of McLennan (1959), and involves the transient irreversible entropy flux. The expansion generalizes the McLennan formula to higher orders, complementing the entropy flux with the dynamical activity. The latter is more kinetic than thermodynamic and is a possible realization of Landauer's insight (1975) that, for nonequilibrium, the relative occupation of states also depends on the noise along possible escape routes. In that way nonlinear response around equilibrium can be meaningfully discussed in terms of two main quantities only, the entropy flux and the dynamical activity. The expansion makes mathematical sense as shown in the simplest cases from exponential ergodicity.Comment: 19 page

Fluctuation theorem for currents and Schnakenberg network theory

A fluctuation theorem is proved for the macroscopic currents of a system in a nonequilibrium steady state, by using Schnakenberg network theory. The theorem can be applied, in particular, in reaction systems where the affinities or thermodynamic forces are defined globally in terms of the cycles of the graph associated with the stochastic process describing the time evolution.Comment: new version : 16 pages, 1 figure, to be published in Journal of Statistical Physic

Time series irreversibility: a visibility graph approach

We propose a method to measure real-valued time series irreversibility which combines two differ- ent tools: the horizontal visibility algorithm and the Kullback-Leibler divergence. This method maps a time series to a directed network according to a geometric criterion. The degree of irreversibility of the series is then estimated by the Kullback-Leibler divergence (i.e. the distinguishability) between the in and out degree distributions of the associated graph. The method is computationally effi- cient, does not require any ad hoc symbolization process, and naturally takes into account multiple scales. We find that the method correctly distinguishes between reversible and irreversible station- ary time series, including analytical and numerical studies of its performance for: (i) reversible stochastic processes (uncorrelated and Gaussian linearly correlated), (ii) irreversible stochastic pro- cesses (a discrete flashing ratchet in an asymmetric potential), (iii) reversible (conservative) and irreversible (dissipative) chaotic maps, and (iv) dissipative chaotic maps in the presence of noise. Two alternative graph functionals, the degree and the degree-degree distributions, can be used as the Kullback-Leibler divergence argument. The former is simpler and more intuitive and can be used as a benchmark, but in the case of an irreversible process with null net current, the degree-degree distribution has to be considered to identifiy the irreversible nature of the series.Comment: submitted for publicatio