Constructing auxiliary dynamics for nonequilibrium stationary states by variance minimization

Variational time reversal for free-energy estimation in nonequilibrium steady states

Studying the structure of systems in nonequilibrium steady states necessitates tools that quantify population shifts and associated deformations of equilibrium free-energy landscapes under persistent currents. Within the framework of stochastic thermodynamics, we establish a variant of the Kawasaki-Crooks equality that relates nonequilibrium free-energy corrections in overdamped Langevin systems to heat dissipation statistics along time-reversed relaxation trajectories computable with molecular simulation. Using stochastic control theory, we arrive at a general variational approach to evaluate the Kawasaki-Crooks equality and use it to estimate distribution functions of order parameters in specific models of driven and active matter, attaining substantial improvement in accuracy over simple perturbative methods.

Adaptive power method for estimating large deviations in Markov chains

We study the performance of a stochastic algorithm based on the power method that adaptively learns the large deviation functions characterizing the fluctuations of additive functionals of Markov processes, used in physics to model nonequilibrium systems. This algorithm was introduced in the context of risk-sensitive control of Markov chains and was recently adapted to diffusions evolving continuously in time. Here we provide an in-depth study of the convergence of this algorithm close to dynamical phase transitions, exploring the speed of convergence as a function of the learning rate and the effect of including transfer learning. We use as a test example the mean degree of a random walk on an Erdős-Rényi random graph, which shows a transition between high-degree trajectories of the random walk evolving in the bulk of the graph and low-degree trajectories evolving in dangling edges of the graph. The results show that the adaptive power method is efficient close to dynamical phase transitions, while having many advantages in terms of performance and complexity compared to other algorithms used to compute large deviation functions.

Physics-informed graph neural networks enhance scalability of variational nonequilibrium optimal control

When a physical system is driven away from equilibrium, the statistical distribution of its dynamical trajectories informs many of its physical properties. Characterizing the nature of the distribution of dynamical observables, such as a current or entropy production rate, has become a central problem in nonequilibrium statistical mechanics. Asymptotically, for a broad class of observables, the distribution of a given observable satisfies a large deviation principle when the dynamics is Markovian, meaning that fluctuations can be characterized in the long-time limit by computing a scaled cumulant generating function. Calculating this function is not tractable analytically (nor often numerically) for complex, interacting systems, so the development of robust numerical techniques to carry out this computation is needed to probe the properties of nonequilibrium materials. Here, we describe an algorithm that recasts this task as an optimal control problem that can be solved variationally. We solve for optimal control forces using neural network ansätze that are tailored to the physical systems to which the forces are applied. We demonstrate that this approach leads to transferable and accurate solutions in two systems featuring large numbers of interacting particles.

Finite Time Large Deviations via Matrix Product States

Recent work has shown the effectiveness of tensor network methods for computing large deviation functions in constrained stochastic models in the infinite time limit. Here we show that these methods can also be used to study the statistics of dynamical observables at arbitrary finite time. This is a harder problem because, in contrast to the infinite time case, where only the extremal eigenstate of a tilted Markov generator is relevant, for finite time the whole spectrum plays a role. We show that finite time dynamical partition sums can be computed efficiently and accurately in one dimension using matrix product states and describe how to use such results to generate rare event trajectories on demand. We apply our methods to the Fredrickson-Andersen and East kinetically constrained models and to the symmetric simple exclusion process, unveiling dynamical phase diagrams in terms of counting field and trajectory time. We also discuss extensions of this method to higher dimensions.

Learning nonequilibrium control forces to characterize dynamical phase transitions

Sampling the collective, dynamical fluctuations that lead to nonequilibrium pattern formation requires probing rare regions of trajectory space. Recent approaches to this problem, based on importance sampling, cloning, and spectral approximations, have yielded significant insight into nonequilibrium systems but tend to scale poorly with the size of the system, especially near dynamical phase transitions. Here we propose a machine learning algorithm that samples rare trajectories and estimates the associated large deviation functions using a many-body control force by leveraging the flexible function representation provided by deep neural networks, importance sampling in trajectory space, and stochastic optimal control theory. We show that this approach scales to hundreds of interacting particles and remains robust at dynamical phase transitions.

Dynamical Large Deviations of Two-Dimensional Kinetically Constrained Models Using a Neural-Network State Ansatz

We use a neural-network ansatz originally designed for the variational optimization of quantum systems to study dynamical large deviations in classical ones. We use recurrent neural networks to describe the large deviations of the dynamical activity of model glasses, kinetically constrained models in two dimensions. We present the first finite size-scaling analysis of the large-deviation functions of the two-dimensional Fredrickson-Andersen model, and explore the spatial structure of the high-activity sector of the South-or-East model. These results provide a new route to the study of dynamical large-deviation functions, and highlight the broad applicability of the neural-network state ansatz across domains in physics.

Phase Diagram of Active Brownian Spheres: Crystallization and the Metastability of Motility-Induced Phase Separation

Motility-induced phase separation (MIPS), the phenomenon in which purely repulsive active particles undergo a liquid-gas phase separation, is among the simplest and most widely studied examples of a nonequilibrium phase transition. Here, we show that states of MIPS coexistence are in fact only metastable for three-dimensional active Brownian particles over a very broad range of conditions, decaying at long times through an ordering transition we call active crystallization. At an activity just above the MIPS critical point, the liquid-gas binodal is superseded by the crystal-fluid coexistence curve, with solid, liquid, and gas all coexisting at the triple point where the two curves intersect. Nucleating an active crystal from a disordered fluid, however, requires a rare fluctuation that exhibits the nearly close-packed density of the solid phase. The corresponding barrier to crystallization is surmountable on a feasible timescale only at high activity, and only at fluid densities near maximal packing. The glassiness expected for such dense liquids at equilibrium is strongly mitigated by active forces, so that the lifetime of liquid-gas coexistence declines steadily with increasing activity, manifesting in simulations as a facile spontaneous crystallization at extremely high activity.

Dynamical Phase Transitions in a 2D Classical Nonequilibrium Model via 2D Tensor Networks

We demonstrate the power of 2D tensor networks for obtaining large deviation functions of dynamical observables in a classical nonequilibrium setting. Using these methods, we analyze the previously unstudied dynamical phase behavior of the fully 2D asymmetric simple exclusion process with biases in both the x and y directions. We identify a dynamical phase transition, from a jammed to a flowing phase, and characterize the phases and the transition, with an estimate of the critical point and exponents.