Heat bounds and the blowtorch theorem

We study driven systems with possible population inversion and we give optimal bounds on the relative occupations in terms of released heat. A precise meaning to Landauer's blowtorch theorem (1975) is obtained stating that nonequilibrium occupations are essentially modified by kinetic effects. Towards very low temperatures we apply a Freidlin-Wentzel type analysis for continuous time Markov jump processes. It leads to a definition of dominant states in terms of both heat and escape rates.Comment: 11 pages; v2: minor changes, 1 reference adde

Enstrophy dissipation in two-dimensional turbulence

Insight into the problem of two-dimensional turbulence can be obtained by an analogy with a heat conduction network. It allows the identification of an entropy function associated to the enstrophy dissipation and that fluctuates around a positive (mean) value. While the corresponding enstrophy network is highly nonlocal, the direction of the enstrophy current follows from the Second Law of Thermodynamics. An essential parameter is the ratio $T_k = \gamma_k /(\nu k^2)$ of the intensity of driving $\gamma_k>0$ as a function of wavenumber $k$, to the dissipation strength $\nu k^2$, where $\nu$ is the viscosity. The enstrophy current flows from higher to lower values of $T_k$, similar to a heat current from higher to lower temperature. Our probabilistic analysis of the enstrophy dissipation and the analogy with heat conduction thus complements and visualizes the more traditional spectral arguments for the direct enstrophy cascade. We also show a fluctuation symmetry in the distribution of the total entropy production which relates the probabilities of direct and inverse enstrophy cascades.Comment: 8 pages, revtex

Fluctuation-response relations for nonequilibrium diffusions with memory

Strong interaction with other particles or feedback from the medium on a Brownian particle entail memory effects in the effective dynamics. We discuss the extension of the fluctuation-dissipation theorem to nonequilibrium Langevin systems with memory. An important application is to the extension of the Sutherland-Einstein relation between diffusion and mobility. Nonequilibrium corrections include the time-correlation between the dynamical activity and the velocity of the particle, which in turn leads to information about the correlations between the driving force and the particle's displacement

Fluctuation symmetries for work and heat

We consider a particle dragged through a medium at constant temperature as described by a Langevin equation with a time-dependent potential. The time-dependence is specified by an external protocol. We give conditions on potential and protocol under which the dissipative work satisfies an exact symmetry in its fluctuations for all times. We also present counter examples to that exact fluctuation symmetry when our conditions are not satisfied. Finally, we consider the dissipated heat which differs from the work by a temporal boundary term. We explain when and why there can be a correction to the standard fluctuation theorem due to the unboundedness of that temporal boundary. However, the corrected fluctuation symmetry has again a general validity.Comment: 10 pages, 4 figures (v2: minor typographic corrections

Nonequilibrium Linear Response for Markov Dynamics, II: Inertial Dynamics

We continue our study of the linear response of a nonequilibrium system. This Part II concentrates on models of open and driven inertial dynamics but the structure and the interpretation of the result remain unchanged: the response can be expressed as a sum of two temporal correlations in the unperturbed system, one entropic, the other frenetic. The decomposition arises from the (anti)symmetry under time-reversal on the level of the nonequilibrium action. The response formula involves a statistical averaging over explicitly known observables but, in contrast with the equilibrium situation, they depend on the model dynamics in terms of an excess in dynamical activity. As an example, the Einstein relation between mobility and diffusion constant is modified by a correlation term between the position and the momentum of the particle

Time-symmetric fluctuations in nonequilibrium systems

For nonequilibrium steady states, we identify observables whose fluctuations satisfy a general symmetry and for which a new reciprocity relation can be shown. Unlike the situation in recently discussed fluctuation theorems, these observables are time-reversal symmetric. That is essential for exploiting the fluctuation symmetry beyond linear response theory. Besides time-reversal, a crucial role is played by the reversal of the driving fields, that further resolves the space-time action. In particular, the time-symmetric part in the space-time action determines second order effects of the nonequilibrium driving.Comment: 4 page

On the (Boltzmann) Entropy of Nonequilibrium Systems

Boltzmann defined the entropy of a macroscopic system in a macrostate $M$ as the $\log$ of the volume of phase space (number of microstates) corresponding to $M$. This agrees with the thermodynamic entropy of Clausius when $M$ specifies the locally conserved quantities of a system in local thermal equilibrium (LTE). Here we discuss Boltzmann's entropy, involving an appropriate choice of macro-variables, for systems not in LTE. We generalize the formulas of Boltzmann for dilute gases and of Resibois for hard sphere fluids and show that for macro-variables satisfying any deterministic autonomous evolution equation arising from the microscopic dynamics the corresponding Boltzmann entropy must satisfy an ${\cal H}$-theorem.Comment: 31 pages, in Tex, authors' e-mails: [email protected], [email protected]

Dynamical fluctuations for semi-Markov processes

We develop an Onsager-Machlup-type theory for nonequilibrium semi-Markov processes. Our main result is an exact large time asymptotics for the joint probability of the occupation times and the currents in the system, establishing some generic large deviation structures. We discuss in detail how the nonequilibrium driving and the non-exponential waiting time distribution influence the occupation-current statistics. The violation of the Markov condition is reflected in the emergence of a new type of nonlocality in the fluctuations. Explicit solutions are obtained for some examples of driven random walks on the ring.Comment: Minor changes, accepted for publication in Journal of Physics

A nonequilibrium extension of the Clausius heat theorem

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.Comment: 23 pages; v2: manuscript significantly extende