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Cheng CH, Lai PY. Coexistence of distinct nonuniform nonequilibrium steady states in Ehrenfest multiurn model on a ring. Phys Rev E 2024; 109:034126. [PMID: 38632782 DOI: 10.1103/physreve.109.034126] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 12/08/2023] [Accepted: 02/23/2024] [Indexed: 04/19/2024]
Abstract
The recently proposed Ehrenfest M-urn model with interactions on a ring is considered as a paradigm model which can exhibit a variety of distinct nonequilibrium steady states. Unlike the previous three-urn model on a ring which consists of a uniform steady state and a nonuniform nonequilibrium steady state, it is found that for even M≥4, an additional nonequilibrium steady state can coexist with the original ones. Detailed analysis reveals that this additional nonequilibrium steady state emerged via a pitchfork bifurcation which cannot occur if M is odd. Properties of this nonequilibrium steady state, such as stability, and steady-state flux are derived analytically for the four-urn case. The full phase diagram with the phase boundaries is also derived explicitly. The associated thermodynamic stability is also analyzed, confirming its stability. These theoretical results are also explicitly verified by direct Monte Carlo simulations for the three-urn and four-urn ring models.
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Affiliation(s)
- Chi-Ho Cheng
- Department of Physics, National Changhua University of Education, Changhua 500, Taiwan, Republic of China
| | - Pik-Yin Lai
- Department of Physics and Center for Complex Systems, National Central University, Chung-Li District, Taoyuan City 320, Taiwan, Republic of China
- Physics Division, National Center for Theoretical Sciences, Taipei 10617, Taiwan, Republic of China
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2
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Jerez MJY, Rangaig NA, Confesor MNP. Effective temperature for an intermittent bistable potential. J Chem Phys 2023; 159:154903. [PMID: 37851394 DOI: 10.1063/5.0165670] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 06/29/2023] [Accepted: 09/19/2023] [Indexed: 10/19/2023] Open
Abstract
Thermodynamics of far-from-equilibrium systems often require measurement of effective parameters such as temperature. Whether such approach is valid for the general case of resetting protocols, active systems, or of confined systems under time-varying fields is still under investigation. We report on the effect of switching ON-OFF of an asymmetric bistable potential to the mean first passage time (MFPT) of a probed particle to go from one potential minima to the other. Experimental results coupled with numerical simulations shows the potential becoming more symmetric at slow switching. Moreover, the MFPT deviates from equilibrium condition with an effective temperature, Teff < T, at slow switching but approaches room temperature, T, at fast switching. For each switching rate, we quantify how far the system is from equilibrium by measuring deviation from a detailed balance like relation and the net circulation of flux present in phase-space. Both analysis suggest equilibrium condition are met at high switching.
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Affiliation(s)
- Michael Jade Y Jerez
- Department of Physics and Complex Systems Research Center-PRISM, Mindanao State University-Iligan Institute of Technology, 9200 Iligan City, Philippines
| | - Norodin A Rangaig
- Department of Physics, Mindanao State University-Marawi Campus, 9700 Marawi City, Philippines
| | - Mark Nolan P Confesor
- Department of Physics and Complex Systems Research Center-PRISM, Mindanao State University-Iligan Institute of Technology, 9200 Iligan City, Philippines
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Jerez MJY, Bonachita MA, Confesor MNP. Reversibility in nonequilibrium steady states as a measure of distance from equilibrium. Phys Rev E 2021; 104:044609. [PMID: 34781472 DOI: 10.1103/physreve.104.044609] [Citation(s) in RCA: 1] [Impact Index Per Article: 0.3] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 06/28/2021] [Accepted: 09/29/2021] [Indexed: 11/07/2022]
Abstract
From the detailed balance-like relation, we propose a measure, K^{*}, of a nonequilibrium steady-state (NESS) distance from equilibrium. We investigate in particular the NESS of a particle confined in a time-dependent harmonic potential of constant stiffness but with an ON-OFF state following a telegraph process. Experimental results coupled with simulations show that K^{*} increases at slow switching rates (far from equilibrium) and approaches to zero at equilibrium conditions. Thus, the steady-state distribution together with K^{*} fully characterizes a NESS.
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Affiliation(s)
- Michael Jade Y Jerez
- Department of Physics and Complex Systems Group-PRISM, MSU-Iligan Institute of Technology, Andres Bonifacio Ave., Tibanga, Iligan City 9200, Philippines
| | - Mike A Bonachita
- Department of Physics and Complex Systems Group-PRISM, MSU-Iligan Institute of Technology, Andres Bonifacio Ave., Tibanga, Iligan City 9200, Philippines
| | - Mark Nolan P Confesor
- Department of Physics and Complex Systems Group-PRISM, MSU-Iligan Institute of Technology, Andres Bonifacio Ave., Tibanga, Iligan City 9200, Philippines
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Das A, Rose DC, Garrahan JP, Limmer DT. Reinforcement learning of rare diffusive dynamics. J Chem Phys 2021; 155:134105. [PMID: 34624994 DOI: 10.1063/5.0057323] [Citation(s) in RCA: 11] [Impact Index Per Article: 2.8] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/14/2022] Open
Abstract
We present a method to probe rare molecular dynamics trajectories directly using reinforcement learning. We consider trajectories that are conditioned to transition between regions of configuration space in finite time, such as those relevant in the study of reactive events, and trajectories exhibiting rare fluctuations of time-integrated quantities in the long time limit, such as those relevant in the calculation of large deviation functions. In both cases, reinforcement learning techniques are used to optimize an added force that minimizes the Kullback-Leibler divergence between the conditioned trajectory ensemble and a driven one. Under the optimized added force, the system evolves the rare fluctuation as a typical one, affording a variational estimate of its likelihood in the original trajectory ensemble. Low variance gradients employing value functions are proposed to increase the convergence of the optimal force. The method we develop employing these gradients leads to efficient and accurate estimates of both the optimal force and the likelihood of the rare event for a variety of model systems.
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Affiliation(s)
- Avishek Das
- Department of Chemistry, University of California, Berkeley, California 94609, USA
| | - Dominic C Rose
- School of Physics and Astronomy, University of Nottingham, Nottingham NG7 2RD, United Kingdom
| | - Juan P Garrahan
- School of Physics and Astronomy, University of Nottingham, Nottingham NG7 2RD, United Kingdom
| | - David T Limmer
- Department of Chemistry, University of California, Berkeley, California 94609, USA
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Li J, He D. Finite-time fluctuation theorem for oscillatory lattices driven by a temperature gradient. Phys Rev E 2021; 103:062122. [PMID: 34271614 DOI: 10.1103/physreve.103.062122] [Citation(s) in RCA: 1] [Impact Index Per Article: 0.3] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 04/20/2021] [Accepted: 06/02/2021] [Indexed: 11/07/2022]
Abstract
The finite-time fluctuation theorem (FT) for the master functional, total entropy production, and medium entropy is studied in the one-dimensional Fermi-Pasta-Ulam-Tsingou-β (FPUT-β) chain coupled with two heat reservoirs at different temperatures. Through numerical simulations and theoretical analysis, we find that the nonequilibrium steady-state distribution of the one-dimensional FPUT-β chain violates the time-reversal symmetry. Thus, unlike the master functional, the total entropy production fails to satisfy the fluctuation relation for finite time. Meanwhile, we discuss the range of medium entropy production which obeys the conventional steady-state fluctuation theorem (SSFT) in the infinite time limit. Furthermore, we find that the generalized SSFT for medium entropy monotonically approaches the conventional SSFT as the time interval increases, irrespective of temperature difference, anharmonicity, and system size. Interestingly, the medium entropy production rate shows a nonmonotonic variation with anharomonicity, which comes from a competition mechanism of the phonon transport. Correspondingly, the difference between the generalized SSFT and the conventional SSFT shows similar nonmonotonic behaviors.
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Affiliation(s)
- Jinhong Li
- Department of Physics and Jiujiang Research Institute, Xiamen University, Xiamen 361005, China
| | - Dahai He
- Department of Physics and Jiujiang Research Institute, Xiamen University, Xiamen 361005, China
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Das A, Limmer DT. Variational control forces for enhanced sampling of nonequilibrium molecular dynamics simulations. J Chem Phys 2019; 151:244123. [DOI: 10.1063/1.5128956] [Citation(s) in RCA: 17] [Impact Index Per Article: 2.8] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 01/17/2023] Open
Affiliation(s)
- Avishek Das
- Department of Chemistry, University of California, Berkeley, California 94720, USA
| | - David T. Limmer
- Department of Chemistry, University of California, Berkeley, California 94720, USA
- Kavli Energy NanoScience Institute, Berkeley, California 94720, USA
- Materials Science Division, Lawrence Berkeley National Laboratory, Berkeley, California 94720, USA
- Chemical Science Division, Lawrence Berkeley National Laboratory, Berkeley, California 94720, USA
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Bause M, Wittenstein T, Kremer K, Bereau T. Microscopic reweighting for nonequilibrium steady-state dynamics. Phys Rev E 2019; 100:060103. [PMID: 31962494 DOI: 10.1103/physreve.100.060103] [Citation(s) in RCA: 4] [Impact Index Per Article: 0.7] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 07/10/2019] [Indexed: 06/10/2023]
Abstract
Computer simulations generate trajectories at a single, well-defined thermodynamic state point. Statistical reweighting offers the means to reweight static and dynamical properties to different equilibrium state points by means of analytic relations. We extend these ideas to nonequilibrium steady states by relying on a maximum path entropy formalism subject to physical constraints. Stochastic thermodynamics analytically relates the forward and backward probabilities of any pathway through the external nonconservative force, enabling reweighting both in and out of equilibrium. We avoid the combinatorial explosion of microtrajectories by systematically constructing pathways through Markovian transitions. We further identify a quantity that is invariant to dynamical reweighting, analogous to the density of states in equilibrium reweighting.
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Affiliation(s)
- Marius Bause
- Max Planck Institute for Polymer Research, 55128 Mainz, Germany
| | | | - Kurt Kremer
- Max Planck Institute for Polymer Research, 55128 Mainz, Germany
| | - Tristan Bereau
- Max Planck Institute for Polymer Research, 55128 Mainz, Germany
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Akimoto T, Saito K. Exact results for first-passage-time statistics in biased quenched trap models. Phys Rev E 2019; 99:052127. [PMID: 31212478 DOI: 10.1103/physreve.99.052127] [Citation(s) in RCA: 2] [Impact Index Per Article: 0.3] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 01/07/2019] [Indexed: 11/07/2022]
Abstract
We provide exact results for the mean and variance of first-passage times (FPTs) of making a directed revolution in the presence of a bias in heterogeneous quenched environments where the disorder is expressed by random traps on a ring with period L. FPT statistics are crucially affected by the disorder realization. In the large-L limit, we obtain exact formulas for the FPT statistics, which are described by the sample mean and variance for waiting times of periodically arranged traps. Furthermore, we find that these formulas are still useful for nonperiodic heterogeneous environments; i.e., the results are valid for almost all disorder realizations. Our findings are fundamentally important for the application of FPT to estimate diffusivity of a heterogeneous environment under a bias.
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Affiliation(s)
- Takuma Akimoto
- Department of Physics, Tokyo University of Science, Noda, Chiba 278-8510, Japan
| | - Keiji Saito
- Department of Physics, Keio University, Yokohama 223-8522, Japan
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Akimoto T, Cherstvy AG, Metzler R. Ergodicity, rejuvenation, enhancement, and slow relaxation of diffusion in biased continuous-time random walks. Phys Rev E 2018; 98:022105. [PMID: 30253516 DOI: 10.1103/physreve.98.022105] [Citation(s) in RCA: 20] [Impact Index Per Article: 2.9] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 03/17/2018] [Indexed: 06/08/2023]
Abstract
Bias plays an important role in the enhancement of diffusion in periodic potentials. Using the continuous-time random walk in the presence of a bias, we report on an interesting phenomenon for the enhancement of diffusion by the start of the measurement in a random energy landscape. When the variance of the waiting time diverges, in contrast to the bias-free case, the dynamics with bias becomes superdiffusive. In the superdiffusive regime, we find a distinct initial ensemble dependence of the diffusivity. Moreover, the diffusivity can be increased by the aging time when the initial ensemble is not in equilibrium. We show that the time-averaged variance converges to the corresponding ensemble-averaged variance; i.e., ergodicity is preserved. However, trajectory-to-trajectory fluctuations of the time-averaged variance decay unexpectedly slowly. Our findings provide a rejuvenation phenomenon in the superdiffusive regime, that is, the diffusivity for a nonequilibrium initial ensemble gradually increases to that for an equilibrium ensemble when the start of the measurement is delayed.
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Affiliation(s)
- Takuma Akimoto
- Department of Physics, Tokyo University of Science, Noda, Chiba 278-8510, Japan
| | - Andrey G Cherstvy
- Institute for Physics & Astronomy, University of Potsdam, 14476 Potsdam-Golm, Germany
| | - Ralf Metzler
- Institute for Physics & Astronomy, University of Potsdam, 14476 Potsdam-Golm, Germany
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Fischer LP, Pietzonka P, Seifert U. Large deviation function for a driven underdamped particle in a periodic potential. Phys Rev E 2018; 97:022143. [PMID: 29548104 DOI: 10.1103/physreve.97.022143] [Citation(s) in RCA: 25] [Impact Index Per Article: 3.6] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 11/27/2017] [Indexed: 11/07/2022]
Abstract
Employing large deviation theory, we explore current fluctuations of underdamped Brownian motion for the paradigmatic example of a single particle in a one-dimensional periodic potential. Two different approaches to the large deviation function of the particle current are presented. First, we derive an explicit expression for the large deviation functional of the empirical phase space density, which replaces the level 2.5 functional used for overdamped dynamics. Using this approach, we obtain several bounds on the large deviation function of the particle current. We compare these to bounds for overdamped dynamics that have recently been derived, motivated by the thermodynamic uncertainty relation. Second, we provide a method to calculate the large deviation function via the cumulant generating function. We use this method to assess the tightness of the bounds in a numerical case study for a cosine potential.
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Affiliation(s)
- Lukas P Fischer
- II. Institut für Theoretische Physik, Universität Stuttgart, 70550 Stuttgart, Germany
| | - Patrick Pietzonka
- 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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11
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Devine J, Jack MW. Self-induced temperature gradients in Brownian dynamics. Phys Rev E 2018; 96:062130. [PMID: 29347298 DOI: 10.1103/physreve.96.062130] [Citation(s) in RCA: 1] [Impact Index Per Article: 0.1] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 08/24/2017] [Indexed: 11/07/2022]
Abstract
Brownian systems often surmount energy barriers by absorbing and emitting heat to and from their local environment. Usually, the temperature gradients created by this heat exchange are assumed to dissipate instantaneously. Here we relax this assumption to consider the case where Brownian dynamics on a time-independent potential can lead to self-induced temperature gradients. In the same way that externally imposed temperature gradients can cause directed motion, these self-induced gradients affect the dynamics of the Brownian system. The result is a coupling between the local environment and the Brownian subsystem. We explore the resulting dynamics and thermodynamics of these coupled systems and develop a robust method for numerical simulation. In particular, by focusing on one-dimensional situations, we show that self-induced temperature gradients reduce barrier-crossing rates. We also consider a heat engine and a heat pump based on temperature gradients induced by a Brownian system in a nonequilibrium potential.
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Affiliation(s)
- Jack Devine
- Department of Physics, University of Otago, Dunedin, New Zealand
| | - M W Jack
- Department of Physics, University of Otago, Dunedin, New Zealand
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