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Mallick K, Moriya H, Sasamoto T. Exact Solution of the Macroscopic Fluctuation Theory for the Symmetric Exclusion Process. PHYSICAL REVIEW LETTERS 2022; 129:040601. [PMID: 35939019 DOI: 10.1103/physrevlett.129.040601] [Citation(s) in RCA: 24] [Impact Index Per Article: 8.0] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 02/20/2022] [Accepted: 06/24/2022] [Indexed: 06/15/2023]
Abstract
We present the first exact solution for the time-dependent equations of the macroscopic fluctuation theory (MFT) for the symmetric simple exclusion process by combining a generalization of the canonical Cole-Hopf transformation with the inverse scattering method. For the step initial condition with two densities, we obtain exact and compact formulas for the optimal density profile and the response field that produce a required fluctuation, both at initial and final times. The large deviation function of the current is derived and coincides with the formula obtained previously by microscopic calculations. This provides the first analytic confirmation of the validity of the MFT for an interacting model in the time-dependent regime.
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Affiliation(s)
- Kirone Mallick
- Institut de Physique Théorique, CEA, CNRS, Université Paris-Saclay, F-91191 Gif-sur-Yvette cedex, France
| | - Hiroki Moriya
- Department of physics, Tokyo Institute of Technology, Tokyo 152-8551, Japan
| | - Tomohiro Sasamoto
- Department of physics, Tokyo Institute of Technology, Tokyo 152-8551, Japan
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2
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Bettelheim E, Smith NR, Meerson B. Inverse Scattering Method Solves the Problem of Full Statistics of Nonstationary Heat Transfer in the Kipnis-Marchioro-Presutti Model. PHYSICAL REVIEW LETTERS 2022; 128:130602. [PMID: 35426706 DOI: 10.1103/physrevlett.128.130602] [Citation(s) in RCA: 17] [Impact Index Per Article: 5.7] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 12/03/2021] [Revised: 02/01/2022] [Accepted: 03/08/2022] [Indexed: 06/14/2023]
Abstract
We determine the full statistics of nonstationary heat transfer in the Kipnis-Marchioro-Presutti lattice gas model at long times by uncovering and exploiting complete integrability of the underlying equations of the macroscopic fluctuation theory. These equations are closely related to the derivative nonlinear Schrödinger equation (DNLS), and we solve them by the Zakharov-Shabat inverse scattering method (ISM) adapted by D. J. Kaup and A. C. Newell, J. Math. Phys. 19, 798 (1978)JMAPAQ0022-248810.1063/1.523737 for the DNLS. We obtain explicit results for the exact large deviation function of the transferred heat for an initially localized heat pulse, where we uncover a nontrivial symmetry relation.
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Affiliation(s)
- Eldad Bettelheim
- Racah Institute of Physics, Hebrew University of Jerusalem, Jerusalem 9190401, Israel
| | - Naftali R Smith
- Laboratoire de Physique de l'École Normale Supérieure, CNRS, ENS & Université PSL, Sorbonne Université, Université de Paris, 75005 Paris, France
- Department of Solar Energy and Environmental Physics, Blaustein Institutes for Desert Research, Ben-Gurion University of the Negev, Sede Boqer, 8499000, Israel
| | - Baruch Meerson
- Racah Institute of Physics, Hebrew University of Jerusalem, Jerusalem 9190401, Israel
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3
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Polychronakos AP. Solitons in fluctuating hydrodynamics of diffusive processes. Phys Rev E 2020; 101:022209. [PMID: 32168645 DOI: 10.1103/physreve.101.022209] [Citation(s) in RCA: 2] [Impact Index Per Article: 0.4] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 11/21/2019] [Accepted: 01/29/2020] [Indexed: 11/07/2022]
Abstract
We demonstrate that fluid mechanical systems arising from large fluctuations of one-dimensional statistical processes generically exhibit solitons and nonlinear waves. We derive the explicit form of these solutions and examine their properties for the specific cases of the Kipnis-Marchioro-Presutti model (KMP) and the symmetric exclusion process (SEP). We show that the two fluid systems are related by a nonlinear transformation but still have markedly different properties. In particular, the KMP fluid has a nontrivial sound wave spectrum exhibiting birefringence, whereas sound waves for the SEP fluid are essentially trivial. The appearance of sound waves and soliton configurations in the KMP model is related to the onset of instabilities.
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Affiliation(s)
- Alexios P Polychronakos
- Department of Physics, The City College of New York, New York 10031, USA and The Graduate Center, CUNY, New York, New York 10016, USA
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4
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Tizón-Escamilla N, Hurtado PI, Garrido PL. Structure of the optimal path to a fluctuation. Phys Rev E 2017; 95:032119. [PMID: 28415174 DOI: 10.1103/physreve.95.032119] [Citation(s) in RCA: 11] [Impact Index Per Article: 1.4] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 11/08/2016] [Indexed: 11/07/2022]
Abstract
Macroscopic fluctuations have become an essential tool to understand physics far from equilibrium due to the link between their statistics and nonequilibrium ensembles. The optimal path leading to a fluctuation encodes key information on this problem, shedding light on, e.g., the physics behind the enhanced probability of rare events out of equilibrium, the possibility of dynamic phase transitions, and new symmetries. This makes the understanding of the properties of these optimal paths a central issue. Here we derive a fundamental relation which strongly constrains the architecture of these optimal paths for general d-dimensional nonequilibrium diffusive systems, and implies a nontrivial structure for the dominant current vector fields. Interestingly, this general relation (which encompasses and explains previous results) makes manifest the spatiotemporal nonlocality of the current statistics and the associated optimal trajectories.
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Affiliation(s)
- N Tizón-Escamilla
- Departamento de Electromagnetismo y Física de la Materia, and Instituto Carlos I de Física Teórica y Computacional, Universidad de Granada, E-18071 Granada, Spain
| | - P I Hurtado
- Departamento de Electromagnetismo y Física de la Materia, and Instituto Carlos I de Física Teórica y Computacional, Universidad de Granada, E-18071 Granada, Spain
| | - P L Garrido
- Departamento de Electromagnetismo y Física de la Materia, and Instituto Carlos I de Física Teórica y Computacional, Universidad de Granada, E-18071 Granada, Spain
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Baek Y, Kafri Y, Lecomte V. Dynamical Symmetry Breaking and Phase Transitions in Driven Diffusive Systems. PHYSICAL REVIEW LETTERS 2017; 118:030604. [PMID: 28157352 DOI: 10.1103/physrevlett.118.030604] [Citation(s) in RCA: 34] [Impact Index Per Article: 4.3] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 09/21/2016] [Indexed: 06/06/2023]
Abstract
We study the probability distribution of a current flowing through a diffusive system connected to a pair of reservoirs at its two ends. Sufficient conditions for the occurrence of a host of possible phase transitions both in and out of equilibrium are derived. These transitions manifest themselves as singularities in the large deviation function, resulting in enhanced current fluctuations. Microscopic models which implement each of the scenarios are presented, with possible experimental realizations. Depending on the model, the singularity is associated either with a particle-hole symmetry breaking, which leads to a continuous transition, or in the absence of the symmetry with a first-order phase transition. An exact Landau theory which captures the different singular behaviors is derived.
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Affiliation(s)
- Yongjoo Baek
- Department of Physics, Technion, Haifa 32000, Israel
| | - Yariv Kafri
- Department of Physics, Technion, Haifa 32000, Israel
| | - Vivien Lecomte
- LIPhy, Université Grenoble Alpes and CNRS, F-38042 Grenoble, France
- Laboratoire Probabilités et Modèles Aléatoires, UMR7599 CNRS, Sorbonne Paris Cité, Université Pierre et Marie Curie and Université Paris Diderot, F-75013 Paris, France
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Kamenev A, Meerson B, Sasorov PV. Short-time height distribution in the one-dimensional Kardar-Parisi-Zhang equation: Starting from a parabola. Phys Rev E 2016; 94:032108. [PMID: 27739726 DOI: 10.1103/physreve.94.032108] [Citation(s) in RCA: 30] [Impact Index Per Article: 3.3] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 05/19/2016] [Indexed: 11/07/2022]
Abstract
We study the probability distribution P(H,t,L) of the surface height h(x=0,t)=H in the Kardar-Parisi-Zhang (KPZ) equation in 1+1 dimension when starting from a parabolic interface, h(x,t=0)=x^{2}/L. The limits of L→∞ and L→0 have been recently solved exactly for any t>0. Here we address the early-time behavior of P(H,t,L) for general L. We employ the weak-noise theory-a variant of WKB approximation-which yields the optimal history of the interface, conditioned on reaching the given height H at the origin at time t. We find that at small HP(H,t,L) is Gaussian, but its tails are non-Gaussian and highly asymmetric. In the leading order and in a proper moving frame, the tails behave as -lnP=f_{+}|H|^{5/2}/t^{1/2} and f_{-}|H|^{3/2}/t^{1/2}. The factor f_{+}(L,t) monotonically increases as a function of L, interpolating between time-independent values at L=0 and L=∞ that were previously known. The factor f_{-} is independent of L and t, signaling universality of this tail for a whole class of deterministic initial conditions.
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Affiliation(s)
- Alex Kamenev
- Department of Physics, University of Minnesota, Minneapolis, Minnesota 55455, USA.,William I. Fine Theoretical Physics Institute, University of Minnesota, Minneapolis, Minnesota 55455, USA
| | - Baruch Meerson
- Racah Institute of Physics, Hebrew University of Jerusalem, Jerusalem 91904, Israel
| | - Pavel V Sasorov
- Keldysh Institute of Applied Mathematics, Moscow 125047, Russia
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Pérez-Espigares C, Garrido PL, Hurtado PI. Weak additivity principle for current statistics in d dimensions. Phys Rev E 2016; 93:040103. [PMID: 27176236 DOI: 10.1103/physreve.93.040103] [Citation(s) in RCA: 3] [Impact Index Per Article: 0.3] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 11/27/2015] [Indexed: 06/05/2023]
Abstract
The additivity principle (AP) allows one to compute the current distribution in many one-dimensional nonequilibrium systems. Here we extend this conjecture to general d-dimensional driven diffusive systems, and validate its predictions against both numerical simulations of rare events and microscopic exact calculations of three paradigmatic models of diffusive transport in d=2. Crucially, the existence of a structured current vector field at the fluctuating level, coupled to the local mobility, turns out to be essential to understand current statistics in d>1. We prove that, when compared to the straightforward extension of the AP to high d, the so-called weak AP always yields a better minimizer of the macroscopic fluctuation theory action for current statistics.
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Affiliation(s)
- C Pérez-Espigares
- University of Modena and Reggio Emilia, via G. Campi 213/b, 41125 Modena, Italy
| | - P L Garrido
- Institute Carlos I for Theoretical and Computational Physics and Departamento de Electromagnetismo y Física de la Materia, Universidad de Granada, 18071 Granada, Spain
| | - P I Hurtado
- Institute Carlos I for Theoretical and Computational Physics and Departamento de Electromagnetismo y Física de la Materia, Universidad de Granada, 18071 Granada, Spain
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Meerson B, Katzav E, Vilenkin A. Large Deviations of Surface Height in the Kardar-Parisi-Zhang Equation. PHYSICAL REVIEW LETTERS 2016; 116:070601. [PMID: 26943523 DOI: 10.1103/physrevlett.116.070601] [Citation(s) in RCA: 30] [Impact Index Per Article: 3.3] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 12/15/2015] [Indexed: 06/05/2023]
Abstract
Using the weak-noise theory, we evaluate the probability distribution P(H,t) of large deviations of height H of the evolving surface height h(x,t) in the Kardar-Parisi-Zhang equation in one dimension when starting from a flat interface. We also determine the optimal history of the interface, conditioned on reaching the height H at time t. We argue that the tails of P behave, at arbitrary time t>0, and in a proper moving frame, as -lnP∼|H|^{5/2} and ∼|H|^{3/2}. The 3/2 tail coincides with the asymptotic of the Gaussian orthogonal ensemble Tracy-Widom distribution, previously observed at long times.
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Affiliation(s)
- Baruch Meerson
- Racah Institute of Physics, Hebrew University of Jerusalem, Jerusalem 91904, Israel
| | - Eytan Katzav
- Racah Institute of Physics, Hebrew University of Jerusalem, Jerusalem 91904, Israel
| | - Arkady Vilenkin
- Racah Institute of Physics, Hebrew University of Jerusalem, Jerusalem 91904, Israel
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Meerson B, Vilenkin A. Macroscopic fluctuation theory and first-passage properties of surface diffusion. Phys Rev E 2016; 93:020102. [PMID: 26986272 DOI: 10.1103/physreve.93.020102] [Citation(s) in RCA: 3] [Impact Index Per Article: 0.3] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 07/02/2015] [Indexed: 06/05/2023]
Abstract
We investigate nonequilibrium fluctuations of a solid surface governed by the stochastic Mullins-Herring equation with conserved noise. This equation describes surface diffusion of adatoms accompanied by their exchange between the surface and the bulk of the solid, when desorption of adatoms is negligible. Previous works dealt with dynamic scaling behavior of the fluctuating interface. Here we determine the probability that the interface first reaches a large given height at a specified time. We also find the optimal time history of the interface conditional on this nonequilibrium fluctuation. We obtain these results by developing a macroscopic fluctuation theory of surface diffusion.
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Affiliation(s)
- Baruch Meerson
- Racah Institute of Physics, Hebrew University of Jerusalem, Jerusalem 91904, Israel
| | - Arkady Vilenkin
- Racah Institute of Physics, Hebrew University of Jerusalem, Jerusalem 91904, Israel
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Agranov T, Meerson B, Vilenkin A. Survival of interacting diffusing particles inside a domain with absorbing boundary. Phys Rev E 2016; 93:012136. [PMID: 26871053 DOI: 10.1103/physreve.93.012136] [Citation(s) in RCA: 11] [Impact Index Per Article: 1.2] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 07/15/2015] [Indexed: 06/05/2023]
Abstract
Suppose that a d-dimensional domain is filled with a gas of (in general, interacting) diffusive particles with density n_{0}. A particle is absorbed whenever it reaches the domain boundary. Employing macroscopic fluctuation theory, we evaluate the probability P that no particles are absorbed during a long time T. We argue that the most likely gas density profile, conditional on this event, is stationary throughout most of the time T. As a result, P decays exponentially with T for a whole class of interacting diffusive gases in any dimension. For d=1 the stationary gas density profile and P can be found analytically. In higher dimensions we focus on the simple symmetric exclusion process (SSEP) and show that -lnP≃D_{0}TL^{d-2}s(n_{0}), where D_{0} is the gas diffusivity, and L is the linear size of the system. We calculate the rescaled action s(n_{0}) for d=1, for rectangular domains in d=2, and for spherical domains. Near close packing of the SSEP s(n_{0}) can be found analytically for domains of any shape and in any dimension.
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Affiliation(s)
- Tal Agranov
- Racah Institute of Physics, Hebrew University of Jerusalem, Jerusalem 91904, Israel
| | - Baruch Meerson
- Racah Institute of Physics, Hebrew University of Jerusalem, Jerusalem 91904, Israel
| | - Arkady Vilenkin
- Racah Institute of Physics, Hebrew University of Jerusalem, Jerusalem 91904, Israel
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11
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Queralt-Martín M, Lidón López M, Alcaraz A. Excess white noise to probe transport mechanisms in a membrane channel. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2015; 91:062704. [PMID: 26172733 DOI: 10.1103/physreve.91.062704] [Citation(s) in RCA: 3] [Impact Index Per Article: 0.3] [Reference Citation Analysis] [Abstract] [MESH Headings] [Track Full Text] [Subscribe] [Scholar Register] [Received: 03/23/2015] [Indexed: 06/04/2023]
Abstract
Current fluctuation analysis has been successfully used over the years to investigate the physical properties of different systems. Here, we perform single-channel time-resolved current experiments in a protein channel to evaluate the different transport mechanisms governing the channel function. Using different salts of monovalent and divalent cations in a wide range of concentrations and applied potentials, we analyze current fluctuations focusing on the voltage dependence of the additional white noise that appears in the low-frequency range of the spectra. We demonstrate that the channel displays two characteristic transport regimes: at low salt concentrations (10 mM to 1 M) ion permeation is controlled by the protein fixed charges that induce accumulation or exclusion of ions to preserve local electroneutrality. At high salt concentrations (>1M) adsorption processes associated to the binding of cations to the channel charges regulate the transport properties.
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Affiliation(s)
- María Queralt-Martín
- Laboratory of Molecular Biophysics, Department of Physics, Universitat Jaume I, 12071 Castellón, Spain
| | - M Lidón López
- Laboratory of Molecular Biophysics, Department of Physics, Universitat Jaume I, 12071 Castellón, Spain
| | - Antonio Alcaraz
- Laboratory of Molecular Biophysics, Department of Physics, Universitat Jaume I, 12071 Castellón, Spain
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Meerson B, Vilenkin A, Krapivsky PL. Survival of a static target in a gas of diffusing particles with exclusion. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2014; 90:022120. [PMID: 25215702 DOI: 10.1103/physreve.90.022120] [Citation(s) in RCA: 20] [Impact Index Per Article: 1.8] [Reference Citation Analysis] [Abstract] [MESH Headings] [Track Full Text] [Subscribe] [Scholar Register] [Received: 06/13/2014] [Indexed: 06/03/2023]
Abstract
Let a lattice gas of constant density, described by the symmetric simple exclusion process, be brought in contact with a "target": a spherical absorber of radius R. Employing the macroscopic fluctuation theory (MFT), we evaluate the probability P(T) that no gas particle hits the target until a long but finite time T. We also find the most likely gas density history conditional on the nonhitting. The results depend on the dimension of space d and on the rescaled parameter ℓ=R/√[D(0)T], where D(0) is the gas diffusivity. For small ℓ and d>2, P(T) is determined by an exact stationary solution of the MFT equations that we find. For large ℓ, and for any ℓ in one dimension, the relevant MFT solutions are nonstationary. In this case, lnP(T) scales differently with relevant parameters, and it also depends on whether the initial condition is random or deterministic. The latter effects also occur if the lattice gas is composed of noninteracting random walkers. Finally, we extend the formalism to a whole class of diffusive gases of interacting particles.
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Affiliation(s)
- Baruch Meerson
- Racah Institute of Physics, Hebrew University of Jerusalem, Jerusalem 91904, Israel
| | - Arkady Vilenkin
- Racah Institute of Physics, Hebrew University of Jerusalem, Jerusalem 91904, Israel
| | - P L Krapivsky
- Department of Physics, Boston University, Boston, Massachusetts 02215, USA
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