Most probable path of active Ornstein-Uhlenbeck particles

Dynamical Mean-Field Theory of Complex Systems on Sparse Directed Networks

Although real-world complex systems typically interact through sparse and heterogeneous networks, analytic solutions of their dynamics are limited to models with all-to-all interactions. Here, we solve the dynamics of a broad range of nonlinear models of complex systems on sparse directed networks with a random structure. By generalizing dynamical mean-field theory to sparse systems, we derive an exact equation for the path probability describing the effective dynamics of a single degree of freedom. Our general solution applies to key models in the study of neural networks, ecosystems, epidemic spreading, and synchronization. Using the population dynamics algorithm, we solve the path-probability equation to determine the phase diagram of a seminal neural network model in the sparse regime, showing that this model undergoes a transition from a fixed-point phase to chaos as a function of the network topology.

Sensitivity analysis of colored-noise-driven interacting particle systems

We propose an efficient sensitivity analysis method for a wide class of colored-noise-driven interacting particle systems (IPSs). Our method is based on unperturbed simulations and significantly extends the Malliavin weight sampling method proposed by Szamel [Europhys. Lett. 117, 50010 (2017)0295-507510.1209/0295-5075/117/50010] for evaluating sensitivities such as linear response functions of IPSs driven by simple Ornstein-Uhlenbeck processes. We show that the sensitivity index depends not only on two effective parameters that characterize the variance and correlation time of the noise, but also on the noise spectrum. In the case of a single particle in a harmonic potential, we obtain exact analytical formulas for two types of linear response functions. By applying our method to a system of many particles interacting via a repulsive screened Coulomb potential, we compute the mobility and effective temperature of the system. Our results show that the system dynamics depend, in a nontrivial way, on the noise spectrum.

Statistical formulation of the Onsager-Machlup variational principle

Onsager's variational principle provides us with a systematic way to derive dynamical equations for various soft matter and active matter. By reformulating the Onsager-Machlup variational principle (OMVP), which is a time-global principle, we propose a new method to incorporate thermal fluctuations. To demonstrate the utility of the statistical formulation of OMVP, we obtain the diffusion constant of a Brownian particle embedded in a viscous fluid by maximizing the modified Onsager-Machlup integral for the surrounding fluid. We also apply our formulation to a Brownian particle in a steady shear flow, which is a typical nonequilibrium system. Possible extensions of our formulation to internally driven active systems are also discussed.

Noise-Induced Phase Separation and Time Reversal Symmetry Breaking in Active Field Theories Driven by Persistent Noise

Within the Landau-Ginzburg picture of phase transitions, scalar field theories develop phase separation because of a spontaneous symmetry-breaking mechanism. This picture works in thermodynamics but also in the dynamics of phase separation. Here we show that scalar nonequilibrium field theories undergo phase separation just because of nonequilibrium fluctuations driven by a persistent noise. The mechanism is similar to what happens in motility-induced phase separation where persistent motion introduces an effective attractive force. We observe that noise-induced phase separation occurs in a region of the phase diagram where disordered field configurations would otherwise be stable at equilibrium. Measuring the local entropy production rate to quantify the time-reversal symmetry breaking, we find that such breaking is concentrated on the boundary between the two phases.

Time-delayed Duffing oscillator in an active bath

During recent decades active particles have attracted an incipient attention as they have been observed in a broad class of scenarios, ranging from bacterial suspension in living systems to artificial swimmers in nonequilibirum systems. The main feature of these particles is that they are able to gain kinetic energy from the environment, which is widely modeled by a stochastic process due to both (Gaussian) white and Ornstein-Uhlenbeck noises. In the present work, we study the nonlinear dynamics of the forced, time-delayed Duffing oscillator subject to these noises, paying special attention to their impact upon the maximum oscillations amplitude and characteristic frequency of the steady state for different values of the time delay and the driving force. Overall, our results indicate that the role of the time delay is substantially modified with respect to the situation without noise. For instance, we show that the oscillations amplitude grows with increasing noise strength when the time delay acts as a damping term in absence of noise, whereas the trajectories eventually become aperiodic when the oscillations are sustained by the time delay. In short, the interplay among the noises, forcing, and time delay gives rise to a rich dynamics: a regular and periodic motion is destroyed or restored owing to the competition between the noise and the driving force depending on time delay values, whereas an erratic motion insensitive to the driving force emerges when the time delay makes the motion aperiodic. Interestingly, we also show that, for a sufficient noise strength and forcing amplitude, an approximately periodic interwell motion is promoted by means of stochastic resonance.

Work Fluctuations for a Harmonically Confined Active Ornstein-Uhlenbeck Particle

We study the active work fluctuations of an active Ornstein-Uhlenbeck particle in the presence of a confining harmonic potential. We tackle the problem analytically both for stationary and generic uncorrelated initial states. Our results show that harmonic confinement can induce singularities in the active work rate function, with linear stretches at large positive and negative active work, at sufficiently large active and harmonic force constants. These singularities originate from big jumps in the displacement and in the active force, occurring at the initial or ending points of trajectories and marking the relevance of boundary terms in this problem.