Nonequilibrium Langevin dynamics: A demonstration study of shear flow fluctuations in a simple fluid.

The present paper is based on a recent success of the second-order stochastic fluctuation theory in describing time autocorrelations of equilibrium and nonequilibrium physical systems. In particular, it was shown to yield values of the related deterministic parameters of the Langevin equation for a Couette flow in a microscopic molecular dynamics model of a simple fluid. In this paper we find all the remaining constants of the stochastic dynamics, which then is simulated numerically and compared directly with the original physical system. By using these data, we study in detail the accuracy and precision of a second-order Langevin model for nonequilibrium physical systems theoretically and computationally. We find an intriguing relation between an applied external force and cumulants of the resulting flow fluctuations. This is characterized by a linear dependence of an athermal cumulant ratio, an apposite quantity introduced here. In addition, we discuss how the order of a given Langevin dynamics can be raised systematically by introducing colored noise.

Langevin equation for systems with a preferred spatial direction.

In this paper, we generalize the theory of Brownian motion and the Onsager-Machlup theory of fluctuations for spatially symmetric systems to equilibrium and nonequilibrium steady-state systems with a preferred spatial direction, due to an external force. To do this, we extend the Langevin equation to include a bias, which is introduced by an external force and alters the Gaussian structure of the system's fluctuations. In addition, by solving this extended equation, we provide a physical interpretation for the statistical properties of the fluctuations in these systems. Connections of the extended Langevin equation with the theory of active Brownian motion are discussed as well.

Skewness of steady-state current fluctuations in nonequilibrium systems.

A skewness of the probability for instantaneous current fluctuations, in a nonequilibrium steady state, is observed experimentally in a dusty plasma. This skewness is attributed to the spatial asymmetry, which is imminent to the nonequilibrium systems due to the external hydrodynamic gradient. Using the modern framework of the large deviation theory, we extend the Onsager-Machlup ansatz for equilibrium fluctuations to systems with a preferred spatial direction, and provide a modulated Gaussian probability distribution, which is tested by simulations. This probability distribution is also of potential interest for other statistical disciplines. Connections with the principles of statistical mechanics, due to Boltzmann and Gibbs, are discussed as well.

Second-order fluctuation theory and time autocorrelation function for currents.

By using recent developments for the Langevin dynamics of spatially asymmetric systems, we routinely generalize the Onsager-Machlup fluctuation theory of the second order in time. In this form, it becomes applicable to fluctuating variables, including hydrodynamic currents, in equilibrium as well as nonequilibrium steady states. From the solution of the obtained stochastic equations we derive an analytical expression for the time autocorrelation function of a general fluctuating quantity. This theoretical result is then tested in a study of a shear flow by molecular dynamics simulations. The proposed form of the time autocorrelation function yields an excellent fit to our computational data for both equilibrium and nonequilibrium steady states. Unlike the analogous result of the first-order Onsager-Machlup theory, our expression correctly describes the short-time correlations. Its utility is demonstrated in an application of the Green-Kubo formula for the transport coefficient. Curiously, the normalized time autocorrelation function for the shear flow, which only depends on the deterministic part of the fluctuation dynamics, appears independent of the external shear force in the linear nonequilibrium regime.

Green-Kubo relation for viscosity tested using experimental data for a two-dimensional dusty plasma.

The theoretical Green-Kubo relation for viscosity is tested using experimentally obtained data. In a dusty plasma experiment, micron-sized dust particles are introduced into a partially ionized argon plasma, where they become negatively charged. They are electrically levitated to form a single-layer Wigner crystal, which is subsequently melted using laser heating. In the liquid phase, these dust particles experience interparticle electric repulsion, laser heating, and friction from the ambient neutral argon gas, and they can be considered to be in a nonequilibrium steady state. Direct measurements of the positions and velocities of individual dust particles are then used to obtain a time series for an off-diagonal element of the stress tensor and its time autocorrelation function. This calculation also requires the interparticle potential, which was not measured experimentally but was obtained using a Debye-Hückel-type model with experimentally determined parameters. Integrating the autocorrelation function over time yields the viscosity for shearing motion among dust particles. The viscosity so obtained is found to agree with results from a previous experiment using a hydrodynamical Navier-Stokes equation. This comparison serves as a test of the Green-Kubo relation for viscosity. Our result is also compared to the predictions of several simulations.

Steady-state work fluctuations of a dragged particle under external and thermal noise.

We consider a particle, confined to a moving harmonic potential, under the influence of friction and external asymmetric Poissonian shot noise (PSN). We study the fluctuations of the work done to maintain this system in a nonequilibrium steady state. PSN generalizes the usual Gaussian noise and can be considered to be a paradigm of external noise, where fluctuation and dissipation originate from physically independent mechanisms. We consider two scenarios: (i) the noise is given purely by PSN and (ii) in addition to PSN the particle is subject to white Gaussian noise. In both cases we derive exact expressions for the large deviation form of the work distribution, which are characterized by the time scales of the system. We show that the usual steady-state fluctuation theorem does not apply in our model and that in a certain parameter regime large negative work fluctuations are more likely to occur than the corresponding positive ones, though the average work is always positive.

Anomalous fluctuation properties.

We complement and extend our work on fluctuations arising in nonequilibrium systems in steady states driven by Lévy noise [H. Touchette and E. G. D. Cohen, Phys. Rev. E 76, 020101(R) (2007)]. As a concrete example, we consider a particle subjected to a drag force and a Lévy white noise with tail index mu epsilon (0,2), and calculate the probability distribution of the work done on the particle by the drag force, as well as the probability distribution of the work dissipated by the dragged particle in a nonequilibrium steady state. For 0

Fluctuation properties of an effective nonlinear system subject to Poisson noise.

We study the work fluctuations of a particle, confined to a moving harmonic potential, under the influence of friction and external asymmetric Poissonian shot noise. This type of noise generalizes the usual Gaussian noise and induces an effective interaction between the noise and the potential, leading to an effectively nonlinear system with singular features. On the basis of an analytic solution we investigate the roles of time scales, symmetries, and singularities in the context of nonequilibrium fluctuations. Our results highlight the nonuniversality of the steady-state fluctuation theorem in stochastic systems.

Fluctuation relation for a Lévy particle.

We study the work fluctuations of a particle subjected to a deterministic drag force plus a random forcing whose statistics is of the Lévy type. In the stationary regime, the probability density of the work is found to have "fat" power-law tails which assign a relatively high probability to large fluctuations compared with the case where the random forcing is Gaussian. These tails lead to a strong violation of existing fluctuation theorems, as the ratio of the probabilities of positive and negative work fluctuations of equal magnitude behaves in a nonmonotonic way. Possible experiments that could probe these features are proposed.

Weak and strong chaos in Fermi-Pasta-Ulam models and beyond.

We briefly review some of the most relevant results that our group obtained in the past, while investigating the dynamics of the Fermi-Pasta-Ulam (FPU) models. The first result is the numerical evidence of the existence of two different kinds of transitions in the dynamics of the FPU models: (i) A stochasticity threshold (ST), characterized by a value of the energy per degree of freedom below which the overwhelming majority of the phase space trajectories are regular (vanishing Lyapunov exponents). It tends to vanish as the number N of degrees of freedom is increased. (ii) A strong stochasticity threshold (SST), characterized by a value of the energy per degree of freedom at which a crossover appears between two different power laws of the energy dependence of the largest Lyapunov exponent, which phenomenologically corresponds to the transition between weak and strong chaotic regimes. It is stable with N. The second result is the development of a Riemannian geometric theory to explain the origin of Hamiltonian chaos. Starting this theory has been motivated by the inadequacy of the approach based on homoclinic intersections to explain the origin of chaos in systems of arbitrarily large N, or arbitrarily far from quasi-integrability, or displaying a transition between weak and strong chaos. Finally, the third result stems from the search for the transition between weak and strong chaos in systems other than FPU. Actually, we found that a very sharp SST appears as the dynamical counterpart of a thermodynamic phase transition, which in turn has led, in the light of the Riemannian theory of chaos, to the development of a topological theory of phase transitions.

Extended heat-fluctuation theorems for a system with deterministic and stochastic forces.

Heat fluctuations over a time tau in a nonequilibrium stationary state and in a transient state are studied for a simple system with deterministic and stochastic components: a Brownian particle dragged through a fluid by a harmonic potential which is moved with constant velocity. Using a Langevin equation, we find the exact Fourier transform of the distribution of these fluctuations for all tau. By a saddle-point method we obtain analytical results for the inverse Fourier transform, which, for not too small tau, agree very well with numerical results from a sampling method as well as from the fast Fourier transform algorithm. Due to the interaction of the deterministic part of the motion of the particle in the mechanical potential with the stochastic part of the motion caused by the fluid, the conventional heat fluctuation theorem is, for infinite and for finite tau, replaced by an extended fluctuation theorem that differs noticeably and measurably from it. In particular, for large fluctuations, the ratio of the probability for absorption of heat (by the particle from the fluid) to the probability to supply heat (by the particle to the fluid) is much larger here than in the conventional fluctuation theorem.

Nonequilibrium stationary states and entropy.

In transformations between nonequilibrium stationary states, entropy might not be a well defined concept. It might be analogous to the "heat content" in transformations in equilibrium which is not well defined either, if they are not isochoric (i.e., do involve mechanical work). Hence we conjecture that in a nonequilibrium stationary state the entropy is just a quantity that can be transferred or created, such as heat in equilibrium, but has no physical meaning as "entropy content" as a property of the system.

Power and heat fluctuation theorems for electric circuits.

Using recent fluctuation theorems from nonequilibrium statistical mechanics, we extend the theory for voltage fluctuations in electric circuits to power and heat fluctuations. They could be of particular relevance for the functioning of small circuits. This is done for a parallel resistor and capacitor with a constant current source for which we use the analogy with a Brownian particle dragged through a fluid by a moving harmonic potential, where circuit-specific analogs are needed on top of the Brownian-Nyquist analogy. The results may also hold for other circuits as another example shows.

Extension of the fluctuation theorem.

Heat fluctuations are studied in a dissipative system with both deterministic and stochastic components for a simple model: a Brownian particle dragged through water by a moving potential. An extension of the stationary state fluctuation theorem is derived. For infinite time, this reduces to the conventional fluctuation theorem only for small fluctuations; for large fluctuations, it gives a much larger ratio of the probabilities of the particle to absorb rather than supply heat. This persists for finite times and should be observable in experiments similar to a recent one carried out by Wang et al.

Stationary and transient work-fluctuation theorems for a dragged Brownian particle.

Recently Wang et al. carried out a laboratory experiment, where a Brownian particle was dragged through a fluid by a harmonic force with constant velocity of its center. This experiment confirmed a theoretically predicted work related integrated transient fluctuation theorem (ITFT), which gives an expression for the ratio for the probability to find positive or negative values for the fluctuations of the total work done on the system in a given time in a transient state. The corresponding integrated stationary state fluctuation theorem (ISSFT) was not observed. Using an overdamped Langevin equation and an arbitrary motion for the center of the harmonic force, all quantities of interest for these theorems and the corresponding nonintegrated ones (TFT and SSFT, respectively) are theoretically explicitly obtained in this paper. While the TFT and the ITFT are satisfied for all times, the SSFT and the ISSFT only hold asymptotically in time. Suggestions for further experiments with arbitrary velocity of the harmonic force and in which also the ISSFT could be observed, are given. In addition, a nontrivial long-time relation between the ITFT and the ISSFT was discovered, which could be observed experimentally, especially in the case of a resonant circular motion of the center of the harmonic force.

Exact result on topology and phase transitions at any finite N.

We study analytically the topology of a family of submanifolds of the configuration space of the mean-field XY model, computing also a topological invariant (the Euler characteristic). We prove that a particular topological change of these submanifolds is connected to the phase transition of this system, and exists also at finite N. The present result is the first analytic proof that a phase transition has a topological origin and provides a key to a possible better understanding of the origin of phase transitions at their deepest level, as well as to a possible definition of phase transitions at finite N.

Note on phase space contraction and entropy production in thermostatted Hamiltonian systems.

The phase space contraction and the entropy production rates of Hamiltonian systems in an external field, thermostatted to obtain a stationary state, are considered. While for stationary states with a constant kinetic energy the two rates are formally equal for all numbers of particles N, for stationary states with constant total (kinetic and potential) energy this only obtains for large N. However, in both cases a large number of particles is required to obtain equality with the entropy production rate of Irreversible Thermodynamics. Consequences of this for the positivity of the transport coefficients and for the Onsager relations are discussed. Numerical results are presented for the special case of the Lorentz gas. (c) 1998 American Institute of Physics.