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Baldovin M, Caprini L, Vulpiani A. Handy fluctuation-dissipation relation to approach generic noisy systems and chaotic dynamics. Phys Rev E 2021; 104:L032101. [PMID: 34654124 DOI: 10.1103/physreve.104.l032101] [Citation(s) in RCA: 2] [Impact Index Per Article: 0.5] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 05/26/2021] [Accepted: 07/17/2021] [Indexed: 11/07/2022]
Abstract
We introduce a general formulation of the fluctuation-dissipation relations (FDRs) holding also in far-from-equilibrium stochastic dynamics. A great advantage of this version of the FDR is that it does not require explicit knowledge of the stationary probability density function. Our formula applies to Markov stochastic systems with generic noise distributions: When the noise is additive and Gaussian, the relation reduces to those known in the literature; for multiplicative and non-Gaussian distributions (e.g., Cauchy noise) it provides exact results in agreement with numerical simulations. Our formula allows us to reproduce, in a suitable small-noise limit, the response functions of deterministic, strongly nonlinear dynamical models, even in the presence of chaotic behavior: This could have important practical applications in several contexts, including geophysics and climate. As a case of study, we consider the Lorenz '63 model, which is paradigmatic for the chaotic properties of deterministic dynamical systems.
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Affiliation(s)
- M Baldovin
- Dipartimento di Fisica, Università di Roma Sapienza, Piazzale Aldo Moro 5, 00185 Rome, Italy
| | - L Caprini
- Scuola di Scienze e Tecnologie, Università di Camerino, via Madonna delle Carceri, 62032 Camerino, Italy
| | - A Vulpiani
- Dipartimento di Fisica, Università di Roma Sapienza, Piazzale Aldo Moro 5, 00185 Rome, Italy
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Liao CC, Ou SF, Chen SL, Chen YR. Influences of fine powder on dynamic properties and density segregation in a rotating drum. ADV POWDER TECHNOL 2020. [DOI: 10.1016/j.apt.2020.02.006] [Citation(s) in RCA: 10] [Impact Index Per Article: 2.0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/29/2022]
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Chou S, Sheng L, Huang W, Hsiau S. Segregation pattern of binary-size mixtures in a double-walled rotating drum. ADV POWDER TECHNOL 2020. [DOI: 10.1016/j.apt.2019.10.003] [Citation(s) in RCA: 4] [Impact Index Per Article: 0.8] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 10/25/2022]
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4
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Chou H, Chou S, Hsiau S. The effects of particle density and interstitial fluid viscosity on the dynamic properties of granular slurries in a rotating drum. POWDER TECHNOL 2014. [DOI: 10.1016/j.powtec.2013.10.034] [Citation(s) in RCA: 15] [Impact Index Per Article: 1.4] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 10/26/2022]
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Chou S, Hsiau S. Dynamic properties of immersed granular matter in different flow regimes in a rotating drum. POWDER TECHNOL 2012. [DOI: 10.1016/j.powtec.2012.04.024] [Citation(s) in RCA: 27] [Impact Index Per Article: 2.1] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 12/01/2022]
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Wakou J, Isobe M. Fluctuation-dissipation relations for motions of center of mass in driven granular fluids under gravity. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2012; 85:061311. [PMID: 23005089 DOI: 10.1103/physreve.85.061311] [Citation(s) in RCA: 2] [Impact Index Per Article: 0.2] [Reference Citation Analysis] [Abstract] [MESH Headings] [Track Full Text] [Subscribe] [Scholar Register] [Received: 02/10/2012] [Indexed: 06/01/2023]
Abstract
We investigated the validity of fluctuation-dissipation relations in the nonequilibrium stationary state of fluidized granular media under gravity by two independent approaches, based on theory and numerical simulations. A phenomenological Langevin-type theory describing the fluctuation of center of mass height, which was originally constructed for a one-dimensional granular gas on a vibrating bottom plate, was generalized to any dimensionality, even for the case in which the vibrating bottom plate is replaced by a thermal wall. The theory predicts a fluctuation-dissipation relation known to be satisfied at equilibrium, with a modification that replaces the equilibrium temperature by an effective temperature defined by the center of mass kinetic energy. To test the validity of the fluctuation-dissipation relation, we performed extensive and accurate event-driven molecular dynamics simulations for the model system with a thermal wall at the bottom. The power spectrum and response function of the center of mass height were measured and closely compared with theoretical predictions. It is shown that the fluctuation-dissipation relation for the granular system is satisfied, especially in the high-frequency (short time) region, for a wide range of system parameters. Finally, we describe the relationship between systematic deviations in the low-frequency (long time) region and the time scales of the driven granular system.
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Affiliation(s)
- Jun'ichi Wakou
- Miyakonojo National College of Technology, Miyakonojo-shi, Miyazaki, 885-8567, Japan.
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Ben-Isaac E, Park Y, Popescu G, Brown FLH, Gov NS, Shokef Y. Effective temperature of red-blood-cell membrane fluctuations. PHYSICAL REVIEW LETTERS 2011; 106:238103. [PMID: 21770546 DOI: 10.1103/physrevlett.106.238103] [Citation(s) in RCA: 78] [Impact Index Per Article: 5.6] [Reference Citation Analysis] [Abstract] [MESH Headings] [Grants] [Track Full Text] [Subscribe] [Scholar Register] [Received: 01/31/2011] [Indexed: 05/31/2023]
Abstract
Biologically driven nonequilibrium fluctuations are often characterized by their non-Gaussianity or by an "effective temperature", which is frequency dependent and higher than the ambient temperature. We address these two measures theoretically by examining a randomly kicked particle, with a variable number of kicking motors, and show how these two indicators of nonequilibrium behavior can contradict. Our results are compared with new experiments on shape fluctuations of red-blood cell membranes, and demonstrate how the physical nature of the motors in this system can be revealed using these global measures of nonequilibrium.
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Affiliation(s)
- Eyal Ben-Isaac
- Department of Chemical Physics, The Weizmann Institute of Science, Rehovot, Israel
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Martens K, Bertin E, Droz M. Entropy-based characterizations of the observable dependence of the fluctuation-dissipation temperature. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2010; 81:061107. [PMID: 20866378 DOI: 10.1103/physreve.81.061107] [Citation(s) in RCA: 1] [Impact Index Per Article: 0.1] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 03/12/2010] [Indexed: 05/29/2023]
Abstract
The definition of a nonequilibrium temperature through generalized fluctuation-dissipation relations relies on the independence of the fluctuation-dissipation temperature from the observable considered. We argue that this observable independence is deeply related to the uniformity of the phase-space probability distribution on the hypersurfaces of constant energy. This property is shown explicitly on three different stochastic models, where observable dependence of the fluctuation-dissipation temperature arises only when the uniformity of the phase-space distribution is broken. The first model is an energy transport model on a ring, with biased local transfer rules. In the second model, defined on a fully connected geometry, energy is exchanged with two heat baths at different temperatures, breaking the uniformity of the phase-space distribution. Finally, in the last model, the system is connected to a zero temperature reservoir, and preserves the uniformity of the phase-space distribution in the relaxation regime, leading to an observable-independent temperature.
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Affiliation(s)
- Kirsten Martens
- Université de Lyon, Université Lyon 1, Laboratoire de Physique de la Matière Condensée et des Nanostructures, CNRS, UMR 5586, 43 Boulevard du 11 Novembre 1918, F-69622 Villeurbanne Cedex, France
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Lubensky DK. Equilibriumlike behavior in chemical reaction networks far from equilibrium. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2010; 81:060102. [PMID: 20866364 DOI: 10.1103/physreve.81.060102] [Citation(s) in RCA: 5] [Impact Index Per Article: 0.3] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 04/19/2010] [Indexed: 05/29/2023]
Abstract
In an equilibrium chemical reaction mixture, the number of molecules present obeys a Poisson distribution. We report that, surprisingly, the same is true of a large class of nonequilibrium reaction networks. In particular, we show that certain topological features imply a Poisson distribution, whatever the reaction rates. Such driven systems also obey an analog of the fluctuation-dissipation theorem. Our results shed light on the fundamental question of when equilibrium concepts might apply to nonequilibrium systems and may have applications to models of noise in biochemical networks.
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Affiliation(s)
- David K Lubensky
- Department of Physics, University of Michigan, Ann Arbor, Michigan 48109-1040, USA
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Liao CC, Hsiau SS. Experimental analysis of dynamic properties in wet sheared granular matter. POWDER TECHNOL 2010. [DOI: 10.1016/j.powtec.2009.09.017] [Citation(s) in RCA: 18] [Impact Index Per Article: 1.2] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 10/20/2022]
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Martens K, Bertin E, Droz M. Dependence of the fluctuation-dissipation temperature on the choice of observable. PHYSICAL REVIEW LETTERS 2009; 103:260602. [PMID: 20366301 DOI: 10.1103/physrevlett.103.260602] [Citation(s) in RCA: 7] [Impact Index Per Article: 0.4] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 06/18/2009] [Revised: 11/06/2009] [Indexed: 05/29/2023]
Abstract
On general grounds, a nonequilibrium temperature can be consistently defined from generalized fluctuation-dissipation relations only if it is independent of the observable considered. We argue that the dependence on the choice of observable generically occurs when the phase-space probability distribution is nonuniform on constant energy shells. We relate quantitatively this observable dependence to a fundamental characteristics of nonequilibrium systems, namely, the Shannon entropy difference with respect to the equilibrium state with the same energy. This relation is illustrated on a mean-field model in contact with two heat baths at different temperatures.
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Affiliation(s)
- Kirsten Martens
- Department of Theoretical Physics, University of Geneva, CH-1211 Geneva 4, Switzerland
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Morgado WAM, Soares-Pinto DO. Exact time-averaged thermal conductance for small systems: comparison between direct calculation and Green-Kubo formalism. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2009; 79:051116. [PMID: 19518425 DOI: 10.1103/physreve.79.051116] [Citation(s) in RCA: 1] [Impact Index Per Article: 0.1] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 02/17/2009] [Revised: 04/08/2009] [Indexed: 05/27/2023]
Abstract
In this paper, we study exactly the thermal conductance for a low dimensional system represented by two coupled massive Brownian particles, both directly and via a Green-Kubo expression. Both approaches give exactly the same result. We also obtain exactly the steady-state probability distribution for that system by means of time averaging.
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Affiliation(s)
- W A M Morgado
- Departamento de Física, Pontifícia Universidade Católica, National Institute of Science and Technology for Complex Systems, 22452-970 Rio de Janeiro, RJ, Brazil.
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