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Spectral Analysis of Current Fluctuations in Periodically Driven Stochastic Systems

Bertrand Lacroix-A-Chez-Toine Department of Physics of Complex Systems, Weizmann Institute of Science, Rehovot 7610001, Israel    Oren Raz Department of Physics of Complex Systems, Weizmann Institute of Science, Rehovot 7610001, Israel
Abstract

Current fluctuations play an important role in non-equilibrium statistical mechanics, and are a key object of interest in both theoretical studies and in practical applications. So far, most of the studies were devoted to the fluctuations in the time-averaged current – the zero frequency Fourier component of the time dependent current. However, in many practical applications the fluctuations at other frequencies are of equal importance. Here we study the full frequency dependence of current statistics in periodically driven stochastic systems. First, we show a general method to calculate the current statistics, valid even when the current’s frequency is incommensurate with the driving frequency, breaking the time periodicity of the system. Somewhat surprisingly, we find that the cumulant generating function (CGF), that encodes all the statistics of the current, is composed of a continuous background at any frequency accompanied by either positive or negative peaks at current’s frequencies commensurate with the driving frequency. We show that cumulants of increasing orders display peaks at an increasing number of locations but with decreasing amplitudes that depend on the commensurate ratio of frequencies. All these peaks are then transcribed in the behaviour of the CGF. As the measurement time increases, these peaks become sharper but keep the same amplitude and eventually lead to discontinuities of the CGF at all the frequencies that are commensurate with the driving frequency in the limit of infinitely long measurement. We demonstrate our formalism and its consequences on three types of models: an underdamped Brownian particle in a periodically driven harmonic potential; a periodically driven run-and-tumble particle; and a two-state system.

I Introduction

Equilibrium statistical mechanics is a mature framework that provides a calculation scheme for the ensemble averages and the fluctuations of many quantities of interest, with only mild assumptions on the system, e.g. thermodynamic equilibrium and short range interactions. In practice, however, equilibrium systems are rather the exception than the norm. Despite many efforts, no equivalent general framework is known for systems which are far from thermal equilibrium. Characterising the mean value and fluctuations for most quantities of interest remains a challenging task, even in the relatively simple cases of a system in a non-equilibrium steady state Zia and Schmittmann [2007]; Ruelle [2003]; Zia and Schmittmann [2006] or a periodically driven system Brandner et al. [2015]; Raz et al. [2016]; Busiello et al. [2018].

Important progress has been achieved in the 50’s for systems which are close to thermal equilibrium, in the form of the fluctuation-dissipation relations Kubo [1966]. These relate the equilibrium fluctuations of a system to the rate of dissipation when the system is weakly driven away from equilibrium. These fluctuation-dissipation relations where generalized in the 90’s to the Gallavotti-Cohen fluctuation relations, which constitute rare exact results holding arbitrarily far from equilibrium. They imply a fundamental symmetry on the distributions of the entropy production Gallavotti and Cohen [1995]; Kurchan [1998] and of the currents Andrieux and Gaspard [2007a] in the system and naturally extend the fluctuation dissipation relations. They hold for non-equilibrium steady state systems Gallavotti and Cohen [1995]; Lebowitz and Spohn [1999]; Andrieux and Gaspard [2007b] as well as periodically driven systems Shargel and Chou [2009], although they are not expected to hold for currents in the latter case Harris and Schütz [2007].

The thermodynamic uncertainty relations, bounding the current fluctuations in the system using the entropy production Barato and Seifert [2015]; Gingrich et al. [2016]; Horowitz and Gingrich [2019] constitute another important progress that was recently achieved and holds arbitrarily far from equilibrium. They imply that decreasing the current fluctuations in the steady state comes at a cost in terms of the entropy production. These relations were extended recently to periodically driven systems in Proesmans and Horowitz [2019]; Barato et al. [2018]; Koyuk and Seifert [2019, 2020]; Koyuk et al. [2018]. Both the Gallavotti-Cohen and the thermodynamic uncertainty principle hold for arbitrary systems, but in practice they are of most interest in the case of small systems where large fluctuations occur with a non-vanishing probability.

In this study we consider the fluctuations of the current’s Fourier modes in stochastic non-equilibrium systems that are subject to time-periodic driving. The fluctuations of the zero frequency current (commonly referred to as the “DC current”) are tightly related to both the Gallavotti-Cohen and the thermodynamic uncertainty relations described above, and thus were studied intensively for systems which are subject to a time-independent thermodynamic forcing that breaks detailed balance, driving them into a non-equilibrium steady state Nyawo and Touchette [2016]; Nemoto and Sasa [2011a, b]; Proesmans and Derrida [2019]; Derrida and Sadhu [2019]; Nyawo and Touchette [2017]; Fischer et al. [2018]. However, only few works have been dedicated to other Fourier modes of the currents. To the best of our knowledge, only the zero-frequency current fluctuations Barato and Chetrite [2018]; Bertini et al. [2018] and the fluctuations of the current’s Fourier mode with the same frequency as that of the drive Chabane et al. [2020] have been investigated.

The motivation to study all of the current’s Fourier modes is natural from a theoretical perspective, but also from a practical one, as often these fluctuations have important implications. An interesting example is the Paul trap, commonly used to trap ions Blatt and Wineland [2008]. Ions in this trap display heating processes commonly orders of magnitude higher than expected Brownnutt et al. [2015] which are yet poorly understood. In this system ions are trapped by imposing an alternating current at high frequency giving also rise to fluctuations at all other frequencies. Although the driving frequency is far from the frequency that can heat the ions, the generated current fluctuation at the ion’s frequency might be an important component in the heating process.

In this manuscript we study the frequency dependence of current statistics when a stochastic Markovian system is periodically driven. Our main object of interest is the Cumulant generating function (CGF) of the current Fourier modes, which encodes the full information on the current statistics. First, we use the Oseledets theorem to extend the framework of the current cumulant generating function from the case where the driving frequency is commensurate with the Fourier mode of the current, to account for non-commensurate frequency ratios as well. Surprisingly, we find that this function has a structure similar to the famous Thomae’s function Beanland et al. [2009], namely it is composed of a continuous “background” for frequencies which are incommensurate with respect to the periodic driving, accompanied by (positive or negative) discontinuous “spikes” at commensurate frequencies. The integer denominator of the commensurate ratio between the frequencies at which the spikes appear can be directly related to the order of the cumulant that has a discontinuous behaviour at this frequency. Moreover, we explain how our results are modified for a finite time experiment, where the discontinuous spikes are smoothed into continuous peaks that gets sharper as the duration of the measurement increases. This general behavior is demonstrated on a Brownian particle in a periodically driven harmonic potential and a periodically driven trapped run-and-tumble particle, where analytical results for the first two cumulants can be obtained, and in a two-state system where the cumulant generating function can be numerically evaluate.

The setup studied in this manuscript is somewhat similar to the stochastic resonance setup, where a bi-stable system coupled to a noise source is weakly perturbed by time-periodic forcing (See Gammaitoni et al. [1998] for a review on stochastic resonance). However, the main object of interest in stochastic resonance is the response of the system to the driving as a function of the noise, where the response of the system is usually the transitions between the two meta-stable states at the driving frequency. In other words, the interest in stochastic resonance is in the driving frequency Fourier mode of the current between the two meta-stable state. In contrast, we consider a quite generic periodic driving, which is not necessarily weak and does not necessarily have two meta-stable states. We also consider all the Fourier modes of the current statistics, and not only the average current as in stochastic resonance. Furthermore, we are interested in the frequency dependence of the fluctuations.

The manuscript is organised as follows: In section II we detail the general setting that we consider and give the main technical background needed to obtain our results. In section III we provide a short summary of our main results and their implications. In section IV we derive our main results by obtaining general expressions of the cumulants. In section V we show how to apply our results to simple exactly solvable systems. Finally in section VI we conclude and give some insights on new unexplored directions. Some technical details of the computations and complicated expressions are relegated to the Appendices.

II Setup – Periodically driven Markovian systems

II.1 Markov propagator

In this manuscript we consider the statistics of the current’s Fourier modes in a periodically driven stochastic system. To this end, we assume that the evolution of the probability distribution associated with the system is Markovian, as detailed in what follows. The micro-state of the system, for example the position of a particle in space, is denoted by the vector 𝐱{\bf x}. We assume that the space of all 𝐱{\bf x} is simply connected 111This assumption implies some consequences on our results. Although a generalization to non-simply connected domains is possible, we do not consider these cases here. The probability distribution of all the micro-states at time tt is uniquely characterised by the initial state of the system, which for simplicity we assume to be a specific micro-state 𝐱𝟎{\bf x_{0}}, as well as by the propagator, G(𝐱,t|𝐱0,t0)G({\bf x},t|{\bf x}_{0},t_{0}), which is the transition probability density to be in a final state 𝐱{\bf x} at time tt, provided that the system was at 𝐱0{\bf x}_{0} at time t0t_{0}. It satisfies the evolution equation,

tG=(𝐱,𝐱,t)G,\displaystyle\partial_{t}G={\cal L}({\bf x},\nabla_{\bf x},t)G\,, (1)
(𝐱,𝐱,t)=βxβFβ(𝐱,t)+β,γxβ,xγDβγ(𝐱,t),\displaystyle{\cal L}({\bf x},\nabla_{\bf x},t)=-\sum_{\beta}\partial_{x_{\beta}}F_{\beta}({\bf x},t)+\sum_{\beta,\gamma}\partial_{x_{\beta},x_{\gamma}}D_{\beta\gamma}({\bf x},t)\;,

where here and in the following we use Greek letters for the indices of the micro-state space and with the initial condition

G(𝐱,t0|𝐱0,t0)=δd(𝐱𝐱0),\,\,G({\bf x},t_{0}|{\bf x}_{0},t_{0})=\delta^{d}({\bf x}-{\bf x}_{0})\,, (2)

where δd(𝐱)=β=1dδ(xβ)\delta^{d}({\bf x})=\prod_{\beta=1}^{d}\delta(x_{\beta}) is the dd-dimensional Dirac delta function. By virtue of probability conservation, the propagator is normalised to unity,

tt0,𝑑𝐱G(𝐱,t|𝐱0,t0)=1.\forall t\geq t_{0}\;,\;\;\int d{\bf x}\,G({\bf x},t|{\bf x}_{0},t_{0})=1\;. (3)

Throughout the manuscript we assume that the force Fβ(𝐱,t)F_{\beta}({\bf x},t) and diffusion Dβγ(𝐱,t)D_{\beta\gamma}({\bf x},t) are both explicitly time dependent, non-singular and time-periodic with cycle time TdT_{d}. We denote the corresponding fundamental angular frequency by ωd=(2π)/Td\omega_{d}=(2\pi)/T_{d}, and we refer to it as the driving frequency, as this time dependence is what drives the system out of equilibrium. We are interested in the cases where the system has a unique time-periodic stationary state in the limit tt\to\infty, and that it does not depend on the initial position 𝐱0{\bf x}_{0}.

Equation (1) can be formally solved by

G(𝐱,t|𝐱0,t0)=𝒯et0t𝑑τ(𝐱,𝐱,τ)δd(𝐱𝐱0),G({\bf x},t|{\bf x}_{0},t_{0})={\cal T}e^{\int_{t_{0}}^{t}d\tau{\cal L}({\bf x},\nabla_{\bf x},\tau)}\delta^{d}({\bf x}-{\bf x}_{0})\;, (4)

where 𝒯{\cal T} is the time-ordered product. Exploiting the discrete time translation symmetry of the system, (𝐱,𝐱,t+Td)=(𝐱,𝐱,t){\cal L}({\bf x},\nabla_{\bf x},t+T_{d})={\cal L}({\bf x},\nabla_{\bf x},t) for any time tt, we expand the propagator using Floquet theory as Caceres and Lobos [2006]; Kim et al. [2010]

G(𝐱,t|𝐱0,t0)=k=0eλk(tt0)fk(𝐱,t)gk(𝐱0,t0),G({\bf x},t|{\bf x}_{0},t_{0})=\sum_{k=0}^{\infty}e^{-\lambda_{k}(t-t_{0})}f_{k}({\bf x},t)g_{k}({\bf x}_{0},t_{0})\;, (5)

where the functions fkf_{k} and gkg_{k} are the eigenvectors UTdfk=eλkTdfkU_{T_{d}}f_{k}=e^{-\lambda_{k}T_{d}}f_{k} and UTdgk=eλkTdgkU_{T_{d}}^{\dagger}g_{k}=e^{\lambda_{k}T_{d}}g_{k} of the operators

UTd(t)=𝒯ett+Td𝑑τ(𝐱,𝐱,τ),\displaystyle U_{T_{d}}(t)={\cal T}e^{\int_{t}^{t+T_{d}}d\tau{\cal L}({\bf x},\nabla_{\bf x},\tau)}\;, (6)
UTd(t0)=𝒯et0t0+Td𝑑τ(𝐱0,𝐱0,τ),\displaystyle U_{T_{d}}^{\dagger}(t_{0})={\cal T}e^{-\int_{t_{0}}^{t_{0}+T_{d}}d\tau{\cal L}^{\dagger}({\bf x}_{0},\nabla_{{\bf x}_{0}},\tau)}\;, (7)

where

(𝐱,𝐱,t0)=βFβ(𝐱,t0)xβ+β,γDβγ(𝐱,t0)xβ,xγ{\cal L}^{\dagger}({\bf x},\nabla_{\bf x},t_{0})=\sum_{\beta}F_{\beta}({\bf x},t_{0})\partial_{x_{\beta}}+\sum_{\beta,\gamma}D_{\beta\gamma}({\bf x},t_{0})\partial_{x_{\beta},x_{\gamma}} (8)

is the adjoint of the evolution operator (𝐱,𝐱,t){\cal L}({\bf x},\nabla_{\bf x},t). The Floquet eigenvalues λk\lambda_{k}’s are ordered in the following way,

Re(λ0)=0<Re(λ1)Re(λ2)\real(\lambda_{0})=0<\real(\lambda_{1})\leq\real(\lambda_{2})\leq\cdots (9)

and they all have positive real part. Using our assumptions on the periodic solution being unique, we obtain that the eigenvalue λ0=0\lambda_{0}=0 is non-degenerate. On the other hand, as (tt0)(t-t_{0})\to\infty, we obtain that

G(𝐱,t|𝐱0,t0)tf0(𝐱,t)g0(𝐱0,t0).G({\bf x},t|{\bf x}_{0},t_{0})\xrightarrow[t\rightarrow\infty]{}f_{0}({\bf x},t)g_{0}({\bf x}_{0},t_{0})\;. (10)

As this stationary state is independent of 𝐱0{\bf x}_{0}, we must have that g0(𝐱0,t0)g_{0}({\bf x}_{0},t_{0}) is independent of both 𝐱0{\bf x}_{0} and t0t_{0}. It is convenient to choose g0(𝐱0,t0)=1g_{0}({\bf x}_{0},t_{0})=1, so that the associated eigenfunction f0(𝐱,t)f_{0}({\bf x},t) is positive and normalised to unity. Note that we assume this steady state to be non-singular, i.e. f0(𝐱,t)>0f_{0}({\bf x},t)>0 at least in a finite domain. More generally, exploiting the identities

G(𝐱,t|𝐱0,t)=δd(𝐱𝐱0)\displaystyle G({\bf x},t|{\bf x}_{0},t)=\delta^{d}({\bf x}-{\bf x}_{0}) (11)
𝑑𝐲G(𝐱,t|𝐲,τ)G(𝐲,τ|𝐱0,t0)=G(𝐱,t|𝐱0,t0)\displaystyle\int d{\bf y}\,G({\bf x},t|{\bf y},\tau)G({\bf y},\tau|{\bf x}_{0},t_{0})=G({\bf x},t|{\bf x}_{0},t_{0}) (12)

one can show that the eigenfunctions fk(𝐱,t)f_{k}({\bf x},t) and gk(𝐱0,t)g_{k}({\bf x}_{0},t) are bi-orthogonal and satisfy a completeness relation

kfk(𝐱,t)gk(𝐱0,t)=δd(𝐱𝐱0),\displaystyle\sum_{k}f_{k}({\bf x},t)g_{k}({\bf x}_{0},t)=\delta^{d}({\bf x}-{\bf x}_{0})\;, (13)
𝑑𝐱fk(𝐱,t)gl(𝐱,t)=δk,l,\displaystyle\int d{\bf x}\,f_{k}({\bf x},t)g_{l}({\bf x},t)=\delta_{k,l}\;, (14)

where we remind that δd(𝐱)=β=1dδ(xβ)\delta^{d}({\bf x})=\prod_{\beta=1}^{d}\delta(x_{\beta}) is the dd-dimensional Dirac delta function while δk,l=1\delta_{k,l}=1 if k=lk=l and zero otherwise is the Kronecker delta.

II.2 Alternating charge

So far we discussed the probability propagator in periodically driven systems. However, in this manuscript we are interested in the fluctuations of the oscillating current at an arbitrary frequency ωc\omega_{c}. In practice, one needs to consider the associated time-integrated quantity which, in analogy to the DC case, we denote by the fluctuating charge. For a given realisation, the empirical ωc\omega_{c}-alternating charge is defined as

Qωc;α(t)=0t𝑑ττxα(τ)cos(ωcτ)\displaystyle Q_{\omega_{c};\alpha}(t)=\int_{0}^{t}d\tau\,\partial_{\tau}x_{\alpha}(\tau)\,\cos(\omega_{c}\tau) (15)
=[xα(τ)cos(ωcτ)]τ=0τ=t+ωc0t𝑑τxα(τ)sin(ωcτ),\displaystyle=\left[x_{\alpha}(\tau)\cos(\omega_{c}\tau)\right]_{\tau=0}^{\tau=t}+\omega_{c}\int_{0}^{t}d\tau\,x_{\alpha}(\tau)\,\sin(\omega_{c}\tau)\;,

where xα(τ)x_{\alpha}(\tau) is the αth\alpha^{\rm th} component of 𝐱(τ){\bf x}(\tau) 222Note that a similar quantity can be defined with a sin\sin function instead of the cos\cos.. The random variable Qωc;α(t)Q_{\omega_{c};\alpha}(t) is a functional of the whole path realisation 𝐱(τ){\bf x}(\tau) for all τ[0,t]\tau\in[0,t]. However, Qωc;α(t)Q_{\omega_{c};\alpha}(t) can be calculated for any specific realisation of the system using the above integral.

For ωc=0\omega_{c}=0, the empirical alternating charge coincides with the direct empirical charge. As we consider a simply-connected space, this direct charge is path independent, given the values of the initial xα(0)x_{\alpha}(0) and final xα(t)x_{\alpha}(t) positions, and is equal to Qωc=0;α(t)=xα(t)xα(0)Q_{\omega_{c}=0;\alpha}(t)=x_{\alpha}(t)-x_{\alpha}(0). The probability distribution function (PDF) Pωc=0,α(Q;t)P_{\omega_{c}=0,\alpha}(Q;t) of this direct charge Q0,α(t)Q_{0,\alpha}(t) is given, in the large time limit, by

Pωc=0,α(Q;t)𝑑𝐱f0(𝐱,t)δ(xαx0,αQ).P_{\omega_{c}=0,\alpha}(Q;t)\to\int d{\bf x}\,f_{0}({\bf x},t)\delta(x_{\alpha}-x_{0,\alpha}-Q)\;. (16)

For a generic value of the frequency ωc\omega_{c}, the empirical alternating charge is path dependent, and therefore computing the probabilty distribution function Pωc,α(Q;t)P_{\omega_{c},\alpha}(Q;t) of the alternating charge is a non-trivial task. It turns out to be simpler in this case to consider instead its moment generating function (MGF)

eμQωc;α(t)𝐱0\displaystyle\Big{\langle}e^{\mu Q_{\omega_{c};\alpha}(t)}\Big{\rangle}_{{\bf x}_{0}} 𝑑QeμQPωc,α(Q;t),\displaystyle\equiv\int_{-\infty}^{\infty}dQ\,e^{\mu Q}P_{\omega_{c},\alpha}(Q;t), (17)

where the average 𝐱0\langle\cdots\rangle_{{\bf x}_{0}} is taken over all the stochastic trajectories starting from the same initial state 𝐱(0)=𝐱0{\bf x}(0)={\bf x}_{0}. This generating function can also be written as

eμQωc;α(t)𝐱0\displaystyle\Big{\langle}e^{\mu Q_{\omega_{c};\alpha}(t)}\Big{\rangle}_{{\bf x}_{0}} =𝑑𝐱Gμ(𝐱,t|𝐱0),\displaystyle=\int d{\bf x}\,G_{\mu}({\bf x},t|{\bf x}_{0})\,, (18)

where the function Gμ(𝐱,t|𝐱0)G_{\mu}({\bf x},t|{\bf x}_{0}) evolves in time according to the so-called ”tilted” operator Chetrite and Touchette [2013]

tGμ=μ(𝐱,𝐱,t)Gμ,\displaystyle\partial_{t}G_{\mu}={\cal L}_{\mu}({\bf x},\nabla_{\bf x},t)G_{\mu}\,, (19)
Gμ(𝐱,0|𝐱0)=δd(𝐱𝐱0).\displaystyle G_{\mu}({\bf x},0|{\bf x}_{0})=\delta^{d}({\bf x}-{\bf x}_{0})\,. (20)

The tilted operator can be written as

μ(𝐱,𝐱,t)=k=02[μcos(ωct)]kk(𝐱,𝐱,t),\displaystyle{\cal L}_{\mu}({\bf x},\nabla_{\bf x},t)=\sum_{k=0}^{2}\left[\mu\cos(\omega_{c}t)\right]^{k}{\cal L}^{k}({\bf x},\nabla_{\bf x},t)\;, (21)

where

0=(𝐱,𝐱,t),\displaystyle{\cal L}^{0}={\cal L}({\bf x},\nabla_{\bf x},t)\;, (22)
1=Fα(𝐱,t)βxβ(Dαβ(𝐱,t)+Dβα(𝐱,t)),\displaystyle{\cal L}^{1}=F_{\alpha}({\bf x},t)-\sum_{\beta}\partial_{x_{\beta}}\left(D_{\alpha\beta}({\bf x},t)+D_{\beta\alpha}({\bf x},t)\right)\;,
2=Dαα(𝐱,t).\displaystyle{\cal L}^{2}=D_{\alpha\alpha}({\bf x},t)\;.

Similarly to the case of the propagator, one can formally express the solution as

Gμ(𝐱,t|𝐱0)=𝒯e0t𝑑τμ(𝐱,𝐱,t)δd(𝐱𝐱0).G_{\mu}({\bf x},t|{\bf x}_{0})={\cal T}e^{\int_{0}^{t}d\tau{\cal L}_{\mu}({\bf x},\nabla_{\bf x},t)}\delta^{d}({\bf x}-{\bf x}_{0})\;. (23)

We note, however, that in contrast with (𝐱,𝐱,t){\cal L}({\bf x},\nabla_{\bf x},t) which is periodic by construction, μ(𝐱,𝐱,t){\cal L}_{\mu}({\bf x},\nabla_{\bf x},t) is not necessarily time periodic, as it has both periodic components varying with frequency ωc\omega_{c} and frequency ωd\omega_{d}. Only in the case where the ratio between these frequencies is commensurate, namely when it is given by a rational number, does μ(𝐱,𝐱,t){\cal L}_{\mu}({\bf x},\nabla_{\bf x},t) become periodic. In what follows, we first address the commensurate case, and then the more challenging case of non-commensurate frequencies.

II.3 Commensurate frequencies

Let us first consider the case where the frequencies of the drive ωd\omega_{d} and of the charge ωc\omega_{c} are commensurate. In this case there exist two natural numbers, n,mn,m\in\mathbb{N}, such that

T=nTd=mTc<.T=nT_{d}=mT_{c}<\infty\;. (24)

In this case the tilted operator is periodic with a finite period TT, namely μ(𝐱,𝐱,t+T)=μ(𝐱,𝐱,t){\cal L}_{\mu}({\bf x},\nabla_{\bf x},t+T)={\cal L}_{\mu}({\bf x},\nabla_{\bf x},t). One may then use the Floquet theory by defining the operators

UT;μ(t)=𝒯ett+T𝑑τμ(𝐱,𝐱,τ),\displaystyle U_{T;\mu}(t)={\cal T}e^{\int_{t}^{t+T}d\tau{\cal L}_{\mu}({\bf x},\nabla_{\bf x},\tau)}\;, (25)
UT;μ(t0)=𝒯et0t0+T𝑑τμ(𝐱0,𝐱0,τ).\displaystyle U_{T;\mu}^{\dagger}(t_{0})={\cal T}e^{-\int_{t_{0}}^{t_{0}+T}d\tau{\cal L}_{\mu}^{\dagger}({\bf x}_{0},\nabla_{{\bf x}_{0}},\tau)}\;. (26)

Introducing the common ordered set of Floquet eigenvalues of these operators {λk(μ),Re[λ0(μ)]<Re[λ1(μ)]}\{\lambda_{k}(\mu)\,,\,\,\real[\lambda_{0}(\mu)]<\real[\lambda_{1}(\mu)]\leq\cdots\} and their associated respective eigenfunctions fkμ(𝐱,t)f_{k}^{\mu}({\bf x},t) and gkμ(𝐱0,t)g_{k}^{\mu}({\bf x}_{0},t), we may express the MGF as

eμQωc;α(t)=keλk(μ)tak(t;𝐱0),\Big{\langle}e^{\mu Q_{\omega_{c};\alpha}(t)}\Big{\rangle}=\sum_{k}e^{-\lambda_{k}(\mu)t}a_{k}(t;{\bf x}_{0})\;, (27)

where the functions ak(t;𝐱0)=𝑑𝐱fkμ(𝐱,t)gkμ(𝐱0,0)a_{k}(t;{\bf x}_{0})=\int d{\bf x}f_{k}^{\mu}({\bf x},t)g_{k}^{\mu}({\bf x}_{0},0) are periodic in tt with period TT. In contrast to the propagator G(𝐱,t|𝐱0)G({\bf x},t|{\bf x}_{0}), the tilted propagator Gμ(𝐱,t|𝐱0)G_{\mu}({\bf x},t|{\bf x}_{0}) does not propagate a probability distribution, and its largest eigenvalue λ0(μ)\lambda_{0}(\mu) is non zero in general, apart for μ=0\mu=0 where μ=0(𝐱,𝐱,t)=(𝐱,𝐱,t){\cal L}_{\mu=0}({\bf x},\nabla_{\bf x},t)={\cal L}({\bf x},\nabla_{\bf x},t). Using the Floquet theory, the cumulant generating function (CGF) in the large time limit reads

χμ(ωc)\displaystyle\chi_{\mu}(\omega_{c}) limt1tlneμQωc;α(t)𝐱𝟎=λ0(μ)\displaystyle\equiv\lim_{t\to\infty}\frac{1}{t}\ln\Big{\langle}e^{\mu Q_{\omega_{c};\alpha}(t)}\Big{\rangle}_{\bf x_{0}}=-\lambda_{0}(\mu) (28)
=p=1𝒬pα(ωc)μp,\displaystyle=\sum_{p=1}^{\infty}{\cal Q}_{p}^{\alpha}(\omega_{c})\,\mu^{p}\;,

where 𝒬pα(ωc){\cal Q}_{p}^{\alpha}(\omega_{c}) corresponds to the large time limit of the rescaled cumulant of the alternating charge

𝒬pα(ωc)limtQωc;αp(t)cot=μpλ0(μ)|μ=0.{\cal Q}_{p}^{\alpha}(\omega_{c})\equiv\lim_{t\to\infty}\frac{\Big{\langle}Q_{\omega_{c};\alpha}^{p}(t)\Big{\rangle}_{\rm co}}{t}=-\left.\partial_{\mu}^{p}\lambda_{0}(\mu)\right|_{\mu=0}\;. (29)

Here, the subscript co refers to a connected correlation function, and pp is the order of the cumulant. The limit is well-defined as the cumulants scale at most linearly with time. The specific form of the CGF obtained here is consistent with the probability distribution function (PDF) Pωc(Q;t)P_{\omega_{c}}(Q;t) of the alternating charge Qωc;α(t)Q_{\omega_{c};\alpha}(t) taking a large deviation scaling form in the large time limit. By definition, the MGF

eμQωc;α(t)=P^ωc(iμ;t),\Big{\langle}e^{\mu Q_{\omega_{c};\alpha}(t)}\Big{\rangle}=\hat{P}_{\omega_{c}}(-i\mu;t)\;, (30)

where P^ωc(k;t)\hat{P}_{\omega_{c}}(k;t) is the Fourier transform of the PDF Pωc(Q;t)P_{\omega_{c}}(Q;t) at the specific value k=iμk=-i\mu. Taking the inverse Fourier transform, we obtain that the atypical fluctuations of the alternating charge are described by the large deviation form,

Pωc(Q;t)=iidμ2iπeμQeμQωc;α(t)etΦωc(Qt),P_{\omega_{c}}(Q;t)=\int_{-i\infty}^{i\infty}\frac{d\mu}{2i\pi}e^{-\mu Q}\Big{\langle}e^{\mu Q_{\omega_{c};\alpha}(t)}\Big{\rangle}\asymp e^{-t\,\Phi_{\omega_{c}}\left(\frac{Q}{t}\right)}\;, (31)

where we have used the notation (common in large deviation theory)

A(x,t)etB(xt)limt1tlnA(at,t)=B(a).A(x,t)\asymp e^{-tB\left(\frac{x}{t}\right)}\Leftrightarrow-\lim_{t\to\infty}\frac{1}{t}\ln A(at,t)=B\left(a\right)\;.

The large deviation function Φωc(J)\Phi_{\omega_{c}}(J) is given by the Legendre transform of the CGF

Φωc(J)=maxμ[μJχωc(μ)],\Phi_{\omega_{c}}(J)=\max_{\mu}\left[\mu\,J-\chi_{\omega_{c}}(\mu)\right]\;, (32)

which is simply obtained via a saddle point approximation for large tt with J=Q/t<J=Q/t<\infty as tt\to\infty. Furthermore, as all the non-zero cumulants have the same scaling O(t)O(t), we also expect the central limit theorem to hold for the long-time typical fluctuations of the alternating charge. The corresponding distribution is Gaussian with fluctuations of order t\sqrt{t} around the average value

Pωc,α(Q;t)exp((QQωc;α(t))22Var(Qωc;α(t)))2πVar(Qωc;α(t)).P_{\omega_{c},\alpha}(Q;t)\approx\frac{\displaystyle\exp\left(-\frac{(Q-\Big{\langle}Q_{\omega_{c};\alpha}(t)\Big{\rangle})^{2}}{2{\rm Var}(Q_{\omega_{c};\alpha}(t))}\right)}{\sqrt{2\pi{\rm Var}(Q_{\omega_{c};\alpha}(t))}}\;. (33)

II.4 Incommensurate frequencies

We now consider the situation where the frequency ωd\omega_{d} of the drive and ωc\omega_{c} of the current are incommensurate. As the tilted operator (𝐱,𝐱,t){\cal L}({\bf x},\nabla_{\bf x},t) is not periodic, we cannot use a Floquet expansion to describe the tilted propagator Gμ(𝐱,t|𝐱0)G_{\mu}({\bf x},t|{\bf x}_{0}) and it is not obvious how to compute the limit in equation (28). However, one can use Oseledets’ multiplicative ergodic theorem Oseledets [1968] to show, nevertheless, that this limit is well defined for any frequency ωc\omega_{c}. This implies in particular that all the cumulants scale at most linearly in time in this more generic case.

A naive way to compute the CGF in this case is to consider a series of frequencies ωc(n)\omega_{c}(n), commensurate with ωd\omega_{d} for any finite nn but that converges to the desired incommensurate value of ωc\omega_{c} as nn\to\infty. The CGF can be calculated for any nn using the technique described above for commensurate ratios, and in the limit nn\to\infty one can hope to estimate χμ(ωc)\chi_{\mu}(\omega_{c}). However, this naive approach only works if the CGF χμ(ωc)\chi_{\mu}(\omega_{c}) is a continuous function of ωc\omega_{c} (at a fixed value of μ\mu), which we prove below quite surprisingly not to be the case. Therefore, at incommensurate frequency ratios the CGF can (to the best our knowledge) only be evaluated by taking the tt\to\infty limit in equation (28).

III Main results

Let us summarise our main findings and their consequences. Our first main result is that for a periodically driven system with driving frequency ωd\omega_{d}, the cumulant generating function (CGF) of the time-integrated alternating current Qωc;α(t)Q_{\omega_{c};\alpha}(t), namely χμ(ωc)\chi_{\mu}(\omega_{c}) defined in in Eq. (28), is not a continuous function of the current’s frequency ωc\omega_{c} in the large time limit. The CGF varies smoothly for any current frequency ωc\omega_{c} incommensurate with the frequency ωd\omega_{d} of the drive but displays additional discontinuous spikes at commensurate frequencies. This feature can be explained by considering the behaviour of the rescaled cumulants 𝒬pα(ωc){\cal Q}_{p}^{\alpha}(\omega_{c}) of order p1p\geq 1 as a function of the current frequency ωc\omega_{c}. The cumulants of even order, namely with p=2rp=2r and rr\in\mathbb{N}^{*}, have a generically non-zero continuous background for irrational frequency ratios ωc/ωd\omega_{c}/\omega_{d}\notin\mathbb{Q} and they display discontinuous spikes at frequencies

ωc=n2zωd,n,  1zr.\omega_{c}=\frac{n}{2z}\omega_{d}\;,\;\;n\in\mathbb{N}^{*}\;,\;\;1\leq z\in\mathbb{N}\leq r\;. (34)

The cumulants of odd order, with p=2r+1p=2r+1 and rr\in\mathbb{N}, have zero continuous background for irrational ratios ωc/ωd\omega_{c}/\omega_{d}\notin\mathbb{Q}, but they do display discontinuous spikes at frequencies

ωc=n2z+1ωd,n,  0zr.\omega_{c}=\frac{n}{2z+1}\omega_{d}\;,\;\;n\in\mathbb{N}^{*}\;,\;\;0\leq z\in\mathbb{N}\leq r\;. (35)

Note that the number of spikes increases with the order pp of the cumulant. However, the height of these spikes decreases with the order pp, and goes to zero at the pp\to\infty limit. A consequence of this result is that for any fixed ωc\omega_{c} which is incommensurate with ωd\omega_{d}, the CGF is symmetric χωc(μ)=χωc(μ)\chi_{\omega_{c}}(\mu)=\chi_{\omega_{c}}(-\mu), implying an analogous symmetry of the PDF Pωc(Q,t)=Pωc(Q,t)P_{\omega_{c}}(Q,t)=P_{\omega_{c}}(-Q,t) in the large time limit. -

The discontiuous behavior of the cumulant generating function is a result of the long time limit: one clearly does not expect any discontinuity of the cumulant generating function at finite time. We find that at large, but finite time tt, the behavior of the cumulant generating function is qualitatively the same, but as expected the spikes in the spectrum of the cumulants are smeared over a typical frequency scale of order t1\sim t^{-1}.

These results are illustrated by considering in details two exactly solvable examples and one example that can be calculated numerically. First, we consider an underdamped Brownian particle trapped in a periodically varying harmonic potential. Then, we obtain explicit results for a harmonically confined ”active” particle, i.e. subject to telegraphic noise. Lastly, we consider a time-periodic two-state system, where the cumulant generation function can be numerically evaluated.

IV Derivation of the cumulants

We consider in this section the cumulants of the alternating charge Qωc;α(t)Q_{\omega_{c};\alpha}(t) in the large time limit for a gaped system, i.e. Re(λ1)>λ0=0\real(\lambda_{1})>\lambda_{0}=0 where λ0,λ1\lambda_{0},\lambda_{1} are the two lowest Floquet eigenvalues associated to the ”bare” evolution operator (𝐱,𝐱,t){\cal L}({\bf x},\nabla_{\bf x},t), i.e. in the absence of tilting μ=0\mu=0 (in this case the operator is periodic by definition and therefore the Floquet thery can be applied). As seen in section II, we expect that the rescaled cumulants

𝒬pα(ωc)=limtQωc;αp(t)cot,{\cal Q}_{p}^{\alpha}(\omega_{c})=\lim_{t\to\infty}\frac{\Big{\langle}Q_{\omega_{c};\alpha}^{p}(t)\Big{\rangle}_{\rm co}}{t}\;, (36)

are of order O(1)O(1) at most (we recall that a function of time A(t)A(t) is defined to be of order O(tα)O(t^{\alpha}) if 0<limttαA(t)<0<\lim_{t\to\infty}t^{-\alpha}A(t)<\infty). In the following, we derive systematically for any value of pp its expression as a function of the parameters ωc,ωd\omega_{c},\omega_{d} and the Floquet spectrum {λk,k}\{\lambda_{k},k\in\mathbb{N}\}. Before deriving this expression, we first use Eq. (15) to rewrite

Qωc;α(t)\displaystyle Q_{\omega_{c};\alpha}(t) =[xα(τ)cos(ωcτ)]0t+qωc;α(t)\displaystyle=\left[x_{\alpha}(\tau)\,\cos(\omega_{c}\tau)\right]_{0}^{t}+q_{\omega_{c};\alpha}(t)
qωc;α(t)\displaystyle q_{\omega_{c};\alpha}(t) =ωc0t𝑑τxα(τ)sin(ωcτ).\displaystyle=\omega_{c}\int_{0}^{t}d\tau\,x_{\alpha}(\tau)\,\sin(\omega_{c}\tau)\;. (37)

For the systems that we are considering, we expect the average value and fluctuations of xα(t)x_{\alpha}(t) to remain of O(1)O(1) as tt\to\infty. As shown in App. A, this simplifies the computation of the cumulants for any value of pp as

𝒬pα(ωc)=limtqωc;αp(t)cot.{\cal Q}_{p}^{\alpha}(\omega_{c})=\lim_{t\to\infty}\frac{\Big{\langle}q_{\omega_{c};\alpha}^{p}(t)\Big{\rangle}_{\rm co}}{t}\;. (38)

From this identification, we already obtain that the system does not have a direct charge 𝒬pα(ωc=0)=0{\cal Q}_{p}^{\alpha}(\omega_{c}=0)=0 for any p0p\geq 0. This is indeed expected, as non-zero cumulants of the charge would imply some fluctuations of the steady state current, which are incompatible with our assumption of simply-connected micro-state space. We note, however, that in a compact domain and a non-trivial topology, e.g. a particle on a ring, the empirical alternating and direct charges are not defined as per the second line of equation (15). Indeed, in that case, the fluctuation of the direct charge might be non-zero for such systems Busiello et al. [2018].

The cumulant of order pp of qωc;α(t)q_{\omega_{c};\alpha}(t) reads

qωc;αp(t)co=j=1p0t𝑑tjxα(tj)ωcsin(ωctj)co\displaystyle\Big{\langle}q_{\omega_{c};\alpha}^{p}(t)\Big{\rangle}_{\rm co}=\Big{\langle}\prod_{j=1}^{p}\int_{0}^{t}dt_{j}\,x_{\alpha}(t_{j})\,\omega_{c}\,\sin(\omega_{c}t_{j})\Big{\rangle}_{\rm co} (39)
=p!ωcp0t𝑑tp0t2𝑑t1j=1pxα(tj)coj=1psin(ωctj),\displaystyle=p!\,\omega_{c}^{p}\int_{0}^{t}dt_{p}\cdots\int_{0}^{t_{2}}dt_{1}\Big{\langle}\prod_{j=1}^{p}x_{\alpha}(t_{j})\Big{\rangle}_{\rm co}\prod_{j=1}^{p}\sin(\omega_{c}t_{j})\,,

where the times ttptp1t2t10t\geq t_{p}\geq t_{p-1}\geq\cdots\geq t_{2}\geq t_{1}\geq 0 in the second line are ordered. In this expression the pp-times connected correlation functions j=1pxα(tj)co\Big{\langle}\prod_{j=1}^{p}x_{\alpha}(t_{j})\Big{\rangle}_{\rm co} are conveniently expressed in terms of the lower order npn\leq p-times (disconnected) correlation functions j=1nxα(tj)\Big{\langle}\prod_{j=1}^{n}x_{\alpha}(t_{j})\Big{\rangle} as follows Speed [1983]

k=1pxα(tk)co=\displaystyle\Big{\langle}\prod_{k=1}^{p}x_{\alpha}(t_{k})\Big{\rangle}_{\rm co}=
k=1p(k1)!(1)k+1πPk(p)Bπi=1kjBix(tj),\displaystyle\sum_{k=1}^{p}(k-1)!(-1)^{k+1}\sum_{\pi\in P_{k}(p)}\prod_{B\in\pi}\prod_{i=1}^{k}\Big{\langle}\prod_{j\in B_{i}}x(t_{j})\Big{\rangle}\;, (40)

where πPk(p)\pi\in P_{k}(p) is an element of the groups of partitions of {1,,p}\{1,\cdots,p\} into kk blocks BiB_{i}’s with i=1,,ki=1,\cdots,k. We denote nin_{i} the number of elements in block ii of the partition π\pi, with i=1kni=p\sum_{i=1}^{k}n_{i}=p, and each element within a given block is ordered, i.e Bi(1)<<Bi(ni)B_{i}(1)<\cdots<B_{i}(n_{i}).

The nn-times (disconnected) correlation functions j=1nxα(tj)\Big{\langle}\prod_{j=1}^{n}x_{\alpha}(t_{j})\Big{\rangle} can be computed explicitly by introducing the propagator between each of the times tjt_{j}’s, which results in

j=1pxα(tj)\displaystyle\Big{\langle}\prod_{j=1}^{p}x_{\alpha}(t_{j})\Big{\rangle} (41)
=𝑑𝐱1𝑑𝐱pj=1p[xj,αG(𝐱j,tj|𝐱j1,tj1)]\displaystyle=\int d{\bf x}_{1}\cdots\int d{\bf x}_{p}\prod_{j=1}^{p}\left[x_{j,\alpha}\,G({\bf x}_{j},t_{j}|{\bf x}_{j-1},t_{j-1})\right]
=l1,,lp=0[j=1peλlj(tjtj1)]Cl1,,ln(t1,,tp),\displaystyle=\sum_{l_{1},\cdots,l_{p}=0}^{\infty}\left[\prod_{j=1}^{p}e^{-\lambda_{l_{j}}(t_{j}-t_{j-1})}\right]C_{l_{1},\cdots,l_{n}}(t_{1},\cdots,t_{p})\;,

where t0=0t_{0}=0. The third line is obtained by inserting the Floquet expansion (5) of the propagator where l1,,lpl_{1},\cdots,l_{p} refer to indices in the Floquet spectrum and the function

Cl1,,lp(t1,,tn)=gl1(𝐱0,0)𝑑𝐱pxp,αflp(𝐱p,tp)\displaystyle C_{l_{1},\cdots,l_{p}}(t_{1},\cdots,t_{n})=g_{l_{1}}({\bf x}_{0},0)\int d{\bf x}_{p}\,x_{p,\alpha}\,f_{l_{p}}({\bf x}_{p},t_{p})
×j=1p1d𝐱jxj,αflj(𝐱j,tj)glj+1(𝐱j,tj),\displaystyle\times\prod_{j=1}^{p-1}\int d{\bf x}_{j}\,x_{j,\alpha}\,f_{l_{j}}({\bf x}_{j},t_{j})g_{l_{j+1}}({\bf x}_{j},t_{j})\;, (42)

is periodic with fundamental frequency ωd\omega_{d} in all its variables. Notice that as g0(𝐱,t)=1g_{0}({\bf x},t)=1 for all 𝐱{\bf x} and tt, the term 𝑑𝐱jxj,αflj(𝐱j,tj)glj+1(𝐱j,tj)\int d{\bf x}_{j}\,x_{j,\alpha}f_{l_{j}}({\bf x}_{j},t_{j})g_{l_{j+1}}({\bf x}_{j},t_{j}) connecting ljl_{j} with lj+1l_{j+1} effectively becomes independent of lj+1l_{j+1} for lj+1=0l_{j+1}=0. Thus this term simplifies as a product of smaller order correlation function

Cl1,,lp(t1,,tn)=\displaystyle C_{l_{1},\cdots,l_{p}}(t_{1},\cdots,t_{n})= (43)
Cl1,,lj(t1,,tj)×C0,,lp(tj+1,,tn),lj+1=0.\displaystyle C_{l_{1},\cdots,l_{j}}(t_{1},\cdots,t_{j})\times C_{0,\cdots,l_{p}}(t_{j+1},\cdots,t_{n})\;,\;\;l_{j+1}=0\;.

Note also that as λ0=0\lambda_{0}=0 in equation (45) for lj+1=0l_{j+1}=0, the product

m=1peλlm(tmtm1)=\displaystyle\prod_{m=1}^{p}e^{-\lambda_{l_{m}}(t_{m}-t_{m-1})}= (44)
m=1jeλlm(tmtm1)n=j+2peλln(tntn1),lj+1=0,\displaystyle\prod_{m=1}^{j}e^{-\lambda_{l_{m}}(t_{m}-t_{m-1})}\prod_{n=j+2}^{p}e^{-\lambda_{l_{n}}(t_{n}-t_{n-1})}\;,\;\;l_{j+1}=0\;,

effectively disconnecting the correlations before tj+1t_{j+1} from the correlations after this time.

Using the above and inserting (41), (42) into equation (45), taking the limit where t1λ11t_{1}\gg\lambda_{1}^{-1} and δti=titi1=O(1)\delta t_{i}=t_{i}-t_{i-1}=O(1) for i=2,,pi=2,\cdots,p, the connected correlation function simplifies to

j=1pxα(tj)cok=1p(k1)!(1)k+1πPk(p)Bπ\displaystyle\Big{\langle}\prod_{j=1}^{p}x_{\alpha}(t_{j})\Big{\rangle}_{\rm co}\approx\sum_{k=1}^{p}(k-1)!(-1)^{k+1}\sum_{\pi\in P_{k}(p)}\prod_{B\in\pi} (45)
l1,,lp=0(1δlp,0)δl1,0j=2peμj(l2,,lp;π)δtj\displaystyle\sum_{l_{1},\cdots,l_{p}=0}^{\infty}(1-\delta_{l_{p},0})\delta_{l_{1},0}\prod_{j=2}^{p}e^{-\mu_{j}(l_{2},\cdots,l_{p};\pi)\delta t_{j}}
×i=1k[C~lBi(1),,lBi(ni)(tBi(1),,tBi(ni))],\displaystyle\times\prod_{i=1}^{k}\left[\tilde{C}_{l_{B_{i}(1)},\cdots,l_{B_{i}(n_{i})}}(t_{B_{i}(1)},\cdots,t_{B_{i}(n_{i})})\right]\;,

where, making explicit use of relation (43), we have introduced the functions C~l1(t1)=δl1,0C0(t1)\tilde{C}_{l_{1}}(t_{1})=\delta_{l_{1},0}C_{0}(t_{1}) and for p>1p>1

C~l1,,lp(t1,,tp)=\displaystyle\tilde{C}_{l_{1},\cdots,l_{p}}(t_{1},\cdots,t_{p})= (46)
δl1,0k=2p(1δlk,0)Cl1,,lp(t1,,tp).\displaystyle\delta_{l_{1},0}\prod_{k=2}^{p}(1-\delta_{l_{k},0})C_{l_{1},\cdots,l_{p}}(t_{1},\cdots,t_{p})\;.

The values of the strictly positive rates μj(l2,,lp;π)>0\mu_{j}(l_{2},\cdots,l_{p};\pi)>0 for 2jp2\leq j\leq p depend on the specific partition π\pi and read, supposing that jBij\in B_{i},

μj=λlj+λlj+1(1δlj,0)\displaystyle\mu_{j}=\lambda_{l_{j}}+\lambda_{l_{j+1}}(1-\delta_{l_{j},0}) (47)
+r=j+1pλlrmi[δrBmΘ(jmax{sBm,s<r})],\displaystyle+\sum_{r=j+1}^{p}\lambda_{l_{r}}\prod_{m\neq i}\left[\delta_{r\in B_{m}}\Theta(j-\max\{s\in B_{m},s<r\})\right]\;,

with δrBm=sBmδr,s\delta_{r\in B_{m}}=\sum_{s\in B_{m}}\delta_{r,s}. The values of λr\lambda_{r}’s for r>jr>j are included in μj\mu_{j} if the times trt_{r} and tjt_{j} do not belong to the same block and tjt_{j} is larger than all the times ts<trt_{s}<t_{r} belonging to the same block as rr. In particular, Eq. (45) shows that the pp-time connected correlation decays exponentially with the associated rate μj\mu_{j} as soon as one of the time-difference δtj=tjtj1\delta t_{j}=t_{j}-t_{j-1} becomes large.

IV.1 Proof of the general result

We are now able to prove our main claim by computing the general expression of 𝒬pα(ωc){\cal Q}_{p}^{\alpha}(\omega_{c}). Changing variables in the integrals from the times t1,,tpt_{1},\cdots,t_{p} into δt2=t2t1,δt3,,δtp=tptp1\delta t_{2}=t_{2}-t_{1},\delta t_{3},\cdots,\delta t_{p}=t_{p}-t_{p-1} and tpt_{p}, we can rewrite equation (39) as

qωc;αp(t)co=\displaystyle\Big{\langle}q_{\omega_{c};\alpha}^{p}(t)\Big{\rangle}_{\rm co}= (48)
p!ωcp0t𝑑tp0tp𝑑δtp0tpk=3pδtk𝑑δt2\displaystyle p!\,\omega_{c}^{p}\int_{0}^{t}dt_{p}\int_{0}^{t_{p}}d\delta t_{p}\cdots\int_{0}^{t_{p}-\sum_{k=3}^{p}\delta t_{k}}d\delta t_{2}
j=0p1xα(tpk=0j1δtpk)co\displaystyle\Big{\langle}\prod_{j=0}^{p-1}x_{\alpha}\left(t_{p}-\sum_{k=0}^{j-1}\delta t_{p-k}\right)\Big{\rangle}_{\rm co}
j=0p1sin(ωc(tpk=0j1δtpk)).\displaystyle\prod_{j=0}^{p-1}\sin\left(\omega_{c}\left(t_{p}-\sum_{k=0}^{j-1}\delta t_{p-k}\right)\right)\;.

It is clear that the variable tpt_{p} is of order O(t)O(t) in the large tt limit. The pp-times connected correlation term in the integrand j=1pxα(tj)co=j=0p1xα(tpk=0j1δtpk)co\Big{\langle}\prod_{j=1}^{p}x_{\alpha}\left(t_{j}\right)\Big{\rangle}_{\rm co}=\Big{\langle}\prod_{j=0}^{p-1}x_{\alpha}\left(t_{p}-\sum_{k=0}^{j-1}\delta t_{p-k}\right)\Big{\rangle}_{\rm co} is given in Eq. (45). This function does not decay with tpt_{p} for fixed values of the δtj\delta t_{j}’s but rather is a periodic function of this variable. On the other hand, we have seen that this function decays exponentially with all the variables δtj\delta t_{j}’s for 2jp2\leq j\leq p. We thus expect that the dominating contribution to the integral will come from δtj=O(1)\delta t_{j}=O(1) while tp=O(t)t_{p}=O(t) in the large tt limit and we may safely replace the upper bounds tpk=j+1pδtkt_{p}-\sum_{k=j+1}^{p}\delta t_{k} in the integral over δtj\delta t_{j} by ++\infty in this limit.

Introducing the Fourier expansion for the coefficients

Cl1,,lp(t1,,tp)=k1,,kp=Cl1,,lpk1,,kpeij=1nkjωdt,C_{l_{1},\cdots,l_{p}}(t_{1},\cdots,t_{p})=\sum_{k_{1},\cdots,k_{p}=-\infty}^{\infty}C_{l_{1},\cdots,l_{p}}^{k_{1},\cdots,k_{p}}e^{i\sum_{j=1}^{n}k_{j}\omega_{d}t}\;, (49)

as well as the identity

sin(ωct)=σ=±1(σ)2ieiσωct,\sin(\omega_{c}t)=\sum_{\sigma=\pm 1}\frac{(-\sigma)}{2i}e^{-i\sigma\omega_{c}t}\;, (50)

one can express equation (48) in the long time limit as

qωc;αp(t)co\displaystyle\Big{\langle}q_{\omega_{c};\alpha}^{p}(t)\Big{\rangle}_{\rm co}\approx p!ωcpk=1p(k1)!(1)k+1πPk(p)Bπl1,,lp=0(1δlp,0)δl1,0k1,,kp=σ1,,σp=±1m=1p(σm2i)\displaystyle p!\,\omega_{c}^{p}\sum_{k=1}^{p}(k-1)!(-1)^{k+1}\sum_{\pi\in P_{k}(p)}\prod_{B\in\pi}\sum_{l_{1},\cdots,l_{p}=0}^{\infty}(1-\delta_{l_{p},0})\delta_{l_{1},0}\sum_{k_{1},\cdots,k_{p}=-\infty}^{\infty}\sum_{\sigma_{1},\cdots,\sigma_{p}=\pm 1}\prod_{m=1}^{p}\left(\frac{-\sigma_{m}}{2i}\right) (51)
×Cl1,,lpk1,,kp0t𝑑tp0𝑑δtp0𝑑δt2j=2peμj(l2,,lp;π)δtjm=1pei(kmωdωcσm)[tpn=0m1δtpn].\displaystyle\times C_{l_{1},\cdots,l_{p}}^{k_{1},\cdots,k_{p}}\int_{0}^{t}dt_{p}\int_{0}^{\infty}d\delta t_{p}\cdots\int_{0}^{\infty}d\delta t_{2}\prod_{j=2}^{p}e^{-\mu_{j}(l_{2},\cdots,l_{p};\pi)\delta t_{j}}\prod_{m=1}^{p}e^{i(k_{m}\omega_{d}-\omega_{c}\sigma_{m})\left[t_{p}-\sum_{n=0}^{m-1}\delta t_{p-n}\right]}\;.

In particular, for fixed values of {k1,,kp}\{k_{1},\cdots,k_{p}\} and {σ1,,σp}\{\sigma_{1},\cdots,\sigma_{p}\}, one can compute explicitly the integral over the variable tpt_{p}, which is the only term still depending on tt in the limit tλ11t\gg\lambda_{1}^{-1}. It yields

0t𝑑tpeiΩptp\displaystyle\int_{0}^{t}dt_{p}\;e^{i\Omega_{p}t_{p}} =eiΩpt22Ωpsin(Ωpt2),\displaystyle=e^{i\frac{\Omega_{p}t}{2}}\frac{2}{\Omega_{p}}\sin\left(\frac{\Omega_{p}t}{2}\right)\;, (52)
Ωp\displaystyle\Omega_{p} =ωdj=1pkjωcj=1pσj.\displaystyle=\omega_{d}\sum_{j=1}^{p}k_{j}-\omega_{c}\sum_{j=1}^{p}\sigma_{j}\;. (53)

In particular, it is only of order tt in the special case where Ωp=0\Omega_{p}=0, giving a resonance condition for each of the cumulants. The only terms that contribute to 𝒬p(ωc)\mathcal{Q}_{p}(\omega_{c}), are by Eq.(38) these specific resonant contributions which scale as O(t)O(t), namely for which the right hand side of Eq.(53) vanishes. There are several important consequences for this observation. Let us therefore focus on the equation

ωdj=1pkjωcj=1pσj=0.\displaystyle\omega_{d}\sum_{j=1}^{p}k_{j}-\omega_{c}\sum_{j=1}^{p}\sigma_{j}=0\;. (54)

This equality holds when both sums are zero independently

j=1pkj\displaystyle\sum_{j=1}^{p}k_{j} =0\displaystyle=0
j=1pσj\displaystyle\sum_{j=1}^{p}\sigma_{j} =0\displaystyle=0\; (55)

or when ωc\omega_{c} and ωd\omega_{d} achieve some commensurate values

ωcωd=j=1pkjj=1pσj.\displaystyle\frac{\omega_{c}}{\omega_{d}}=\frac{\sum_{j=1}^{p}k_{j}}{\sum_{j=1}^{p}\sigma_{j}}\;. (56)

For incommensurate ωd\omega_{d} and ωc\omega_{c}, Eq.(56) cannot hold, since both the numerator and denominator in the right hand side of the equation are integers. Therefore, the only valid resonance condition corresponds to the case where both quantities in Eq.(55) are zero. However, the second line of (55) cannot hold for odd pp, since σj=±1\sigma_{j}=\pm 1 and in particular the second line of Eq. (55) cannot vanish. Thus, for incommensurate frequency ratios all the odd cumulants are exactly zero. For even values of pp, it is possible that each of the sums above is zero separately, and therefore generically even cumulants do not vanish.

Next, let us consider commensurate frequencies: in this case, there are two options for condition Eq.(53) to hold: either Eq.(55) holds, or instead Eq.(56) can hold. For even values of pp, the latter case is possible whenever the relations between ωc\omega_{c} and ωd\omega_{d} is of the form

ωc=n2zωd,n,  1zp2,\omega_{c}=\frac{n}{2z}\omega_{d}\;,\;\;n\in\mathbb{N}^{*}\;,\;\;1\leq z\in\mathbb{N}\leq\frac{p}{2}\;, (57)

since jkj\sum_{j}k_{j} can take any integer value, whereas jσj\sum_{j}\sigma_{j} is bounded between p-p and pp. Similarly, for odd values of pp, condition Eq.(53) can hold when

ωc=n2z+1ωd,n,  0zp12.\omega_{c}=\frac{n}{2z+1}\omega_{d}\;,\;\;n\in\mathbb{N}^{*}\;,\;\;0\leq z\in\mathbb{N}\leq\frac{p-1}{2}\;. (58)

In both the even and odd cases we expect contributions to the cumulants in addition to those that appear in the non-commensurate cases. Therefore, generically they have discontinuities at these specific commensurate frequencies.

At this point, one can rightfully suspect that the cumulant generating function χμ(ωc)\chi_{\mu}(\omega_{c}), which holds the discontinuity of every cumulant, is for fixed μ\mu an everywhere discontinuous function of the alternating charge’s frequency ωc\omega_{c}. However, we next show that it is a continuous function over the frequencies ωc\omega_{c} incommensurate with ωd\omega_{d}, similarly to the Thomae’s function Beanland et al. [2009]. To this end, we next examine the structure of 𝒬pα(ωc){\cal Q}_{p}^{\alpha}(\omega_{c}) as a function of pp.

IV.2 General expression of 𝒬pα(ωc){\cal Q}_{p}^{\alpha}(\omega_{c})

Using the tools presented above it is possible to obtain the general expression for the cumulant of arbitrary order pp. It reads

𝒬pα(ωc)=\displaystyle{\cal Q}_{p}^{\alpha}(\omega_{c})= p!k=1p(k1)!(1)k+1πPk(p)Bπk1,,kp=σ1,,σp=±1l1,,lp=0(1δlp,0)δl1,0\displaystyle p!\sum_{k=1}^{p}(k-1)!(-1)^{k+1}\sum_{\pi\in P_{k}(p)}\prod_{B\in\pi}\sum_{k_{1},\cdots,k_{p}=-\infty}^{\infty}\sum_{\sigma_{1},\cdots,\sigma_{p}=\pm 1}\sum_{l_{1},\cdots,l_{p}=0}^{\infty}(1-\delta_{l_{p},0})\delta_{l_{1},0} (59)
×j=1p(σj2i)i=1k[δlBi(1),0k=2ni(1δlBi(k),0)ClBi(1),,lBi(ni)kBi(1),,kBi(ni)]j=2p[μj(l2,,lp;π)+il=jp(σlωcklωd)]ωcpδj=1p(ωdkjωcσj),0.\displaystyle\times\prod_{j=1}^{p}\left(\frac{-\sigma_{j}}{2i}\right)\frac{\displaystyle\prod_{i=1}^{k}\left[\delta_{l_{B_{i}(1)},0}\prod_{k=2}^{n_{i}}(1-\delta_{l_{B_{i}(k)},0})C_{l_{B_{i}(1)},\cdots,l_{B_{i}(n_{i})}}^{k_{B_{i}(1)},\cdots,k_{B_{i}(n_{i})}}\right]}{\displaystyle\prod_{j=2}^{p}\left[\mu_{j}(l_{2},\cdots,l_{p};\pi)+i\sum_{l=j}^{p}\left(\sigma_{l}\omega_{c}-k_{l}\omega_{d}\right)\right]}\omega_{c}^{p}\,\delta_{\sum_{j=1}^{p}\left(\omega_{d}k_{j}-\omega_{c}\sigma_{j}\right),0}\;.

The Kronecker delta function in the second line of this expression ensures that the resonance condition is fulfilled. For incommensurate frequencies, this happens only when Eq. (55) holds but for commensurate ratio, this also happens when Eq. (56) holds.

We now explore, for a fixed μ\mu, the continuity of the cumulant generating function

χμ(ωc)=p=1μpp!𝒬pα(ωc).\chi_{\mu}(\omega_{c})=\sum_{p=1}^{\infty}\frac{\mu^{p}}{p!}{\cal Q}_{p}^{\alpha}(\omega_{c})\;. (60)

As discussed above, each term of this series has specific discontinuities as detailed in Eqs. (57) and (58). For a sequence of rational ratios that convergence to an irrational ratio, namely a sequence of (ni,mi)(n_{i},m_{i}) and a corresponding ωci\omega_{c}^{i}

ωci=ωdnimi,\omega_{c}^{i}=\omega_{d}\frac{n_{i}}{m_{i}}\;, (61)

such that a=limini/mia=\lim_{i\to\infty}n_{i}/m_{i} is an irrational number, the resonance condition in Eq. (56) imposes that the cumulants which display a discontinuity must be of increasing order pip_{i}. To this end, let us examine carefully the denominator of equation (59). For any a value of pip_{i}, the resonance condition imposes

j=1pikjj=1piσj=nimi.\frac{\sum_{j=1}^{p_{i}}k_{j}}{\sum_{j=1}^{p_{i}}\sigma_{j}}=\frac{n_{i}}{m_{i}}\;. (62)

For a random strings {σj,j=1,,p}\{\sigma_{j},j=1,\cdots,p\} and {kj,j=1,,p}\{k_{j},j=1,\cdots,p\} with the constraint of fulfilling the latter equation, the resonance condition imposes the following equality:

|l=jpi(σlωcklωd)|=|l=1j1(σlωcklωd)|.\left|\sum_{l=j}^{p_{i}}\left(\sigma_{l}\omega_{c}-k_{l}\omega_{d}\right)\right|=\left|\sum_{l=1}^{j-1}\left(\sigma_{l}\omega_{c}-k_{l}\omega_{d}\right)\right|\;. (63)

The left hand side of this equation scales, in the large jj limit, as O(j)O(\sqrt{j}). Thus we expect the product appearing in the denominator of Eq. (59)

j=2pi[μj+il=jpi(σlωcklωd)]\prod_{j=2}^{p_{i}}\left[\mu_{j}+i\sum_{l=j}^{p_{i}}\left(\sigma_{l}\omega_{c}-k_{l}\omega_{d}\right)\right] (64)

to grow in modulus rather rapidly as a function of pip_{i} (as we expect μj=O(1)\mu_{j}=O(1), this term will be of order pi!\sqrt{p_{i}!}). Therefore we expect that 𝒬piα(ωc)/(pi!){\cal Q}_{p_{i}}^{\alpha}(\omega_{c})/(p_{i}!) goes to zero as pip_{i}\to\infty. The discontinuous part of the CGF at frequency ωci\omega_{c}^{i} are provided by the terms 𝒬pα(ωc)/(p!){\cal Q}_{p}^{\alpha}(\omega_{c})/(p!) of order p>pip>p_{i} and these rescaled cumulants are getting smaller and smaller as pip_{i} is increased, we expect that in the limit where ii\to\infty, the discontinuities vanish completely from the CGF.

To get some insight on equation (59), we next use it to extract the explicit expressions for the first two cumulants, which are the main objects of interest in most cases.

IV.3 Average alternating current

Rather than simply plugging p=1p=1 in Eq. (59), it is both easy and insightful to rapidly re-derive the result in this particular case at finite but large time tt. To this end, we first compute the finite time first cumulant qωc;α(t)\Big{\langle}q_{\omega_{c};\alpha}(t)\Big{\rangle}. It reads

qωc;α(t)=ωcl1=00t𝑑t1sin(ωct1)eλ1t1Cl1(t1),\Big{\langle}q_{\omega_{c};\alpha}(t)\Big{\rangle}=\omega_{c}\sum_{l_{1}=0}^{\infty}\int_{0}^{t}dt_{1}\sin(\omega_{c}t_{1})e^{-\lambda_{1}t_{1}}C_{l_{1}}(t_{1})\;, (65)

where we have used the Floquet expansion of the propagator, to obtain

xα(t)=l1=0eλ1tCl1(t),\Big{\langle}x_{\alpha}(t)\Big{\rangle}=\sum_{l_{1}=0}^{\infty}e^{-\lambda_{1}t}C_{l_{1}}(t)\;, (66)

and we remind that the function Cl1(t)C_{l_{1}}(t) is a periodic function of tt with fundamental frequency ωd\omega_{d}. We introduce the Fourier expansion

Cl1(t)\displaystyle C_{l_{1}}(t) =k=Cl1keikωdt.\displaystyle=\sum_{k=-\infty}^{\infty}C_{l_{1}}^{k}e^{ik\omega_{d}t}\;. (67)

Note that xα(t)\Big{\langle}x_{\alpha}(t)\Big{\rangle} is a real function of tt such that if the Floquet eigenvalue λl1\lambda_{l_{1}} is real, the associated function Cl1(t)C_{l_{1}}(t) must also be real and Cl1n=Cl1nC_{l_{1}}^{-n}={C_{l_{1}}^{n}}^{*} (we denote by zz^{*} here and in the following the complex conjugate of zz). If the Floquet eigenvalue λl1\lambda_{l_{1}} is complex, it will come in a complex conjugate pair, say λl1=λl1+1\lambda_{l_{1}}^{*}=\lambda_{l_{1}+1} and one must have instead that Cl1(t)=Cl1+1(t)C_{l_{1}}(t)=C_{l_{1}+1}(t)^{*}, which yields Cl1n=Cl1+1nC_{l_{1}}^{-n}={C_{l_{1}+1}^{n}}^{*}. Inserting this expansion into Eq. (65), we obtain in the regime where tλ11t\gg\lambda_{1}^{-1}

qωc;α(t)\displaystyle\Big{\langle}q_{\omega_{c};\alpha}(t)\Big{\rangle}\approx k=ωcC0kωc2k2ωd2[ωc(1eikωdtcos(ωct))+ikωdeikωdtsin(ωct)]+k=l1=1ωc2Cl1kωc2+(λl1ikωd)2.\displaystyle\sum_{k=-\infty}^{\infty}\frac{\omega_{c}\,C_{0}^{k}}{\omega_{c}^{2}-k^{2}\omega_{d}^{2}}\left[\omega_{c}(1-e^{ik\omega_{d}t}\cos(\omega_{c}t))+ik\omega_{d}e^{ik\omega_{d}t}\sin(\omega_{c}t)\right]+\sum_{k=-\infty}^{\infty}\sum_{l_{1}=1}^{\infty}\frac{\omega_{c}^{2}\,C_{l_{1}}^{k}}{\omega_{c}^{2}+(\lambda_{l_{1}}-ik\omega_{d})^{2}}\;. (68)

Using that C0k=C0k{C_{0}^{k}}^{*}=C_{0}^{-k} since λ0=0\lambda_{0}=0, in the double scaling limit tt\to\infty, ωcnωd0\omega_{c}-n\omega_{d}\to 0 with ϕ=(ωcnωd)t=O(1)\phi=(\omega_{c}-n\omega_{d})t=O(1) fixed, the rescaled alternating charge takes the following scaling form

qωc;α(t)t\displaystyle\frac{\Big{\langle}q_{\omega_{c};\alpha}(t)\Big{\rangle}}{t} ωc𝒥n((ωcnωd)t)\displaystyle\approx-\omega_{c}\,{\cal J}_{n}((\omega_{c}-n\omega_{d})t) (69)
𝒥n(ϕ)\displaystyle{\cal J}_{n}(\phi) =Re[C0n]2sin2(ϕ/2)ϕ+Im[C0n]sin(ϕ)ϕ.\displaystyle=-\real\left[C_{0}^{n}\right]\frac{2\sin^{2}\left(\phi/2\right)}{\phi}+\imaginary\left[C_{0}^{n}\right]\frac{\sin\left(\phi\right)}{\phi}\;.

We are mainly interested in the limit 𝒬1α(ωc)=limtqωc;α(t)/t{\cal Q}_{1}^{\alpha}(\omega_{c})=\lim_{t\to\infty}\Big{\langle}q_{\omega_{c};\alpha}(t)\Big{\rangle}/t, which can simply be obtained from this result as

𝒬1α(ωc)\displaystyle{\cal Q}_{1}^{\alpha}(\omega_{c}) =ωcn=0𝒥n(0)δnωd,ωc\displaystyle=-\omega_{c}\sum_{n=0}^{\infty}{\cal J}_{n}(0)\delta_{n\omega_{d},\omega_{c}}
=ωcn=0Im[C0n]δωc,nωd.\displaystyle=-\omega_{c}\sum_{n=0}^{\infty}\imaginary\left[C_{0}^{n}\right]\delta_{\omega_{c},n\omega_{d}}\;. (70)

This structure is clearly discontinuous in the tt\to\infty limit as any term for ωcnωd\omega_{c}\neq n\omega_{d} decays as 1/t1/t. The average alternating charge 𝒬1α(ωc){\cal Q}_{1}^{\alpha}(\omega_{c}) is zero for any frequency ωcnωd\omega_{c}\neq n\omega_{d} that is not a harmonic of the driving frequency ωd\omega_{d} as one could have naively guessed: there is no average probability current in periodically driven systems, except at frequencies which are an integer multiple of the driving frequency.

IV.4 Variance of the alternating charge

We next turn to the computation of the variance of the alternating charge. In order to compute this object, we first compute the connected two-time correlation function for t2>t1λ11t_{2}>t_{1}\gg\lambda_{1}^{-1}

xα(t1)xα(t2)col2=1eλl2(t2t1)C0,l2(t1,t2),\displaystyle\Big{\langle}x_{\alpha}(t_{1})x_{\alpha}(t_{2})\Big{\rangle}_{\rm co}\approx\sum_{l_{2}=1}^{\infty}e^{-\lambda_{l_{2}}(t_{2}-t_{1})}C_{0,l_{2}}(t_{1},t_{2})\;, (71)

where we have used that Cl1,l2=0(t1,t2)=Cl1(t1)C0(t2)C_{l_{1},l_{2}=0}(t_{1},t_{2})=C_{l_{1}}(t_{1})C_{0}(t_{2}). The expression of the second cumulant is again particularly simple as only the identity partition of {1,2}\{1,2\} yields a non-zero contribution in the connected 22-times correlation function. It reads

𝒬2α(ωc)=\displaystyle{\cal Q}_{2}^{\alpha}(\omega_{c})= (72)
k1,k2=σ1,σ2=±1l2=1ωc2σ1σ2C0,l2k1,k2δ(k1+k2)ωd,(σ1+σ2)ωc2[λl2+i(σ2ωck2ωd)]\displaystyle\sum_{k_{1},k_{2}=-\infty}^{\infty}\sum_{\sigma_{1},\sigma_{2}=\pm 1}\sum_{l_{2}=1}^{\infty}\frac{-\omega_{c}^{2}\,\sigma_{1}\sigma_{2}\,C_{0,l_{2}}^{k_{1},k_{2}}\,\delta_{(k_{1}+k_{2})\omega_{d},(\sigma_{1}+\sigma_{2})\omega_{c}}}{2[\lambda_{l_{2}}+i(\sigma_{2}\omega_{c}-k_{2}\omega_{d})]}
=𝒬2b,α(ωc)n=1l2=1k=σ=±1ωc2C0,l2σnk,kδ2ωc,nωd2[λl2+i(σωckωd)],\displaystyle={\cal Q}_{2}^{{\rm b},\alpha}(\omega_{c})-\sum_{n=1}^{\infty}\sum_{l_{2}=1}^{\infty}\sum_{k=-\infty}^{\infty}\sum_{\sigma=\pm 1}\frac{\omega_{c}^{2}\,C_{0,l_{2}}^{\sigma n-k,k}\,\delta_{2\omega_{c},n\omega_{d}}}{2[\lambda_{l_{2}}+i(\sigma\omega_{c}-k\omega_{d})]}\,,

where the continuous background 𝒬2b,α(ωc){\cal Q}_{2}^{{\rm b},\alpha}(\omega_{c}) reads

𝒬2b,α(ωc)=l2=1k=ωc2(λl2ikωd)C0,l2k,k(λl2ikωd)2+ωc2.{\cal Q}_{2}^{{\rm b},\alpha}(\omega_{c})=\sum_{l_{2}=1}^{\infty}\sum_{k=-\infty}^{\infty}\frac{\omega_{c}^{2}(\lambda_{l_{2}}-ik\omega_{d})\,C_{0,l_{2}}^{-k,k}}{(\lambda_{l_{2}}-ik\omega_{d})^{2}+\omega_{c}^{2}}\,. (73)

In contrast to 𝒬1α(ωc){\cal Q}_{1}^{\alpha}(\omega_{c}), which is zero except for frequencies that satisfy ωc=nωd\omega_{c}=n\omega_{d}, the rescaled variance 𝒬2α(ωc){\cal Q}_{2}^{\alpha}(\omega_{c}) is generically non-zero for any frequency ωc\omega_{c} and equal to 𝒬2b,α(ωc){\cal Q}_{2}^{{\rm b},\alpha}(\omega_{c}) away from the integer and half-integer multiple of ωd\omega_{d}. Therefore, there are current fluctuations even at frequency with no average current, as expected.

It is instructive to compare these results with the power spectral density calculated for the stochastic resonance setup Shneidman et al. [1994]; Nikitin et al. [2007, 2005]. There, the peaks appear only at integer multiples of ωd\omega_{d}, whereas in our setup they appear at both integer and half integer multiples of ωd\omega_{d}.

The expressions for higher order cumulants can be obtained more explicitly but are quite cumbersome. In Appendices B and C, we respectively give explicit expressions for the third and fourth cumulant of the alternating charge.

IV.5 Large ωc\omega_{c} limit of the CGF

In the case ωcωd\omega_{c}\gg\omega_{d}, a simplified expression for the tilted operator μ(𝐱,𝐱,t){\cal L}_{\mu}({\bf x},\nabla_{\bf x},t) can be obtained. The bare dynamics that evolves over the period TdT_{d} is not fast enough to change over a period TcTdT_{c}\ll T_{d}, such that the terms depending on ωc\omega_{c} can be replaced in practice by their cycle average value over the period TcT_{c}, i.e.

μ(𝐱,𝐱,t)Gμ(𝐱,t|𝐱0)μ(𝐱,𝐱,t)¯ωcGμ(𝐱,t|𝐱0),\displaystyle{\cal L}_{\mu}({\bf x},\nabla_{\bf x},t)G_{\mu}({\bf x},t|{\bf x}_{0})\approx\overline{{\cal L}_{\mu}({\bf x},\nabla_{\bf x},t)}^{\omega_{c}}G_{\mu}({\bf x},t|{\bf x}_{0})\;,
μ(𝐱,𝐱,t)¯ωc=(𝐱,𝐱,t)+μ22Dαα(𝐱,t),\displaystyle\overline{{\cal L}_{\mu}({\bf x},\nabla_{\bf x},t)}^{\omega_{c}}={\cal L}({\bf x},\nabla_{\bf x},t)+\frac{\mu^{2}}{2}D_{\alpha\alpha}({\bf x},t)\;, (74)

where A¯ωc=Tc10TcA(t)𝑑t\overline{A}^{\omega_{c}}=T_{c}^{-1}\int_{0}^{T_{c}}A(t)dt. In the specific case where Dαα(𝐱,t)=Dαα(t)D_{\alpha\alpha}({\bf x},t)=D_{\alpha\alpha}(t) is independent of 𝐱{\bf x}, one can show that the tilted propagator can be simply expressed as a function of the bare propagator as

Gμ(𝐱,t)G(𝐱,t|𝐱0,0)eμ220tDαα(τ)𝑑τ.G_{\mu}({\bf x},t)\approx G({\bf x},t|{\bf x}_{0},0)e^{\frac{\mu^{2}}{2}\int_{0}^{t}D_{\alpha\alpha}(\tau)d\tau}\;. (75)

Form this result, one obtains that as ωc\omega_{c}\to\infty

χμ(ωc)\displaystyle\chi_{\mu}(\omega_{c}) =limt1tln𝑑𝐱Gμ(𝐱,t)μ22Dαα¯ωd,\displaystyle=\lim_{t\to\infty}\frac{1}{t}\ln\int d{\bf x}\,G_{\mu}({\bf x},t)\approx\frac{\mu^{2}}{2}\overline{D_{\alpha\alpha}}^{\omega_{d}}\;, (76)
𝒬p(ωc)\displaystyle{\cal Q}_{p}(\omega_{c}) =μpχμ(ωc)|μ=0δp,2Dαα¯ωd,\displaystyle=\left.\partial_{\mu}^{p}\chi_{\mu}(\omega_{c})\right|_{\mu=0}\approx\delta_{p,2}\overline{D_{\alpha\alpha}}^{\omega_{d}}\;, (77)

where Dαα¯ωd=Td10TdDαα(τ)𝑑τ\overline{D_{\alpha\alpha}}^{\omega_{d}}=T_{d}^{-1}\int_{0}^{T_{d}}D_{\alpha\alpha}(\tau)d\tau. In particular, it implies that both the typical and atypical fluctuations of the alternating charge are Gaussian in the ωc\omega_{c}\to\infty limit.

V Specific examples

We have derived general expressions for the first two cumulants of the alternating charge. Next, we demonstrate these results in specific examples, which are commonly used in statistical mechanics and where a full analytical computation is possible.

V.1 Underdamped Ornstein Uhlenbeck

As a first example, we consider the following dynamics

v˙(t)\displaystyle\dot{v}(t) =μ˙(t)Γ(t)[v(t)μ(t)+Ω(t)x(t)2D(t)η(t)],\displaystyle=\dot{\mu}(t)-\Gamma(t)\left[v(t)-\mu(t)+\Omega(t)x(t)-\sqrt{2D(t)}\eta(t)\right]\;,
x˙(t)\displaystyle\dot{x}(t) =v(t),\displaystyle=v(t)\;, (78)

where η(t)\eta(t) is a Gaussian white noise with zero mean η(t)=0\Big{\langle}\eta(t)\Big{\rangle}=0 and variance η(t1)η(t2)=δ(t1t2)\Big{\langle}\eta(t_{1})\eta(t_{2})\Big{\rangle}=\delta(t_{1}-t_{2}). The damping Γ(t)\Gamma(t), trapping frequency Ω(t)\Omega(t), diffusion coefficient D(t)D(t) and drift μ(t)\mu(t) are all time-periodic functions with fundamental angular frequency ωd\omega_{d}. Keeping track of both (x,v)(x,v) at time tt, the system is Markovian and the general theory described in the sections above applies to this case.

By linearity of the above equation, both the position x(t)x(t) and the speed v(t)v(t) are expressed as (infinite) linear combinations of the Gaussian random variables η(τ)\eta(\tau) for τ[0,t]\tau\in[0,t] and thus also have Gaussian fluctuations. The same reasoning applies to the empirical alternating charge Qωc;x(t)Q_{\omega_{c};x}(t), which is expressed as (infinite) sums of x(τ)x(\tau) for τ[0,t]\tau\in[0,t]. It yields that all the cumulants beyond the variance are zero, i.e.

𝒬px(ωc)=0,p>2,\displaystyle{\cal Q}_{p}^{x}(\omega_{c})=0\;,\;\;p>2\;, (79)
χμ(ωc)=μ𝒬1x(ωc)+μ22𝒬2x(ωc).\displaystyle\chi_{\mu}(\omega_{c})=\mu{\cal Q}_{1}^{x}(\omega_{c})+\frac{\mu^{2}}{2}{\cal Q}_{2}^{x}(\omega_{c})\;. (80)

A direct consequence is that the large deviation function takes the quadratic form

Φωc(J)=(J𝒬1x(ωc))22𝒬2x(ωc).\Phi_{\omega_{c}}(J)=\frac{(J-{\cal Q}_{1}^{x}(\omega_{c}))^{2}}{2{\cal Q}_{2}^{x}(\omega_{c})}\;. (81)

The joint bare propagator G(v,x,t|v0,x0,t0)G(v,x,t|v_{0},x_{0},t_{0}) of the speed vv and position xx satisfies the equation

tG=\displaystyle\partial_{t}G= (v+μ(t))xG+Γ(t)v[(v+Ω(t)x)G]\displaystyle-(v+\mu(t))\partial_{x}G+\Gamma(t)\partial_{v}\left[(v+\Omega(t)x)G\right] (82)
+Γ(t)D(t)v2G.\displaystyle+\Gamma(t)D(t)\partial_{v}^{2}G\;.

We consider a simple example with constant damping Γ(t)=Γ0\Gamma(t)=\Gamma_{0} and trapping frequency Ω(t)=Ω0\Omega(t)=\Omega_{0} and introduce the Fourier series

μ(t)=k=μkeikωdt,D(t)=k=Dkeikωdt,\mu(t)=\sum_{k=-\infty}^{\infty}\mu_{k}\,e^{ik\omega_{d}t}\;,\;\;D(t)=\sum_{k=-\infty}^{\infty}D_{k}\,e^{ik\omega_{d}t}\;, (83)

which correspond to periodic forcing of the drift and the diffusion coefficient. We suppose that the functions μ(t)\mu(t) and D(t)D(t) are real, such that for all kk, μk=μR,|k|+isgn[k]μI,|k|\mu_{k}=\mu_{R,|k|}+i\,\mbox{sgn}\left[k\right]\mu_{I,|k|} and similarly Dk=DR,|k|+isgn[k]DI,|k|D_{k}=D_{R,|k|}+i\,\mbox{sgn}\left[k\right]D_{I,|k|}. In this case, the position at time tt, starting with the initial condition (x(0),v(0))=(0,0)(x(0),v(0))=(0,0) is given by

x(t)=\displaystyle x(t)= Γ0Γ04Ω0α=±1α\displaystyle\sqrt{\frac{\Gamma_{0}}{\Gamma_{0}-4\Omega_{0}}}\sum_{\alpha=\pm 1}\alpha (84)
×0tdτe(tτ)2[Γ0αΓ024Γ0Ω0][η(τ)+μ(τ)].\displaystyle\times\int_{0}^{t}d\tau\,e^{-\frac{(t-\tau)}{2}\left[\Gamma_{0}-\alpha\sqrt{\Gamma_{0}^{2}-4\Gamma_{0}\Omega_{0}}\right]}\,\left[\eta(\tau)+\mu(\tau)\right]\;.

This expression allows to identify the Floquet spectrum λ0=0λ1λ2\lambda_{0}=0\leq\lambda_{1}\leq\lambda_{2} and λk=+\lambda_{k}=+\infty for k3k\geq 3 with

λ1\displaystyle\lambda_{1} =Γ02Γ024Γ0Ω02,\displaystyle=\frac{\Gamma_{0}}{2}-\frac{\sqrt{\Gamma_{0}^{2}-4\Gamma_{0}\Omega_{0}}}{2}\;,
λ2\displaystyle\lambda_{2} =Γ02+Γ024Γ0Ω02.\displaystyle=\frac{\Gamma_{0}}{2}+\frac{\sqrt{\Gamma_{0}^{2}-4\Gamma_{0}\Omega_{0}}}{2}\;. (85)

Using the expression of the position, one can show that

x(t)=\displaystyle\Big{\langle}x(t)\Big{\rangle}= 4Γ0Γ04Ω0\displaystyle\sqrt{\frac{4\Gamma_{0}}{\Gamma_{0}-4\Omega_{0}}} (86)
×0tdτeΓ02τsinh(Γ024Γ0Ω0τ2)μ(tτ).\displaystyle\times\int_{0}^{t}d\tau\,e^{-\frac{\Gamma_{0}}{2}\tau}\sinh\left(\sqrt{\Gamma_{0}^{2}-4\Gamma_{0}\Omega_{0}}\frac{\tau}{2}\right)\,\mu(t-\tau)\;.

Inserting the Fourier series of μ(t)\mu(t) and taking the long-time limit tλ11t\gg\lambda_{1}^{-1}, one can identify this expression with

x(t)\displaystyle\Big{\langle}x(t)\Big{\rangle}\approx k=C0keikt,\displaystyle\sum_{k=-\infty}^{\infty}C_{0}^{k}e^{ikt}\;, (87)

which allows to obtain the expression of the coefficients

C0k=Γ0μkΓ0(Ω0+ikωd)k2ωd2.C_{0}^{k}=\frac{\Gamma_{0}\mu_{k}}{\Gamma_{0}(\Omega_{0}+ik\omega_{d})-k^{2}\omega_{d}^{2}}\;. (88)

Using this expression, we obtain the expression of the first cumulant

𝒬1x(ωc)\displaystyle{\cal Q}_{1}^{x}(\omega_{c}) =n=1Q1,nδnωd,ωc,\displaystyle=\sum_{n=1}^{\infty}Q_{1,n}\delta_{n\omega_{d},\omega_{c}}\;, (89)
Q1,n=\displaystyle Q_{1,n}= μR,nΓ02n2ωd2+μI,nΓ0nωd(n2ωd2Γ0Ω0)Γ02Ω02+Γ0(Γ02Ω0)n2ωd2+n4ωd4.\displaystyle\frac{\mu_{R,n}\Gamma_{0}^{2}n^{2}\omega_{d}^{2}+\mu_{I,n}\Gamma_{0}n\omega_{d}(n^{2}\omega_{d}^{2}-\Gamma_{0}\Omega_{0})}{\Gamma_{0}^{2}\Omega_{0}^{2}+\Gamma_{0}(\Gamma_{0}-2\Omega_{0})n^{2}\omega_{d}^{2}+n^{4}\omega_{d}^{4}}\;.
Refer to caption
Figure 1: Comparison between the time-averaged alternating current Qωc(t)/t\Big{\langle}Q_{\omega_{c}}(t)\Big{\rangle}/t (in blue) computed numerically for a measurement time t=102t=10^{2} for a periodically driven underdamped Brownian particle with Γ0=2\Gamma_{0}=2, Ω0=1\Omega_{0}=1, ωd=1\omega_{d}=1 and for μ(t)=3/2cos(2ωdt)\mu(t)=3/2\cos(2\omega_{d}t) and the analytical expression at finite time (in orange) given by inserting the coefficient C0kC_{0}^{k} given in (88) into Eq. (69).

One can similarly compute the two-time correlation function

x(t1)x(t2)co=x(t1)x(t2)x(t1)x(t2)\displaystyle\Big{\langle}x(t_{1})x(t_{2})\Big{\rangle}_{\rm co}=\Big{\langle}x(t_{1})x(t_{2})\Big{\rangle}-\Big{\langle}x(t_{1})\Big{\rangle}\Big{\langle}x(t_{2})\Big{\rangle} (90)
=α1,α2=±12Γ0α1α2Γ04Ω0e(t2t1)2[Γ0α2Γ024Γ0Ω0]\displaystyle=\sum_{\alpha_{1},\alpha_{2}=\pm 1}\frac{2\Gamma_{0}\alpha_{1}\alpha_{2}}{\Gamma_{0}-4\Omega_{0}}e^{-\frac{(t_{2}-t_{1})}{2}\left[\Gamma_{0}-\alpha_{2}\sqrt{\Gamma_{0}^{2}-4\Gamma_{0}\Omega_{0}}\right]}
×0t1dτe(t1τ)2[2Γ0(α1+α2)Γ024Γ0Ω0]D(τ).\displaystyle\times\int_{0}^{t_{1}}d\tau\,e^{-\frac{(t_{1}-\tau)}{2}\left[2\Gamma_{0}-(\alpha_{1}+\alpha_{2})\sqrt{\Gamma_{0}^{2}-4\Gamma_{0}\Omega_{0}}\right]}D(\tau)\;.

From this expression, it is possible to identify the coefficients

C0,l2k1,k2=2Γ03/2Dk1Γ04Ω0(δl2,1δl2,2)δk2,0[Γ0+ik1ωd][2λl2+ik1ωd].C_{0,l_{2}}^{k_{1},k_{2}}=\frac{2\Gamma_{0}^{3/2}D_{k_{1}}}{\sqrt{\Gamma_{0}-4\Omega_{0}}}\frac{(\delta_{l_{2},1}-\delta_{l_{2},2})\delta_{k_{2},0}}{[\Gamma_{0}+ik_{1}\omega_{d}][2\lambda_{l_{2}}+ik_{1}\omega_{d}]}\;. (91)

One can check that for Γ0<4Ω0\Gamma_{0}<4\Omega_{0}, we have that Im[λ1]=Im[λ2]=0\imaginary[\lambda_{1}]=\imaginary[\lambda_{2}]=0 and Im[C0,l20,0]=0\imaginary[C_{0,l_{2}}^{0,0}]=0 while for Γ0>4Ω0\Gamma_{0}>4\Omega_{0} we have λ1=λ2\lambda_{1}=\lambda_{2}^{*} such that C0,10,0=C0,20,0C_{0,1}^{0,0}={C_{0,2}^{0,0}}^{*}. After simplifications, one can obtain explicitly the value of the rescaled variance of the alternating charge by inserting the expression of the coefficients (91) and of the spectrum (85) into (72)

𝒬2x(ωc)=Γ02ωc2D0Γ02Ω02+Γ0(Γ02Ω0)ωc2+ωc4\displaystyle{\cal Q}_{2}^{x}(\omega_{c})=\frac{\Gamma_{0}^{2}\omega_{c}^{2}D_{0}}{\Gamma_{0}^{2}\Omega_{0}^{2}+\Gamma_{0}(\Gamma_{0}-2\Omega_{0})\omega_{c}^{2}+\omega_{c}^{4}} (92)
n=1Γ02ωc2DR,n(Γ02Ω02Γ0(Γ0+2Ω0)ωc2+ωc4)(Γ02Ω02+Γ0(Γ02Ω0)ωc2+ωc4)2δnωd,2ωc\displaystyle-\sum_{n=1}^{\infty}\frac{\Gamma_{0}^{2}\omega_{c}^{2}D_{R,n}(\Gamma_{0}^{2}\Omega_{0}^{2}-\Gamma_{0}(\Gamma_{0}+2\Omega_{0})\omega_{c}^{2}+\omega_{c}^{4})}{(\Gamma_{0}^{2}\Omega_{0}^{2}+\Gamma_{0}(\Gamma_{0}-2\Omega_{0})\omega_{c}^{2}+\omega_{c}^{4})^{2}}\delta_{n\omega_{d},2\omega_{c}}
n=12Γ03ωc3DI,n(Γ0Ω0ωc2)(Γ02Ω02+Γ0(Γ02Ω0)ωc2+ωc4)2δnωd,2ωc.\displaystyle-\sum_{n=1}^{\infty}\frac{2\Gamma_{0}^{3}\omega_{c}^{3}D_{I,n}(\Gamma_{0}\Omega_{0}-\omega_{c}^{2})}{(\Gamma_{0}^{2}\Omega_{0}^{2}+\Gamma_{0}(\Gamma_{0}-2\Omega_{0})\omega_{c}^{2}+\omega_{c}^{4})^{2}}\delta_{n\omega_{d},2\omega_{c}}\;.
Refer to caption
Figure 2: Comparison between the rescaled variance of the alternating charge Qωc,x2(t)co/t\Big{\langle}Q_{\omega_{c},x}^{2}(t)\Big{\rangle}_{\rm co}/t (in blue) computed numerically for a measurement time t=102t=10^{2} for a periodically driven underdamped Brownian particle with Γ0=2\Gamma_{0}=2, Ω0=1\Omega_{0}=1, ωd=1\omega_{d}=1 and for D(t)=3(1+1/2cos(ωdt)+1/3cos(3ωdt))D(t)=3(1+1/2\cos(\omega_{d}t)+1/3\cos(3\omega_{d}t)) and the background value 𝒬2b,x(ωc){\cal Q}_{2}^{{\rm b},x}(\omega_{c}) (in orange) given in Eq. (93). The measurement time is t=102t=10^{2}. In inset we have plotted (in blue) the difference between the numerical result and the analytical background, highlighting the presence of spikes at values of ωc\omega_{c} corresponding to half the Fourier components of D(t)D(t), i.e. for ωc/ωd=1/2,3/2\omega_{c}/\omega_{d}=1/2,3/2. The orange line in inset corresponds to the finite time analytical prediction for the spikes.

Note that the continuous background,

𝒬2b,x(ωc)=Γ02ωc2D0Γ02Ω02+Γ0(Γ02Ω0)ωc2+ωc4,{\cal Q}_{2}^{{\rm b},x}(\omega_{c})=\frac{\Gamma_{0}^{2}\omega_{c}^{2}D_{0}}{\Gamma_{0}^{2}\Omega_{0}^{2}+\Gamma_{0}(\Gamma_{0}-2\Omega_{0})\omega_{c}^{2}+\omega_{c}^{4}}\;, (93)

is identical to the variance of the fluctuating charge for a system with constant diffusion coefficient D0D_{0}, i.e. in the absence of any periodic drive. The only effect of the periodic drive is thus the emergence of the discontinuities at frequencies ωc=nωd/2\omega_{c}=n\omega_{d}/2 for integer nn. The continuous part of the spectrum of 𝒬2b,x(ωc){\cal Q}_{2}^{{\rm b},x}(\omega_{c}) presents a local maximum 𝒬2b,x(ωc=Γ0Ω0)=D0{\cal Q}_{2}^{{\rm b},x}(\omega_{c}=\sqrt{\Gamma_{0}\Omega_{0}})=D_{0} for Γ0Ω0\sqrt{\Gamma_{0}\Omega_{0}} away from integer and half-integer multiples of ωd\omega_{d} (unless ωd=2Γ0Ω0/m\omega_{d}=2\sqrt{\Gamma_{0}\Omega_{0}}/m for some mm\in\mathbb{N}^{*}). In Fig. 2, we show a comparison between our analytical computation for the rescaled variance 𝒬2x(ωc){\cal Q}_{2}^{x}(\omega_{c}) as a function of ωc\omega_{c}. The agreement is excellent for the background 𝒬2b,x(ωc){\cal Q}_{2}^{{\rm b},x}(\omega_{c}) and relatively good for the spikes.

While the average alternating charge 𝒬1x(ωc){\cal Q}_{1}^{x}(\omega_{c}) is independent of the diffusion coefficient D(t)D(t), the variance 𝒬2x(ωc){\cal Q}_{2}^{x}(\omega_{c}) is independent of the drift μ(t)\mu(t). For a finite value of Γ0\Gamma_{0}, one has that 𝒬2x(ωc)0{\cal Q}_{2}^{x}(\omega_{c})\to 0 as ωc\omega_{c}\to\infty which is consistent with the absence of a term of the form x2G\partial_{x}^{2}G in equation Eq. (82). Finally, the overdamped limit can easily be obtained in this example by taking the limit Γ0\Gamma_{0}\to\infty. In this limit, the evolution equation for the effective propagator G(x,t|x0,t0)G(x,t|x_{0},t_{0}) reads

tG=Ω(t)x((xμ(t))G)+D(t)x2G.\partial_{t}G=\Omega(t)\partial_{x}\left((x-\mu(t))G\right)+D(t)\partial_{x}^{2}G\;. (94)

The background variance reads 𝒬2b(ωc)=D0ωc2/(Ω02+ωc2){\cal Q}_{2}^{\rm b}(\omega_{c})=D_{0}\omega_{c}^{2}/(\Omega_{0}^{2}+\omega_{c}^{2}). In the limit ωc\omega_{c}\to\infty, one has that 𝒬2(ωc)D0{\cal Q}_{2}(\omega_{c})\to D_{0}, which is consistant with the prefactor of x2G\partial_{x}^{2}G being D(t)D(t) and D(t)¯ωd=D0\overline{D(t)}^{\omega_{d}}=D_{0}.

V.2 Periodically driven run-and-tumble particle

We next consider a simple extension of the model discussed in the previous example to characterise a particle subject to telegraphic noise confined in a time varying potential, i.e.

x˙(t)=Ω(t)x(t)+v(t)σ(t),x(0)=0,\dot{x}(t)=-\Omega(t)x(t)+v(t)\sigma(t)\;,\;\;x(0)=0\;, (95)

where σ(t)=±1\sigma(t)=\pm 1 is a telegraphic noise with σ(t)=0\Big{\langle}\sigma(t)\Big{\rangle}=0 and σ(t1)σ(t2)=e2γ|t2t1|\Big{\langle}\sigma(t_{1})\sigma(t_{2})\Big{\rangle}=e^{-2\gamma|t_{2}-t_{1}|}. The noise σ(t)\sigma(t) is not Gaussian in this framework, which in turn renders the alternating charge Qωc;x(t)Q_{\omega_{c};x}(t) not Gaussian either. Hence

𝒬px(ωc)0,p>2.{\cal Q}_{p}^{x}(\omega_{c})\neq 0\;,\;\;p>2\;. (96)

In Fig. 3, we have plotted the fourth order rescaled cumulant 𝒬4b,x(ωc){\cal Q}_{4}^{{\rm b},x}(\omega_{c}) for this specific model, showing indeed that it converges to a non-zero value.

Refer to caption
Figure 3: Plot of the rescaled fourth order cumulant of the alternating charge Qωc,x4(t)co/t\Big{\langle}Q_{\omega_{c},x}^{4}(t)\Big{\rangle}_{\rm co}/t (in blue) computed numerically for a measurement time t=102t=10^{2} computed numerically for a periodically driven run-and-tumble particle with γ=2\gamma=2, Ω0=1\Omega_{0}=1, ωd=1\omega_{d}=1 and for v(t)=3(1+1/2cos(ωdt)+1/3cos(3ωdt))v(t)=3(1+1/2\cos(\omega_{d}t)+1/3\cos(3\omega_{d}t)). This even cumulant displays both a continuous background as well as spikes for ωc\omega_{c} corresponding to the Fourier frequencies of v(t)4v(t)^{4}.

At any time tt, the process (x,σ)(x,\sigma) is Markovian and this problem is therefore covered by the general theory exposed in the previous sections. The propagator Gσ,σ0(x,t|x0,t0)G_{\sigma,\sigma_{0}}(x,t|x_{0},t_{0}) satisfies the equation

tGσ,σ0=\displaystyle\partial_{t}G_{\sigma,\sigma_{0}}= σv(t)xGσ,σ0+Ω(t)x(xGσ,σ0)\displaystyle-\sigma v(t)\partial_{x}G_{\sigma,\sigma_{0}}+\Omega(t)\partial_{x}(xG_{\sigma,\sigma_{0}}) (97)
+γ(Gσ,σ0Gσ,σ0).\displaystyle+\gamma\left(G_{-\sigma,\sigma_{0}}-G_{\sigma,\sigma_{0}}\right)\;.

One can again obtain the value of the position at time tt as

x(t)=0t𝑑τeτtΩ(τ)𝑑τv(τ)σ(τ).x(t)=\int_{0}^{t}d\tau\,e^{-\int_{\tau}^{t}\Omega(\tau^{\prime})d\tau^{\prime}}v(\tau)\sigma(\tau)\;. (98)
Refer to caption
Figure 4: Comparison between the rescaled variance of the alternating charge Qωc,x2(t)co/t\Big{\langle}Q_{\omega_{c},x}^{2}(t)\Big{\rangle}_{\rm co}/t (in blue) computed numerically for a measurement time t=102t=10^{2} for a periodically driven run-and-tumble particle with γ=2\gamma=2, Ω0=1\Omega_{0}=1, ωd=1\omega_{d}=1 and for v(t)=3(1+1/2cos(ωdt)+1/3cos(3ωdt))v(t)=3(1+1/2\cos(\omega_{d}t)+1/3\cos(3\omega_{d}t)) and the background value 𝒬2b,x(ωc){\cal Q}_{2}^{{\rm b},x}(\omega_{c}) (in orange) given in Eq. (105). In inset we have plotted the difference between these two results showing that the agreement is excellent apart from the presence of spikes at values of ωc\omega_{c} corresponding to half the Fourier components of v(t)2v(t)^{2}, i.e. for ωc/ωd=1/2,1,3/2,2,3\omega_{c}/\omega_{d}=1/2,1,3/2,2,3. The measurement time is t=102t=10^{2}.

Let us consider the special case where Ω(t)=Ω0\Omega(t)=\Omega_{0}. We introduce the Fourier series

v(t)=k=vkeikωdt.v(t)=\sum_{k=-\infty}^{\infty}v_{k}\,e^{ik\omega_{d}t}\;. (99)

As x(t)=0\Big{\langle}x(t)\Big{\rangle}=0, it yields immediately 𝒬1(ωc)=0{\cal Q}_{1}(\omega_{c})=0. The two-time connected correlation function reads instead

x(t2)x(t1)co=eΩ0(t1+t2)\displaystyle\Big{\langle}x(t_{2})x(t_{1})\Big{\rangle}_{\rm co}=e^{-\Omega_{0}(t_{1}+t_{2})} (100)
×0t1dτ10t2dτ2eΩ0(τ1+τ2)2γ|τ1τ2|v(τ1)v(τ2).\displaystyle\times\int_{0}^{t_{1}}d\tau_{1}\int_{0}^{t_{2}}d\tau_{2}\,e^{\Omega_{0}(\tau_{1}+\tau_{2})-2\gamma|\tau_{1}-\tau_{2}|}v(\tau_{1})v(\tau_{2})\;.

Inserting the Fourier expansion of v(t)v(t) result and computing explicitly the integrals, we identify this equation for large but finite time with

x(t2)x(t1)co\displaystyle\Big{\langle}x(t_{2})x(t_{1})\Big{\rangle}_{\rm co}\approx (101)
l2=1eλl2(t2t1)k1,k2=C0,l2k1,k2eiωd(k1t1+k2t2).\displaystyle\sum_{l_{2}=1}^{\infty}e^{-\lambda_{l_{2}}(t_{2}-t_{1})}\sum_{k_{1},k_{2}=-\infty}^{\infty}C_{0,l_{2}}^{k_{1},k_{2}}e^{i\omega_{d}(k_{1}t_{1}+k_{2}t_{2})}\;.

We thus obtain the Floquet spectrum for this model with λ0=0\lambda_{0}=0 and

λ1=min(Ω0,2γ)λ2=max(Ω0,2γ),\lambda_{1}=\min(\Omega_{0},2\gamma)\leq\lambda_{2}=\max(\Omega_{0},2\gamma)\;, (102)

as well as the coefficients

C0,2γk1,k2=\displaystyle C_{0,2\gamma}^{k_{1},k_{2}}= vk1vk2[Ω0+2γ+ik1ωd][Ω02γ+ik2ωd],\displaystyle\frac{v_{k_{1}}v_{k_{2}}}{[\Omega_{0}+2\gamma+ik_{1}\omega_{d}][\Omega_{0}-2\gamma+ik_{2}\omega_{d}]}\;, (103)
C0,Ω0k1,k2=\displaystyle C_{0,\Omega_{0}}^{k_{1},k_{2}}= n=vnvk1nδk2,0Ω0+2γ+i(k1n)ωd\displaystyle\sum_{n=-\infty}^{\infty}\frac{v_{n}v_{k_{1}-n}\delta_{k_{2},0}}{\Omega_{0}+2\gamma+i(k_{1}-n)\omega_{d}} (104)
×(22Ω0+ik1ωd1Ω02γ+inωd).\displaystyle\times\left(\frac{2}{2\Omega_{0}+ik_{1}\omega_{d}}-\frac{1}{\Omega_{0}-2\gamma+in\omega_{d}}\right)\;.

Note that for this model, we expect a dynamical phase transition for Ω0=2γ\Omega_{0}=2\gamma where the two Floquet eigenvalues cross. In this example, the background rescaled variance of the charge 𝒬2b(ωc){\cal Q}_{2}^{\rm b}(\omega_{c}) for ωc\omega_{c} different from integer and half-integer multiples of ωd\omega_{d} depends on the full time oscillations of v(t)v(t) and reads

𝒬2b,x(ωc)=2γ|v0|2ωc2(Ω02+ωc2)(4γ2+ωc2)\displaystyle{\cal Q}_{2}^{{\rm b},x}(\omega_{c})=\frac{2\gamma|v_{0}|^{2}\omega_{c}^{2}}{(\Omega_{0}^{2}+\omega_{c}^{2})(4\gamma^{2}+\omega_{c}^{2})} (105)
+ωc2Ω02+ωc2n=14γ|vn|2(4γ2+n2ωd2+ωc2)(4γ2+n2ωd2)2+2(4γ2n2ωd2)ωc2+ωc4.\displaystyle+\frac{\omega_{c}^{2}}{\Omega_{0}^{2}+\omega_{c}^{2}}\sum_{n=1}^{\infty}\frac{4\gamma|v_{n}|^{2}(4\gamma^{2}+n^{2}\omega_{d}^{2}+\omega_{c}^{2})}{(4\gamma^{2}+n^{2}\omega_{d}^{2})^{2}+2(4\gamma^{2}-n^{2}\omega_{d}^{2})\omega_{c}^{2}+\omega_{c}^{4}}\;.

Taking the limit ωc\omega_{c}\to\infty for finite γ\gamma, one obtains that 𝒬2b,x(ωc)0{\cal Q}_{2}^{{\rm b},x}(\omega_{c})\to 0, which is consistent with the absence of term of the form x2G\partial_{x}^{2}G in Eq. (97). On the other hand, taking the limit γ,vn\gamma,v_{n}\to\infty with |vn|2/γ=O(1)|v_{n}|^{2}/\gamma=O(1), one obtains the result for the overdamped Brownian motion 𝒬2b(ωc)=D0ωc2/(Ω02+ωc2){\cal Q}_{2}^{\rm b}(\omega_{c})=D_{0}\omega_{c}^{2}/(\Omega_{0}^{2}+\omega_{c}^{2}) where D0=(|v0|2+2n>1|vn|2)/(2γ)D_{0}=(|v_{0}|^{2}+2\sum_{n>1}|v_{n}|^{2})/(2\gamma).

V.3 Two-level system

In the previous two examples, we were able to compute the first few cumulants of the alternating charge. Achieving to obtain numerically the fourth order cumulant with enough precision was a hard task that required 109\sim 10^{9} realisations. However, computing the cumulant generating function itself beyond Gaussian models, even numerically, seems a formidable task. We therefore consider next a different example, where the cumulant generating function can actually be evaluated numerically. Specifically, we consider a two level system, with a probability vector |P(t)=(p1(t),p2(t))T|P(t)\rangle=(p_{1}(t),p_{2}(t))^{\rm T}, where pi(t)p_{i}(t) is the probability for the system to be in state ii at time tt. |P(t)|P(t)\rangle evolves in time according to a master equation,

|P˙(t)=R(t)|P(t),R(t)=(k1(t)k2(t)k1(t)k2(t)),|\dot{P}(t)\rangle=R(t)|P(t)\rangle\;,\;\;R(t)=\begin{pmatrix}-k_{1}(t)&k_{2}(t)\\ k_{1}(t)&-k_{2}(t)\end{pmatrix}\;, (106)

where R(t)R(t) is periodic with angular frequency ωd\omega_{d}. A given realisation of the process is a sequence of successive states of the system, i1i2ini_{1}\to i_{2}\to...\to i_{n} and the corresponding sequence of times tkt_{k} at which the system jumped from state iki_{k} to ik+1i_{k+1}. For any realisation, we define its empirical alternating charge at frequency ωc\omega_{c} as

Qωc(t)=k(ik+1ik)cos(ωctk),Q_{\omega_{c}}(t)=\sum_{k}\Big{(}i_{k+1}-i_{k}\Big{)}\cos(\omega_{c}t_{k})\;, (107)

where the sum is over the times tk<tt_{k}<t where the system jumps from one state to the other of the specific realization. As in the continuous state systems, we are interested in the fluctuations of this quantity as tt\to\infty. As the system is only composed of two states, there is no cycle and therefore the direct current (DC) corresponding to ωc=0\omega_{c}=0 is identically zero. Recent progress has been made on this particular system Takahashi et al. [2020] and in particular an exact representation of the CGF has been obtained for the DC currents. Following the method presented in Takahashi et al. [2020] but for alternating charge (see details in Appendix D), we obtain

χμ(ωc)=limt0tdτt[k1(τ)+k2(τ)eμcos(ωcτ)yμ(τ)].\chi_{\mu}(\omega_{c})=-\lim_{t\to\infty}\int_{0}^{t}\frac{d\tau}{t}\left[k_{1}(\tau)+k_{2}(\tau)e^{-\mu\cos(\omega_{c}\tau)}y_{\mu}(\tau)\right]\;. (108)

In that expression, the function yμ(t)y_{\mu}(t) satisfies a first order non-linear differential equation for fixed μ\mu, which reads Takahashi et al. [2020]

y˙μ=(yμeμcos(ωct))(k1+k2eμcos(ωct)yμ).\dot{y}_{\mu}=(y_{\mu}-e^{\mu\cos(\omega_{c}t)})(k_{1}+k_{2}e^{-\mu\cos(\omega_{c}t)}y_{\mu})\;. (109)

Using this particular representation, we show in Fig. (5) the CGF χμ(ωc)\chi_{\mu}(\omega_{c}) as a function of ωc\omega_{c}, calculated for μ=3\mu=3 and the following rates:

k1(t)\displaystyle k_{1}(t) =exp(cos(ωdt)1missing),\displaystyle=\exp\Big(\cos(\omega_{d}t)-1\Big{missing}),
k2(t)\displaystyle k_{2}(t) =exp(4sin(5ωdt)+3sin(7ωdt)2missing).\displaystyle=\exp\Big(-4\sin(5\omega_{d}t)+3\sin(7\omega_{d}t)-2\Big{missing})\;. (110)
Refer to caption
Figure 5: Plot of the CGF χμ(ωc)\chi_{\mu}(\omega_{c}) for the 2-state system, with μ=3\mu=3 and ωd=1\omega_{d}=1. The specific periodic driving k1(t)k_{1}(t) and k2(t)k_{2}(t) are described in equation (110). The blue line is the continuous background, calculated for incommensurate values of ωc\omega_{c}, and the red dots where calculated at commensurate ratios. The inset shows a blowup of a small segment, where one can observe that the function χμ(ωc)\chi_{\mu}(\omega_{c}) for rational ωc\omega_{c} is always away from the value of χμ(ωc)\chi_{\mu}(\omega_{c}) at irrational ωc\omega_{c}.

The blue line was calculated for the series of frequencies ωc=n10π\omega_{c}=\frac{n}{10\pi} for integer values of nn, incommensurate with ωd=1\omega_{d}=1. The red dots were calculated for the series of frequencies ωc=nm\omega_{c}=\frac{n}{m} for m50m\in\mathbb{N}^{*}\leq 50 and all n6mn\in\mathbb{N}\leq 6m, commensurate with ωd\omega_{d}. Both the commensurate and incommensurate cases were estimated by first solving numerically the differential equation (133) and then evaluating the integral in equation (108) up to t=2×104t=2\times 10^{4}.

VI Conclusion

In this article we have computed explicitly the large time fluctuations of the alternating charge Qωc;α(t)Q_{\omega_{c};\alpha}(t) (defined as the time integrated instantaneous alternating current in direction α\alpha) for a periodically driven stochastic system. We have shown that the cumulant generating function of this quantity (and as a consequence its large deviation function) is not a continuous function of the frequency ωc\omega_{c} of the charge. In particular, we have shown that there exists both a continuous background for any value of the charge and driving frequency, respectively ωc\omega_{c} and ωd\omega_{d}, and additional peaks for commensurate pair of frequencies. This general result has been confirmed by considering some exactly solvable models.

It would be interesting to test these fairly general results experimentally, especially on systems where current fluctuations play an important role, e.g. trapped ions setups. For this, it is important to consider the finite time version of the results.

We have focused our interest in this article on systems with a discrete gaped Floquet spectrum on a simply-connected domain, where the position of the particle are confined to a finite portion of space. It would be interesting to consider similar results for systems on a finite loop, where there might be long-lasting average currents. Some simple exactly solvable cases can be considered, hinting that the cumulants of the alternating charge behave quite differently in this case, but obtaining a general result remains a challenge at the moment.

Acknowledgements : O.R. is the incumbent of the Shlomo and Michla Tomarin career development chair, and is supported by the Abramson Family Center for Young Scientists, the Minerva and by the Israel Science Foundation, Grant No. 950/19.

Appendix A Simplification of the cumulants

Let us first show that the CGF χμ(ωc)\chi_{\mu}(\omega_{c}) as defined in Eq. (28) is identical to the CGF

χ~μ(ωc)=limt1tlneμqωc;α(t),\tilde{\chi}_{\mu}(\omega_{c})=\lim_{t\to\infty}\frac{1}{t}\ln\Big{\langle}e^{\mu q_{\omega_{c};\alpha}(t)}\Big{\rangle}\;, (111)

where we remind that

qωc;α(t)=ωc0t𝑑τxα(τ)sin(ωcτ).q_{\omega_{c};\alpha}(t)=\omega_{c}\int_{0}^{t}d\tau\,x_{\alpha}(\tau)\sin(\omega_{c}\tau)\;. (112)

To show this identity, we use that

Qωc;α(t)=qωc;α(t)+xα(t)cos(ωct)xα(0),Q_{\omega_{c};\alpha}(t)=q_{\omega_{c};\alpha}(t)+x_{\alpha}(t)\cos(\omega_{c}t)-x_{\alpha}(0), (113)

where xα(0)=x0x_{\alpha}(0)=x_{0} is fixed. We introduce the joint PDF Pt(q,𝐱)P_{t}(q,{\bf x}) for the respective random variables qωc(t)q_{\omega_{c}}(t) and the final position 𝐱(t){\bf x}(t). We use Bayes’ theorem as

Pt(q,𝐱)=Pt(q|𝐱)Pt(𝐱),P_{t}(q,{\bf x})=P_{t}(q|{\bf x})P_{t}({\bf x})\;, (114)

where Pt(𝐱)=G(𝐱,t|𝐱0,0)P_{t}({\bf x})=G({\bf x},t|{\bf x}_{0},0) is the PDF of the final position 𝐱(t){\bf x}(t) and Pt(q|𝐱)P_{t}(q|{\bf x}) is the PDF of qωc;α(t)q_{\omega_{c};\alpha}(t) for a fixed final position 𝐱(t)=𝐱{\bf x}(t)={\bf x}. In the large time limit, the final position 𝐱(t){\bf x}(t) is of order O(1)O(1) for the trapped systems that we consider while one naturally expects that the random variable qωc;α(t)=O(t)q_{\omega_{c};\alpha}(t)=O(t). We thus expect the large deviation form

Pt(q|𝐱)etφ(qt,𝐱),P_{t}(q|{\bf x})\asymp e^{-t\varphi\left(\frac{q}{t},{\bf x}\right)}\;, (115)

while there is no large deviation form for the final position

limt1tlnG(𝐱,t|𝐱0,0)=λ0=0.-\lim_{t\to\infty}\frac{1}{t}\ln G({\bf x},t|{\bf x}_{0},0)=\lambda_{0}=0\;. (116)

We may then show that on the one hand the MGF for Qωc;α(t)Q_{\omega_{c};\alpha}(t) reads in the large time limit

eμQωc;α(t)\displaystyle\Big{\langle}e^{\mu Q_{\omega_{c};\alpha}(t)}\Big{\rangle} (117)
=eμx0𝑑𝐱G(𝐱,t|𝐱0,0)eμxαcos(ωct)𝑑qeμqPt(q|𝐱)\displaystyle=e^{-\mu x_{0}}\int d{\bf x}\,G({\bf x},t|{\bf x}_{0},0)e^{\mu x_{\alpha}\cos(\omega_{c}t)}\int dq\,e^{\mu q}P_{t}(q|{\bf x})
eμx0𝑑𝐱f0(𝐱,t)eμxαcos(ωct)dQtet[μQφ(Q,𝐱)],\displaystyle\asymp e^{-\mu x_{0}}\int d{\bf x}\,f_{0}({\bf x},t)e^{\mu x_{\alpha}\cos(\omega_{c}t)}\int\frac{dQ}{t}\,e^{t\left[\mu Q-\varphi(Q,{\bf x})\right]}\;,

while on the other hand the MGF for qωc;α(t)q_{\omega_{c};\alpha}(t) reads

eμqωc;α(t)\displaystyle\Big{\langle}e^{\mu\,q_{\omega_{c};\alpha}(t)}\Big{\rangle} (118)
=eμx0𝑑𝐱G(𝐱,t|𝐱0,0)𝑑qeμqPt(q|𝐱)\displaystyle=e^{-\mu x_{0}}\int d{\bf x}\,G({\bf x},t|{\bf x}_{0},0)\int dq\,e^{\mu q}P_{t}(q|{\bf x})
eμx0𝑑𝐱f0(𝐱,t)dQtet[μQφ(Q,𝐱)].\displaystyle\asymp e^{-\mu x_{0}}\int d{\bf x}\,f_{0}({\bf x},t)\int\frac{dQ}{t}\,e^{t\left[\mu Q-\varphi(Q,{\bf x})\right]}\;.

Using a saddle point-approximation then naturally yields the result

χμ(ωc)=χ~μ(ωc)=maxQ,𝐱[μQφ(Q,𝐱)].\chi_{\mu}(\omega_{c})=\tilde{\chi}_{\mu}(\omega_{c})=\max_{Q,{\bf x}}\left[\mu Q-\varphi(Q,{\bf x})\right]\;. (119)

As the CGF for the two random variables Qωc;α(t)Q_{\omega_{c};\alpha}(t) and qωc;α(t)q_{\omega_{c};\alpha}(t) are identical, it yields immediately the identity for the rescaled cumulants

𝒬pα(ωc)=limtQωc;αp(t)cot=limtqωc;αp(t)cot{\cal Q}_{p}^{\alpha}(\omega_{c})=\lim_{t\to\infty}\frac{\Big{\langle}Q_{\omega_{c};\alpha}^{p}(t)\Big{\rangle}_{\rm co}}{t}=\lim_{t\to\infty}\frac{\Big{\langle}q_{\omega_{c};\alpha}^{p}(t)\Big{\rangle}_{\rm co}}{t} (120)

of arbitrary order pp.

Appendix B Expression of the third order cumulant 𝒬3α(ωc){\cal Q}_{3}^{\alpha}(\omega_{c})

Let us now consider the cumulant of order p=3p=3. To obtain its value, we first consider the three times connected correlation function for t3>t2>t11t_{3}>t_{2}>t_{1}\gg 1

xα(t1)xα(t2)xα(t3)co=l2,l3=1j=23eλlj(tjtj1)C0,l2,l3(t1,t2,t3)l3=1j=23eλl3(tjtj1)C0,l3(t1,t3)C0(t2).\displaystyle\Big{\langle}x_{\alpha}(t_{1})x_{\alpha}(t_{2})x_{\alpha}(t_{3})\Big{\rangle}_{\rm co}=\sum_{l_{2},l_{3}=1}^{\infty}\prod_{j=2}^{3}e^{-\lambda_{l_{j}}(t_{j}-t_{j-1})}C_{0,l_{2},l_{3}}(t_{1},t_{2},t_{3})-\sum_{l_{3}=1}^{\infty}\prod_{j=2}^{3}e^{-\lambda_{l_{3}}(t_{j}-t_{j-1})}C_{0,l_{3}}(t_{1},t_{3})C_{0}(t_{2})\;. (121)

Note that p=3p=3 is the first term for which there are more than one partition of {1,,p}\{1,\cdots,p\} that give a non-zero contribution to this connected correlation, namely {1,2,3}\{1,2,3\} and {1,3}{2}\{1,3\}\{2\}.

𝒬3α(ωc)=\displaystyle{\cal Q}_{3}^{\alpha}(\omega_{c})= 3ωc34ik1,k2,k3=σ1,σ2,σ3=±1l3=1σ1σ2σ3λl3+i(σ3ωck3ωd)δj=13kjωd,j=13σjωc\displaystyle\frac{3\omega_{c}^{3}}{4i}\sum_{k_{1},k_{2},k_{3}=-\infty}^{\infty}\sum_{\sigma_{1},\sigma_{2},\sigma_{3}=\pm 1}\sum_{l_{3}=1}^{\infty}\frac{\sigma_{1}\sigma_{2}\sigma_{3}}{\lambda_{l_{3}}+i(\sigma_{3}\omega_{c}-k_{3}\omega_{d})}\delta_{\sum_{j=1}^{3}k_{j}\omega_{d},\sum_{j=1}^{3}\sigma_{j}\omega_{c}} (122)
×[l2=1C0,l2,l3k1,k2,k3λl2+i[(σ2+σ3)ωc(k2+k3)ωd]C0,l3k1,k3C0k2λl3+i[(σ2+σ3)ωc(k2+k3)ωd]].\displaystyle\times\left[\sum_{l_{2}=1}^{\infty}\frac{C_{0,l_{2},l_{3}}^{k_{1},k_{2},k_{3}}}{\lambda_{l_{2}}+i\left[(\sigma_{2}+\sigma_{3})\omega_{c}-(k_{2}+k_{3})\omega_{d}\right]}-\frac{C_{0,l_{3}}^{k_{1},k_{3}}C_{0}^{k_{2}}}{\lambda_{l_{3}}+i\left[(\sigma_{2}+\sigma_{3})\omega_{c}-(k_{2}+k_{3})\omega_{d}\right]}\right]\;.

This third order cumulant is always zero if the frequencies ωc\omega_{c} and ωd\omega_{d} are incommensurate. It is only non-zero for frequencies of the form ωc=nωd\omega_{c}=n\omega_{d} and ωc=nωd/3\omega_{c}=n\omega_{d}/3 for nn\in\mathbb{N}^{*}.

Appendix C Expression of the fourth order cumulant 𝒬4α(ωc){\cal Q}_{4}^{\alpha}(\omega_{c})

One can use the expression of the connected four point functions for t4>t3>t2>t11t_{4}>t_{3}>t_{2}>t_{1}\gg 1 with δtj=tjtj1\delta t_{j}=t_{j}-t_{j-1} for j=2,3,4j=2,3,4, which reads

xα(t1)xα(t2)xα(t3)xα(t4)co=\displaystyle\Big{\langle}x_{\alpha}(t_{1})x_{\alpha}(t_{2})x_{\alpha}(t_{3})x_{\alpha}(t_{4})\Big{\rangle}_{\rm co}= (123)
l2,l3,l4=1j=24eλljδtjC0,l2,l3,l4(t1,t2,t3,t4)l2,l4=1eλl4(δt4+δt3)λl2δt2C0,l2,l4(t1,t2,t4)C0(t3)\displaystyle\sum_{l_{2},l_{3},l_{4}=1}^{\infty}\prod_{j=2}^{4}e^{-\lambda_{l_{j}}\delta t_{j}}C_{0,l_{2},l_{3},l_{4}}(t_{1},t_{2},t_{3},t_{4})-\sum_{l_{2},l_{4}=1}^{\infty}e^{-\lambda_{l_{4}}(\delta t_{4}+\delta t_{3})-\lambda_{l_{2}}\delta t_{2}}C_{0,l_{2},l_{4}}(t_{1},t_{2},t_{4})C_{0}(t_{3})
l3,l4=1eλl4δt4λl3δt3λl3δt2C0,l3,l4(t1,t3,t4)C0(t2)\displaystyle-\sum_{l_{3},l_{4}=1}^{\infty}e^{-\lambda_{l_{4}}\delta t_{4}-\lambda_{l_{3}}\delta t_{3}-\lambda_{l_{3}}\delta t_{2}}C_{0,l_{3},l_{4}}(t_{1},t_{3},t_{4})C_{0}(t_{2})
l3,l4=1eλl4δt4(λl4+λl3)δt3λl3δt2[C0,l4(t1,t4)C0,l3(t2,t3)+C0,l4(t2,t4)C0,l3(t1,t3)]\displaystyle-\sum_{l_{3},l_{4}=1}^{\infty}e^{-\lambda_{l_{4}}\delta t_{4}-(\lambda_{l_{4}}+\lambda_{l_{3}})\delta t_{3}-\lambda_{l_{3}}\delta t_{2}}\left[C_{0,l_{4}}(t_{1},t_{4})C_{0,l_{3}}(t_{2},t_{3})+C_{0,l_{4}}(t_{2},t_{4})C_{0,l_{3}}(t_{1},t_{3})\right]
+l4=1j=24eλl4δtjC0,l4(t1,t4)C0(t2)C0(t3).\displaystyle+\sum_{l_{4}=1}^{\infty}\prod_{j=2}^{4}e^{-\lambda_{l_{4}}\delta t_{j}}C_{0,l_{4}}(t_{1},t_{4})C_{0}(t_{2})C_{0}(t_{3})\;. (124)

The partition of {1,2,3,4}\{1,2,3,4\} that contribute besides the identity are for two blocks {1,2,4}{3}\{1,2,4\}\{3\}, {1,3,4}{2}\{1,3,4\}\{2\}, {1,3}{2,4}\{1,3\}\{2,4\}, {2,4}{1,3}\{2,4\}\{1,3\} and for three blocks {1,4}{2}{3}\{1,4\}\{2\}\{3\}. Using the explicit expressions for the rates μj\mu_{j}’s corresponding to each partition, we obtain

𝒬4α(ωc)=3ωc42k1,,k4=σ1,,σ4=±1l4=1j=14σjλl4+i(σ4ωck4ωd)δj=14kjωd,j=14σjωc\displaystyle{\cal Q}_{4}^{\alpha}(\omega_{c})=\frac{3\omega_{c}^{4}}{2}\sum_{k_{1},\cdots,k_{4}=-\infty}^{\infty}\sum_{\sigma_{1},\cdots,\sigma_{4}=\pm 1}\sum_{l_{4}=1}^{\infty}\frac{\prod_{j=1}^{4}\sigma_{j}}{\lambda_{l_{4}}+i(\sigma_{4}\omega_{c}-k_{4}\omega_{d})}\delta_{\sum_{j=1}^{4}k_{j}\omega_{d},\sum_{j=1}^{4}\sigma_{j}\omega_{c}} (125)
×(l2,l3=1C0,l2,l3,l4k1,k2,k3,k4n=23[λln+ij=n4(σjωckjωd)]+C0,l4k1,k4C0k2C0k3n=23[λl4+ij=n4(σjωckjωd)]\displaystyle\times\left(\sum_{l_{2},l_{3}=1}^{\infty}\frac{C_{0,l_{2},l_{3},l_{4}}^{k_{1},k_{2},k_{3},k_{4}}}{\prod_{n=2}^{3}\left[\lambda_{l_{n}}+i\sum_{j=n}^{4}(\sigma_{j}\omega_{c}-k_{j}\omega_{d})\right]}+\frac{C_{0,l_{4}}^{k_{1},k_{4}}C_{0}^{k_{2}}C_{0}^{k_{3}}}{\prod_{n=2}^{3}\left[\lambda_{l_{4}}+i\sum_{j=n}^{4}(\sigma_{j}\omega_{c}-k_{j}\omega_{d})\right]}\right.
l3=1C0,l3,l4k1,k3,k4C0k2n=23[λl3+ij=n4(σjωckjωd)]l2=1C0,l2,l4k1,k2,k4C0k3[λl4+ij=34(σjωckjωd)][λl2+ij=24(σjωckjωd)]\displaystyle-\sum_{l_{3}=1}^{\infty}\frac{C_{0,l_{3},l_{4}}^{k_{1},k_{3},k_{4}}C_{0}^{k_{2}}}{\prod_{n=2}^{3}\left[\lambda_{l_{3}}+i\sum_{j=n}^{4}(\sigma_{j}\omega_{c}-k_{j}\omega_{d})\right]}-\sum_{l_{2}=1}^{\infty}\frac{C_{0,l_{2},l_{4}}^{k_{1},k_{2},k_{4}}C_{0}^{k_{3}}}{\left[\lambda_{l_{4}}+i\sum_{j=3}^{4}(\sigma_{j}\omega_{c}-k_{j}\omega_{d})\right]\left[\lambda_{l_{2}}+i\sum_{j=2}^{4}(\sigma_{j}\omega_{c}-k_{j}\omega_{d})\right]}
l3=11j=34[λlj+i(σjωckjωd)][C0,l4k1,k4C0,l3k2,k3λl4+ij=24(σjωckjωd)+C0,l4k2,k4C0,l3k1,k3λl3+ij=24(σjωckjωd)]).\displaystyle\left.-\sum_{l_{3}=1}^{\infty}\frac{1}{\sum_{j=3}^{4}\left[\lambda_{l_{j}}+i(\sigma_{j}\omega_{c}-k_{j}\omega_{d})\right]}\left[\frac{C_{0,l_{4}}^{k_{1},k_{4}}C_{0,l_{3}}^{k_{2},k_{3}}}{\lambda_{l_{4}}+i\sum_{j=2}^{4}(\sigma_{j}\omega_{c}-k_{j}\omega_{d})}+\frac{C_{0,l_{4}}^{k_{2},k_{4}}C_{0,l_{3}}^{k_{1},k_{3}}}{\lambda_{l_{3}}+i\sum_{j=2}^{4}(\sigma_{j}\omega_{c}-k_{j}\omega_{d})}\right]\right)\;.

Appendix D Cumulant generating function for the alternating charge of the 2 level system

A convenient way to compute the CGF χμ(ωc)\chi_{\mu}(\omega_{c}) is to introduce a counting vector |Ps(t)|P_{s}(t)\rangle (see Touchette [2009] for details about this method), such that the ithi^{\rm th} component of |Ps(t)|P_{s}(t)\rangle is the ensemble average of eμQωc(t)e^{\mu Q_{\omega_{c}}(t)} on trajectories that are in the state ii at time tt. The initial condition is taken such that |Pμ(0)=|P(0)|P_{\mu}(0)\rangle=|P(0)\rangle at t=0t=0, and it evolves with time according to

|P˙μ(t)\displaystyle|\dot{P}_{\mu}(t)\rangle =Rμ(t)|Pμ(t),\displaystyle=R_{\mu}(t)|P_{\mu}(t)\rangle\;, (126)
Rμ(t)\displaystyle R_{\mu}(t) =(k1(t)k2(t)eμcos(ωct)k1(t)eμcos(ωct)k2(t)),\displaystyle=\begin{pmatrix}-k_{1}(t)&k_{2}(t)e^{-\mu\cos(\omega_{c}t)}\\ k_{1}(t)e^{\mu\cos(\omega_{c}t)}&-k_{2}(t)\end{pmatrix}\;, (127)

and Rμ(t)R_{\mu}(t) is called the “tilted rate matrix”. The vector |Pμ(t)|P_{\mu}(t)\rangle can be (formally) expressed at any time tt as

|Pμ(t)=𝒯e0tRμ(τ)𝑑τ|Pμ(0),|P_{\mu}(t)\rangle=\mathcal{T}e^{\int_{0}^{t}R_{\mu}(\tau)d\tau}|P_{\mu}(0)\rangle\;, (128)

where 𝒯\mathcal{T} is the time ordered product. Using this counting vector method, the cumulant generating function is given by Lebowitz and Spohn [1999]

χμ(ωc)\displaystyle\chi_{\mu}(\omega_{c}) =\displaystyle= lneμQωc(t)=limt1tln1|Pμ(t)\displaystyle\ln\langle e^{\mu Q_{\omega_{c}}(t)}\rangle=\lim_{t\to\infty}\frac{1}{t}\ln\langle 1|P_{\mu}(t)\rangle (129)
=\displaystyle= limt1tln1|𝒯e0tRμ(τ)𝑑τP(0),\displaystyle\lim_{t\to\infty}\frac{1}{t}\ln\langle 1|\mathcal{T}e^{\int_{0}^{t}R_{\mu}(\tau)d\tau}|P(0)\rangle\;,

where 1|=(1,1)\langle 1|=(1,1). While this analytical formula is exact, it is not very convenient as the time ordered exponential in Eq. (128) is a complicated object and hard to compute in practice. To simplify the computation of the counting vector, we first introduce a dynamical invariant of the process. We then obtain an explicit expression for the counting vector |Pμ(t)|P_{\mu}(t)\rangle in terms of this dynamical invariant and finally compute the CGF.

The derivation below follows the derivation provided in Takahashi et al. [2020], but generalizes it for all the current’s Fourier components.

D.1 Dynamical invariant

A dynamical invariant corresponds to a matrix Fμ(t)F_{\mu}(t) which is diagonalisable, has time-independent eigenvalues that we set here to ±1\pm 1 for convenience and satisfies for any time the differential equation

F˙μ(t)=Rμ(t)Fμ(t)Fμ(t)Rμ(t).\dot{F}_{\mu}(t)=R_{\mu}(t)F_{\mu}(t)-F_{\mu}(t)R_{\mu}(t)\;. (130)

A convenient way to parametrise a matrix satisfying the first two properties is Takahashi et al. [2020]

Fμ(t)=(zμ(t)(1+zμ(t))yμ(t)1(1zμ(t))yμ(t)zμ(t)),F_{\mu}(t)=\begin{pmatrix}z_{\mu}(t)&(1+z_{\mu}(t))y_{\mu}(t)^{-1}\\ (1-z_{\mu}(t))y_{\mu}(t)&-z_{\mu}(t)\end{pmatrix}\;, (131)

with left and right time-dependent orthonormal eigenvectors rσ(t)|lσ(t)=δσ,σ\langle r_{\sigma}(t)|l_{\sigma}^{\prime}(t)\rangle=\delta_{\sigma,\sigma^{\prime}} with σ,σ=±\sigma,\sigma^{\prime}=\pm that read Takahashi et al. [2020]

|l+(t)=(11zμ(t)1+zμ(t)yμ(t)),\displaystyle|l_{+}(t)\rangle=\begin{pmatrix}\displaystyle 1\\ \displaystyle\frac{1-z_{\mu}(t)}{1+z_{\mu}(t)}y_{\mu}(t)\end{pmatrix}\;, (132)
r+(t)|=12(1+zμ(t)1+zμ(t)yμ(t)),\displaystyle\langle r_{+}(t)|=\frac{1}{2}\begin{pmatrix}\displaystyle 1+z_{\mu}(t)&\displaystyle\frac{1+z_{\mu}(t)}{y_{\mu}(t)}\end{pmatrix}\;,
|l(t)=12(1zμ(t)(1zμ(t))yμ(t)),\displaystyle|l_{-}(t)\rangle=\frac{1}{2}\begin{pmatrix}\displaystyle 1-z_{\mu}(t)\\ \displaystyle-(1-z_{\mu}(t))y_{\mu}(t)\end{pmatrix}\;,
r(t)|=(11+zμ(t)1zμ(t)1yμ(t)).\displaystyle\langle r_{-}(t)|=\begin{pmatrix}\displaystyle 1&\displaystyle-\frac{1+z_{\mu}(t)}{1-z_{\mu}(t)}\frac{1}{y_{\mu}(t)}\end{pmatrix}\;.

For the matrix Fμ(t)F_{\mu}(t) to satisfy Eq. (130), the functions yμ(t)y_{\mu}(t) and zμ(t)z_{\mu}(t) need to satisfy the differential equations

y˙μ=\displaystyle\dot{y}_{\mu}= (yμeμcos(ωct))(k1+k2eμcos(ωct)yμ),\displaystyle(y_{\mu}-e^{\mu\cos(\omega_{c}t)})(k_{1}+k_{2}e^{-\mu\cos(\omega_{c}t)}y_{\mu})\;, (133)
z˙μ=\displaystyle\dot{z}_{\mu}= k2eμcos(ωct)(1zμ)yμk1eμcos(ωct)(1+zμ)yμ.\displaystyle k_{2}e^{-\mu\cos(\omega_{c}t)}(1-z_{\mu})y_{\mu}-k_{1}e^{\mu\cos(\omega_{c}t)}\frac{(1+z_{\mu})}{y_{\mu}}\;.

Any pair of initial values (yμ(0),zμ(0))(y_{\mu}(0),z_{\mu}(0)) gives a valid dynamical invariant. Thus, choosing such a pair defines a valid dynamical invariant. We focus here on the long-time behaviour such that the initial condition is not relevant and choose for convenience yμ(0)=0y_{\mu}(0)=0 and zμ(0)=1z_{\mu}(0)=-1. The equation for yμ(t)y_{\mu}(t) has two fixed point: a stable fixed point k1(t)/k2(t)eμcos(ωct)<0-k_{1}(t)/k_{2}(t)e^{\mu\cos(\omega_{c}t)}<0 and an unstable fixed point eμcos(ωct)>0e^{\mu\cos(\omega_{c}t)}>0. Note that starting from yμ(0)0y_{\mu}(0)\leq 0, the solution yμ(t)y_{\mu}(t) oscillates around the stable fixed point and remains negative at all time tt. The equation for zμ(t)z_{\mu}(t) is linear and can be solved exactly. In particular, it is easy to realise that the function zμ(t)z_{\mu}(t) grows exponentially with time tt as yμ(τ)<0y_{\mu}(\tau)<0 for any τ[0,t]\tau\in[0,t]

zμ(t)e0t𝑑τ[yμ(τ)k2(τ)eμcos(ωcτ)+k1(τ)yμ(τ)eμcos(ωcτ)].z_{\mu}(t)\asymp e^{-\int_{0}^{t}d\tau\left[y_{\mu}(\tau)k_{2}(\tau)e^{-\mu\cos(\omega_{c}\tau)}+\frac{k_{1}(\tau)}{y_{\mu}(\tau)}e^{\mu\cos(\omega_{c}\tau)}\right]}\;. (134)

In the large time limit, the expressions of the eigenvectors in Eq. (135) simplify

|l+(t)(1yμ(t)),r+(t)|zμ(t)2(1yμ1(t)),\displaystyle|l_{+}(t)\rangle\approx\begin{pmatrix}\displaystyle 1\\ \displaystyle y_{\mu}(t)\end{pmatrix}\;,\langle r_{+}(t)|\approx\frac{z_{\mu}(t)}{2}\begin{pmatrix}\displaystyle 1&\displaystyle y_{\mu}^{-1}(t)\end{pmatrix}\;,
|l(t)zμ(t)2(1yμ(t)),r(t)|(1yμ1(t)).\displaystyle|l_{-}(t)\rangle\approx\frac{z_{\mu}(t)}{2}\begin{pmatrix}\displaystyle-1\\ \displaystyle y_{\mu}(t)\end{pmatrix}\;,\langle r_{-}(t)|\approx\begin{pmatrix}\displaystyle 1&\displaystyle-y_{\mu}^{-1}(t)\end{pmatrix}\,. (135)

D.2 Expressing the counting vector and the CGF

Coming back to the problem of finding an expression for the counting vector |Pμ(t)|P_{\mu}(t)\rangle, one can check by using Eq. (126) together with Eq. (130) that the following identity holds

t(Fμ(t)|Pμ(t))=Rμ(t)Fμ(t)|Pμ(t).\partial_{t}(F_{\mu}(t)|P_{\mu}(t)\rangle)=R_{\mu}(t)F_{\mu}(t)|P_{\mu}(t)\rangle\;. (136)

It is then possible to express the counting vector |Pμ(t)|P_{\mu}(t)\rangle in the basis of the eigenvectors |l±(t)|l_{\pm}(t)\rangle of Fμ(t)F_{\mu}(t). In this basis, one has that

|Pμ(t)=σ=±aσ(t)|lσ(t),aσ(t)=rσ(t)|Pμ(t).|P_{\mu}(t)\rangle=\sum_{\sigma=\pm}a_{\sigma}(t)|l_{\sigma}(t)\rangle\,,\,\,a_{\sigma}(t)=\langle r_{\sigma}(t)|P_{\mu}(t)\rangle\,. (137)

Inserting this equation into Eqs. (126) and (136), one obtains that for σ,σ=±\sigma,\sigma^{\prime}=\pm

(rσ(t)|Rμ(t)|lσ(t)rσ(t)|l˙σ(t))aσ(t)=δσ,σa˙σ(t).(\langle r_{\sigma^{\prime}}(t)|R_{\mu}(t)|l_{\sigma}(t)\rangle-\langle r_{\sigma^{\prime}}(t)|\dot{l}_{\sigma}(t)\rangle)a_{\sigma}(t)=\delta_{\sigma,\sigma^{\prime}}\dot{a}_{\sigma}(t)\,. (138)

Inserting the expressions of the eigenvectors in Eq. (132), using the expression of the tilted rate matrix and the differential equations (133), one can then check that rσ(t)|Rμ(t)|lσ(t)=rσ(t)|l˙σ(t)\langle r_{\sigma^{\prime}}(t)|R_{\mu}(t)|l_{\sigma}(t)\rangle=\langle r_{\sigma^{\prime}}(t)|\dot{l}_{\sigma}(t)\rangle for σσ\sigma\neq\sigma^{\prime}. On the other hand, Eq. (138) yields

|Pμ(t)=\displaystyle|P_{\mu}(t)\rangle= σ=±aσ(0)e0t𝑑τϕσ(τ)|lσ(t),\displaystyle\sum_{\sigma=\pm}a_{\sigma}(0)e^{\int_{0}^{t}d\tau\phi_{\sigma}(\tau)}|l_{\sigma}(t)\rangle\;, (139)
ϕ±(τ)=\displaystyle\phi_{\pm}(\tau)= r±(τ)|Rμ(τ)|l±(τ)r±(τ)|l˙±(τ).\displaystyle\langle r_{\pm}(\tau)|R_{\mu}(\tau)|l_{\pm}(\tau)\rangle-\langle r_{\pm}(\tau)|\dot{l}_{\pm}(\tau)\rangle\;. (140)

We can now express |Pμ(t)|P_{\mu}(t)\rangle in the large time limit as a function of the two functions zμ(t)z_{\mu}(t) and yμ(t)y_{\mu}(t). Inserting the expressions of the eigenvectors in Eq. (135), using the expression of the tilted matrix Rμ(t)R_{\mu}(t) and the differential equations in Eq (133), one obtains at large time

|Pμ(t)e0t𝑑τ[k1(τ)+k2(τ)eμcos(ωcτ)yμ(τ)].|P_{\mu}(t)\rangle\asymp e^{-\int_{0}^{t}d\tau\left[k_{1}(\tau)+k_{2}(\tau)e^{-\mu\cos(\omega_{c}\tau)}y_{\mu}(\tau)\right]}\;. (141)

Finally, using Eq. (129), we obtain the explicit expression of the CGF as given in Eq. (108) of the main text.

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