Thermodynamic formula for the cumulant generating function of time-averaged current

Thermodynamic Bounds on Correlation Times

We derive a variational expression for the correlation time of physical observables in steady-state diffusive systems. As a consequence of this variational expression, we obtain lower bounds on the correlation time, which provide speed limits on the self-averaging of observables. In equilibrium, the bound takes the form of a trade-off relation between the long- and short-time fluctuations of an observable. Out of equilibrium, the trade-off can be violated, leading to an acceleration of self-averaging. We relate this violation to the steady-state entropy production rate, as well as the geometric structure of the irreversible currents, giving rise to two complementary speed limits. One of these can be formulated as a lower estimate on the entropy production from the measurement of time-symmetric observables. Using an illustrating example, we show the intricate behavior of the correlation time out of equilibrium for different classes of observables and how this can be used to partially infer dissipation even if no time-reversal symmetry breaking can be observed in the trajectories of the observable.

Thermodynamic uncertainty relations for steady-state thermodynamics

A system can be driven out of equilibrium by both time-dependent and nonconservative forces, which gives rise to a decomposition of the dissipation into two nonnegative components, called the excess and housekeeping entropy productions. We derive thermodynamic uncertainty relations for the excess and housekeeping entropy. These can be used as tools to estimate the individual components, which are in general difficult to measure directly. We introduce a decomposition of an arbitrary current into housekeeping and excess parts, which provide lower bounds on the respective entropy production. Furthermore, we also provide a geometric interpretation of the decomposition and show that the uncertainties of the two components are not independent, but rather have to obey a joint uncertainty relation, which also yields a tighter bound on the total entropy production. We apply our results to a paradigmatic example that illustrates the physical interpretation of the components of the current and how to estimate the entropy production.

Stochastic order parameter dynamics for phase coexistence in heat conduction

We propose a stochastic order parameter model for describing phase coexistence in steady heat conduction near equilibrium. By analyzing the stochastic dynamics with a nonequilibrium adiabatic boundary condition, where total energy is conserved over time, we derive a variational principle that determines thermodynamic properties in nonequilibrium steady states. The resulting variational principle indicates that the temperature of the interface between the ordered region and the disordered region becomes greater (less) than the equilibrium transition temperature in the linear response regime when the thermal conductivity in the ordered region is less (greater) than that in the disordered region. This means that a superheated ordered (supercooled disordered) state appears near the interface, which was predicted by an extended framework of thermodynamics proposed in Nakagawa and Sasa [Liquid-Gas Transitions in Steady Heat Conduction, Phys. Rev. Lett. 119, 260602 (2017)PRLTAO0031-900710.1103/PhysRevLett.119.260602.].

Effective Langevin equations leading to large deviation function of time-averaged velocity for a nonequilibrium Rayleigh piston

We study fluctuating dynamics of a freely movable piston that separates an infinite cylinder into two regions filled with ideal gas particles at the same pressure but different temperatures. To investigate statistical properties of the time-averaged velocity of the piston in the long-time limit, we perturbatively calculate the large deviation function of the time-averaged velocity. Then, we derive an infinite number of effective Langevin equations yielding the same large deviation function as in the original model. Finally, we provide two possibilities for uniquely determining the form of the effective model.

Auxiliary open quantum system for the Floquet quantum master equation

By directly using the probability formulas of quantum trajectories, we construct an auxiliary open quantum system for a periodically driven open quantum system whose dynamics is governed by the Floquet quantum master equation. This auxiliary system can generate a quantum trajectory ensemble that is consistent with the canonical quantum trajectory ensemble. We find that, at a long time limit, though the Lindblad operators are modified, the coherent dynamics of the auxiliary system is the same as that of the original system. A periodically driven two-level quantum system is used to illustrate this construction.

Field-Dependent Ionic Conductivities from Generalized Fluctuation-Dissipation Relations

We derive a relationship for the electric field dependent ionic conductivity in terms of fluctuations of time integrated microscopic variables. We demonstrate this formalism with molecular dynamics simulations of solutions of differing ionic strength with implicit solvent conditions and molten salts. These calculations are aided by a novel nonequilibrium statistical reweighting scheme that allows for the conductivity to be computed as a continuous function of the applied field. In strong electrolytes, we find the fluctuations of the ionic current are Gaussian, and subsequently, the conductivity is constant with applied field. In weaker electrolytes and molten salts, we find the fluctuations of the ionic current are strongly non-Gaussian, and the conductivity increases with applied field. This nonlinear behavior, known phenomenologically for dilute electrolytes as the Onsager-Wien effect, is general and results from the suppression of ionic correlations at large applied fields, as we elucidate through both dynamic and static correlations within nonequilibrium steady states.

Fluctuation-response inequality out of equilibrium

We present an approach to response around arbitrary out-of-equilibrium states in the form of a fluctuation-response inequality (FRI). We study the response of an observable to a perturbation of the underlying stochastic dynamics. We find that the magnitude of the response is bounded from above by the fluctuations of the observable in the unperturbed system and the Kullback-Leibler divergence between the probability densities describing the perturbed and the unperturbed system. This establishes a connection between linear response and concepts of information theory. We show that in many physical situations, the relative entropy may be expressed in terms of physical observables. As a direct consequence of this FRI, we show that for steady-state particle transport, the differential mobility is bounded by the diffusivity. For a "virtual" perturbation proportional to the local mean velocity, we recover the thermodynamic uncertainty relation (TUR) for steady-state transport processes. Finally, we use the FRI to derive a generalization of the uncertainty relation to arbitrary dynamics, which involves higher-order cumulants of the observable. We provide an explicit example, in which the TUR is violated but its generalization is satisfied with equality.

Optimizing active work: Dynamical phase transitions, collective motion, and jamming

Active work measures how far the local self-forcing of active particles translates into real motion. Using population Monte Carlo methods, we investigate large deviations in the active work for repulsive active Brownian disks. Minimizing the active work generically results in dynamical arrest; in contrast, despite the lack of aligning interactions, trajectories of high active work correspond to a collectively moving, aligned state. We use heuristic and analytic arguments to explain the origin of dynamical phase transitions separating the arrested, typical, and aligned regimes.

Liquid-Gas Transitions in Steady Heat Conduction

We study liquid-gas transitions of heat conduction systems in contact with two heat baths under constant pressure in the linear response regime. On the basis of local equilibrium thermodynamics, we propose an equality with a global temperature, which determines the volume near the equilibrium liquid-gas transition. We find that the formation of the liquid-gas interface is accompanied by a discontinuous change in the volume when increasing the mean temperature of the baths. A supercooled gas near the interface is observed as a stable steady state.

Finite-time and finite-size scalings in the evaluation of large-deviation functions: Analytical study using a birth-death process

The Giardinà-Kurchan-Peliti algorithm is a numerical procedure that uses population dynamics in order to calculate large deviation functions associated to the distribution of time-averaged observables. To study the numerical errors of this algorithm, we explicitly devise a stochastic birth-death process that describes the time evolution of the population probability. From this formulation, we derive that systematic errors of the algorithm decrease proportionally to the inverse of the population size. Based on this observation, we propose a simple interpolation technique for the better estimation of large deviation functions. The approach we present is detailed explicitly in a two-state model.

Large deviations of the current for driven periodic diffusions

We study the large deviations of the time-integrated current for a driven diffusion on the circle, often used as a model of nonequilibrium systems. We obtain the large deviation functions describing the current fluctuations using a Fourier-Bloch decomposition of the so-called tilted generator, and we also construct from this decomposition the effective (biased, auxiliary, or driven) Markov process describing the diffusion as current fluctuations are observed in time. This effective process provides a clear physical explanation of the various fluctuation regimes observed. It is used here to obtain an upper bound on the current large deviation function, which we compare to a recently derived entropic bound, and to study the low-noise limit of large deviations.

Population-dynamics method with a multicanonical feedback control

We discuss the Giardinà-Kurchan-Peliti population dynamics method for evaluating large deviations of time-averaged quantities in Markov processes [Phys. Rev. Lett. 96, 120603 (2006)PRLTAO0031-900710.1103/PhysRevLett.96.120603]. This method exhibits systematic errors which can be large in some circumstances, particularly for systems with weak noise, with many degrees of freedom, or close to dynamical phase transitions. We show how these errors can be mitigated by introducing control forces within the algorithm. These forces are determined by an iteration-and-feedback scheme, inspired by multicanonical methods in equilibrium sampling. We demonstrate substantially improved results in a simple model, and we discuss potential applications to more complex systems.

Nonequilibrium thermodynamic potentials for continuous-time Markov chains

We connect the rare fluctuations of an equilibrium (EQ) process and the typical fluctuations of a nonequilibrium (NE) stationary process. In the framework of large deviation theory, this observation allows us to introduce NE thermodynamic potentials. For continuous-time Markov chains, we identify the relevant pairs of conjugated variables and propose two NE ensembles: one with fixed dynamics and fluctuating time-averaged variables, and another with fixed time-averaged variables, but a fluctuating dynamics. Accordingly, we show that NE processes are equivalent to conditioned EQ processes ensuring that NE potentials are Legendre dual. We find a variational principle satisfied by the NE potentials that reach their maximum in the NE stationary state and whose first derivatives produce the NE equations of state and second derivatives produce the NE Maxwell relations generalizing the Onsager reciprocity relations.

Replica Symmetry Breaking in Trajectories of a Driven Brownian Particle

We study a Brownian particle passively driven by a field obeying the noisy Burgers' equation. We demonstrate that the system exhibits replica symmetry breaking in the path ensemble with the initial position of the particle being fixed. The key step of the proof is that the path ensemble with a modified boundary condition can be exactly mapped onto the canonical ensemble of directed polymers.

Pathwise thermodynamic structure in population dynamics

We reveal thermodynamic structure in population dynamics with phenotype switching. Mean fitness for a population of organisms is determined by a thermodynamic variational principle described by the large deviation of phenotype-switching dynamics. Owing to this variational principle, a response relation of the mean fitness with respect to changes of environments and phenotype-switching dynamics is represented as a thermodynamic differential form. Furthermore, we discuss the strength of the selection by using the difference between time-forward and time-backward (retrospective) processes.

Intermittency and dynamical Lee-Yang zeros of open quantum systems

We use high-order cumulants to investigate the Lee-Yang zeros of generating functions of dynamical observables in open quantum systems. At long times the generating functions take on a large-deviation form with singularities of the associated cumulant generating functions-or dynamical free energies-signifying phase transitions in the ensemble of dynamical trajectories. We consider a driven three-level system as well as the dissipative Ising model. Both systems exhibit dynamical intermittency in the statistics of quantum jumps. From the short-time behavior of the dynamical Lee-Yang zeros, we identify critical values of the counting field which we attribute to the observed intermittency and dynamical phase coexistence. Furthermore, for the dissipative Ising model we construct a trajectory phase diagram and estimate the value of the transverse field where the stationary state changes from being ferromagnetic (inactive) to paramagnetic (active).

Condensation of fluctuations in and out of equilibrium

Condensation of fluctuations is an interesting phenomenon conceptually distinct from condensation on average. One striking feature is that, contrary to what happens on average, condensation of fluctuations may occur even in the absence of interaction. The explanation emerges from the duality between large deviation events in the given system and typical events in a new and appropriately biased system. This phenomenon is investigated in the context of the Gaussian model, chosen as a paradigmatical noninteracting system, before and after an instantaneous temperature quench. It is shown that the bias induces a mean-field-like effective interaction responsible for the condensation on average. Phase diagrams, covering both the equilibrium and the off-equilibrium regimes, are derived for observables representative of generic behaviors.

Localization in space and time in disordered-lattice open quantum dynamics

We study a two-dimensional tight-binding lattice for excitons with on-site disorder, coupled to a thermal environment at infinite temperature. The disorder acts to localize an exciton spatially, while the environment generates dynamics which enable exploration of the lattice. Although the steady state of the system is trivially uniform, we observe a rich dynamics and uncover a dynamical phase transition in the space of temporal trajectories. This transition is identified as a localization in the dynamics generated by the bath. We explore spatial features in the dynamics and employ a generalization of the inverse participation ratio to deduce an ergodic timescale for the lattice.

Computation of large deviation statistics via iterative measurement-and-feedback procedure

We propose a computational method for large deviation statistics of time-averaged quantities in general Markov processes. In our proposed method, we repeat a response measurement against external forces, where the forces are determined by the previous measurement as feedback. Consequently, we obtain a set of stationary states corresponding to an exponential family of distributions, each of which shows rare events in the original system as the typical behavior. As a demonstration of our method, we study large deviation statistics of one-dimensional lattice gas models.

Nonequilibrium microcanonical and canonical ensembles and their equivalence

Generalizations of the microcanonical and canonical ensembles for paths of Markov processes have been proposed recently to describe the statistical properties of nonequilibrium systems driven in steady states. Here, we propose a theory of these ensembles that unifies and generalizes earlier results and show how it is fundamentally related to the large deviation properties of nonequilibrium systems. Using this theory, we provide conditions for the equivalence of nonequilibrium ensembles, generalizing those found for equilibrium systems, construct driven physical processes that generate these ensembles, and rederive in a simple way known and new product rules for their transition rates. A nonequilibrium diffusion model is used to illustrate these results.

Dynamical singularities of glassy systems in a quantum quench

We present a prototype of behavior of glassy systems driven by quantum dynamics in a quenching protocol by analyzing the random energy model in a transverse field. We calculate several types of dynamical quantum amplitude and find a freezing transition at some critical time. The behavior is understood by the partition-function zeros in the complex temperature plane. We discuss the properties of the freezing phase as a dynamical chaotic phase, which are contrasted to those of the spin-glass phase in the static system.

Zon-Cohen singularity and negative inverse temperature in a trapped-particle limit

We study a Brownian particle on a moving periodic potential. We focus on the statistical properties of the work done by the potential and the heat dissipated by the particle. When the period and the depth of the potential are both large, by using a boundary layer analysis, we calculate a cumulant generating function and a biased distribution function. The result allows us to understand a Zon-Cohen singularity for an extended fluctuation theorem from a viewpoint of rare trajectories characterized by a negative inverse temperature of the biased distribution function.