Rare Events, Extremely Rare Events and Fluctuations in a Thermodynamic System

Abstract

In this paper, we follow in the footsteps of Onsager and Machlup (OM) and consider diffusion-like paths that are explored by a particle moving via a conservative force while being in thermal equilibrium with its surroundings. Instead of considering diffusion (Brownian dynamics), we use a Metropolis algorithm to derive an OM-like functional. Through the lens of the Metropolis algorithm, we are able to elucidate the errors made when using a nonzero time increment. Of particular interest are transition paths that transverse an energy barrier that is large (but not too large) compared to the typical thermal energy. These transitions have probabilities that are only small and yet not so small as to be considered a violation of thermodynamics. As such, we turn our attention to the "double-ended" problem, where the OM functional can be interpreted as a "thermodynamic" action and employed to sample paths that start and end at predetermined points. We find that sampling the continuous-time limit of the OM functional, i.e., the Ito-Girsanov form, produces unphysical paths due to thermodynamic inconsistency arising from the singular nature of the limit. These unphysical effects are due to the correlation between the particles position and the random fluctuating noise that is introduced in the limiting process. Such a correlation is a direct consequence of the form of the Ito-Girsanov functional, does not originate from numerical inaccuracies, and is a violation of thermodynamics as embodied by Seifert's Integral Fluctuation Theorem.