arXiv subjects

Françoise Cornu

Publications and source records attributed to Françoise Cornu.

4 recordsLinked to original sources

arXiv2020

Last-passage time for linear diffusions and application to the emptying time of a box

We study the statistics of last-passage time for linear diffusions. First we present an elementary derivation of the Laplace transform of the probability density of the last-passage time, thus recovering known results from the mathematical literature. We then illustrate them on several explicit examples. In a second step we study the spectral properties of the Schrödinger operator associated to such diffusions in an even potential $U(x) = U(-x)$, unveiling the role played by the so-called Weyl coefficient. Indeed, in this case, our approach allows us to relate the last-passage times for dual diffusions (i.e., diffusions driven by opposite force fields) and to obtain new explicit formulae for the mean last-passage time. We further show that, for such even potentials, the small time $t$ expansion of the mean last-passage time on the interval $[0,t]$ involves the Korteveg-de Vries invariants, which are well known in the theory of Schrödinger operators. Finally, we apply these results to study the emptying time of a one-dimensional box, of size $L$, containing $N$ independent Brownian particles subjected to a constant drift. In the scaling limit where both $N \to \infty$ and $L \to \infty$, keeping the density $ρ= N/L$ fixed, we show that the limiting density of the emptying time is given by a Gumbel distribution. Our analysis provides a new example of the applications of extreme value statistics to out-of-equilibrium systems.

cond-mat.stat-mech↗

arXiv2015

Thermal Contact I : Symmetries ruled by Exchange Entropy Variations

Thermal contact is the archetype of non-equilibrium processes driven by constant non-equilibrium constraints enforced by reservoirs exchanging conserved microscopic quantities. In models with a finite number of possible configurations, if the microscopic dynamics is assumed to be deterministic and ergodic and to conserve energy according to some specific pattern, and if the mesoscopic evolution of the global system is approximated by a Markov process as closely as possible, then the mesoscopic transition rates obey three constraints. In the limit where macroscopic bodies can be considered as reservoirs at thermodynamic equilibrium (but with different intensive parameters) the third constraint becomes modified detailed balance (MDB) ; the latter is generically expressed in terms of the microscopic exchange entropy variation. We investigate the generic statistical properties for measurable quantities that arise from the MDB constraint. For a finite-time evolution after the system prepared in an equilibrium state has been set in contact with thermostats at different temperatures, we derive a detailed fluctuation relation for the excess exchange entropy variation. In the non-equilibrium stationary state (long-time limit), the proper mathematical definition of a large deviation function is introduced together with alternative definitions, and fluctuation relations are rederived. The generalization to systems exchanging energy, volume and matter with several reservoirs, with a possible conservative external force acting on the contact system, is given explicitly. The infinite time limit of any odd cumulant per unit time of exchanged quantities is expressed in terms of a series involving higher even cumulants and powers of the thermodynamic forces associated to independent mean currents.

cond-mat.stat-mech↗

arXiv2015

Thermal Contact. II. A Solvable Toy Model

A diathermal wall between two heat baths at different temperatures can be mimicked by a layer of independent spin pairs with some internal energy and where each spin $σ_a$ is flipped by thermostat $a$ ($a=1,2$). The transition rates are determined from the modified detailed balance discussed in Ref.[1]. Generalized heat capacities, excess heats, the housekeeping entropy flow and the thermal conductivity in the steady state are calculated. The joint probability distribution of the heat cumulated exchanges at any time is computed explicitly. We obtain the large deviation function of heat transfer via a variety of approaches. In particular, by a saddle-point method performed accurately, we obtain the explicit expressions not only of the large deviation function, but also of the amplitude prefactor, in the long-time probability density for the heat current. The following physical properties are discussed : the effects of typical time scales of the mesoscopic dynamics which do not appear in equilibrium statistical averages and the limit of strict energy dissipation towards a thermostat when its temperature goes to zero. We also derive some properties of the fluctuations in the two-spin system viewed as a thermal machine performing cycles.

cond-mat.stat-mech↗

arXiv2014

Local Detailed Balance : A Microscopic Derivation

Thermal contact is the archetype of non-equilibrium processes driven by constant non-equilibrium constraints when the latter are enforced by reservoirs exchanging conserved microscopic quantities. At a mesoscopic scale only the energies of the macroscopic bodies are accessible together with the configurations of the contact system. We consider a class of models where the contact system, as well as macroscopic bodies, have a finite number of possible configurations. The global system with only discrete degrees of freedom has no microscopic Hamiltonian dynamics, but it is shown that, if the microscopic dynamics is assumed to be deterministic and ergodic and to conserve energy according to some specific pattern, and if the mesoscopic evolution of the global system is approximated by a Markov process as closely as possible, then the mesoscopic transition rates obey three constraints. In the limit where macroscopic bodies can be considered as reservoirs at thermodynamic equilibrium (but with different intensive parameters) the mesoscopic transition rates turn into transition rates for the contact system and the third constraint becomes local detailed balance ; the latter is generically expressed in terms of the microscopic exchange entropy variation, namely the opposite of the variation of the thermodynamic entropy of the reservoir involved in a given microscopic jump of the contact system configuration. For a finite-time evolution after contact has been switched on we derive a fluctuation relation for the joint probability of the heat amounts received from the various reservoirs. The generalization to systems exchanging energy, volume and matter with several reservoirs, with a possible conservative external force acting on the contact system, is given explicitly.

cond-mat.stat-mech↗