Fluctuation Properties of Steady-State Langevin Systems

TL;DR

This paper analyzes the fluctuation properties of steady-state linear Langevin systems, revealing non-Gaussian fluctuation distributions, a characteristic timescale for irreversibility, and implications for dimensional reduction in nonequilibrium systems.

Contribution

It investigates the unconstrained fluctuation properties of Langevin systems and links irreversibility measures to system parameters and timescales, offering new insights into nonequilibrium fluctuations.

Findings

Irreversibility pdf is non-Gaussian.

Average irreversibility peaks at a finite timescale.

Shorter timescale modes do not significantly affect irreversibility.

Abstract

Motivated by stochastic models of climate phenomena, the steady-state of a linear stochastic model with additive Gaussian white noise is studied. Fluctuation theorems for nonequilibrium steady-states provide a constraint on the character of these fluctuations. The properties of the fluctuations which are unconstrained by the fluctuation theorem are investigated and related to the model parameters. The irreversibility of trajectory segments, which satisfies a fluctuation theorem, is used as a measure of nonequilibrium fluctuations. The moments of the irreversibility probability density function (pdf) are found and the pdf is seen to be non-Gaussian. The average irreversibility goes to zero for short and long trajectory segments and has a maximum for some finite segment length, which defines a characteristic timescale of the fluctuations. The initial average irreversibility growth rate is equal to the average entropy production and is related to noise-amplification. For systems with a separation of deterministic timescales, modes with timescales much shorter than the trajectory timespan and whose noise amplitudes are not asymptotically large, do not, to first order, contribute to the irreversibility statistics, providing a potential basis for dimensional reduction.