"In some recent papers, the use of random forces has been related to a systematic breakdown of the fluctuation theorem. In the framework of nonequilibrium molecular dynamics, we provide a derivation of this theorem for systems driven by both deterministic and stochastic forces. It turns out that it is still valid and describes the total dissipation, explicitly the sum of two dimensionless works for which fluctuation relations may fail. We numerically study their range of validity, comment on experimental results, and point out in which limit a noise can be neglected."

"We discuss fluctuation-dissipation relations valid under general conditions even out of equilibrium. The response function is expressed in terms of unperperturbed correlation functions, where contributions peculiar to non-equilibrium can appear. Such extra terms take into account the interaction among the relevant degrees of freedom in the system. We illustrate the general formalism with two examples: driven granular systems and anomalous diffusion on comb structures."

"Using the formalism of the Ruelle response theory, we study how the invariant measure of an Axiom A dynamical system changes as a result of adding noise, and describe how the stochastic perturbation can be used to explore the properties of the underlying deterministic dynamics. We first find the expression for the change in the expectation value of a general observable when a white noise forcing is introduced in the system, both in the additive and in the multiplicative case. We also show that the difference between the expectation value of the power spectrum of an observable in the stochastically perturbed case and of the same observable in the unperturbed case is equal to the variance of the noise times the square of the modulus of the linear susceptibility describing the frequency-dependent response of the system to perturbations with the same spatial patterns as the considered stochastic forcing. This provides a conceptual bridge between the change in the fluctuation properties of the system due to the presence of noise and the response of the unperturbed system to deterministic forcings. Using Kramers-Kronig theory, it is then possible to derive the real and imaginary part of the susceptibility and thus deduce the Green function of the system for any desired observable. We then extend our results to rather general patterns of random forcing, from the case of several white noise forcings, to noise terms with memory, up to the case of a space-time random field. Explicit formulas are provided for each relevant case analysed. As a general result, we find, using an argument of positive-definiteness, that the power spectrum of the stochastically perturbed system is larger at all frequencies than the power spectrum of the unperturbed system. We provide an example of application of our results by considering the spatially extended chaotic Lorenz 96 model. These results clarify the property of stochastic stability of SRB measures in Axiom A flows, provide tools for analysing stochastic parameterisations and related closure ansatz to be implemented in modelling studies, and introduce new ways to study the response of a system to external perturbations. Taking into account the chaotic hypothesis, we expect that our results have practical relevance for a more general class of system than those belonging to Axiom A."

"In this paper we re-examine the traditional problem of connecting the internal fluctuations of a system to its response to external forcings and extend the classical theory in order to be able to encompass also nonlinear processes. With this goal, we try to join on the results by Kubo on statistical mechanical systems close to equilibrium, i.e. whose unperturbed state can be described by a canonical ensemble, the theory of dispersion relations, and the response theory recently developed by Ruelle for non-equilibrium systems equipped with an invariant SRB measure. Our derivations highlight the strong link between causality and the possibility of connecting unambiguously fluctuation and response, both at linear and nonlinear level. We first show in a rather general setting how the formalism of the Ruelle response theory can be used to derive in a novel way Kramers-Kronig relations connecting the real and imaginary part of the linear and nonlinear response to external perturbations. We then provide a formal extension at each order of nonlinearity of the fluctuation-dissipation theorem (FDT) for general systems possessing a smooth invariant measure. Finally, we focus on the physically relevant case of systems close to equilibrium, for which we present explicit fluctuation-dissipation relations linking the susceptibility describing the $n^{th}$ order response of the system with the expectation value of suitably defined correlations of $n+1$ observables taken in the equilibrium ensemble. While the FDT has an especially compact structure in the linear case, in the nonlinear case joining the statistical properties of the fluctuations of the system to its response to external perturbations requires linear changes of variables, simple algebraic sums and multiplications, and a multiple convolution integral. These operations, albeit cumbersome, can be easily implemented numerically."

"Long-range interacting systems, while relaxing to equilibrium, often get trapped in long-lived quasistationary states which have lifetimes that diverge with the system size. In this work, we address the question of how a long-range system in a quasistationary state (QSS) responds to an external perturbation. We consider a long-range system that evolves under deterministic Hamilton dynamics. The perturbation is taken to couple to the canonical coordinates of the individual constituents. Our study is based on analyzing the Vlasov equation for the single-particle phase-space distribution. The QSS represents a stable stationary solution of the Vlasov equation in the absence of the external perturbation. In the presence of small perturbation, we linearize the perturbed Vlasov equation about the QSS to obtain a formal expression for the response observed in a single-particle dynamical quantity. For a QSS that is homogeneous in the coordinate, we obtain an explicit formula for the response. We apply our analysis to a paradigmatic model, the Hamiltonian mean-field model, which involves particles moving on a circle under Hamiltonian dynamics. Our prediction for the response of three representative QSSs in this model (the water-bag QSS, the Fermi-Dirac QSS, and the Gaussian QSS) is found to be in good agreement with N-particle simulations for large N. We also show the long-time relaxation of the water-bag QSS to the Boltzmann-Gibbs equilibrium state."

"The fluctuation relations have received considerable attention since their emergence and development in the 1990s. We present a summary of the main results and suggest ways to interpret this material. Starting with a consideration of the under-determined time evolution of a simple open system, formulated using continuous Markovian stochastic dy- namics, an expression for the entropy generated over a time interval is developed in terms of the probability of observing a trajectory associated with a prescribed driving protocol, and the probability of its time-reverse. This forms the basis for a general theoretical description of non-equilibrium thermodynamic pro- cesses. Having established a connection between entropy production and an inequivalence in probability for forward and time-reversed events, we proceed in the manner of Sekimoto and Seifert, in particular, to derive results in stochastic thermodynamics: a description of the evolution of a system between equilibrium states that ties in with well-established thermodynamic expectations. We derive fluctuation relations, state conditions for their validity, and illustrate their op- eration in some simple cases, thereby providing some introductory insight into the various celebrated symmetry relations that have emerged in this field."

"Time-asymmetric behavior as embodied in the second law of thermodynamics is observed in {it individual macroscopic} systems. It can be understood as arising naturally from time-symmetric microscopic laws when account is taken of a) the great disparity between microscopic and macroscopic scales, b) a low entropy state of the early universe, and c) the fact that what we observe is the behavior of systems coming from such an initial state--not all possible systems. The explanation of the origin of the second law based on these ingredients goes back to Maxwell, Thomson and particularly Boltzmann. Common alternate explanations, such as those based on the ergodic or mixing properties of probability distributions (ensembles) already present for chaotic dynamical systems having only a few degrees of freedom or on the impossibility of having a truly isolated system, are either unnecessary, misguided or misleading. Specific features of macroscopic evolution, such as the diffusion equation, do however depend on the dynamical instability (deterministic chaos) of trajectories of isolated macroscopic systems.
The extensions of these classical notions to the quantum world is in many ways fairly direct. It does however also bring in some new problems. These will be discussed but not resolved."

"I give a brief overview of the resolution of the apparent problem of reconciling time symmetric microscopic dynamic with time asymmetric equations describing the evolution of macroscopic variables. I then show how the large deviation function of the stationary state of the microscopic system can be used as a Lyapunov function for the macroscopic evolution equations."

"We derive various exact results for Markovian systems that spontaneously relax to a non-equilibrium steady-state by using joint probability distributions symmetries of different entropy production decompositions. The analytical approach is applied to diverse problems such as the description of the fluctuations induced by experimental errors, for unveiling symmetries of correlation functions appearing in fluctuation-dissipation relations recently generalised to non-equilibrium steady-states, and also for mapping averages between different trajectory-based dynamical ensembles. Many known fluctuation theorems arise as special instances of our approach, for particular two-fold decompositions of the total entropy production. As a complement, we also briefly review and synthesise the variety of fluctuation theorems applying to stochastic dynamics of both, continuous systems described by a Langevin dynamics and discrete systems obeying a Markov dynamics, emphasising how these results emerge from distinct symmetries of the dynamical entropy of the trajectory followed by the system For Langevin dynamics, we embed the "dual dynamics" with a physical meaning, and for Markov systems we show how the fluctuation theorems translate into symmetries of modified evolution operators."

We study long-range interacting systems perturbed by external stochastic forces. Unlike the case of short-range systems, where stochastic forces usually act locally on each particle, here we consider perturbations by external stochastic fields. The system reaches stationary states where external forces balance dissipation on average. These states do not respect detailed balance and support non-vanishing fluxes of conserved quantities. We generalize the kinetic theory of isolated long-range systems to describe the dynamics of this non-equilibrium problem. The kinetic equation that we obtain applies to plasmas, self-gravitating systems and to a broad class of other systems. Our theoretical results hold for homogeneous states. We obtain an excellent agreement between our theoretical predictions and numerical simulations. We discuss possible applications to describe non-equilibrium phase transitions.

"We study a mechanism for reliable switching in biomolecular signal-transduction cascades. Steady bistable states are created by system-size cooperative effects in populations of proteins, in spite of the fact that the phosphorylation-state transitions of any molecule, by means of which the switch is implemented, are highly stochastic. The emergence of switching is a nonequilibrium phase transition in an energetically driven, dissipative system described by a master equation. We use operator and functional integral methods from reaction-diffusion theory to solve for the phase structure, noise spectrum, and escape trajectories and first-passage times of a class of minimal models of switches, showing how all critical properties for switch behavior can be computed within a unified framework."

"The theory of large deviations has been applied successfully in the last 30 years or so to study the properties of equilibrium systems and to put the foundations of equilibrium statistical mechanics on a clearer and more rigorous footing. A similar approach has been followed more recently for nonequilibrium systems, especially in the context of interacting particle systems. We review here the basis of this approach, emphasizing the similarities and differences that exist between the application of large deviation theory for studying equilibrium systems on the one hand and nonequilibrium systems on the other. Of particular importance are the notions of macroscopic, hydrodynamic, and long-time limits, which are analogues of the equilibrium thermodynamic limit, and the notion of statistical ensembles which can be generalized to nonequilibrium systems. For the purpose of illustrating our discussion, we focus on applications to Markov processes, in particular to simple random walks."

"We derive the differential equation describing the time evolution of the work probability distribution function of a stochastic system which is driven out of equilibrium by the manipulation of a parameter. We consider both systems described by their microscopic state or by a collective variable which identifies a quasiequilibrium state. We show that the work probability distribution can be represented by a path integral, which is dominated by “classical” paths in the large system size limit. We compare these results with simulated manipulation of mean-field systems. We discuss the range of applicability of the Jarzynski equality for evaluating the system free energy using these out-of-equilibrium manipulations. Large fluctuations in the work and the shape of the work distribution tails are also discussed."

"A careful derivation of the generalized Langevin equation using "Zwanzig flavor" projection operator formalism is presented. ... The two main ingredients in the derivation are Liouville's theorem and optimal prediction theory... we find that equations for non-equilibrium thermodynamics are dictated by the formalism once the choice of coarse-grained variables is made. This includes a microcanonical entropy definition dependent on the coarse-grained variables. Based on this framework we provide a methodology for succesive coarse-graining. As two special cases, the case of linear coefficients and coarse-graining in the thermodynamic limit are treated in detail. ... In this framework there are no restrictions with respect to the thermodynamic-limit or nearness to equilibrium. We believe the presented approach is very suitable for the development of computational methods by means of coarse-graining from a more detailed level of description."

"These are the lecture notes for quantum and statistical mechanics courses that are given by DC at Ben-Gurion University. They are complementary to "Lecture Notes in Quantum Mechanics" [arXiv: quant-ph/0605180]. Some additional topics are covered, including: introduction to master equations; non-equilibrium processes; fluctuation theorems; linear response theory; adiabatic transport; the Kubo formalism; and the scattering approach to mesoscopics."

"We discuss entropy production in nonequilibrium steady states by focusing on paths obtained by sampling at regular (small) intervals, instead of sampling on each change of the system’s state. This allows us to directly study entropy production in systems with microscopic irreversibility. The two sampling methods are equivalent otherwise, and the fluctuation theorem also holds for the different paths. We focus on a fully irreversible three-state loop, as a canonical model of microscopic irreversibility, finding its entropy distribution, rate of entropy production, and large deviation function in closed analytical form, and showing that the observed kink in the large deviation function arises solely from microscopic irreversibility."

"We discuss research done in two important areas of nonequilibrium statistical mechanics: fluctuation dissipation relations and dynamical fluctuations. In equilibrium systems the fluctuation-dissipation theorem gives a simple relation between the response of observables to a perturation and correlation functions in the unperturbed system. Our contribution here is an investigation of the form of the response function for systems out of equilibrium. Furthermore, we use the theory of large deviations to examine dynamical fluctuations in systems out of equilibrium. In dynamical fluctuation theory we consider two kinds of observables: occupations (describing the fraction of time the system spends in each configuration) and currents (describing the changes of configuration the system makes). We explain how to compute the rate functions of the large deviations, and what the physical quantities are that govern their form."

Very nice. (ETA: Wait, we don't subscribe?!?)

"Current research on the origin of life aims at finding the simplest entity that can undergo spontaneous Darwinian evolution toward increasing replication efficiency. Here I consider some of the models of self-replicating molecular systems, and I show that they exhibit a distinct feature, namely, an infinity of stationary states forming a continuous curve; i.e., they are only marginally stable. I show that, in marginally stable chemical systems, thermodynamic fluctuations induce a drift directed toward increasing replication efficiency. This drift represents a form of evolution, taking place slowly, cooperatively, in macroscopic volumes of water."

"In this Letter we show that the time reversal asymmetry of a stationary time series provides information about the entropy production of the physical mechanism generating the series, even if one ignores any detail of that mechanism. We develop estimators for the entropy production which can detect non-equilibrium processes even when there are no measurable flows in the time series." --- Via Birkhoff's individual ergodic theorem, presumably?

"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."

"This paper reports on a macroscopic fluctuation theory developed over the last ten years in collaboration with L. Bertini, A. De Sole, D. Gabrielli and C. Landim. This theory has been inspired by and tested on stochastic models of interacting particles (stochastic lattice gases). It is the basis for a new approach to the study of stationary non equilibrium states applicable to a large class of systems. This overview emphasizes general ideas and for the details I refer to the published papers."

"...non-Gaussian time series that admit a causal linear autoregressive moving average (ARMA) model when regressing the future on the past, but not when regressing the past on the future ... in the latter case, the regression residuals are not statistically independent of the regressor. ... many empirical time series indeed show such a time inversion asymmetry. For various physical systems, it is known that time-inversion asymmetries are linked to the thermodynamic entropy production in non-equilibrium states.... unidirectional linearity is also accompanied by entropy generation.
... dynamical evolution of a physical toy system with linear coupling to an infinite environment ... the linearity of the dynamics is inherited by the forward-time conditional probabilities, but not by the backward-time conditionals. ... We quantitatively relate the strength of the non-linearity of the backward process to the minimal amount of entropy generation."

"Thermodynamic and dynamical properties of systems with long range pairwise interactions (LRI) which decay as 1/r^{d+\sigma} at large distances r in $d$ dimensions are reviewed in these Notes. Two broad classes of such systems are identified: (a) systems with a slow decay of the interactions, termed "strong" LRI, where the energy is super-extensive. These systems are characterized by unusual properties such as inequivalence of ensembles, negative specific heat, slow decay of correlations and ergodicity breaking. And (b) systems with faster decay of the interaction potential where the energy is additive, thus resulting in less dramatic effects. These interaction affect the thermodynamic behavior of systems near phase transitions, where long range correlations are naturally present. Long range correlations are often present in systems driven out of equilibrium when the dynamics involves conserved quantities. Steady state properties of driven systems are considered" also

"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."

"A modified fluctuation-dissipation theorem for a nonequilibrium steady state is experimentally checked by studying the position fluctuations of a colloidal particle whose motion is confined in a toroidal optical trap. The nonequilibrium steady state is generated by means of a rotating laser beam which exerts on the particle a sinusoidal conservative force plus a constant nonconservative one. The modified fluctuation-dissipation theorem is perfectly verified by the experimental data. It can be interpreted as an equilibriumlike fluctuation-dissipation relation in the Lagrangian frame of the mean local velocity of the particle." PERFECTLY verified? Really?

"This paper concerns the statistical properties of hyperbolic diffeomorphisms. We obtain a large deviation result with respect to slowly shrinking intervals for a large class of Hölder continuous functions. In case of time reversal symmetry, we obtain a corresponding version of the Fluctuation Theorem."

Sounds _very much_ like the old Fox & Keizer papers (PRL 64 [1990]: 249 and PRA 43 [1991]: 1709) on "amplification of intrinsic molecular fluctuations by chaos"; but those aren't cited. Read carefully; write a comment?

"A generalized fluctuation-response relation is found for thermal systems driven out of equilibrium. Its derivation is independent of many details of the dynamics, which is only required to be first-order. The result gives a correction to the equilibrium fluctuation-dissipation theorem, in terms of the correlation between observable and excess in dynamical activity caused by the perturbation. Previous approaches to this problem are recovered and extended in a unifying scheme."