In the thesis work we investigate four problems connected with dynamical processes in condensed medium, using different techniques of equilibrium and non-equilibrium statistical mechanics. Biology is rich in dynamical events ranging from processes involving single molecule [1] to collective phenomena [2]. In cell biology, translocation and transport processes of biological molecules constitute an important class of dynamical phenomena occurring in condensed phase. Examples include protein transport through membrane channels, gene transfer between bacteria, injection of DNA from virus head to the host cell, protein transport thorough the nuclear pores etc. We present a theoretical description of the problem of protein transport across the nuclear pore complex [3]. These nuclear pore complexes (NPCs) [4] are very selective filters that monitor the transport between the cytoplasm and the nucleoplasm. Two models have been suggested for the plug of the NPC. The first suggests that the plug is a reversible hydrogel while the other suggests that it is a polymer brush. In the thesis, we propose a model for the transport of a protein through the plug, which is treated as elastic continuum, which is general enough to cover both the models. The protein stretches the plug and creates a local deformation, which together with the protein is referred to as the bubble. The relevant coordinate describing the transport is the center of the bubble. We write down an expression for the energy of the system, which is used to analyze the motion. It shows that the bubble executes a random walk, within the gel. We find that for faster relaxation of the gel, the diffusion of the bubble is greater. Further, on adopting the same kind of free energy for the brush too, one finds that though the energy cost for the entry of the particle is small but the diffusion coefficient is much lower and hence, explanation of the rapid diffusion of the particle across the nuclear pore complex is easier within the gel model. In chemical physics, processes occurring in condensed phases like liquid or solid often involve barrier crossing. Simplest possible description of rate for such barrier crossing phenomena is given by the transition state theory [5]. One can go one step further by introducing the effect of the environment by incorporating phenomenological friction as is done in Kramer’s theory [6]. The “method of reactive flux” [7, 8] in chemical physics allows one to calculate the time dependent rate constant for a process involving large barrier by expressing the rate as an ensemble average of an infinite number of trajectories starting at the barrier top and ending on the product side at a specified later time. We compute the time dependent transmission coefficient using this method for a structureless particle surmounting a one dimensional inverted parabolic barrier. The work shows an elegant way of combining the traditional system plus reservoir model [9] and the method of reactive flux [7] and the normal mode analysis approach by Pollak [10] to calculate the time dependent transmission coefficient [11]. As expected our formula for the time dependent rate constant becomes equal to the transition state rate constant when one takes the zero time limit. Similarly Kramers rate constant is obtained by taking infinite time limit. Finally we conclude by noting that the method of analyzing the coupled Hamiltonian, introduced by Pollak is very powerful and it enables us to obtain analytical expressions for the time dependent reaction rate in case of Ohmic dissipation, even in underdamped case. The theory of first passage time [12] is one of the most important topics of research in chemical physics. As a model problem we consider a particle executing Brownian motion in full phase space with an absorbing boundary condition at a point in the position space we derive a very general expression of the survival probability and the first passage time distribution, irrespective of the statistical nature of the dynamics. Also using the prescription adopted elsewhere [13] we define a bound to the actual survival probability and an approximate first passage time distribution which are expressed in terms of the position-position, velocity-velocity and position-velocity variances. Knowledge of these variances enables one to compute the survival probability and consequently the first passage distribution function. We compute both the quantities for gaussian Markovian process and also for non-Markovian dynamics. Our analysis shows that the survival probability decays exponentially at the long time, irrespective of the nature of the dynamics with an exponent equal to the transition state rate constant [14]. Although the field of equilibrium thermodynamics and equilibrium statistical mechanics are well explored, there existed almost no theory for systems arbitrarily far from equilibrium until the advent of fluctuation theorems (FTs)[15] in mid 90�s. In general, these fluctuation theorems have provided a general prescription on energy exchanges that take place between a system and its surroundings under general nonequilibrium conditions and explain how macroscopic irreversibility appears naturally in systems that obey time reversible microscopic dynamics. Based on a Hamiltonian description we present a rigorous derivation [16] of the transient state work fluctuation theorem and the Jarzynski equality [17] for a classical harmonic oscillator linearly coupled to a harmonic heat bath, which is dragged by an external agent. Coupling with the bath makes the dynamics dissipative. Since we do not assume anything about the spectral nature of the harmonic bath the derivation is valid for a general non-Ohmic bath.

Le but de ce travail de thèse est l’étude de la dynamique de sphères de grande taille dans un écoulement fortement turbulent. Pour ce faire, nous avons développé une nouvelle technique optique permettant de suivre la dynamique à 6 dimensions – position et orientation absolues – de plusieurs particules dans un écoulement complexe. Bien que la taille des particules soit comparable à l’échelle intégrale de l’écoulement, nous trouvons que sa dynamique de rotation et de translation est intermittente. De plus, nous observons que la translation et la rotation sont reliées par la force de Magnus. La répartition statistique de l’accélération n’est pas gaussienne et l’échange d’énergie avec le fluide est gouverné par la théorie mathématique des grandes déviations. Nous trouvons que le diamètre influence fortement la manière dont la particule explore l’écoulement. Nous avons ensuite appliqué le suivi de position et d’orientation à une particule instrumentée. Ce système mesure en permanence l’accélération lagrangienne qu’il subit via un accéléromètre embarqué et émet l’information à travers une électronique radio fréquence. L’orientation absolue est nécessaire pour exprimer les signaux de l’accéléromètre et ceux du suivi optique dans un repère commun; cela nous permet de comparer rigoureusement les mesures issues de ces deux techniques indépendantes. À partir de ces résultats nous avons développé des méthodes pour inférer des propriétés de l’écoulement à partir des signaux d’accélération de la particule instrumentée. / The aim of this dissertation is to gain a better understanding of the Lagrangian dynamics of solid large spheres in a complex turbulent environment. Therefore, a novel measurement technique to optically track the 6–dimensional dynamics – position and absolute orientation – of large spheres advected by a complex flow is developed. Although the sphere’s diameter is comparable to the integral length of the underlying flow, we find intermittency for both the translation and the rotation. Moreover, rotation and translation couple in agreement with a lift force. Apart from the fact that the acceleration statistics are not gaussian, and the exchange of energy between the particle and the carrier flow falls into the mathematical theory of large deviations. Additionally, we find that the particle diameter has a surprisingly strong influence on how a particle samples the flow. The 6D–tracking technique is then applied to an instrumented particle, which embarks a 3D–accelerometer and a radio-transmission system to constantly emit the felt Lagrangian acceleration as it is advected in the flow. Measuring the particle’s absolute orientation is a crucial step here to project the acceleration measured by the particle into the laboratory reference frame and enables us to compare the forces obtained by the two independent measurements. Based thereon methods for interpreting the acceleration signals of the instrumented particle are developed and tested.

The weather dynamics are significantly determined by the motion of the atmosphere and the ocean. This motion is often turbulent, characterized by fluctuations of the flow velocity over wide spatial and temporal scales. This fact, besides limited observability and inaccurate models, impedes the predictability of quantities such as the velocity of winds, which are relevant for the everyday life. One is always interested in improving such predictions - by employing better models or obtaining more information about the system. The Crooks fluctuation theorem is a relation from nonequilibrium thermodynamics, which has its typical applications in nanoscale systems. It quantifies the distribution of imposed work in a process, where the system is pushed out of thermal equilibrium. This distribution is broadened due to the fluctuations of the microscopic degrees of freedom in the system. The fluctuations of the velocity field in turbulent flow suggest the derivation of an analogy of Crooks' theorem for this macroscopic system. The knowledge about the validity of such a relation is additional information, which one in reverse could use to improve predictions about the system. In this thesis both issues are addressed: the derivation of the theorem, and the improvement of predictions. We illustrate the application of Crooks' theorem to hydrodynamic flow within a model of a two-dimensional inviscid and incompressible fluid field, when pushed out of dynamical equilibrium. The flow on a rectangular domain is approximated by the two-dimensional vorticity equation with spectral truncation. In this setting, the equilibrium statistics of the flow can be described through a canonical ensemble with two conserved quantities, kinetic energy and enstrophy. To perturb the system out of equilibrium, we change the shape of the domain according to a protocol, which changes the kinetic energy but leaves the enstrophy constant. This is interpreted as doing work to the system. Evolving along a forward and its corresponding backward process, we find that the distributions of the work performed in these processes satisfy the Crooks relation with parameters derived from the canonical ensembles. We address the issue of prediction in this thesis in a concrete setting: There are examples where the distributions of a variable in the forward and the backward process collapse into one, hence Crooks' theorem relates the distribution of one variable with itself. For a finite data set drawn from such a distribution, we are interested in an estimate of this variable to exceed a certain threshold. We demonstrate that, using the knowledge about Crooks' relation, forecast schemes can be proposed which improve compared to a pure frequency estimate on the data set. The findings are illustrated in three examples, studies of parameters such as exceedance threshold and data set size are presented.

In this thesis we examine methodologies for determining free energy differences (FEDs) of phases via Monte Carlo simulation. We identify and address three generic issues that arise in FED calculations; the choice of representation, the choice of estimator, and the choice of sampling strategy. In addition we discuss how the classical framework may be extended to take into account quantum effects. Key words: Phase Mapping, Phase Switch, Lattice Switch, Simulated Tempering, Multi-stage, Weighted Histogram Analysis Method, Fast Growth, Jarzynski method, Umbrella, Multicanonical, Path Integral Monte Carlo, Path Sampling, Multihamiltonian, fluctuation theorem.

This thesis describes an experimental study on fluctuations of a Brownian particle immersed in a fluid, confined by optical tweezers and subject to two different kinds of non-equilibrium conditions. We aim to gain a rather general understanding of the relation between spontaneous fluctuations, linear response and total entropy production for processes away from thermal equilibrium. The first part addresses the motion of a colloidal particle driven into a periodic non-equilibrium steady state by a nonconservative force and its response to an external perturbation. The dynamics of the system is analyzed in the context of several generalized fluctuation-dissipation relations derived from different theoretical approaches. We show that, when taking into account the role of currents due to the broken detailed balance, the theoretical relations are verified by the experimental data. The second part deals with fluctuations and response of a Brownian particle in two different aging baths relaxing towards thermal equilibrium: a Laponite colloidal glass and an aqueous gelatin solution. The experimental results show that heat fluxes from the particle to the bath during the relaxation process play the same role of steady state currents as a non-equilibrium correction of the fluctuation-dissipation theorem. Then, the present thesis provides evidence that the total entropy production constitutes a unifying concept which links the statistical properties of fluctuations and the linear response function for non-equilibrium systems either in stationary or non stationary states.

Ces travaux de thèse présentent une étude expérimentale des fluctuations d'une particule Brownienne soumise à deux différentes conditions hors-équilibre dans un fluide . Le but est de comprendre d'une manière générale la relation entre les fluctuations spontanées, la fonction de réponse linéaire et la production totale d'entropie des processus loin de l'équilibre thermique. La première partie est consacrée à l'étude du mouvement d'une particule colloïdale dans un état stationnaire périodique hors-équilibre induit par une force non-conservative et à sa réponse à une perturbation externe. Nous analysons la dynamique du système dans le contexte des différentes approches généralisées de fluctuation-dissipation. Nous montrons que ces relations théoriques sont satisfaites par les données expérimentales quand on prend en compte le rôle du courant du à la rupture du bilan détaillé. Dans une deuxième partie nous étudions les fluctuations et la réponse d'une particule Brownienne dans deux types de bains vieillissants qui relaxent vers l'équilibre thermique: un verre colloïdal de Laponite et une solution aqueuse de gélatine. Dans ce cas-là nous montrons que le flux de chaleur de la particule vers le bain pendant sa relaxation représente une correction hors-équilibre du théorème de fluctuation-dissipation. Donc, le flux de chaleur joue le même rôle que le courant dans un état stationnaire. En conséquence, les résultats de la thèse mettent en évidence l'importance générale de la production totale d'entropie pour quantifier les relations de fluctuation-dissipation généralisées dans les systèmes hors-équilibre. / This thesis describes an experimental study on fluctuations of a Brownian particle immersed in a fluid, confined by optical tweezers and subject to two different kinds of non-equilibrium conditions. We aim to gain a rather general understanding of the relation between spontaneous fluctuations, linear response and total entropy production for processes away from thermal equilibrium. The first part addresses the motion of a colloidal particle driven into a periodic non-equilibrium steady state by a nonconservative force and its response to an external perturbation. The dynamics of the system is analyzed in the context of several generalized fluctuation-dissipation relations derived from different theoretical approaches. We show that, when taking into account the role of currents due to the broken detailed balance, the theoretical relations are verified by the experimental data. The second part deals with fluctuations and response of a Brownian particle in two different aging baths relaxing towards thermal equilibrium: a Laponite colloidal glass and an aqueous gelatin solution. The experimental results show that heat fluxes from the particle to the bath during the relaxation process play the same role of steady state currents as a non-equilibrium correction of the fluctuation-dissipation theorem. Then, the present thesis provides evidence that the total entropy production constitutes a unifying concept which links the statistical properties of fluctuations and the linear response function for non-equilibrium systems either in stationary or non stationary states.

Nous avons étudié expérimentalement les fluctuations de micro-particules browniennes piégées à l'aide de pinces optiques dans un réseau de puits de potentiels voisins. Nous donnons un descriptif général du montage expérimental, puis détaillons quatre utilisations différentes du système. Nous avons d'abord utilisé une unique particule dans un double puits de potentiel pour modéliser un système mémoire à deux niveaux, avec lequel nous avons vérifié le principe de Landauer sur le coût minimal en énergie pour l'effacement d'un bit d'information. Nous avons également appliqué une version détaillée d'un théorème de fluctuation à la procédure d'effacement de l'information pour retrouver la limite énergétique attendue. Nous avons ensuite étudié l'interaction hydrodynamique entre deux particules dont l'une est soumise à une température effective. Nous avons montré qu'il n'y a pas de fluctuations anormales lors de la transition sol-gel de la gélatine, contrairement à ce qui avait été observé précédemment, et que ce système ne pouvait donc pas être utilisé pour étudier des températures effectives. En revanche, nous avons montré que l'ajout d'un forçage aléatoire bien choisi sur la position d'un piège créait une température effective. Nous avons montré que le forçage d'une des particules résultait en une corrélation instantanée entre les mouvements des deux particules, et s'accompagnait d'un échange de chaleur de la particule virtuellement chaude à la particule froide en équilibre avec le bain thermique. Nous avons obtenu un bon accord entre les données expérimentales et les prédictions d'un modèle de couplage hydrodynamique. Enfin, nous décrivons l'utilisation de canaux micro-fluidiques pour réaliser un écoulement cisaillé à l'échelle micrométrique, et nous discutons de la possibilité d'interpréter un cisaillement en terme de température effective en testant une relation de fluctuation-dissipation. / We experimentally study the fluctuations of Brownian micro-particles trapped with optical tweezers arranged in various spatial configurations. We give a general description of the set-up and detail four different experiments we conducted. We first use a single particle in a double-well potential to model a two-state memory system. We verify the Landauer principle on the minimal energetic cost to erase one bit of information, and we use a detailed version of a fluctuation theorem to retrieve the expected energetic bound. We then use two particles in two different traps to study the hydrodynamic interactions between two systems kept at different effective temperatures. Contrary to what was previously observed, we show that the sol-gel transition of gelatine does not provide any anomalous fluctuations for the trapped particle when the sample is quenched below gelification temperature. However, we show that an effective temperature is created when a well chosen random noise is added on one trap position. We demonstrate that the random forcing on one particle induces an instantaneous correlation between the two particles motions, and an energy exchange from the virtually hot particle to the cold one, which is in equilibrium with the thermal bath. We show a good agreement between the experimental data and the predictions from an hydrodynamic coupling model. Finally, we describe the use of micro-fluidic channels to create a shear flow at the micron size, and we discuss the possibility to interpret the force due to the shear-flow in terms of an effective temperature by testing a fluctuation-dissipation relation.