Mapping nonequilibrium onto equilibrium: the macroscopic fluctuations of simple transport models

Probing the large deviations for the beta random walk in random medium

We consider a discrete-time random walk on a one-dimensional lattice with space- and time-dependent random jump probabilities, known as the beta random walk. We are interested in the probability that, for a given realization of the jump probabilities (a sample), a walker starting at the origin at time t=0 is at position beyond ξsqrt[T/2] at time T. This probability fluctuates from sample to sample and we study the large-deviation rate function, which characterizes the tails of its distribution at large time T≫1. It is argued that, up to a simple rescaling, this rate function is identical to the one recently obtained exactly by two of the authors for the continuum version of the model. That continuum model also appears in the macroscopic fluctuation theory of a class of lattice gases, e.g., in the so-called KMP model of heat transfer. An extensive numerical simulation of the beta random walk, based on an importance sampling algorithm, is found in good agreement with the detailed analytical predictions. A first-order transition in the tilted measure, predicted to occur in the continuum model, is also observed in the numerics.

Dynamical fluctuations in the Riesz gas

We consider an infinite system of particles on a line performing identical Brownian motions and interacting through the |x-y|^{-s} Riesz potential, causing the overdamped motion of particles. We investigate fluctuations of the integrated current and the position of a tagged particle. We show that for 0<s<1, the standard deviations of both quantities grow as t^{s/2(1+s)}. When s>1, the interactions are effectively short-ranged, and the universal subdiffusive t^{1/4} growth emerges with only amplitude depending on the exponent s. We also show that the two-time correlations of the tagged-particle position have the same form as for fractional Brownian motion.

Crossover from the macroscopic fluctuation theory to the Kardar-Parisi-Zhang equation controls the large deviations beyond Einstein's diffusion

We study the crossover from the macroscopic fluctuation theory (MFT), which describes one-dimensional stochastic diffusive systems at late times, to the weak noise theory (WNT), which describes the Kardar-Parisi-Zhang (KPZ) equation at early times. We focus on the example of the diffusion in a time-dependent random field, observed in an atypical direction which induces an asymmetry. The crossover is described by a nonlinear system which interpolates between the derivative and the standard nonlinear Schrodinger equations in imaginary time. We solve this system using the inverse scattering method for mixed-time boundary conditions introduced by us to solve the WNT. We obtain the rate function which describes the large deviations of the sample-to-sample fluctuations of the cumulative distribution of the tracer position. It exhibits a crossover as the asymmetry is varied, recovering both MFT and KPZ limits. We sketch how it is consistent with extracting the asymptotics of a Fredholm determinant formula, recently derived for sticky Brownian motions. The crossover mechanism studied here should generalize to a larger class of models described by the MFT. Our results apply to study extremal diffusion beyond Einstein's theory.

Inverse Scattering Method Solves the Problem of Full Statistics of Nonstationary Heat Transfer in the Kipnis-Marchioro-Presutti Model

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.

Narrow Escape of Interacting Diffusing Particles

The narrow escape problem deals with the calculation of the mean escape time (MET) of a Brownian particle from a bounded domain through a small hole on the domain's boundary. Here we develop a formalism which allows us to evaluate the nonescape probability of a gas of diffusing particles that may interact with each other. In some cases the nonescape probability allows us to evaluate the MET of the first particle. The formalism is based on the fluctuating hydrodynamics and the recently developed macroscopic fluctuation theory. We also uncover an unexpected connection between the narrow escape of interacting particles and thermal runaway in chemical reactors.

Geometrical interpretation of dynamical phase transitions in boundary-driven systems

Dynamical phase transitions are defined as nonanalytic points of the large deviation function of current fluctuations. We show that for boundary-driven systems, many dynamical phase transitions can be identified using the geometrical structure of an effective potential of a Hamiltonian, recovered from the macroscopic fluctuation theory description. Using this method we identify new dynamical phase transitions that could not be recovered using existing perturbative methods. Moreover, using the Hamiltonian picture, an experimental scheme is suggested to demonstrate an analog of dynamical phase transitions in linear, rather than exponential, time.

Current quantization and fractal hierarchy in a driven repulsive lattice gas

Driven lattice gases are widely regarded as the paradigm of collective phenomena out of equilibrium. While such models are usually studied with nearest-neighbor interactions, many empirical driven systems are dominated by slowly decaying interactions such as dipole-dipole and Van der Waals forces. Motivated by this gap, we study the nonequilibrium stationary state of a driven lattice gas with slow-decayed repulsive interactions at zero temperature. By numerical and analytical calculations of the particle current as a function of the density and of the driving field, we identify (i) an abrupt breakdown transition between insulating and conducting states, (ii) current quantization into discrete phases where a finite current flows with infinite differential resistivity, and (iii) a fractal hierarchy of excitations, related to the Farey sequences of number theory. We argue that the origin of these effects is the competition between scales, which also causes the counterintuitive phenomenon that crystalline states can melt by increasing the density.

Fluctuations of absorption of interacting diffusing particles by multiple absorbers

We study fluctuations of particle absorption by a three-dimensional domain with multiple absorbing patches. The domain is in contact with a gas of interacting diffusing particles. This problem is motivated by living cell sensing via multiple receptors distributed over the cell surface. Employing the macroscopic fluctuation theory, we calculate the covariance matrix of the particle absorption by different patches, extending previous works which addressed fluctuations of a single current. We find a condition when the sign of correlations between different patches is fully determined by the transport coefficients of the gas and is independent of the problem's geometry. We show that the fluctuating particle flux field typically develops vorticity. We establish a simple connection between the statistics of particle absorption by all the patches combined and the statistics of current in a nonequilibrium steady state in one dimension. We also discuss connections between the absorption statistics and (i) statistics of electric currents in multiterminal diffusive conductors and (ii) statistics of wave transmission through disordered media with multiple absorbers.

Numerical study of continuous and discontinuous dynamical phase transitions for boundary-driven systems

The existence and search for thermodynamic phase transitions is of unfading interest. In this paper, we present numerical evidence of dynamical phase transitions occurring in boundary-driven systems with a constrained integrated current. It is shown that certain models exhibit a discontinuous transition between two different density profiles and a continuous transition between a time-independent and a time-dependent profile. We also verified that the Kipnis-Marchioro-Presutti model exhibits no phase transitions in a range much larger than previously explored.

Phase separation in driven granular gases: exploring the elusive character of nonequilibrium steady states

The emergence of patterns and phase separation in many-body systems far from thermal equilibrium is discussed using the example of driven granular gases. It is shown that phase separation follows a similar mechanism as in the systems of active Brownian particles. Depending on the quantities chosen for observation, it may or may not be easy to find functionals analogous to the free energy in equilibrium statistical physics. We argue that although such functionals can always be derived from the dynamics, it is of only limited value for predicting relevant aspects of the nonequilibrium steady state of the system. Consequently, although there is indeed a 'principle' governing the selection of collective nonequilibrium steady states (and the corresponding large deviation functional can be identified), it is not generally useful for predicting the behaviour of the system.

Weak additivity principle for current statistics in d dimensions

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.

Survival of interacting diffusing particles inside a domain with absorbing boundary

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.

Hyperuniformity and phase separation in biased ensembles of trajectories for diffusive systems

We analyze biased ensembles of trajectories for diffusive systems. In trajectories biased either by the total activity or the total current, we use fluctuating hydrodynamics to show that these systems exhibit phase transitions into "hyperuniform" states, where large-wavelength density fluctuations are strongly suppressed. We illustrate this behavior numerically for a system of hard particles in one dimension and we discuss how it appears in simple exclusion processes. We argue that these diffusive systems generically respond very strongly to any nonzero bias, so that homogeneous states with "normal" fluctuations (finite compressibility) exist only when the bias is very weak.

Survival of a static target in a gas of diffusing particles with exclusion

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.

Extreme current fluctuations in lattice gases: beyond nonequilibrium steady states

We use the macroscopic fluctuation theory (MFT) to study large current fluctuations in nonstationary diffusive lattice gases. We identify two universality classes of these fluctuations, which we call elliptic and hyperbolic. They emerge in the limit when the deterministic mass flux is small compared to the mass flux due to the shot noise. The two classes are determined by the sign of compressibility of effective fluid, obtained by mapping the MFT into an inviscid hydrodynamics. An example of the elliptic class is the symmetric simple exclusion process, where, for some initial conditions, we can solve the effective hydrodynamics exactly. This leads to a super-Gaussian extreme current statistics conjectured by Derrida and Gerschenfeld [J. Stat. Phys. 137, 978 (2009)] and yields the optimal path of the system. For models of the hyperbolic class, the deterministic mass flux cannot be neglected, leading to a different extreme current statistics.

Emergence of fluctuating traveling front solutions in macroscopic theory of noisy invasion fronts

The position of an invasion front, propagating into an unstable state, fluctuates because of the shot noise coming from the discreteness of reacting particles and stochastic character of the reactions and diffusion. A recent macroscopic theory [Meerson and Sasorov, Phys. Rev. E 84, 030101(R) (2011)] yields the probability of observing, during a long time, an unusually slow front. The theory is formulated as an effective Hamiltonian mechanics which operates with the density field and the conjugate "momentum" field. Further, the theory assumes that the most probable density field history of an unusually slow front represents, up to small corrections, a traveling front solution of the Hamilton equations. Here we verify this assumption by solving the Hamilton equations numerically for models belonging to the directed percolation universality class.

Fluctuations of current in nonstationary diffusive lattice gases

We employ the macroscopic fluctuation theory to study fluctuations of integrated current in one-dimensional lattice gases with a steplike initial density profile. We analytically determine the variance of the current fluctuations for a class of diffusive processes with a density-independent diffusion coefficient. Our calculations rely on a perturbation theory around the noiseless hydrodynamic solution. We consider both quenched and annealed types of averaging (the initial condition is allowed to fluctuate in the latter situation). The general results for the variance are specialized to a few interesting models including the symmetric exclusion process and the Kipnis-Marchioro-Presutti model [Kipnis, Marchioro, and Presutti, J. Stat. Phys. 27, 65 (1982)]. We also probe large deviations of the current for the symmetric exclusion process. This is done by numerically solving the governing equations of the macroscopic fluctuation theory using an efficient iteration algorithm.

Nonequilibrium steady state of a stochastic system driven by a nonlinear drift force

We investigate the properties of the nonequilibrium steady state for the stochastic system driven by a nonlinear drift force and influenced by noises that are not identically and independently distributed. The nonequilibrium steady state (NESS) current results from a residual part of the drift force that is not canceled by the diffusive action of noises. From our previous study for the linear drift force, the NESS current was found to circulate on the equiprobability surface with the maximum at a stable fixed point of the drift force. For the nonlinear drift force, we use the perturbation theory with respect to the cubic and quartic coefficients of the drift force. We find an interesting potential landscape picture where the probability maximum shifts from the fixed point of the drift force and, furthermore, the NESS current has a nontrivial circulation that flows off the equiprobability surface and has various centers not located at the probability maximum. The theoretical result is well confirmed by the computer simulation.

Quantum trajectory phase transitions in the micromaser

We study the dynamics of the single-atom maser, or micromaser, by means of the recently introduced method of thermodynamics of quantum jump trajectories. We find that the dynamics of the micromaser displays multiple space-time phase transitions, i.e., phase transitions in ensembles of quantum jump trajectories. This rich dynamical phase structure becomes apparent when trajectories are classified by dynamical observables that quantify dynamical activity, such as the number of atoms that have changed state while traversing the cavity. The space-time transitions can be either first order or continuous, and are controlled not just by standard parameters of the micromaser but also by nonequilibrium "counting" fields. We discuss how the dynamical phase behavior relates to the better known stationary-state properties of the micromaser.

Extinction rates of established spatial populations

This paper deals with extinction of an isolated population caused by intrinsic noise. We model the population dynamics in a "refuge" as a Markov process which involves births and deaths on discrete lattice sites and random migrations between neighboring sites. In extinction scenario I, the zero population size is a repelling fixed point of the on-site deterministic dynamics. In extinction scenario II, the zero population size is an attracting fixed point, corresponding to what is known in ecology as the Allee effect. Assuming a large population size, we develop a WKB (Wentzel-Kramers-Brillouin) approximation to the master equation. The resulting Hamilton's equations encode the most probable path of the population toward extinction and the mean time to extinction. In the fast-migration limit these equations coincide, up to a canonical transformation, with those obtained, in a different way, by Elgart and Kamenev [Phys. Rev. E 70, 041106 (2004)]. We classify possible regimes of population extinction with and without an Allee effect and for different types of refuge, and solve several examples analytically and numerically. For a very strong Allee effect, the extinction problem can be mapped into the overdamped limit of the theory of homogeneous nucleation due to Langer [Ann. Phys. (NY) 54, 258 (1969)]. In this regime, and for very long systems, we predict an optimal refuge size that maximizes the mean time to extinction.

Thermodynamics of quantum jump trajectories

We apply the large-deviation method to study trajectories in dissipative quantum systems. We show that in the long time limit the statistics of quantum jumps can be understood from thermodynamic arguments in terms of dynamical phases and transitions between them in trajectory space. We illustrate our approach with three simple examples: a driven 2-level system where we find a particular scale invariance point in the ensemble of trajectories of emitted photons; a blinking 3-level system, where we argue that intermittency in the photon count is related to a crossover between distinct dynamical phases; and a micromaser, where we find an actual first-order phase transition in the ensemble of trajectories.

Equilibriumlike fluctuations in some boundary-driven open diffusive systems

There exist some boundary-driven open systems with diffusive dynamics whose particle current fluctuations exhibit universal features that belong to the Edwards-Wilkinson universality class. We achieve this result by establishing a mapping, for the system fluctuations, to an equivalent open yet equilibrium-diffusive system. We discuss the possibility of observing dynamic phase transitions using the particle current as a control parameter.