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Cumulants and large deviations of the current through non-equilibrium steady states  [PDF]
T. Bodineau,B. Derrida
Physics , 2007, DOI: 10.1016/j.crhy.2007.04.014
Abstract: Using a generalisation of the detailed balance for systems maintained out of equilibrium by contact with 2 reservoirs at unequal temperatures or at unequal densities, we recover the fluctuation theorem for the large deviation funtion of the current. For large diffusive systems, we show how the large deviation funtion of the current can be computed using a simple additivity principle. The validity of this additivity principle and the occurence of phase transitions are discussed in the framework of the macroscopic fluctuation theory.
Thermodynamic Bethe ansatz for non-equilibrium steady states: exact energy current and fluctuations in integrable QFT  [PDF]
Olalla Castro-Alvaredo,Yixiong Chen,Benjamin Doyon,Marianne Hoogeveen
Statistics , 2013, DOI: 10.1088/1742-5468/2014/03/P03011
Abstract: We evaluate the exact energy current and scaled cumulant generating function (related to the large-deviation function) in non-equilibrium steady states with energy flow, in any integrable model of relativistic quantum field theory (IQFT) with diagonal scattering. Our derivations are based on various recent results of D. Bernard and B. Doyon. The steady states are built by connecting homogeneously two infinite halves of the system thermalized at different temperatures $T_l$, $T_r$, and waiting for a long time. We evaluate the current $J(T_l,T_r)$ using the exact QFT density matrix describing these non-equilibrium steady states and using Al.B. Zamolodchikov's method of the thermodynamic Bethe ansatz (TBA). The scaled cumulant generating function is obtained from the extended fluctuation relations which hold in integrable models. We verify our formula in particular by showing that the conformal field theory (CFT) result is obtained in the high-temperature limit. We analyze numerically our non-equilibrium steady-state TBA equations for three models: the sinh-Gordon model, the roaming trajectories model, and the sine-Gordon model at a particular reflectionless point. Based on the numerics, we conjecture that an infinite family of non-equilibrium $c$-functions, associated to the scaled cumulants, can be defined, which we interpret physically. We study the full scaled distribution function and find that it can be described by a set of independent Poisson processes. Finally, we show that the "additivity" property of the current, which is known to hold in CFT and was proposed to hold more generally, does not hold in general IQFT, that is $J(T_l,T_r)$ is not of the form $f(T_l)-f(T_r)$.
Transport Far From Equilibrium --- Uniform Shear Flow  [PDF]
Mirim Lee,James W. Dufty
Physics , 1997, DOI: 10.1103/PhysRevE.56.1733
Abstract: The BGK model kinetic equation is applied to spatially inhomogeneous states near steady uniform shear flow. The shear rate of the reference steady state can be large so the states considered include those very far from equilibrium. The single particle distribution function is calculated exactly to first order in the deviations of the hydrodynamic field gradients from their values in the reference state. The corresponding non-linear hydrodynamic equaitons are obtained and the set of transport coefficients are identified as explicit functions of the shear rate. The spectrum of the linear hydrodynamic equation is studied in detail and qualitative differences from the spectrum for equilibrium fluctuations are discussed. Conditions for instabilities at long wavelengths are identified and disccused.
Asymmetry of steady state current fluctuations in nonequilibrium systems  [PDF]
Roman Belousov,E. G. D. Cohen
Physics , 2015,
Abstract: For systems in nonequilibrium steady states, a novel modulated Gaussian probability distribution is derived to incorporate a new phenomenon of biased current fluctuations, discovered by recent laboratory experiments and confirmed by molecular dynamics simulations. Our results consistently extend Onsager-Machlup fluctuation theory for systems in thermal equilibrium. Connections with the principles of Statistical Mechanics due to Boltzmann and Gibbs are discussed. At last, the modulated Gaussian distribution is of potential interest for other statistical disciplines, which make use of the Large Deviation theory.
Relative Entropy: Free Energy Associated with Equilibrium Fluctuations and Nonequilibrium Deviations  [PDF]
Hong Qian
Physics , 2000, DOI: 10.1103/PhysRevE.63.042103
Abstract: Using a one-dimensional macromolecule in aqueous solution as an illustration, we demonstrate that the relative entropy from information theory, $\sum_k p_k\ln(p_k/p_k^*)$, has a natural role in the energetics of equilibrium and nonequilibrium conformational fluctuations of the single molecule. It is identified as the free energy difference associated with a fluctuating density in equilibrium, and is associated with the distribution deviate from the equilibrium in nonequilibrium relaxation. This result can be generalized to any other isothermal macromolecular systems using the mathematical theories of large deviations and Markov processes, and at the same time provides the well-known mathematical results with an interesting physical interpretations.
Equations for Stochastic Macromolecular Mechanics of Single Proteins: Equilibrium Fluctuations, Transient Kinetics and Nonequilibrium Steady-State  [PDF]
Hong Qian
Physics , 2000, DOI: 10.1021/jp013143w
Abstract: A modeling framework for the internal conformational dynamics and external mechanical movement of single biological macromolecules in aqueous solution at constant temperature is developed. Both the internal dynamics and external movement are stochastic; the former is represented by a master equation for a set of discrete states, and the latter is described by a continuous Smoluchowski equation. Combining these two equations into one, a comprehensive theory for the Brownian dynamics and statistical thermodynamics of single macromolecules arises. This approach is shown to have wide applications. It is applied to protein-ligand dissociation under external force, unfolding of polyglobular proteins under extension, movement along linear tracks of motor proteins against load, and enzyme catalysis by single fluctuating proteins. As a generalization of the classic polymer theory, the dynamic equation is capable of characterizing a single macromolecule in aqueous solution, in probabilistic terms, (1) its thermodynamic equilibrium with fluctuations, (2) transient relaxation kinetics, and most importantly and novel (3) nonequilibrium steady-state with heat dissipation. A reversibility condition which guarantees an equilibrium solution and its thermodynamic stability is established, an H-theorem like inequality for irreversibility is obtained, and a rule for thermodynamic consistency in chemically pumped nonequilibrium steady-state is given.
Current fluctuations in systems with diffusive dynamics, in and out of equilibrium  [PDF]
Vivien Lecomte,Alberto Imparato,Frédéric Van Wijland
Physics , 2009, DOI: 10.1143/PTPS.184.276
Abstract: For diffusive systems that can be described by fluctuating hydrodynamics and by the Macroscopic Fluctuation Theory of Bertini et al., the total current fluctuations display universal features when the system is closed and in equilibrium. When the system is taken out of equilibrium by a boundary-drive, current fluctuations, at least for a particular family of diffusive systems, display the same universal features as in equilibrium. To achieve this result, we exploit a mapping between the fluctuations in a boundary-driven nonequilibrium system and those in its equilibrium counterpart. Finally, we prove, for two well-studied processes, namely the Simple Symmetric Exclusion Process and the Kipnis-Marchioro-Presutti model for heat conduction, that the distribution of the current out of equilibrium can be deduced from the distribution in equilibrium. Thus, for these two microscopic models, the mapping between the out-of-equilibrium setting and the equilibrium one is exact.
High cumulants of current fluctuations out of equilibrium  [PDF]
D. B. Gutman,Yuval Gefen,A. D. Mirlin
Physics , 2002,
Abstract: We consider high order current cumulants in disordered systems out of equilibrium. They are interesting and reveal information which is not easily exposed by the traditional shot noise. Despite the fact that the dynamics of the electrons is classical, the standard kinetic theory of fluctuations needs to be modified to account for those cumulants. We perform a quantum-mechanical calculation using the Keldysh technique and analyze its relation to the quasi classical Boltzmann-Langevin scheme. We also consider the effect of inelastic scattering. Strong electron-phonon scattering renders the current fluctuations Gaussian, completely suppressing the $n>2$ cumulants. Under strong electron-electron scattering the current fluctuations remain non-Gaussian.
Current fluctuations for anharmonic chains in thermal equilibrium  [PDF]
Christian B. Mendl,Herbert Spohn
Physics , 2014, DOI: 10.1088/1742-5468/2015/03/P03007
Abstract: We study the total current correlations for anharmonic chains in thermal equilibrium, putting forward predictions based on the second moment sum rule and on nonlinear fluctuating hydrodynamics. We compare with molecular dynamics simulations for hard collision models. For the first time we investigate the full statistics of time-integrated currents. Generically such a quantity has Gaussian statistics on a scale $\sqrt{t}$. But if the time integration has its endpoint at a moving sound peak, then the fluctuations are suppressed and only of order $t^{1/3}$. The statistics is governed by the Baik-Rains distribution, known already from the fluctuating Burgers equation.
Current fluctuations and large deviations for periodic TASEP on the relaxation scale  [PDF]
Sylvain Prolhac
Statistics , 2015, DOI: 10.1088/1742-5468/2015/11/P11028
Abstract: The one-dimensional totally asymmetric simple exclusion process (TASEP) with $N$ particles on a periodic lattice of $L$ sites is an interacting particle system with hopping rates breaking detailed balance. The total time-integrated current of particles $Q$ between time $0$ and time $T$ is studied for this model in the thermodynamic limit $L,N\to\infty$ with finite density of particles $\overline{\rho}=N/L$. The current $Q$ takes at leading order a deterministic value which follows from the hydrodynamic evolution of the macroscopic density profile by the inviscid Burgers' equation. Using asymptotics of Bethe ansatz formulas for eigenvalues and eigenvectors, an exact expression for the probability distribution of the fluctuations of $Q$ is derived on the relaxation time scale $T\sim L^{3/2}$ for an evolution conditioned on simple initial and final states. For flat initial and final states, a large deviation function expressed simply in terms of the Airy function is obtained at small rescaled time $T/L^{3/2}$.
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