Velocity Gradient Power Functional for Brownian Dynamics

Nonlinear Langevin functionals for a driven probe

When a probe particle immersed in a fluid with nonlinear interactions is subject to strong driving, the cumulants of the stochastic force acting on the probe are nonlinear functionals of the driving protocol. We present a Volterra series for these nonlinear functionals by applying nonlinear response theory in a path integral formalism, where the emerging kernels are shown to be expressed in terms of connected equilibrium correlation functions. The first cumulant is the mean force, the second cumulant characterizes the non-equilibrium force fluctuations (noise), and higher order cumulants quantify non-Gaussian fluctuations. We discuss the interpretation of this formalism in relation to Langevin dynamics. We highlight two example scenarios of this formalism. (i) For a particle driven with the prescribed trajectory, the formalism yields the non-equilibrium statistics of the interaction force with the fluid. (ii) For a particle confined in a moving trapping potential, the formalism yields the non-equilibrium statistics of the trapping force. In simulations of a model of nonlinearly interacting Brownian particles, we find that nonlinear phenomena, such as shear-thinning and oscillating noise covariance, appear in third- or second-order response, respectively.

Why neural functionals suit statistical mechanics

We describe recent progress in the statistical mechanical description of many-body systems via machine learning combined with concepts from density functional theory and many-body simulations. We argue that the neural functional theory by Sammülleret al(2023Proc. Natl Acad. Sci.120e2312484120) gives a functional representation of direct correlations and of thermodynamics that allows for thorough quality control and consistency checking of the involved methods of artificial intelligence. Addressing a prototypical system we here present a pedagogical application to hard core particle in one spatial dimension, where Percus' exact solution for the free energy functional provides an unambiguous reference. A corresponding standalone numerical tutorial that demonstrates the neural functional concepts together with the underlying fundamentals of Monte Carlo simulations, classical density functional theory, machine learning, and differential programming is available online athttps://github.com/sfalmo/NeuralDFT-Tutorial.

Perspective: How to overcome dynamical density functional theory

We argue in favour of developing a comprehensive dynamical theory for rationalizing, predicting, designing, and machine learning nonequilibrium phenomena that occur in soft matter. To give guidance for navigating the theoretical and practical challenges that lie ahead, we discuss and exemplify the limitations of dynamical density functional theory (DDFT). Instead of the implied adiabatic sequence of equilibrium states that this approach provides as a makeshift for the true time evolution, we posit that the pending theoretical tasks lie in developing a systematic understanding of the dynamical functional relationships that govern the genuine nonequilibrium physics. While static density functional theory gives a comprehensive account of the equilibrium properties of many-body systems, we argue that power functional theory is the only present contender to shed similar insights into nonequilibrium dynamics, including the recognition and implementation of exact sum rules that result from the Noether theorem. As a demonstration of the power functional point of view, we consider an idealized steady sedimentation flow of the three-dimensional Lennard-Jones fluid and machine-learn the kinematic map from the mean motion to the internal force field. The trained model is capable of both predicting and designing the steady state dynamics universally for various target density modulations. This demonstrates the significant potential of using such techniques in nonequilibrium many-body physics and overcomes both the conceptual constraints of DDFT as well as the limited availability of its analytical functional approximations.

Inhomogeneous steady shear dynamics of a three-body colloidal gel former

We investigate the stationary flow of a colloidal gel under an inhomogeneous external shear force using adaptive Brownian dynamics simulations. The interparticle forces are derived from the Stillinger-Weber potential, where the three-body term is tuned to enable network formation and gelation in equilibrium. When subjected to the shear force field, the system develops remarkable modulations in the one-body density profile. Depending on the shear magnitude, particles accumulate either in quiescent regions or in the vicinity of maximum net flow, and we deduce this strong non-equilibrium response to be characteristic of the gel state. Studying the components of the internal force parallel and perpendicular to the flow direction reveals that the emerging flow and structure of the stationary state are driven by significant viscous and structural superadiabatic forces. Thereby, the magnitude and nature of the observed non-equilibrium phenomena differ from the corresponding behavior of simple fluids. We demonstrate that a simple power functional theory reproduces accurately the viscous force profile, giving a rationale of the complex dynamical behavior of the system.

First-principles superadiabatic theory for the dynamics of inhomogeneous fluids

For classical many-body systems subject to Brownian dynamics, we develop a superadiabatic dynamical density functional theory (DDFT) for the description of inhomogeneous fluids out-of-equilibrium. By explicitly incorporating the dynamics of the inhomogeneous two-body correlation functions, we obtain superadiabatic forces directly from the microscopic interparticle interactions. We demonstrate the importance of these nonequilibrium forces for an accurate description of the one-body density by numerical implementation of our theory for three-dimensional hard-spheres in a time-dependent planar potential. The relaxation of the one-body density in superadiabatic-DDFT is found to be slower than that predicted by standard adiabatic DDFT and significantly improves the agreement with Brownian dynamics simulation data. We attribute this improved performance to the correct treatment of structural relaxation within the superadiabatic-DDFT. Our approach provides fundamental insight into the underlying structure of dynamical density functional theories and makes possible the study of situations for which standard approaches fail.

Perspective: New directions in dynamical density functional theory

Classical dynamical density functional theory (DDFT) has become one of the central modeling approaches in nonequilibrium soft matter physics. Recent years have seen the emergence of novel and interesting fields of application for DDFT. In particular, there has been a remarkable growth in the amount of work related to chemistry. Moreover, DDFT has stimulated research on other theories such as phase field crystal models and power functional theory. In this perspective, we summarize the latest developments in the field of DDFT and discuss a variety of possible directions for future research.

Force density functional theory in- and out-of-equilibrium

When a fluid is subject to an external field, as is the case near an interface or under spatial confinement, then the density becomes spatially inhomogeneous. Although the one-body density provides much useful information, a higher level of resolution is provided by the two-body correlations. These give a statistical description of the internal microstructure of the fluid and enable calculation of the average interparticle force, which plays an essential role in determining both the equilibrium and dynamic properties of interacting fluids. We present a theoretical framework for the description of inhomogeneous (classical) many-body systems, based explicitly on the two-body correlation functions. By consideration of local Noether-invariance against spatial distortion of the system we demonstrate the fundamental status of the Yvon-Born-Green (YBG) equation as a local force-balance within the fluid. Using the inhomogeneous Ornstein-Zernike equation we show that the two-body correlations are density functionals and, thus, that the average interparticle force entering the YBG equation is also a functional of the one-body density. The force-based theory we develop provides an alternative to standard density functional theory for the study of inhomogeneous systems both in- and out-of-equilibrium. We compare force-based density profiles to the results of the standard potential-based (dynamical) density functional theory. In-equilibrium, we confirm both analytically and numerically that the standard approach yields profiles that are consistent with the compressibility pressure, whereas the force-density functional gives profiles consistent with the virial pressure. For both approaches we explicitly prove the hard-wall contact theorem that connects the value of the density profile at the hard-wall with the bulk pressure. The structure of the theory offers deep insights into the nature of correlation in dense and inhomogeneous systems.

Why Noether's theorem applies to statistical mechanics

Noether's theorem is familiar to most physicists due its fundamental role in linking the existence of conservation laws to the underlying symmetries of a physical system. Typically the systems are described in the particle-based context of classical mechanics or on the basis of field theory. We have recently shown (2021Commun. Phys.4176) that Noether's reasoning also applies to thermal systems, where fluctuations are paramount and one aims for a statistical mechanical description. Here we give a pedagogical introduction based on the canonical ensemble and apply it explicitly to ideal sedimentation. The relevant mathematical objects, such as the free energy, are viewed as functionals. This vantage point allows for systematic functional differentiation and the resulting identities express properties of both macroscopic average forces and molecularly resolved correlations in many-body systems, both in and out-of-equilibrium, and for active Brownian particles. To provide further background, we briefly describe the variational principles of classical density functional theory, of power functional theory, and of classical mechanics.

Shear and Bulk Acceleration Viscosities in Simple Fluids

Inhomogeneities in the velocity field of a moving fluid are dampened by the inherent viscous behavior of the system. Both bulk and shear effects, related to the divergence and the curl of the velocity field, are relevant. On molecular time scales, beyond the Navier-Stokes description, memory plays an important role. Using molecular and overdamped Brownian dynamics many-body simulations, we demonstrate that analogous viscous effects act on the acceleration field. This acceleration viscous behavior is associated with the divergence and the curl of the acceleration field, and it can be quantitatively described using simple exponentially decaying memory kernels. The simultaneous use of velocity and acceleration fields enables the description of fast dynamics on molecular scales.

Hydrodynamic density functional theory for mixtures from a variational principle and its application to droplet coalescence

Dynamic density functional theory (DDFT) allows the description of microscopic dynamical processes on the molecular scale extending classical DFT to non-equilibrium situations. Since DDFT and DFT use the same Helmholtz energy functionals, both predict the same density profiles in thermodynamic equilibrium. We propose a molecular DDFT model, in this work also referred to as hydrodynamic DFT, for mixtures based on a variational principle that accounts for viscous forces as well as diffusive molecular transport via the generalized Maxwell-Stefan diffusion. Our work identifies a suitable expression for driving forces for molecular diffusion of inhomogeneous systems. These driving forces contain a contribution due to the interfacial tension. The hydrodynamic DFT model simplifies to the isothermal multicomponent Navier-Stokes equation in continuum situations when Helmholtz energies can be used instead of Helmholtz energy functionals, closing the gap between micro- and macroscopic scales. We show that the hydrodynamic DFT model, although not formulated in conservative form, globally satisfies the first and second law of thermodynamics. Shear viscosities and Maxwell-Stefan diffusion coefficients are predicted using an entropy scaling approach. As an example, we apply the hydrodynamic DFT model with a Helmholtz energy density functional based on the perturbed-chain statistical associating fluid theory equation of state to droplet and bubble coalescence in one dimension and analyze the influence of additional components on coalescence phenomena.

Universality in Driven and Equilibrium Hard Sphere Liquid Dynamics

We demonstrate that the time evolution of the van Hove dynamical pair correlation function is governed by adiabatic forces that arise from the free energy and by superadiabatic forces that are induced by the flow of the van Hove function. The superadiabatic forces consist of drag, viscous, and structural contributions, as occur in active Brownian particles, in liquids under shear and in lane forming mixtures. For hard sphere liquids, we present a power functional theory that predicts these universal force fields in quantitative agreement with our Brownian dynamics simulation results.

Stress correlation function and linear response of Brownian particles

We determine the non-local stress autocorrelation tensor in an homogeneous and isotropic system of interacting Brownian particles starting from the Smoluchowski equation of the configurational probability density. In order to relate stresses to particle displacements as appropriate in viscoelastic states, we go beyond the usual hydrodynamic description obtained in the Zwanzig-Mori projection-operator formalism by introducing the proper irreducible dynamics following Cichocki and Hess, and Kawasaki. Differently from these authors, we include transverse contributions as well. This recovers the expression for the stress autocorrelation including the elastic terms in solid states as found for Newtonian and Langevin systems, in case that those are evaluated in the overdamped limit. Finally, we argue that the found memory function reduces to the shear and bulk viscosity in the hydrodynamic limit of smooth and slow fluctuations and derive the corresponding hydrodynamic equations.

Flow and Structure in Nonequilibrium Brownian Many-Body Systems

We present a fundamental classification of forces relevant in nonequilibrium structure formation under collective flow in Brownian many-body systems. The internal one-body force field is systematically split into contributions relevant for the spatial structure and for the coupled motion. We demonstrate that both contributions can be obtained straightforwardly in computer simulations and present a power functional theory that describes all types of forces quantitatively. Our conclusions and methods are relevant for flow in inertial systems, such as molecular liquids and granular media.

Shear-induced deconfinement of hard disks

Using Brownian dynamics simulations, we investigate the response to shear of a two-dimensional system of quasi-hard disks that are confined in the velocity gradient direction by a smooth external potential. Shearing the confined system leads to a homogenization of the one-body density profile. In order to rationalize this deconfinement effect, we split the internal one-body force field into adiabatic and superadiabatic contributions. We demonstrate that the superadiabatic force field consists of viscous and of structural contributions. We give an empirical scaling law that yields results for the superadiabatic force profiles both in the flow and in the gradient direction, in excellent agreement with the simulation data.

Memory-induced motion reversal in Brownian liquids

We study the Brownian dynamics of hard spheres under spatially inhomogeneous shear, using event-driven Brownian dynamics simulations and power functional theory. We examine density and current profiles both for steady states and for the transient dynamics after switching on and switching off an external square wave shear force field. We find that a dense hard sphere fluid (volume fraction ≈0.35) undergoes global motion reversal after switching off the shear force field. We use power functional theory with a spatially nonlocal memory kernel to describe the superadiabatic force contributions and obtain good quantitative agreement of the theoretical results with simulation data. The theory provides an explanation for the motion reversal: internal superadiabatic nonequilibrium forces that oppose the externally driven current arise due to memory after switching off. The effect is genuinely viscoelastic: in steady state, viscous forces oppose the current, but they elastically generate an opposing current after switch-off.

Phase coexistence of active Brownian particles

We investigate motility-induced phase separation of active Brownian particles, which are modeled as purely repulsive spheres that move due to a constant swim force with freely diffusing orientation. We develop on the basis of power functional concepts an analytical theory for nonequilibrium phase coexistence and interfacial structure. Theoretical predictions are validated against Brownian dynamics computer simulations. We show that the internal one-body force field has four nonequilibrium contributions: (i) isotropic drag and (ii) interfacial drag forces against the forward motion, (iii) a superadiabatic spherical pressure gradient, and (iv) the quiet life gradient force. The intrinsic spherical pressure is balanced by the swim pressure, which arises from the polarization of the free interface. The quiet life force opposes the adiabatic force, which is due to the inhomogeneous density distribution. The balance of quiet life and adiabatic forces determines bulk coexistence via equality of two bulk state functions, which are independent of interfacial contributions. The internal force fields are kinematic functionals which depend on density and current but are independent of external and swim forces, consistent with power functional theory. The phase transition originates from nonequilibrium repulsion, with the agile gas being more repulsive than the quiet liquid.

Superadiabatic Forces via the Acceleration Gradient in Quantum Many-Body Dynamics

We apply the formally exact quantum power functional framework (J. Chem. Phys.2015, 143, 174108) to a one-dimensional Hooke’s helium model atom. The physical dynamics are described on the one-body level beyond the density-based adiabatic approximation. We show that gradients of both the microscopic velocity and acceleration field are required to correctly describe the effects due to interparticle interactions. We validate the proposed analytical forms of the superadiabatic force and transport contributions by comparison to one-body data from exact numerical solution of the Schrödinger equation. Superadiabatic contributions beyond the adiabatic approximation are important in the dynamics and they include effective dissipation.

Custom flow in overdamped Brownian dynamics

When an external field drives a colloidal system out of equilibrium, the ensuing colloidal response can be very complex, and obtaining a detailed physical understanding often requires case-by-case considerations. To facilitate systematic analysis, here we present a general iterative scheme for the determination of the unique external force field that yields prescribed inhomogeneous stationary or time-dependent flow in an overdamped Brownian many-body system. The computer simulation method is based on the exact one-body force balance equation and allows to specifically tailor both gradient and rotational velocity contributions, as well as to freely control the one-body density distribution. Hence, compressibility of the flow field can be fully adjusted. The practical convergence to a unique external force field demonstrates the existence of a functional map from both velocity and density to external force field, as predicted by the power functional variational framework. In equilibrium, the method allows to find the conservative force field that generates a prescribed target density profile, and hence implements the Mermin-Evans classical density functional map from density distribution to external potential. The conceptual tools developed here enable one to gain detailed physical insight into complex flow behaviour, as we demonstrate in prototypical situations.

Particle-conserving dynamics on the single-particle level

We generalize the particle-conserving dynamics method of de las Heras et al. [J. Phys.: Condens. Matter 28, 244024 (2016)JCOMEL0953-898410.1088/0953-8984/28/24/244024] to binary mixtures and apply this to hard rods in one dimension. Considering the case of one species consisting of only one particle enables us to address the tagged-particle dynamics. The time-evolution of the species-labeled density profiles is compared to exact Brownian dynamics and (grand-canonical) dynamical density functional theory. The particle-conserving dynamics yields improved results over the dynamical density functional theory and well reproduces the simulation data at short and intermediate times. However, the neglect of a strict particle order (due to the fundamental statistical assumption of ergodicity) leads to errors at long times for our one-dimensional setup. The isolated study of that error makes clear the fundamental limitations of (adiabatic) density-based theoretical approaches when applied to systems of any dimension for which particle caging is a dominant physical mechanism.

Structural Nonequilibrium Forces in Driven Colloidal Systems

We identify a structural one-body force field that sustains spatial inhomogeneities in nonequilibrium overdamped Brownian many-body systems. The structural force is perpendicular to the local flow direction, it is free of viscous dissipation, it is microscopically resolved in both space and time, and it can stabilize density gradients. From the time evolution in the exact (Smoluchowski) low-density limit, Brownian dynamics simulations, and a novel power functional approximation, we obtain a quantitative understanding of viscous and structural forces, including memory and shear migration.

Active ideal sedimentation: exact two-dimensional steady states

We consider an ideal gas of active Brownian particles that undergo self-propelled motion and both translational and rotational diffusion under the influence of gravity. We solve analytically the corresponding Smoluchowski equation in two space dimensions for steady states. The resulting one-body density is given as a series, where each term is a product of an orientation-dependent Mathieu function and a height-dependent exponential. A lower hard wall is implemented as a no-flux boundary condition. Numerical evaluation of the suitably truncated analytical solution shows the formation of two different spatial regimes upon increasing Peclet number. These regimes differ in their mean particle orientation and in their variation of the orientation-averaged density with height.