Approach to equilibrium and nonequilibrium stationary distributions of interacting many-particle systems that are coupled to different heat baths

Direction of Spontaneous Processes in Non-Equilibrium Systems with Movable/Permeable Internal Walls

We consider three different systems in a heat flow: an ideal gas, a van der Waals gas, and a binary mixture of ideal gases. We divide each system internally into two subsystems by a movable wall. We show that the direction of the motion of the wall, after release, under constant boundary conditions, is determined by the same inequality as in equilibrium thermodynamics dU-đQ≤0. The only difference between the equilibrium and non-equilibrium laws is the dependence of the net heat change, đQ, on the state parameters of the system. We show that the same inequality is valid when introducing the gravitational field in the case of both the ideal gas and the van der Waals gas in the heat flow. It remains true when we consider a thick wall permeable to gas particles and derive Archimedes' principle in the heat flow. Finally, we consider the Couette (shear) flow of the ideal gas. In this system, the direction of the motion of the internal wall follows from the inequality dE-đQ-đWs≤0, where dE is the infinitesimal change in total energy (internal plus kinetic) and đWs is the infinitesimal work exchanged with the environment due to the shear force imposed on the flowing gas. Ultimately, we synthesize all these cases within a general framework of the second law of non-equilibrium thermodynamics.

Derivation of the nonequilibrium generalized Langevin equation from a time-dependent many-body Hamiltonian

It has become standard practice to describe systems that remain far from equilibrium even in their steady state by Langevin equations with colored noise which is chosen independently from the friction contribution. Since these Langevin equations are typically not derived from first-principle Hamiltonian dynamics, it is not clear whether they correspond to physically realizable scenarios. By exact Mori projection in phase space we derive the nonequilibrium generalized Langevin equation (GLE) for an arbitrary phase-space dependent observable A from a generic many-body Hamiltonian with a time-dependent external force h(t) acting on the same observable A. This is the same Hamiltonian from which the standard fluctuation-dissipation theorem is derived, which reflects the generality of our approach. The observable A could, for example, be the position of an atom, of a molecule or of a macroscopic object, the distance between two such entities or a more complex phase-space function such as the reaction coordinate of a chemical reaction or of the folding of a protein. The Hamiltonian could, for example, describe a fluid, a solid, a viscoelastic medium, or even a turbulent inhomogeneous environment. The GLE, which is a closed-form equation of motion for the observable A, is obtained in explicit form to all orders in h(t) and without restrictions on the type of many-body Hamiltonian or the observable A. If the dynamics of the observable A corresponds to a Gaussian process, the resultant GLE has a similar form as the equilibrium Mori GLE, and in particular the friction memory kernel is given by the two-point autocorrelation function of the sum of the complementary and the external force h(t). This is a nontrivial and useful result, as many observables that characterize nonequilibrium systems display Gaussian statistics. For non-Gaussian nonequilibrium observables correction terms appear in the GLE and in the relation between the force autocorrelation and the friction memory kernel, which are explicitly given in terms of cubic correlation functions of A. Interpreting the external force h(t) as a stochastic process, we derive nonequilibrium corrections to the fluctuation-dissipation theorem and present methods to extract all GLE parameters from experimental or simulation time-series data, thus making our nonequilibrium GLE a practical tool to study and model general nonequilibrium systems.

Nonequilibrium dynamics and entropy production of a trapped colloidal particle in a complex nonreciprocal medium

We discuss the two-dimensional motion of a Brownian particle that is confined to a harmonic trap and driven by a shear flow. The surrounding medium induces memory effects modeled by a linear, typically nonreciprocal coupling of the particle coordinates to an auxiliary (hidden) variable. The system's behavior resulting from the microscopic Langevin equations for the three variables is analyzed by means of exact moment equations derived from the Fokker-Planck representation, and numerical Brownian dynamics simulations. Increasing the shear rate beyond a critical value we observe, for suitable coupling scenarios with nonreciprocal elements, a transition from a stationary to a nonstationary state, corresponding to an escape from the trap. We analyze this behavior, analytically and numerically, in terms of the associated moments of the probability distribution, and from the perspective of nonequilibrium thermodynamics. Intriguingly, the entropy production rate remains finite when crossing the stability threshold.

Trapped tracer in a non-equilibrium bath: dynamics and energetics

We study the dynamics of a tracer that is elastically coupled to active particles being kept at two different temperatures, as a prototype of tracer dynamics in a non-equilibrium bath. Employing analytical techniques, we find the exact solution of the probability density function for the effective motion of the tracer. The analytical results are supported by numerical simulations. By combining the experimentally accessible quantities such as the response function and the power spectrum, we measure the non-equilibrium fluctuations in terms of the effective temperature. In addition, we compute the energy dissipation rate to find the precise effects of activity. Our study is relevant in understanding athermal fluctuations arising in cytoskeletal networks or inside a chromosome.

Effect of confinement and topology: 2-TIPS vs. MIPS

2-TIPS (two temperature induced phase separation) refers to the phase separation phenomenon observed in mixtures of active and passive particles which are modelled using scalar activity. The active particles are connected to a thermostat at high temperature while the passive particles are connected to the thermostat at low temperature and the relative temperature difference between "hot" and "cold" particles is taken as the measure of the activity χ of the non-equilibrium system. The study of such binary mixtures of hot and cold particles under various kinds of confinement is an important problem in many physical and biological processes. The nature and extent of phase separation are heavily influenced by the geometry of confinement, activity, and density of the non-equilibrium binary mixture. Investigating such 3D binary mixtures confined by parallel walls, we observe that the active and passive particles phase separate, but the extent of phase separation is reduced compared to bulk phase separation at high densities and enhanced at low densities. However, when the binary mixture of active and passive particles is confined inside a spherical cavity, the phase separation is radial for small radii of the confining sphere and the extent of phase separation is higher compared to their bulk counterparts. Confinement leads to interesting properties in the passive (cold) region like enhanced layering and high compression in the direction parallel to the confining wall. In 2D, both the bulk and confined systems of the binary mixture show a significant decrement in the extent of phase separation at higher densities. This observation is attributed to the trapping of active particles inside the passive cluster, which increases with density. Thus the 2D systems show structures more akin to dense-dilute phase co-existence, which is observed in motility induced phase separation in 2D active systems. The binary mixture constrained on the spherical surface also shows similar phase co-existence. Our analyses reveal that the coexistent densities observed in 2-TIPS on the spherical surface agree with the findings of previous studies on MIPS in active systems on a sphere.

Phase behavior of active and passive dumbbells

We report phase separation in a mixture of "hot" and "cold" three-dimensional dumbbells which interact by Lennard-Jones potential. We also have studied the effect of asymmetry of dumbbells and the variation of ratio of "hot" and "cold" dumbbells on their phase separation. The ratio of the temperature difference between hot and cold dumbbells to the temperature of cold dumbbells is a measure of the activity χ of the system. From constant density simulations of symmetric dumbbells, we observe that the "hot" and "cold" dumbbells phase separate at higher activity ratio (χ>5.80) compared to that of a mixture of hot and cold Lennard-Jones monomers (χ>3.44). We find that, in the phase-separated system, the hot dumbbells have high effective volume and hence high entropy which is calculated by two-phase thermodynamic method. The high kinetic pressure of hot dumbbells forces the cold dumbbells to form dense clusters such that at the interface the high kinetic pressure of hot dumbbells is balanced by the virial pressure of cold dumbbells. We find that phase separation pushes the cluster of cold dumbbells to have solidlike ordering. Bond orientation order parameters reveal that the cold dumbbells form solidlike ordering consisting of predominantly face-centered cubic and hexagonal-close packing packing, but the individual dumbbells have random orientations. The simulation of the nonequilibrium system of symmetric dumbbells at different ratios of number of hot dumbbells to cold dumbbells reveals that the critical activity of phase separation decreases with increase in fraction of hot dumbbells. The simulation of equal mixture of hot and cold asymmetric dumbbells revealed that the critical activity of phase separation was independent of the asymmetry of dumbbells. We also observed that the clusters of cold asymmetric dumbbells showed both crystalline and noncrystalline order depending on the asymmetry of dumbbells.

Active responsive colloids driven by intrinsic dichotomous noise

We study the influence of intrinsic noise on the structure and dynamics of responsive colloids (RCs), which actively change their size and mutual interactions. The colloidal size is explicitly resolved in our RC model as an internal degree of freedom (DOF) in addition to the particle translation. A Hertzian pair potential between the RCs leads to repulsion and shrinking of the particles, resulting in an explicit responsiveness of the system to self-crowding. To render the colloids active, their size is internally driven by a dichotomous noise, randomly switching ("breathing") between growing and shrinking states with a predefined rate, as motivated by recent experiments on synthetic active colloids. The polydispersity of this dichotomous active responsive colloid (D-ARC) model can be tuned by the parameters of the noise. Utilizing stochastic computer simulations, we study crowding effects on the spatial distributions, relaxation times, and self-diffusion of dense suspensions of the D-ARCs. We find a substantial influence of the "built-in" intrinsic noise on the system's behavior, in particular, transitions from unimodal to bimodal size distributions for an increasing colloid density as well as intrinsic noise-modified diffusive translational dynamics. We conclude that controlling the noise of internal DOFs of a macromolecule or cell is a powerful tool for active colloidal materials to enable autonomous changes in the system's collective structure and dynamics towards the adaptation of macroscopic properties to external perturbations.

Nonequilibrium Equation of State for Open Hamiltonian Systems Maintained in Nonequilibrium Steady States

We establish the nonequilibrium equation of state in the stochastic thermodynamics framework for open Hamiltonian systems in contact with multiple heat baths governed by the Langevin equation and the Fokker-Planck equation. The derived nonequilibrium equation of state is an integral part of the nonequilibrium steady-state thermodynamics, and it reduces to the equilibrium equation of state when all the heat baths have the same temperature. We find that the nonequilibrium equation of state can be separated into two parts. One part has the form of the equilibrium equation of state, with the equilibrium temperature replaced by the average temperature of the heat baths. The other part depends on the temperature differences of the heat baths and represents nonequilibrium corrections. For systems with harmonic potentials, the nonequilibrium correction part is linear in the temperature differences of the heat baths. For more general open Hamiltonian systems, it may contain higher powers of the temperature differences. Another important feature of the nonequilibrium equation of state is that, in addition to the temperatures of the heat baths, it also depends on the friction coefficients arising from system-bath interactions in general. This suggests that it represents a relational condition between the system and the heat baths instead of the intrinsic properties of the system itself. In addition, when the potential energy is a homogeneous function, we find that the product of the generalized force and the generalized coordinate is proportional to the nonequilibrium internal energy, which is an alternative form of the nonequilibrium equation of state. Our findings may provide insights into the nonequilibrium equation of state for more general nonequilibrium open systems, including active matter and living organisms. Results in this work with suitable extension may find potential applications in nanoelectronics and biophysics including molecular motors and cells.

Active responsive colloids coupled to different thermostats

We introduce a model of active responsive colloids (ARCs) in which an internal degree of freedom (DoF) of a single colloidal particle is "activated" by coupling it to a different thermostat than for the translational DoFs. As for the responsive internal DoF, we consider specifically the size (diameter) of the spherical particles, which is confined by a harmonic parent potential being either entropic or energetic in nature. The ARCs interact via a repulsive Hertzian pair potential, appropriate to model hydrogels or elastic colloids, and are studied for various densities using Brownian dynamics simulations. We tune the internal activity in the nonequilibrium steady state by scanning through a wide range of internal temperatures, both smaller ("colder") and larger ("hotter") than the translational temperature. The results show a rich and intriguing behavior for the emergent property distributions, colloidal pair structure, and the diffusive translational dynamics controlled by the internal activity, substantially depending on whether the internal DoF moves in an entropic or energetic potential. We discuss theoretical thermal limits and phenomenological models which can explain some of the nonequilibrium trends qualitatively. Our study indicates that particle dynamical polydispersity as well as the structure and dynamics of dense macromolecular suspensions can be vastly tuned by internal activity in terms of internal "hot" or "cold" fluctuating states.

Non-Markovian systems out of equilibrium: exact results for two routes of coarse graining

Generalized Langevin equations (GLEs) can be systematically derived via dimensional reduction from high-dimensional microscopic systems. For linear models the derivation can either be based on projection operator techniques such as the Mori-Zwanzig (MZ) formalism or by 'integrating out' the bath degrees of freedom. Based on exact analytical results we show that both routes can lead to fundamentally different GLEs and that the origin of these differences is based inherently on the non-equilibrium nature of the microscopic stochastic model. The most important conceptional difference between the two routes is that the MZ result intrinsically fulfills the generalized second fluctuation-dissipation theorem while the integration result can lead to its violation. We supplement our theoretical findings with numerical and simulation results for two popular non-equilibrium systems: time-delayed feedback control and the active Ornstein-Uhlenbeck process.

Heating leads to liquid-crystal and crystalline order in a two-temperature active fluid of rods

We report phase separation and liquid-crystal ordering induced by scalar activity in a system of soft repulsive spherocylinders (SRSs) of shape anisotropy L/D=5 using molecular dynamics (MD) simulations. Activity is introduced by increasing the temperature of half of the SRSs (labeled hot) while maintaining the temperature of the other half constant at a lower value (labeled cold). The difference between the two temperatures scaled by the lower temperature provides a measure of the activity. Starting from different equilibrium initial phases, we find that activity leads to segregation of the hot and cold particles. Activity also drives the cold particles through a phase transition to a more ordered state and the hot particles to a state of less order compared to the initial equilibrium state. The cold components of a homogeneous isotropic structure acquire nematic and, at higher activity, crystalline order. Similarly, the cold zone of a nematic initial state undergoes smectic and crystal ordering above a critical value of activity while the hot component turns isotropic. We find that the hot particles occupy a larger volume and exert an extra kinetic pressure, confining, compressing, and provoking an ordering transition of the cold-particle domains.

Landscape-Flux Framework for Nonequilibrium Dynamics and Thermodynamics of Open Hamiltonian Systems Coupled to Multiple Heat Baths

We establish a nonequilibrium dynamic and thermodynamic formalism in the landscape-flux framework for open Hamiltonian systems in contact with multiple heat baths governed by stochastic dynamics. To systematically characterize nonequilibrium steady states, the nonequilibrium trinity construct is developed, which consists of detailed balance breaking, nonequilibrium potential landscape, and irreversible probability flux. We demonstrate that the temperature difference of the heat baths is the physical origin of detailed balance breaking, which generates the nonequilibrium potential landscape characterizing the nonequilibrium statistics and creates the irreversible probability flux signifying time irreversibility, with the latter two aspects closely connected. It is shown that the stochastic dynamics of the system can be formulated in the landscape-flux form, where the reversible force drives the conservative Hamiltonian dynamics, the irreversible force consisting of a landscape gradient force and an irreversible flux force drives the dissipative dynamics, and the stochastic force adds random fluctuations to the dynamics. The possible connection of the nonequilibrium trinity construct to nonequilibrium phase transitions is also suggested. A set of nonequilibrium thermodynamic equations, applicable to both nonequilibrium steady states and transient relaxation processes, is constructed. We find that an additional thermodynamic quantity, named the mixing entropy production rate, enters the nonequilibrium thermodynamic equations. It arises from the interplay between detailed balance breaking and transient relaxation, and it also relies on the conservative dynamics. At the nonequilibrium steady state, the heat flow, entropy flow, and entropy production are demonstrated to be thermodynamic manifestations of the nonequilibrium trinity construct. The general nonequilibrium formalism is applied to a class of solvable systems consisting of coupled harmonic oscillators. A more specific example of two harmonic oscillators coupled to two heat baths is worked out in detail. The example may facilitate connection with experiments.

Negative friction memory induces persistent motion

We investigate the mean-square displacement (MSD) for random motion governed by the generalized Langevin equation for memory functions that contain two different time scales: In the first model, the memory kernel consists of a delta peak and a single-exponential and in the second model of the sum of two exponentials. In particular, we investigate the scenario where the long-time exponential kernel contribution is negative. The competition between positive and negative friction memory contributions produces an enhanced transient persistent regime in the MSD, which is relevant for biological motility and active matter systems.