Variance sum rule: proofs and solvable models

Abstract

Abstract We derive, in more general conditions, a recently introduced variance sum rule (VSR) (Di Terlizzi et al 2024 Science 383 971) involving variances of displacement and force impulse for overdamped Langevin systems in a nonequilibrium steady state (NESS). This formula allows visualising the effect of nonequilibrium as a deviation of the sum of variances from normal diffusion 2Dt, with D the diffusion constant and t the time. From the VSR, we also derive formulas for the entropy production rate σ that, differently from previous results, involve second-order time derivatives of position correlation functions. This novel feature gives a criterion for discriminating strong nonequilibrium regimes without measuring forces. We then apply and discuss our results to three analytically solved models: a stochastic switching trap, a Brownian vortex, and a Brownian gyrator. Finally, we compare the advantages and limitations of known and novel formulas for σ in an overdamped NESS.