Variance sum rule: proofs and solvable models

Abstract

We derive, in more general conditions, a recently introduced variance sum rule (VSR) [I. 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 $\sigma$ 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 $\sigma$ in an overdamped NESS.