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Fluctuation-Dissipation: Response Theory in Statistical Physics
- PHYSICS REPORTS 461 (2008) 111-195
, 2008
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Fluctuation relations in simple examples of non-equilibrium steady states
, 2008
"... We discuss fluctuation relations in simple cases of non-equilibrium Langevin dynamics. In particular, we show that close to non-equilibrium steady states with non-vanishing probability currents some of these relations reduce to a modified version of the fluctuation-dissipation theorem. The latter ma ..."
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Cited by 17 (3 self)
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We discuss fluctuation relations in simple cases of non-equilibrium Langevin dynamics. In particular, we show that close to non-equilibrium steady states with non-vanishing probability currents some of these relations reduce to a modified version of the fluctuation-dissipation theorem. The latter may be interpreted as the equilibrium-like relation in the reference frame moving with the mean local velocity determined by the probability current.
Eulerian and Lagrangian pictures of non-equilibrium diffusions
, 2009
"... We show that a non-equilibrium diffusive dynamics in a finite-dimensional space takes in the Lagrangian frame of its mean local velocity an equilibrium form with the detailed balance property. This explains the equilibrium nature of the fluctuation-dissipation relations in that frame observed previo ..."
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Cited by 9 (2 self)
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We show that a non-equilibrium diffusive dynamics in a finite-dimensional space takes in the Lagrangian frame of its mean local velocity an equilibrium form with the detailed balance property. This explains the equilibrium nature of the fluctuation-dissipation relations in that frame observed previously. The general considerations are illustrated on few examples of stochastic particle dynamics.
2012) A basic introduction to large deviations: Theory, applications, simulations
"... The theory of large deviations deals with the probabilities of rare events (or fluctuations) that are exponentially small as a function of some parameter, e.g., the number of random components of a system, the time over which a stochastic system is observed, the amplitude of the noise perturbing a d ..."
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The theory of large deviations deals with the probabilities of rare events (or fluctuations) that are exponentially small as a function of some parameter, e.g., the number of random components of a system, the time over which a stochastic system is observed, the amplitude of the noise perturbing a dynamical system or the temperature of a chemical reaction. The theory has applications in many different scientific fields, ranging from queuing theory to statistics and from finance to engineering. It is also increasingly used in statistical physics for studying both equilibrium and nonequilibrium systems. In this context, deep analogies can be made between familiar concepts of statistical physics, such as the entropy and the free energy, and concepts of large deviation theory having more technical names, such as the rate function and the scaled cumulant generating function. The first part of these notes introduces the basic elements of large deviation theory at a level appropriate for advanced undergraduate and graduate students in physics, engineering, chemistry, and mathematics. The focus there is on the simple but powerful ideas behind large devia-tion theory, stated in non-technical terms, and on the application of these ideas in simple stochastic processes, such as sums of independent and identically distributed random variables and Markov processes. Some physical applications of these processes are covered in exercises contained at the end of each section. In the second part, the problem of numerically evaluating large deviation probabilities is treated at a basic level. The fundamental idea of importance sampling is introduced there together with its sister idea, the exponential change of measure. Other numerical methods based on sample means and generating functions, with applications to Markov processes, are also covered.
Stochastic processes in turbulent transport
, 2008
"... This is a set of four lectures devoted to simple ideas about turbulent transport, a ubiquitous nonequilibrium phenomenon. In the course similar to that given by the author in 2006 in Warwick [45], we discuss lessons which have been learned from naive models of turbulent mixing that employ simple ran ..."
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This is a set of four lectures devoted to simple ideas about turbulent transport, a ubiquitous nonequilibrium phenomenon. In the course similar to that given by the author in 2006 in Warwick [45], we discuss lessons which have been learned from naive models of turbulent mixing that employ simple random velocity ensembles and study related stochastic processes. In the first lecture, after a brief reminder of the turbulence phenomenology, we describe the intimate relation between the passive advection of particles and fields by hydrodynamical flows. The second lecture is devoted to some useful tools of the multiplicative ergodic theory for random dynamical systems. In the third lecture, we apply these tools to the example of particle flows in the Kraichnan ensemble of smooth velocities that mimics turbulence at intermediate Reynolds numbers. In the fourth lecture, we extends the discussion of particle flows to the case of non-smooth Kraichnan velocities that model fully developed turbulence. We stress the unconventional aspects of particle flows that appear in this regime and lead to phase transitions in the presence of compressibility. The intermittency of scalar fields advected by fully turbulent velocities and the scenario linking it to hidden statistical conservation laws of multi-particle flows are briefly explained.
FLUCTUATIONS RELATIONS for SEMICLASSICAL SINGLE-MODE LASER
, 810
"... 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 semic ..."
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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. 1
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"... Fluctuation relations in simple examples of non-equilibrium steady states This article has been downloaded from IOPscience. Please scroll down to see the full text article. ..."
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Fluctuation relations in simple examples of non-equilibrium steady states This article has been downloaded from IOPscience. Please scroll down to see the full text article.
Fluctuation-Dissipation: Response Theory in Statistical Physics
, 803
"... General aspects of the Fluctuation-Dissipation Relation (FDR), and Response Theory are considered. After analyzing the conceptual and historical relevance of fluctuations in statistical mechanics, we illustrate the relation between the relaxation of spontaneous fluctuations, and the response to an e ..."
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General aspects of the Fluctuation-Dissipation Relation (FDR), and Response Theory are considered. After analyzing the conceptual and historical relevance of fluctuations in statistical mechanics, we illustrate the relation between the relaxation of spontaneous fluctuations, and the response to an external perturbation. These studies date back to Einstein’s work on Brownian Motion, were continued by Nyquist and Onsager and culminated in Kubo’s linear response theory. The FDR has been originally developed in the framework of statistical mechanics of Hamiltonian systems, nevertheless a generalized FDR holds under rather general hypotheses, regardless of the Hamiltonian, or equilibrium nature of the system. In the last decade, this subject was revived by the works on Fluctuation Relations (FR) concerning far from equilibrium systems. The connection of these works with large deviation theory is analyzed. Some examples, beyond the standard applications of statistical mechanics, where fluctuations play a major role are discussed: fluids, granular media, nano-systems
JStatPhys DOI 10.1007/s10955-013-0822-9 A Nonequilibrium Extension of the Clausius Heat Theorem
, 2013
"... Abstract We generalize the Clausius (in)equality to overdamped mesoscopic and macroscopic diffusions in the presence of nonconservative forces. In contrast to previous frameworks, we use a decomposition scheme for heat which is based on an exact variant of the Minimum Entropy Production Principle as ..."
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Abstract We generalize the Clausius (in)equality to overdamped mesoscopic and macroscopic diffusions in the presence of nonconservative forces. In contrast to previous frameworks, we use a decomposition scheme for heat which is based on an exact variant of the Minimum Entropy Production Principle as obtained from dynamical fluctuation theory. This new extended heat theorem holds true for arbitrary driving and does not require assumptions of local or close to equilibrium. The argument remains exactly intact for diffusing fields where the fields correspond to macroscopic profiles of interacting particles under hydrodynamic fluctuations. We also show that the change of Shannon entropy is related to the antisymmetric part under a modified time-reversal of the time-integrated entropy flux.
