In this paper we present a self-contained macroscopic description of diffusive systems interacting with boundary reservoirs and under the action of external fields. The approach is based on simple postulates which are suggested by a wide class of microscopic stochastic models where they are satisfied. The description however does not refer in any way to an underlying microscopic dynamics: the only input required are transport coefficients as functions of thermodynamic variables, which are experimentally accessible. The basic postulates are local equilibrium which allows a hydrodynamic description of the evolution, the Einstein relation among the transport coefficients, and a variational principle defining the out of equilibrium free energy. Associated to the variational principle there is a Hamilton-Jacobi equation satisfied by the free energy, very useful for concrete calculations. Correlations over a macroscopic scale are, in our scheme, a generic property of nonequilibrium states. Correlation functions of any order can be calculated from the free energy functional which is generically a non local functional of thermodynamic variables. Special attention is given to the notion of equilibrium state from the standpoint of nonequilibrium.
We obtain the exact probability $\exp[-L {\cal F}(\{ρ(x)\})]$ of finding a macroscopic density profile $ρ(x)$ in the stationary nonequilibrium state of an open driven diffusive system, when the size of the system $L \to \infty$. $\cal F$, which plays the role of a nonequilibrium free energy, has a very different structure from that found in the purely diffusive case. As there, $\cal F$ is nonlocal, but the shocks and dynamic phase transitions of the driven system are reflected in non-convexity of $\cal F$, in discontinuities in its second derivatives, and in non-Gaussian fluctuations in the st…
We study first-passage time problems for a diffusive particle with stochastic resetting with a finite rate $r$. The optimal search time is compared quantitatively with that of an effective equilibrium Langevin process with the same stationary distribution. It is shown that the intermittent, nonequilibrium strategy with non-vanishing resetting rate is more efficient than the equilibrium dynamics. Our results are extended to multiparticle systems where a team of independent searchers, initially uniformly distributed with a given density, looks for a single immobile target. Both the average and t…
The nonequilibrium reweighting technique, which was recently developed by the present authors, is used for the study of the nonequilibrium steady states. The renewed formulation of the nonequlibrium reweighting enables us to use the very efficient multi-spin coding. We apply the nonequilibrium reweighting to the driven diffusive lattice gas model. Combining with the dynamical finite-size scaling theory, we estimate the critical temperature Tc and the dynamical exponent z. We also argue that this technique has an interesting feature that enables explicit calculation of derivatives of thermodyna…
A system that violates detailed balance evolves asymptotically into a nonequilibrium steady state with non-vanishing currents. Analogously, when detailed balance holds at any instant of time but the system is driven through time-periodic variations of external parameters, it evolves toward a time-periodic state, which can also support non-vanishing currents. In both cases the maintenance of currents throughout the system incurs a cost in terms of entropy production. Here we compare these two scenarios for one dimensional diffusive systems with periodic boundary condition, a framework commonly …
We calculate a nonequilibrium steady state of a quantum XX chain in the presence of dephasing and driving due to baths at chain ends. The obtained state is exact in the limit of weak driving while the expressions for one- and two-point correlations are exact for an arbitrary driving strength. In the steady state the magnetization profile and the spin current display diffusive behavior. Spin-spin correlation function on the other hand has long-range correlations which though decay to zero in either the thermodynamical limit or for equilibrium driving. At zero dephasing a nonequilibrium phase tr…
We investigate properties of the diffusive motion of an interface in the two-dimensional Ising model in equilibrium or nonequilibrium situations. We focused on the relation between the power spectrum of a time sequence of spins and diffusive motion of an interface which was already clarified in one- dimensional systems with a nonequilibrium phase transition like the asymmetric simple exclusion process. It is clarified that the interface motion is a diffusion process with a drift force toward the higher-temperature side when the system is in contact with heat reservoirs at different temperature…
We consider macroscopic systems in weak contact with boundary reservoirs and under the action of external fields. We present an explicit formula for the Hamiltonian of such systems, from which we deduce the equation of motions, the action functional, the hydrodynamic equation for the adjoint dynamics, and a formula for the quasi-potential. We examine the case in which the external forcing depends on time and drives the system from one nonequilibrium state to another. We extend the results presented in [6] on thermodynamic transformations for systems in strong contact with boundary reservoirs t…
Evaluating the linear response of a driven system to a change in environment temperature(s) is essential for understanding thermal properties of nonequilibrium systems. The system is kept in weak contact with possibly different fast relaxing mechanical, chemical or thermal equilibrium reservoirs. Modifying one of the temperatures creates both entropy fluxes and changes in dynamical activity. That is not unlike mechanical response of nonequilibrium systems but the extra difficulty for perturbation theory via path-integration is that for a Langevin dynamics temperature also affects the noise amp…
Understanding the physics of nonequilibrium systems remains as one of the major challenges of theoretical physics. This problem can be cracked in part by investigating the macroscopic fluctuations of the currents characterizing nonequilibrium behavior, their statistics and associated structures. This fundamental line of research has been severely hampered by the overwhelming complexity of this problem. However, during the last years two new general methods have appeared to investigate fluctuating behavior that are changing radically our understanding of nonequilibrium physics: a powerful macro…
Nonequilibrium steady states in driven diffusive systems exhibit many features which are surprising or counterintuitive, given our experience with equilibrium systems. We introduce the prototype model and review its unusual behavior in different temperature regimes, from both a simulational and analytic view point. We then present some recent work, focusing on the phase diagrams of driven bi-layer systems and two-species lattice gases. Several unresolved puzzles are posed.
We compare two approaches to nonequilibrium thermodynamics, the two-generator bracket formulation of time-evolution equations for averages and the macroscopic fluctuation theory, for an isothermal driven diffusive system under steady state conditions. The fluctuation dissipation relations of both approaches play an important role for a detailed comparison. The nonequilibrium Helmholtz free energies introduced in these two approaches differ as a result of boundary conditions. A Fokker-Planck equation derived by projection operator techniques properly reproduces long range fluctuations in nonequ…
We develop the effective field theory of diffusive Nambu-Goldstone (NG) modes associated with spontaneous internal symmetry breaking taking place in nonequilibrium open systems. The effective Lagrangian describing semi-classical dynamics of the NG modes is derived and matching conditions for low-energy coefficients are also investigated. Due to new terms peculiar to open systems, the associated NG modes show diffusive gapless behaviors in contrast to the propagating NG mode in closed systems. We demonstrate two typical situations relevant to the condensed matter physics and high-energy physics…
Using Monte Carlo simulations, we determine the phase diagram of a diffusive two-temperature XY model. When the two temperatures are equal the system becomes the equilibrium XY model with the continuous Kosterlitz-Thouless (KT) vortex-antivortex unbinding phase transition. When the two temperatures are unequal the system is driven by an energy flow through the system from the higher temperature heat-bath to the lower temperature one and reaches a far-from-equilibrium steady state. We show that the nonequilibrium phase diagram contains three phases: A homogenous disordered phase and two phases …
We study fluctuation properties of a one-dimensional anisotropic Heisenberg model out of equilibrium, focusing in particular on the gapped regime. Within the open-system setting we study large-deviation properties of the spin current. Numerically evaluating the first four current cumulants in a nonequilibrium stationary state at high energies, we find that the first two cumulants scale with the system size in a diffusive way, while the 3rd and the 4th cumulants do not. This means that the model is not an ordinary diffusive spin conductor.
The main subject of this thesis rests on the study ---at different levels of description--- of instabilities in systems which are driven, i.e., maintained far from equilibrium by an external forcing. We focus here on two main classes, namely, driven--diffusive fluids and driven granular gases. A particular driven-diffusive lattice model, prototype for nonequilibrium phase transitions, is investigated. A well-known disadvantage of lattice models is that, when they are compared directly with experiment, often do not account for important features of the corresponding nonequilibrium phase diagram…
Most systems, when pushed out of equilibrium, respond by building up currents of locally-conserved observables. Understanding how microscopic dynamics determines the averages and fluctuations of these currents is one of the main open problems in nonequilibrium statistical physics. The additivity principle is a theoretical proposal that allows to compute the current distribution in many one-dimensional nonequilibrium systems. Using simulations, we confirm this conjecture in a simple and general model of energy transport, both in the presence of a temperature gradient and in canonical equilibriu…
Bridging equilibrium and nonequilibrium statistical physics attracts sustained interest. Hallmarks of nonequilibrium systems include a breakdown of detailed balance, and an absence of a priori potential function corresponding to the Boltzmann-Gibbs distribution, without which classical equilibrium thermodynamical quantities could not be defined. Here, we construct dynamically the potential function through decomposing the system into a dissipative part and a conservative part, and develop a nonequilibrium theory by defining thermodynamical quantities based on the potential function. Concepts f…
We consider a disordered asymmetric exclusion process in which randomly chosen sites do not conserve particle number. The model is motivated by features of many interacting molecular motors such as RNA polymerases. We solve the steady state exactly in the two limits of infinite and vanishing non-conserving rates. The first limit is used as an approximation to large but finite rates and allows the study of Griffiths singularities in a nonequilibrium steady state despite the absence of any transition in the pure model. The disorder is also shown to induce a stretched exponential decay of system …
Transport process in molecular chain in nonequilibrium stationary state is theoretically investigated. The molecule is interacting at its both ends with thermal baths which has different temperatures, while no dissipation mechanism is contained inside the molecular chain. We have first obtained the nonequilibrium stationary state outside the Hilbert space in terms of the complex spectral representation of Liouvillian. The nonequilibrium stationary state is obtained as an eigenstate of the Liouvillian which is constructed through the collision invariant of the kinetic equation. The eigenstate o…
For diffusive systems that can be described by fluctuating hydrodynamics and by the Macroscopic Fluctuation Theory of Bertini et al., the total current fluctuations display universal features when the system is closed and in equilibrium. When the system is taken out of equilibrium by a boundary-drive, current fluctuations, at least for a particular family of diffusive systems, display the same universal features as in equilibrium. To achieve this result, we exploit a mapping between the fluctuations in a boundary-driven nonequilibrium system and those in its equilibrium counterpart. Finally, w…
We investigate the open dynamics of a chain of interacting spins using the quantized version of the GENERIC equation from classical out-of-equilibrium thermodynamics. We focus on both equilibrium and nonequilibrium scenarios for chains of different sizes. While in the equilibrium case we demonstrate thermal equilibration to the correct many-body Gibbs density matrix, in the nonequilibrium dynamics we show a ballistic-to-diffusive transition in the steady-state energy current and a scaling that is consistent with Fourier's law of heat transfer.
We investigate the properties of the nonequilibrium steady state for the stochastic system driven by a nonlinear drift force and influenced by noises which are not identically and independently distributed. The nonequilibrium steady state (NESS) current results from a residual part of the drift force which is not cancelled 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 th…
This paper introduces a position-space renormalization-group approach for nonequilibrium systems and applies the method to a driven stochastic one-dimensional gas with open boundaries. The dynamics are characterized by three parameters: the probability $α$ that a particle will flow into the chain to the leftmost site, the probability $β$ that a particle will flow out from the rightmost site, and the probability $p$ that a particle will jump to the right if the site to the right is empty. The renormalization-group procedure is conducted within the space of these transition probabilities, which …
We present results on the ballistic and diffusive behavior of the Langevin dynamics in a periodic potential that is driven away from equilibrium by a space-time periodic driving force, extending some of the results obtained by Collet and Martinez. In the hyperbolic scaling, a nontrivial average velocity can be observed even if the external forcing vanishes in average. More surprisingly, an average velocity in the direction opposite to the forcing may develop at the linear response level -- a phenomenon called negative mobility. The diffusive limit of the non-equilibrium Langevin dynamics is al…
We have performed small-angle light-scattering measurements of the static structure factor of a critical binary mixture undergoing diffusive partial remixing. An uncommon scattering geometry integrates the structure factor over the sample thickness, allowing different regions of the concentration profile to be probed simultaneously. Our experiment shows the existence of interface capillary waves throughout the macroscopic evolution to an equilibrium interface, and allows to derive the time evolution of surface tension. Interfacial properties are shown to attain their equilibrium values quickly…
In this work we analyze the simultaneous emergence of diffusive energy transport and local thermalization in a nonequilibrium one-dimensional quantum system, as a result of integrability breaking. Specifically, we discuss the local properties of the steady state induced by thermal boundary driving in a XXZ spin chain with staggered magnetic field. By means of efficient large-scale matrix product simulations of the equation of motion of the system, we calculate its steady state in the long-time limit.We start by discussing the energy transport supported by the system, finding it to be ballistic…
Recent work on stochastic interacting particle systems with two particle species (or single-species systems with kinematic constraints) has demonstrated the existence of spontaneous symmetry breaking, long-range order and phase coexistence in nonequilibrium steady states, even if translational invariance is not broken by defects or open boundaries. If both particle species are conserved, the temporal behaviour is largely unexplored, but first results of current work on the transition from the microscopic to the macroscopic scale yield exact coupled nonlinear hydrodynamic equations and indicate…
Driven diffusive systems constitute paradigmatic models of nonequilibrium physics. Among them, a driven lattice gas known as the asymmetric simple exclusion process (ASEP) is the most prominent example for which many intriguing exact results have been obtained. After summarizing key findings, including the mapping of the ASEP to quantum spin chains, we discuss the recently introduced Brownian asymmetric simple exclusion process (BASEP) as a related class of driven diffusive system with continuous space dynamics. In the BASEP, driven Brownian motion of hardcore-interacting particles through one…
We consider the general problem of determining the steady state of stochastic nonequilibrium systems such as those that have been used to model (among other things) biological transport and traffic flow. We begin with a broad overview of this class of driven diffusive systems - which includes exclusion processes - focusing on interesting physical properties, such as shocks and phase transitions. We then turn our attention specifically to those models for which the exact distribution of microstates in the steady state can be expressed in a matrix product form. In addition to a gentle introducti…
Nonequilibrium steady states in an open system connecting two reservoirs of platelike colloidal particles are investigated by means of a recently proposed phenomenological dynamic density functional theory [M. Bier and R. van Roij, Phys. Rev. E 76, 021405 (2007)]. The platelike colloidal particles are approximated within the Zwanzig model of restricted orientations, which exhibits an isotropic-nematic bulk phase transition. Inhomogeneities of the local chemical potential generate a diffusion current which relaxes to a nonvanishing value if the two reservoirs coupled to the system sustain diffe…
We argue, physically and formally, that existing diffusive models of noise yield inaccurate microscopic descriptions of nonequilibrium current fluctuations. The theoretical shortfall becomes pronounced in quantum-confined metallic systems, such as the two-dimensional electron gas. In such systems we propose a simple experimental test of mesoscopic validity for diffusive theory's central claim: the smooth crossover between Johnson-Nyquist and shot noise.
We study the effect of quenched disorder on nonequilibrium systems of interacting particles, specifically, driven diffusive lattice gases with spatially disordered jump rates. The exact steady-state measure is found for a class of models evolving by drop-push dynamics, allowing several physical quantities to be calculated. Dynamical correlations are studied numerically in one dimension. We conjecture that the relevance of quenched disorder depends crucially upon the speed of the kinematic waves in the system. Time-dependent correlation functions, which monitor the dissipation of kinematic wave…
We study the dynamics of symmetric exclusion process (SEP) in the presence of stochastic resetting to two possible specific configurations -- with rate $r_1$ (respectively, $r_2$) the system is reset to a step-like configuration where all the particles are clustered in the left (respectively, right) half of the system. We show that this dichotomous resetting leads to a range of rich behaviour, both dynamical and in the stationary state. We calculate the exact stationary profile in the presence of this dichotomous resetting and show that the diffusive current grows linearly in time, but unlike …
Diffusive motion of regulatory enzymes on biopolymers with eventual capture at a reaction site is a common feature in cell biology. Using a lattice gas model we study the impact of diffusion and capture for a microtubule polymerase and a depolymerase. Our results show that the capture mechanism localizes the proteins and creates large-scale spatial correlations. We develop an analytic approximation that globally accounts for relevant correlations and yields results that are in excellent agreement with experimental data. Our results show that diffusion and capture operates most efficiently at c…
When an extended system is coupled at its opposite boundaries to two reservoirs at different temperatures or chemical potentials, it cannot achieve a global thermal equilibrium and is instead driven to a set of current-carrying nonequilibrium states. Despite the broad relevance of such a scenario to metallic systems, there have been limited investigations of the entanglement structure of the resulting long-time states, in part, due to the fundamental difficulty in solving realistic models for disordered, interacting electrons. We investigate this problem by carefully analyzing two "toy" models…
Inspired by the physics of magnetohydrodynamics (MHD) a simplified coupled Burgers-like model in one dimension (1d), a generalization of the Burgers model to coupled degrees of freedom, is proposed to describe 1dMHD. In addition to MHD, this model serves as a 1d reduced model for driven binary fluid mixtures. Here we have performed a comprehensive study of the universal properties of the generalized d-dimensional version of the reduced model. We employ both analytical and numerical approaches. In particular, we determine the scaling exponents and the amplitude-ratios of the relevant two-point …
We introduce a simple nonequilibrium model for a driven diffusive system with nonconservative reaction kinetics which exhibits ergodicity breaking and hysteresis in one dimension. These phenomena can be understood through a description of the dominant stochastic many-body dynamics in terms of an equilibrium single-particle problem, viz. the random motion of a shock in an effective potential. This picture also leads to the exact phase diagram of the system and suggests a new generic mechanism for "freezing by heating".
A thermodynamic approach to rapid phase transformations within a diffuse interface in a binary system is developed. Assuming an extended set of independent thermodynamic variables formed by the union of the classic set of slow variables and the space of fast variables, we introduce finiteness of the heat and solute diffusive propagation at the finite speed of the interface advancing. To describe the transformation within the diffuse interface, we use the phase-field model which allows us to follow the steep but smooth change of phases within the width of diffuse interface. The governing equati…
We study an ensemble of random walkers carrying internal noisy phase oscillators which are synchronized among the walkers by local interactions. Due to individual mobility, the interaction partners of every walker change randomly, hereby introducing an additional, independent source of fluctuations, thus constituting the intrinsic nonequilibrium nature of the temporal dynamics. We employ this paradigmatic model system to discuss how the emergence of order is affected by motion of individual entities. In particular, we consider both, normal diffusive motion and superdiffusion. A non-Hamiltonian…
We consider a chain of one-dimensional dipole moments connected to two thermal baths with different temperatures. The system is in nonequilibrium steady state and heat flows through it. Assuming that fluctuation of the dipole moment is a small parameter, we develop an analytically solvable model for the problem. The effect of disorder is introduced by randomizing the positions of the dipole moments. We show that the disorder leads to Anderson-like transition from conducting to a thermal insulating state of the chain. It is shown that considered chain supports both ballistic and diffusive heat …
We review recent results on an exactly solvable model of nonequilibrium statistical mechanics, specifically the classical Rule 54 reversible cellular automaton and some of its quantum extensions. We discuss the exact microscopic description of nonequilibrium dynamics as well as the equilibrium and nonequilibrium stationary states. This allows us to obtain a rigorous handle on the corresponding emergent hydrodynamic description, which is treated as well. Specifically, we focus on two different paradigms of Rule 54 dynamics. Firstly, we consider a finite chain driven by stochastic boundaries, wh…
We consider a generic system operating under non-equilibrium conditions. Explicitly, we consider an inertial classical Brownian particle dwelling a periodic structure with a spatially broken reflection symmetry. The particle is coupled to a bath at the temperature $T$ and is driven by an unbiased time-periodic force. In the asymptotic long time regime the particle operates as a Brownian motor exhibiting finite directed transport although no net biasing force acts on the system. Here we review and interpret in further detail recent own research on the peculiar transport behaviour for this setup…
We consider a general class of nonlinear diffusive models with bulk dissipation and boundary driving, and derive its hydrodynamic description in the large size limit. Both the average macroscopic behavior and the fluctuating properties of the hydrodynamic fields are obtained from the microscopic dynamics. This analysis yields a fluctuating balance equation for the local energy density at the mesoscopic level, characterized by two terms: (i) a diffusive term, with a current that fluctuates around its average behavior given by nonlinear Fourier's law, and (ii) a dissipation term which is a gener…
In this article, we present a concise and self-contained introduction to nonequilibrium statistical mechanics with quantum field theory by considering an ensemble of interacting identical bosons or fermions as an example. Readers are assumed to be familiar with the Matsubara formalism of equilibrium statistical mechanics such as Feynman diagrams, the proper self-energy, and Dyson's equation. The aims are threefold: (i) to explain the fundamentals of nonequilibrium quantum field theory as simple as possible on the basis of the knowledge of the equilibrium counterpart; (ii) to elucidate the hier…
These notes are based on lectures given during the Summer School `Active Matter and Nonequilibrium Statistical Physics', held in Les Houches in September 2018. Dry, aligning, dilute, active matter (DADAM), with its many adjectives, refers to a corner of the multidimensional, fast-growing field of active matter studies. This corner, however, has both historical and theoretical importance for the entire field. These lectures notes first describe this particular status of DADAM. We then provide an overview of our current knowledge of DADAM in a synthetic and coherent manner. This constitutes the …
We test the applicability of the Gallavotti-Cohen fluctuation formula on a nonequilibrium version of the periodic Ehrenfest wind-tree model. This is a one-particle system whose dynamics is rather complex (e.g. it appears to be diffusive at equilibrium), but its Lyapunov exponents are nonpositive. For small applied field, the system exhibits a very long transient, during which the dynamics is roughly chaotic, followed by asymptotic collapse on a periodic orbit. During the transient, the dynamics is diffusive, and the fluctuations of the current are found to be in agreement with the fluctuation …
The effect of a change of noise amplitudes in overdamped diffusive systems is linked to their unperturbed behavior by means of a nonequilibrium fluctuation-response relation. This formula holds also for systems with state-independent nontrivial diffusivity matrices, as we show with an application to an experiment of two trapped and hydrodynamically coupled colloids, one of which is subject to an external random forcing that mimics an effective temperature. The nonequilibrium susceptibility of the energy to a variation of this driving is an example of our formulation, which improves an earlier …
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 constraints the architecture of these opt…
