- Open Access
Time-dependent trajectory of a one-dimensional Gaussian non-Markovian observable does not reveal its nonequilibrium character
Phys. Rev. E 112, 014132 – Published 29 July, 2025
DOI: https://doi.org/10.1103/4rd5-7123
Abstract
When analyzing experimental or simulation time-series data, the question arises whether it is possible to tell from the mere observation of the time-dependent trajectory of a one-dimensional observable whether the system is in equilibrium or not. We here consider the nonequilibrium version of the generalized Langevin equation for a Gaussian non-Markovian observable and show that (i) the multipoint joint distribution solely depends on the two-point correlation function and that (ii) for any nonequilibrium process an equilibrium process with uniquely determined parameters can be found that produces the same two-point correlation function. Since the multipoint joint distribution completely characterizes the dynamics of an observable, we conclude that the nonequilibrium character of a system, in contrast to its non-Markovianity, cannot be read off from the one-dimensional trajectory of a Gaussian observable. These findings are relevant for human cancer and algae cells, whose single-cell velocity distributions have been found to be Gaussian within the data accuracy.
Physics Subject Headings (PhySH)
Article Text
Supplemental Material
References (98)
- I. Prigogine, Etude Thermodynamic des Phenomene Irreversibles (Desoer, Liege, 1947).
- I. Prigogine and P. Mazur, Sur l'extension de la thermodynamique aux phenomenes irreversibles lies aux degres de liberte internes, Physica 19, 241 (1953).
- J. L. Lebowitz, Stationary nonequilibrium Gibbsian ensembles, Phys. Rev. 114, 1192 (1959).
- R. Zwanzig, Ensemble method in the theory of irreversibility, J. Chem. Phys. 33, 1338 (1960).
- S. R. de Groot and P. Mazur, Non-Equilibrium Thermodynamics (North-Holland Pub. Co., Amsterdam, 1962).
- H. Grabert, P. Hänggi, and P. Talkner, Microdynamics and nonlinear stochastic processes of gross variables, J. Stat. Phys. 22, 537 (1980).
- H. Risken, The Fokker-Planck Equation (Springer, Berlin, 1984).
- R. Zwanzig, Nonequilibrium Statistical Mechanics (Oxford University Press, Oxford [u.a.], 2001).
- C. Jarzynski, Hamiltonian derivation of a detailed fluctuation theorem, J. Stat. Phys. 98, 77 (2000).
- T. Hatano and S. I. Sasa, Steady-state thermodynamics of Langevin systems, Phys. Rev. Lett. 86, 3463 (2001).
- U. Seifert, Entropy production along a stochastic trajectory and an integral fluctuation theorem, Phys. Rev. Lett. 95, 040602 (2005).
- J. Prost, J.-F. Joanny, and J. M. R. Parrondo, Generalized fluctuation-dissipation theorem for steady-state systems, Phys. Rev. Lett. 103, 090601 (2009).
- M. Baiesi, C. Maes, and B. Wynants, Fluctuations and response of nonequilibrium states, Phys. Rev. Lett. 103, 010602 (2009).
- F. S. Gnesotto, F. Mura, J. Gladrow, and C. P. Broedersz, Broken detailed balance and non-equilibrium dynamics in living systems: A review, Rep. Prog. Phys. 81, 066601 (2018).
- S. Nakajima, On quantum theory of transport phenomena steady diffusion, Prog. Theor. Phys. 20, 948 (1958).
- R. Zwanzig, Memory effects in irreversible thermodynamics, Phys. Rev. 124, 983 (1961).
- H. Mori, Transport, collective motion, and Brownian motion, Prog. Theor. Phys. 33, 423 (1965).
- K. Kawasaki, Simple derivations of generalized linear and nonlinear Langevin equations, J. Phys. A 6, 1289 (1973).
- G. Ciccotti and J.-P. Ryckaert, On the derivation of the generalized Langevin equation for interacting Brownian particles, J. Stat. Phys. 26, 73 (1981).
- J. E. Straub, M. Borkovec, and B. J. Berne, Calculation of dynamic friction on intramolecular degrees of freedom, J. Phys. Chem. 91, 4995 (1987).
- A. Onuki, Phase Transition Dynamics (Cambridge University Press, Cambridge, 2002).
- O. F. Lange and H. Grubmüller, Collective Langevin dynamics of conformational motions in proteins, J. Chem. Phys. 124, 214903 (2006).
- T. Kinjo and S. A. Hyodo, Equation of motion for coarse-grained simulation based on microscopic description, Phys. Rev. E 75, 051109 (2007).
- E. Darve, J. Solomon, and A. Kia, Computing generalized Langevin equations and generalized Fokker–Planck equations, Proc. Natl. Acad. Sci. 106, 10884 (2009).
- C. Hijón, P. Español, E. Vanden-Eijnden, and R. Delgado-Buscalioni, Mori–Zwanzig formalism as a practical computational tool, Faraday Discuss. 144, 301 (2010).
- S. Izvekov, Microscopic derivation of particle-based coarse-grained dynamics, J. Chem. Phys. 138, 134106 (2013).
- H. S. Lee, S.-H. Ahn, and E. F. Darve, The multi-dimensional generalized Langevin equation for conformational motion of proteins, J. Chem. Phys. 150, 174113 (2019).
- C. Ayaz, L. Scalfi, B. A. Dalton, and R. R. Netz, Generalized Langevin equation with a nonlinear potential of mean force and nonlinear memory friction from a hybrid projection scheme, Phys. Rev. E 105, 054138 (2022).
- H. Vroylandt, L. Goudenège, P. Monmarché, F. Pietrucci, and B. Rotenberg, Likelihood-based non-Markovian models from molecular dynamics, Proc. Natl. Acad. Sci. 119, e2117586119 (2022).
- A. Carof, R. Vuilleumier, and B. Rotenberg, Two algorithms to compute projected correlation functions in molecular dynamics simulations, J. Chem. Phys. 140, 124103 (2014).
- G. Jung, M. Hanke, and F. Schmid, Iterative reconstruction of memory kernels, J. Chem. Theory Comput. 13, 2481 (2017).
- J. O. Daldrop, B. G. Kowalik, and R. R. Netz, External potential modifies friction of molecular solutes in water, Phys. Rev. X 7, 041065 (2017).
- J. O. Daldrop, J. Kappler, F. N. Brünig, and R. R. Netz, Butane dihedral angle dynamics in water is dominated by internal friction, Proc. Natl. Acad. Sci. 115, 5169 (2018).
- V. Klippenstein and N. F. A. van der Vegt, Cross-correlation corrected friction in (generalized) Langevin models, J. Chem. Phys. 154, 191102 (2021).
- L. Tepper, B. Dalton, and R. R. Netz, Accurate memory kernel extraction from discretized time-series data, J. Chem. Theory Comput. 20, 3061 (2024).
- D. Mizuno, C. Tardin, C. F. Schmidt, and F. C. MacKintosh, Nonequilibrium mechanics of active cytoskeletal networks, Science 315, 370 (2007).
- J. R. Gomez-Solano, A. Petrosyan, S. Ciliberto, R. Chetrite, and K. Gawedzki, Experimental verification of a modified fluctuation-dissipation relation for a micron-sized particle in a nonequilibrium steady state, Phys. Rev. Lett. 103, 040601 (2009).
- J. Mehl, V. Blickle, U. Seifert, and C. Bechinger, Experimental accessibility of generalized fluctuation-dissipation relations for nonequilibrium steady states, Phys. Rev. E 82, 032401 (2010).
- I. Theurkauff, C. Cottin-Bizonne, J. Palacci, C. Ybert, and L. Bocquet, Dynamic clustering in active colloidal suspensions with chemical signaling, Phys. Rev. Lett. 108, 268303 (2012).
- L. Dinis, P. Martin, J. Barral, J. Prost, and J.-F. Joanny, Fluctuation-response theorem for the active noisy oscillator of the hair-cell bundle, Phys. Rev. Lett. 109, 160602 (2012).
- P. Bohec, F. F. Gallet, C. Maes, S. Safaverdi, P. Visco, and F. van Wijland, Probing active forces via a fluctuation-dissipation relation: Application to living cells, Europhys. Lett. 102, 50005 (2013).
- M. Guo, A. J. Ehrlicher, M. H. Jensen, M. Renz, J. R. Moore, R. D. Goldman, J. Lippincott-Schwartz, F. C. MacKintosh, and D. A. Weitz, Probing the stochastic, motor-driven properties of the cytoplasm using force spectrum microscopy, Cell 158, 822 (2014).
- H. Turlier, D. A. Fedosov, B. Audoly, T. Auth, N. S. Gov, C. Sykes, J.-F. Joanny, G. Gompper, and T. Betz, Equilibrium physics breakdown reveals the active nature of red blood cell flickering, Nat. Phys. 12, 513 (2016).
- S. S. Plotkin and P. G. Wolynes, Non-Markovian configurational diffusion and reaction coordinates for protein folding, Phys. Rev. Lett. 80, 5015 (1998).
- R. Satija and D. E. Makarov, Generalized Langevin equation as a model for barrier crossing dynamics in biomolecular folding, J. Phys. Chem. B 123, 802 (2019).
- C. Ayaz, L. Tepper, F. N. Brünig, J. Kappler, J. O. Daldrop, and R. R. Netz, Non-Markovian modeling of protein folding, Proc. Natl. Acad. Sci. 118, e2023856118 (2021).
- B. A. Dalton, C. Ayaz, H. Kiefer, A. Klimek, L. Tepper, and R. R. Netz, Fast protein folding is governed by memory-dependent friction, Proc. Natl. Acad. Sci. 120, e2220068120 (2023).
- B. Bagchi and D. W. Oxtoby, The effect of frequency dependent friction on isomerization dynamics in solution, J. Chem. Phys. 78, 2735 (1983) .
- J. E. Straub, M. Borkovec, and B. J. Berne, Non–Markovian activated rate processes: Comparison of current theories with numerical simulation data, J. Chem. Phys. 84, 1788 (1986).
- E. Pollak, H. Grabert, and P. Hänggi, Theory of activated rate processes for arbitrary frequency dependent friction: Solution of the turnover problem, J. Chem. Phys. 91, 4073 (1989).
- F. N. Brünig, J. O. Daldrop, and R. R. Netz, Pair-reaction dynamics in water: Competition of memory, potential shape, and inertial effects, J. Phys. Chem. B 126, 10295 (2022).
- E. Carlon, H. Orland, T. Sakaue, and C. Vanderzande, Effect of memory and active forces on transition path time distributions, J. Phys. Chem. B 122, 11186 (2018).
- B. G. Mitterwallner, C. Schreiber, J. O. Daldrop, J. O. Rädler, and R. R. Netz, Non-Markovian data-driven modeling of single-cell motility, Phys. Rev. E 101, 032408 (2020).
- A. Klimek, D. Mondal, S. Block, P. Sharma, and R. R. Netz, Data-driven classification of individual cells by their non-Markovian motion, Biophys. J. 123, 1173 (2024).
- M. Tuckerman and B. Berne, Vibrational relaxation in simple fluids: Comparison of theory and simulation, J. Chem. Phys. 98, 7301 (1993).
- F. Gottwald, S. D. Ivanov, and O. Kühn, Applicability of the Caldeira–Leggett model to vibrational spectroscopy in solution, J. Phys. Chem. Lett. 6, 2722 (2015).
- F. N. Brünig, O. Geburtig, A. von Canal, J. Kappler, and R. R. Netz, Time-dependent friction effects on vibrational infrared frequencies and line shapes of liquid water, J. Phys. Chem. B 126, 1579 (2022).
- E. Herrera-Delgado, J. Briscoe, and P. Sollich, Tractable nonlinear memory functions as a tool to capture and explain dynamical behaviors, Phys. Rev. Res. 2, 043069 (2020).
- A. J. Chorin, O. H. Hald, and R. Kupferman, Optimal prediction and the Mori–Zwanzig representation of irreversible processes, Proc. Natl. Acad. Sci. 97, 2968 (2000).
- B. Robertson, Equations of motion in nonequilibrium statistical mechanics, Phys. Rev. 144, 151 (1966).
- S. Nordholm and R. Zwanzig, A systematic derivation of exact generalized Brownian motion theory, J. Stat. Phys. 13, 347 (1975).
- R. H. Picard and C. R. Willis, Time-dependent projection-operator approach to master equations for coupled systems. II. Systems with correlations, Phys. Rev. A 16, 1625 (1977).
- C. Uchiyama and F. Shibata, Unified projection operator formalism in nonequilibrium statistical mechanics, Phys. Rev. E 60, 2636 (1999).
- T. Koide, Derivation of transport equations using the time-dependent projection operator method, Prog. Theor. Phys. 107, 525 (2002).
- A. Latz, Non-equilibrium projection-operator for a quenched thermostatted system, J. Stat. Phys. 109, 607 (2002).
- H. Meyer, T. Voigtmann, and T. Schilling, On the non-stationary generalized Langevin equation, J. Chem. Phys. 147, 214110 (2017).
- B. Cui and A. Zaccone, Generalized Langevin equation and fluctuation-dissipation theorem for particle-bath systems in external oscillating fields, Phys. Rev. E 97, 060102(R) (2018).
- M. te Vrugt and R. Wittkowski, Mori-Zwanzig projection operator formalism for far-from-equilibrium systems with time-dependent Hamiltonians, Phys. Rev. E 99, 062118 (2019).
- R. R. Netz, Derivation of the non-equilibrium generalized Langevin equation from a time-dependent Hamiltonian, Phys. Rev. E 110, 014123 (2024).
- L. Lavacchi, J. O. Daldrop, and R. R. Netz, Non-Arrhenius barrier crossing dynamics of non-equilibrium non-Markovian systems, Europhys. Lett. 139, 51001 (2022).
- J. Shea, G. Jung, and F. Schmid, Passive probe particle in an active bath: Can we tell it is out of equilibrium? Soft Matter 18, 6965 (2022).
- D. Lucente, A. Baldassarri, A. Puglisi, A. Vulpiani, and M. Viale, Inference of time irreversibility from incomplete information: Linear systems and its pitfalls, Phys. Rev. Res. 4, 043103 (2022).
- G. Knotz and M. Krüger, Mean back relaxation for position and densities, Phys. Rev. E 110, 044137 (2024).
- K. Engbring, D. Boriskovsky, Y. Roichman, and B. Lindner, A nonlinear fluctuation-dissipation test for Markovian systems, Phys. Rev. X 13, 021034 (2023).
- R. Rodríguez-García, I. Lopez-Montero, M. Mell, G. Egea, and N. S. Gov, Direct cytoskeleton forces cause membrane softening in red blood cells, Biophys. J. 108, 2794 (2015).
- J. R. Medeiros and S. M. Duarte Queiros, Thermostatistics of a damped bimodal particle, Phys. Rev. E 92, 062145 (2015).
- A. Militaru, M. Innerbichler, M. Frimmer, F. Tebbenjohanns, L. Novotny, and C. Dellago, Escape dynamics of active particles in multistable potentials, Nat. Commun. 12, 2446 (2021).
- G. Paneru, T. Tlusty, and H. K. Pak, Bona fide stochastic resonance under nonGaussian active fluctuations, Soft Matter 19, 1356 (2023).
- T. M. Muenker, G. Knotz, M. Krüger, and T. Betz, Accessing activity and viscoelastic properties of artificial and living systems from passive measurement, Nat. Mater. 23, 1283 (2024).
- D. Andrieux, P. Gaspard, S. Ciliberto, N. Garnier, S. Joubaud, and A. Petrosyan, Entropy production and time asymmetry in nonequilibrium fluctuations, Phys. Rev. Lett. 98, 150601 (2007).
- E. Roldan and J. M. R. Parrondo, Estimating dissipation from single stationary trajectories, Phys. Rev. Lett. 105, 150607 (2010).
- I. A. Martinez, G. Bisker, J. M. Horowitz, and J. M. R. Parrondo, Inferring broken detailed balance in the absence of observable currents, Nat. Commun. 10, 3542 (2019).
- Y.-J. Yang and H. Qian, Bivectorial nonequilibrium thermodynamics: Cycle affinity, vorticity potential, and Onsager's principle, J. Stat. Phys. 182, 46 (2021).
- D. J. Skinner and J. Dunkel, Estimating entropy production from waiting time distributions, Phys. Rev. Lett. 127, 198101 (2021).
- P. E. Harunari, A. Dutta, M. Polettini, and E. Roldan, What to learn from a few visible transitions' statistics? Phys. Rev. X 12, 041026 (2022).
- J. van der Meer, J. Degünther, and U. Seifert, Time-resolved statistics of snippets as general framework for model-free entropy estimators, Phys. Rev. Lett. 130, 257101 (2023).
- J. O'Byrne, Nonequilibrium currents in stochastic field theories: A geometric insight, Phys. Rev. E 107, 054105 (2023).
- H. Vroylandt, On the derivation of the generalized Langevin equation and the fluctuation-dissipation theorem, Europhys. Lett. 140, 62003 (2022).
- H. Kiefer, D. Furtel, C. Ayaz, A. Klimek, J. O. Daldrop, and R. R. Netz, Prediction of weather and financial time-series data via a Hamiltonian-based filter-projection approach, Newton 1, 100138 (2025).
- See Supplemental Material at http://link.aps.org/supplemental/10.1103/4rd5-7123 for the derivation of the multipoint joint distribution function.
- B. G. Mitterwallner, L. Lavacchi, and R. R. Netz, Negative friction memory induces persistent motion, Eur. Phys. J. E 43, 67 (2020).
- R. R. Netz, Fluctuation-dissipation relation and stationary distribution of an exactly solvable many-particle model for active biomatter far from equilibrium, J. Chem. Phys. 148, 185101 (2018).
- R. R. Netz, Approach to equilibrium and nonequilibrium stationary distributions of interacting many-particle systems that are coupled to different heat baths, Phys. Rev. E 101, 022120 (2020).
- I. Di Terlizzi, M. Gironella, D. Herraez-Aguilar, T. Betz, F. Monroy, M. Baiesi, and F. Ritort, Variance sum rule for entropy production, Science 383, 971 (2024).
- B. A. Dalton, H. Kiefer, and R. R. Netz, The role of memory- dependent friction and solvent viscosity in isomerization kinetics in viscogenic media, Nat. Commun. 15, 3761 (2024).
- S. Tuvia, A. Almagor, A. Bitler, S. Levin, R. Korenstein, and S. Yedgar, Cell membrane fluctuations are regulated by medium macroviscosity: Evidence for a metabolic driving force, Proc. Natl. Acad. Sci. 94, 5045 (1997).
- B. R. Ferrer, J. R. Gomez-Solano, and A. V. Arzola, Fluid viscoelasticity triggers fast transitions of a Brownian particle in a double well optical potential, Phys. Rev. Lett. 126, 108001 (2021).
- F. Ginot, J. Caspers, M. Krüger, and C. Bechinger, Barrier crossing in a viscoelastic bath, Phys. Rev. Lett. 128, 028001 (2022).