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Ptaszyński K, Esposito M. Critical heat current fluctuations in Curie-Weiss model in and out of equilibrium. Phys Rev E 2025; 111:034125. [PMID: 40247588 DOI: 10.1103/physreve.111.034125] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 12/05/2024] [Accepted: 03/10/2025] [Indexed: 04/19/2025]
Abstract
In some models of nonequilibrium phase transitions, fluctuations of the analyzed currents have been observed to diverge with system size. To assess whether this behavior is universal across phase transitions, we examined heat current fluctuations in the Curie-Weiss model, a paradigmatic model of the paramagnetic-ferromagnetic phase transition, coupled to two thermal baths. This model exhibits phase transitions driven by both the temperature and the magnetic field. We find that at the temperature-driven phase transition, the heat current noise consists of two contributions: the equilibrium part, which vanishes with system size, and the nonequilibrium part, which diverges with system size. For small temperature differences, this leads to nonmonotonic scaling of fluctuations with system size. In contrast, at the magnetic-field-driven phase transition, heat current fluctuations do not diverge when observed precisely at the phase transition point. Instead, out of equilibrium, the noise is enhanced at the magnetic field values away but close to the phase transition point, due to stochastic switching between two current values. The maximum value of noise increases exponentially with system size, while the position of this maximum shifts towards the phase transition point. Finally, on the methodological side, the paper demonstrates that current fluctuations in large systems can be effectively characterized by combining a path-integral approach for macroscopic fluctuations together with an effective two-state model describing subextensive transitions between the two macroscopic states involved in the phase transition.
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Affiliation(s)
- Krzysztof Ptaszyński
- University of Luxembourg, Complex Systems and Statistical Mechanics, Department of Physics and Materials Science, 30 Avenue des Hauts-Fourneaux, L-4362 Esch-sur-Alzette, Luxembourg
- Polish Academy of Sciences, Institute of Molecular Physics, Mariana Smoluchowskiego 17, 60-179 Poznań, Poland
| | - Massimiliano Esposito
- University of Luxembourg, Complex Systems and Statistical Mechanics, Department of Physics and Materials Science, 30 Avenue des Hauts-Fourneaux, L-4362 Esch-sur-Alzette, Luxembourg
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Ptaszyński K, Esposito M. Dynamical signatures of discontinuous phase transitions: How phase coexistence determines exponential versus power-law scaling. Phys Rev E 2024; 110:044134. [PMID: 39562926 DOI: 10.1103/physreve.110.044134] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 07/11/2024] [Accepted: 10/01/2024] [Indexed: 11/21/2024]
Abstract
There are conflicting reports in the literature regarding the finite-size scaling of the Liouvillian gap and dynamical fluctuations at discontinuous phase transitions, with various studies reporting either exponential or power-law behavior. We clarify this issue by employing large deviation theory. We distinguish two distinct classes of discontinuous phase transitions that have different dynamical properties. The first class is associated with phase coexistence, i.e., the presence of multiple stable attractors of the system dynamics (e.g., local minima of the free-energy functional) in a finite phase diagram region around the phase transition point. In that case, one observes asymptotic exponential scaling related to stochastic switching between attractors (though the onset of exponential scaling may sometimes occur for very large system sizes). In the second class, there is no phase coexistence away from the phase transition point, while at the phase transition point itself there are infinitely many attractors. In that case, one observes power-law scaling related to the diffusive nature of the system relaxation to the stationary state.
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Remlein B, Seifert U. Nonequilibrium fluctuations of chemical reaction networks at criticality: The Schlögl model as paradigmatic case. J Chem Phys 2024; 160:134103. [PMID: 38557838 DOI: 10.1063/5.0203659] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 02/15/2024] [Accepted: 03/15/2024] [Indexed: 04/04/2024] Open
Abstract
Chemical reaction networks can undergo nonequilibrium phase transitions upon variation in external control parameters, such as the chemical potential of a species. We investigate the flux in the associated chemostats that is proportional to the entropy production and its critical fluctuations within the Schlögl model. Numerical simulations show that the corresponding diffusion coefficient diverges at the critical point as a function of system size. In the vicinity of the critical point, the diffusion coefficient follows a scaling form. We develop an analytical approach based on the chemical Langevin equation and van Kampen's system size expansion that yields the corresponding exponents in the monostable regime. In the bistable regime, we rely on a two-state approximation in order to analytically describe the critical behavior.
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Affiliation(s)
- Benedikt Remlein
- II. Institut für Theoretische Physik, Universität Stuttgart, 70550 Stuttgart, Germany
| | - Udo Seifert
- II. Institut für Theoretische Physik, Universität Stuttgart, 70550 Stuttgart, Germany
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Hawthorne F, Harunari PE, de Oliveira MJ, Fiore CE. Nonequilibrium Thermodynamics of the Majority Vote Model. ENTROPY (BASEL, SWITZERLAND) 2023; 25:1230. [PMID: 37628260 PMCID: PMC10453243 DOI: 10.3390/e25081230] [Citation(s) in RCA: 1] [Impact Index Per Article: 0.5] [Reference Citation Analysis] [Abstract] [Key Words] [Track Full Text] [Subscribe] [Scholar Register] [Received: 06/20/2023] [Revised: 08/03/2023] [Accepted: 08/14/2023] [Indexed: 08/27/2023]
Abstract
The majority vote model is one of the simplest opinion systems yielding distinct phase transitions and has garnered significant interest in recent years. This model, as well as many other stochastic lattice models, are formulated in terms of stochastic rules with no connection to thermodynamics, precluding the achievement of quantities such as power and heat, as well as their behaviors at phase transition regimes. Here, we circumvent this limitation by introducing the idea of a distinct and well-defined thermal reservoir associated to each local configuration. Thermodynamic properties are derived for a generic majority vote model, irrespective of its neighborhood and lattice topology. The behavior of energy/heat fluxes at phase transitions, whether continuous or discontinuous, in regular and complex topologies, is investigated in detail. Unraveling the contribution of each local configuration explains the nature of the phase diagram and reveals how dissipation arises from the dynamics.
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Affiliation(s)
- Felipe Hawthorne
- Instituto de Física, Universidade de São Paulo, Rua do Matão, 1371, São Paulo 05508-090, SP, Brazil
| | - Pedro E Harunari
- Complex Systems and Statistical Mechanics, Department of Physics and Materials Science, University of Luxembourg, L-1511 Luxembourg, Luxembourg
| | - Mário J de Oliveira
- Instituto de Física, Universidade de São Paulo, Rua do Matão, 1371, São Paulo 05508-090, SP, Brazil
| | - Carlos E Fiore
- Instituto de Física, Universidade de São Paulo, Rua do Matão, 1371, São Paulo 05508-090, SP, Brazil
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Fiore CE, Harunari PE, Noa CEF, Landi GT. Current fluctuations in nonequilibrium discontinuous phase transitions. Phys Rev E 2021; 104:064123. [PMID: 35030860 DOI: 10.1103/physreve.104.064123] [Citation(s) in RCA: 5] [Impact Index Per Article: 1.3] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 09/07/2021] [Accepted: 11/29/2021] [Indexed: 11/07/2022]
Abstract
Discontinuous phase transitions out of equilibrium can be characterized by the behavior of macroscopic stochastic currents. But while much is known about the average current, the situation is much less understood for higher statistics. In this paper, we address the consequences of the diverging metastability lifetime-a hallmark of discontinuous transitions-in the fluctuations of arbitrary thermodynamic currents, including the entropy production. In particular, we center our discussion on the conditional statistics, given which phase the system is in. We highlight the interplay between integration window and metastability lifetime, which is not manifested in the average current, but strongly influences the fluctuations. We introduce conditional currents and find, among other predictions, their connection to average and scaled variance through a finite-time version of large deviation theory and a minimal model. Our results are then further verified in two paradigmatic models of discontinuous transitions: Schlögl's model of chemical reactions, and a 12-state Potts model subject to two baths at different temperatures.
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Affiliation(s)
- C E Fiore
- Instituto de Física da Universidade de São Paulo, 05314-970 São Paulo, Brazil
| | - Pedro E Harunari
- Instituto de Física da Universidade de São Paulo, 05314-970 São Paulo, Brazil.,Complex Systems and Statistical Mechanics, Physics and Materials Science Research Unit, University of Luxembourg, Luxembourg L-1511, G.D. Luxembourg
| | - C E Fernández Noa
- Instituto de Física da Universidade de São Paulo, 05314-970 São Paulo, Brazil
| | - Gabriel T Landi
- Instituto de Física da Universidade de São Paulo, 05314-970 São Paulo, Brazil
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Das Bairagya J, Mondal SS, Chowdhury D, Chakraborty S. Game-environment feedback dynamics in growing population: Effect of finite carrying capacity. Phys Rev E 2021; 104:044407. [PMID: 34781515 DOI: 10.1103/physreve.104.044407] [Citation(s) in RCA: 6] [Impact Index Per Article: 1.5] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 06/15/2021] [Accepted: 09/28/2021] [Indexed: 11/07/2022]
Abstract
The tragedy of the commons (TOC) is an unfortunate situation where a shared resource is exhausted due to uncontrolled exploitation by the selfish individuals of a population. Recently, the paradigmatic replicator equation has been used in conjunction with a phenomenological equation for the state of the shared resource to gain insight into the influence of the games on the TOC. The replicator equation, by construction, models a fixed infinite population undergoing microevolution. Thus, it is unable to capture any effect of the population growth and the carrying capacity of the population although the TOC is expected to be dependent on the size of the population. Therefore, in this paper, we present a mathematical framework that incorporates the density dependent payoffs and the logistic growth of the population in the eco-evolutionary dynamics modeling the game-resource feedback. We discover a bistability in the dynamics: a finite carrying capacity can either avert or cause the TOC depending on the initial states of the resource and the initial fraction of cooperators. In fact, depending on the type of strategic game-theoretic interaction, a finite carrying capacity can either avert or cause the TOC when it is exactly the opposite for the corresponding case with infinite carrying capacity.
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Affiliation(s)
- Joy Das Bairagya
- Department of Physics, Indian Institute of Technology, Kanpur 208016, India
| | | | | | - Sagar Chakraborty
- Department of Physics, Indian Institute of Technology, Kanpur 208016, India
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Seara DS, Machta BB, Murrell MP. Irreversibility in dynamical phases and transitions. Nat Commun 2021; 12:392. [PMID: 33452238 PMCID: PMC7810704 DOI: 10.1038/s41467-020-20281-2] [Citation(s) in RCA: 15] [Impact Index Per Article: 3.8] [Reference Citation Analysis] [Abstract] [Key Words] [MESH Headings] [Grants] [Track Full Text] [Download PDF] [Figures] [Journal Information] [Subscribe] [Scholar Register] [Received: 01/29/2020] [Accepted: 11/12/2020] [Indexed: 11/11/2022] Open
Abstract
Living and non-living active matter consumes energy at the microscopic scale to drive emergent, macroscopic behavior including traveling waves and coherent oscillations. Recent work has characterized non-equilibrium systems by their total energy dissipation, but little has been said about how dissipation manifests in distinct spatiotemporal patterns. We introduce a measure of irreversibility we term the entropy production factor to quantify how time reversal symmetry is broken in field theories across scales. We use this scalar, dimensionless function to characterize a dynamical phase transition in simulations of the Brusselator, a prototypical biochemically motivated non-linear oscillator. We measure the total energetic cost of establishing synchronized biochemical oscillations while simultaneously quantifying the distribution of irreversibility across spatiotemporal frequencies.
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Affiliation(s)
- Daniel S Seara
- Department of Physics, Yale University, New Haven, CT, 06511, USA.
- Systems Biology Institute, Yale University, West Haven, CT, 06516, USA.
| | - Benjamin B Machta
- Department of Physics, Yale University, New Haven, CT, 06511, USA.
- Systems Biology Institute, Yale University, West Haven, CT, 06516, USA.
| | - Michael P Murrell
- Department of Physics, Yale University, New Haven, CT, 06511, USA.
- Systems Biology Institute, Yale University, West Haven, CT, 06516, USA.
- Department of Biomedical Engineering, Yale University, New Haven, CT, 06511, USA.
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