Diffusing up the Hill: Dynamics and Equipartition in Highly Unstable Systems

Mixing in two-dimensional shear flow with smooth fluctuations

Chaotic variations in flow speed up mixing of scalar fields via intensified stirring. This paper addresses the statistical properties of a passive scalar field mixing in a regular shear flow with random fluctuations against its background. We consider two-dimensional flow with shear component dominating over smooth fluctuations. Such flow is supposed to model passive scalar mixing, e.g., inside a large-scale coherent vortex forming in two-dimensional turbulence or in elastic turbulence in a microchannel. We examine both the decaying case and the case of the continuous forcing of the scalar variances. In both cases dynamics possesses strong intermittency, which can be characterized via the single-point moments and correlation functions calculated in our work. We present general qualitative properties of pair correlation function as well as certain quantitative results obtained in the framework of the model with fluctuations that are short correlated in time.

Stroboscopic thermally-driven mechanical motion

Unstable nonlinear systems can produce a large displacement driven by a small thermal initial noise. Such inherently nonlinear phenomena are stimulating in stochastic physics, thermodynamics, and in the future even in quantum physics. In one-dimensional mechanical instabilities, recently made available in optical levitation, the rapidly increasing noise accompanying the unstable motion reduces a displacement signal already in its detection. It limits the signal-to-noise ratio for upcoming experiments, thus constraining the observation of such essential nonlinear phenomena and their further exploitation. An extension to a two-dimensional unstable dynamics helps to separate the desired displacement from the noisy nonlinear driver to two independent variables. It overcomes the limitation upon observability, thus enabling further exploitation. However, the nonlinear driver remains unstable and rapidly gets noisy. It calls for a challenging high-order potential to confine the driver dynamics and rectify the noise. Instead, we propose and analyse a feasible stroboscopically-cooled driver that provides the desired detectable motion with sufficiently high signal-to-noise ratio. Fast and deep cooling, together with a rapid change of the driver stiffness, are required to reach it. However, they have recently become available in levitating optomechanics. Therefore, our analysis finally opens the road to experimental investigation of thermally-driven motion in nonlinear systems, its thermodynamical analysis, and future quantum extensions.

Uncertainty-induced instantaneous speed and acceleration of a levitated particle

Levitating nanoparticles trapped in optical potentials at low pressure open the experimental investigation of nonlinear ballistic phenomena. With engineered non-linear potentials and fast optical detection, the observation of autonomous transient mechanical effects, such as instantaneous speed and acceleration stimulated purely by initial position uncertainty, are now achievable. By using parameters of current low pressure experiments, we simulate and analyse such uncertainty-induced particle ballistics in a cubic optical potential demonstrating their evolution, faster than their standard deviations, justifying the feasibility of the experimental verification. We predict, the maxima of instantaneous speed and acceleration distributions shift alongside the potential force, while the maximum of position distribution moves opposite to it. We report that cryogenic cooling is not necessary in order to observe the transient effects, while a low uncertainty in initial particle speed is required, via cooling or post-selection, to not mask the effects. These results stimulate the discussion for both attractive stochastic thermodynamics, and extension of recently explored quantum regime.

Effects of stochasticity on the length and behaviour of ecological transients

There is a growing recognition that ecological systems can spend extended periods of time far away from an asymptotic state, and that ecological understanding will therefore require a deeper appreciation for how long ecological transients arise. Recent work has defined classes of deterministic mechanisms that can lead to long transients. Given the ubiquity of stochasticity in ecological systems, a similar systematic treatment of transients that includes the influence of stochasticity is important. Stochasticity can of course promote the appearance of transient dynamics by preventing systems from settling permanently near their asymptotic state, but stochasticity also interacts with deterministic features to create qualitatively new dynamics. As such, stochasticity may shorten, extend or fundamentally change a system's transient dynamics. Here, we describe a general framework that is developing for understanding the range of possible outcomes when random processes impact the dynamics of ecological systems over realistic time scales. We emphasize that we can understand the ways in which stochasticity can either extend or reduce the lifetime of transients by studying the interactions between the stochastic and deterministic processes present, and we summarize both the current state of knowledge and avenues for future advances.

Lévy noise-driven escape from arctangent potential wells

The escape from a potential well is an archetypal problem in the study of stochastic dynamical systems, representing real-world situations from chemical reactions to leaving an established home range in movement ecology. Concurrently, Lévy noise is a well-established approach to model systems characterized by statistical outliers and diverging higher order moments, ranging from gene expression control to the movement patterns of animals and humans. Here, we study the problem of Lévy noise-driven escape from an almost rectangular, arctangent potential well restricted by two absorbing boundaries, mostly under the action of the Cauchy noise. We unveil analogies of the observed transient dynamics to the general properties of stationary states of Lévy processes in single-well potentials. The first-escape dynamics is shown to exhibit exponential tails. We examine the dependence of the escape on the shape parameters, steepness, and height of the arctangent potential. Finally, we explore in detail the behavior of the probability densities of the first-escape time and the last-hitting point.

Statistics of residence time for Lévy flights in unstable parabolic potentials

We analyze the residence time problem for an arbitrary Markovian process describing nonlinear systems without a steady state. We obtain exact analytical results for the statistical characteristics of the residence time. For diffusion in a fully unstable potential profile in the presence of Lévy noise we get the conditional probability density of the particle position and the average residence time. The noise-enhanced stability phenomenon is observed in the system investigated. Results from numerical simulations are in very good agreement with analytical ones.

Dissipation-Time Uncertainty Relation

We show that the entropy production rate bounds the rate at which physical processes can be performed in stochastic systems far from equilibrium. In particular, we prove the fundamental tradeoff ⟨S[over ˙]_{e}⟩T≥k_{B} between the entropy flow ⟨S[over ˙]_{e}⟩ into the reservoirs and the mean time T to complete any process whose time-reversed is exponentially rarer. This dissipation-time uncertainty relation is a novel form of speed limit: the smaller the dissipation, the larger the time to perform a process.

Heat capacities of thermally manipulated mechanical oscillator at strong coupling

Coherent quantum oscillators are basic physical systems both in quantum statistical physics and quantum thermodynamics. Their realizations in lab often involve solid-state devices sensitive to changes in ambient temperature. We represent states of the solid-state optomechanical oscillator with temperature-dependent frequency by equivalent states of the mechanical oscillator with temperature-dependent energy levels. We interpret the temperature dependence as a consequence of strong coupling between the oscillator and the heat bath. We explore parameter regimes corresponding to anomalous behavior of mechanical and thermodynamic characteristics as a consequence of the strong coupling: (i) The localization and the purification induced by heating, and (ii) the negativity of two generalized heat capacities. The capacities can be used to witness non-linearity in the temperature dependency of the energy levels. Our phenomenological experimentally-oriented approach can stimulate development of new optomechanical and thermomechanical experiments exploring basic concepts of strong coupling thermodynamics.

Fluctuation Theorem of Information Exchange within an Ensemble of Paths Conditioned on Correlated-Microstates

Fluctuation theorems are a class of equalities that express universal properties of the probability distribution of a fluctuating path functional such as heat, work or entropy production over an ensemble of trajectories during a non-equilibrium process with a well-defined initial distribution. Jinwoo and Tanaka (Jinwoo, L.; Tanaka, H. Sci. Rep.2015, 5, 7832) have shown that work fluctuation theorems hold even within an ensemble of paths to each state, making it clear that entropy and free energy of each microstate encode heat and work, respectively, within the conditioned set. Here we show that information that is characterized by the point-wise mutual information for each correlated state between two subsystems in a heat bath encodes the entropy production of the subsystems and heat bath during a coupling process. To this end, we extend the fluctuation theorem of information exchange (Sagawa, T.; Ueda, M. Phys. Rev. Lett.2012, 109, 180602) by showing that the fluctuation theorem holds even within an ensemble of paths that reach a correlated state during dynamic co-evolution of two subsystems.