We introduce a model of interacting Random Walk, whose hopping amplitude depends on the number of walkers/particles on the link. The mesoscopic counterpart of such a microscopic dynamics is a diffusing system whose diffusivity depends on the particle density. A non-equilibrium stationary flux can be induced by suitable boundary conditions, and we show indeed that it is mesoscopically described by a Fourier equation with a density dependent diffusivity. A simple mean-field description predicts a critical diffusivity if the hopping amplitude vanishes for a certain walker density. Actually, we evidence that, even if the density equals this pseudo-critical value, the system does not present any criticality but only a dynamical slowing down. This property is confirmed by the fact that, in spite of interaction, the particle distribution at equilibrium is simply described in terms of a product of Poissonians. For mesoscopic systems with a stationary flux, a very effect of interaction among particles consists in the amplification of fluctuations, which is especially relevant close to the pseudo-critical density. This agrees with analogous results obtained for Ising models, clarifying that larger fluctuations are induced by the dynamical slowing down and not by a genuine criticality. The consistency of this amplification effect with altered coloured noise in time series is also proved.
We study a model of bacterial dynamics where two interacting random walkers perform run-and-tumble motion on a one-dimensional lattice under mutual exclusion and find an exact expression for the probability distribution in the steady state. This stationary distribution has a rich structure comprising three components: a jammed component, where the particles are adjacent and block each other; an attractive component, where the probability distribution for the distance between particles decays exponentially; and an extended component in which the distance between particles is uniformly distribut…
We show that the problem of directed percolation on an arbitrary lattice is equivalent to the problem of m directed random walkers with rather general attractive interactions, when suitably continued to m=0. In 1+1 dimensions, this is dual to a model of interacting steps on a vicinal surface. A similar correspondence with interacting self-avoiding walks is constructed for isotropic percolation.
We study a model of interacting run-and-tumble random walkers operating under mutual hardcore exclusion on a one-dimensional lattice with periodic boundary conditions. We incorporate a finite, Poisson-distributed, tumble duration so that a particle remains stationary whilst tumbling, thus generalising the persistent random walker model. We present the exact solution for the nonequilibrium stationary state of this system in the case of two random walkers. We find this to be characterised by two lengthscales, one arising from the jamming of approaching particles, and the other from one particle …
We investigate the dynamics of bound states of two interacting particles, either bosons or fermions, performing a continuous-time quantum walk on a one-dimensional lattice. We consider the situation where the distance between both particles has a hard bound, and the richer situation where the particles are bound by a smooth confining potential. The main emphasis is on the velocity characterizing the ballistic spreading of these bound states, and on the structure of the asymptotic distribution profile of their center-of-mass coordinate. The latter profile generically exhibits many internal fron…
We present our recent work on stochastic particle systems on complex networks. As a noninteracting system we first consider the diffusive motion of a random walker on heterogeneous complex networks. We find that the random walker is attracted toward nodes with larger degree and that the random walk motion is asymmetric. The asymmetry can be quantified with the random walk centrality, the matrix formulation of which is presented. As an interacting system, we consider the zero-range process on complex networks. We find that a structural heterogeneity can lead to a condensation phenomenon. These …
We introduce a model of interacting random walkers on a finite one dimensional chain with absorbing boundaries or targets at the ends. Walkers are of two types: informed particles that move ballistically towards a given target, and diffusing uninformed particles that are biased towards close informed particles. This model mimics the dynamics of hierarchical groups of animals, where an informed individual tries to persuade and lead the movement of its conspecifics. We characterize the success of the persuasion by the first-passage probability of the uninformed particle to the target, and we int…
We consider the quantum centipede made of $N$ fermionic quantum walkers on the one-dimensional lattice interacting by means of the simplest of all hard-bound constraints: the distance between two consecutive fermions is either one or two lattice spacings. This composite quantum walker spreads ballistically, just as the simple quantum walk. However, because of the interactions between the internal degrees of freedom, the distribution of its center-of-mass velocity displays numerous ballistic fronts in the long-time limit, corresponding to singularities in the empirical velocity distribution. Th…
Exact collective first-passage statistics of N trail-interacting walkers
Laboratoire Jean Perrin, CNRS/Sorbonne Université（让·佩兰实验室，法国国家科学研究中心/索邦大学）；Collège de France（法兰西公学院）；Laboratoire de Physique Théorique de la Matière Condensée, CNRS/Sorbonne Université（凝聚态物质理论物理实验室，法国国家科学研究中心/索邦大学）
We introduce a general approach for the study of the collective dynamics of non-interacting random walkers on connected networks. We analyze the movement of $R$ independent (Markovian) walkers, each defined by its own transition matrix. By using the eigenvalues and eigenvectors of the $R$ independent transition matrices, we deduce analytical expressions for the collective stationary distribution and the average number of steps needed by the random walkers to start in a particular configuration and reach specific nodes the first time (mean first-passage times), as well as global times that char…
We have considered the persistence of unvisited sites of a lattice, i.e., the probability $S(t)$ that a site remains unvisited till time $t$ in presence of mutually repulsive random walkers. The dynamics of this system has direct correspondence to that of the domain walls in a certain system of Ising spins where the number of domain walls become fixed following a zero termperature quench. Here we get the result that $S(t) \propto \exp(-αt^β)$ where $β$ is close to 0.5 and $α$ a function of the density of the walkers $ρ$. The number of persistent sites in presence of independent walkers of dens…
We introduce a thermal dynamics for the Ising ferromagnet where the energy variations occurring within the system exhibit a diffusive character typical of thermalizing agents such as e.g. localized excitations. Time evolution is provided by a walker hopping across the sites of the underlying lattice according to local probabilities depending on the usual Boltzmann weight at a given temperature. Despite the canonical hopping probabilities the walker drives the system to a stationary state which is not reducible to the canonical equilibrium state in a trivial way. The system still exhibits a mag…
We introduce a diffusion model for energetically inhomogeneous systems. A random walker moves on a spin-S Ising configuration, which generates the energy landscape on the lattice through the nearest-neighbors interaction. The underlying energetic environment is also made dynamic by properly coupling the walker with the spin lattice. In fact, while the walker hops across nearest-neighbor sites, it can flip the pertaining spins, realizing a diffusive dynamics for the Ising system. As a result, the walk is biased towards high energy regions, namely the boundaries between clusters. Besides, the co…
The jump-walking Monte-Carlo algorithm is revisited and updated to study the equilibrium properties of systems exhibiting quasi-ergodicity. It is designed for a single processing thread as opposed to currently predominant algorithms for large parallel processing systems. The updated algorithm is tested on the Ising model and applied to the lattice-gas model for sorption in aerogel at low temperatures, when dynamics of the system is critically slowed down. It is demonstrated that the updated jump-walking simulations are able to produce equilibrium isotherms which are typically hidden by the hys…
We analyze a model for a walker moving on a ratchet potential. This model is motivated by the properties of transport of motor proteins, like kinesin and myosin. The walker consists of two feet represented as two particles coupled nonlinearly through a bistable potential. In contrast to linear coupling, the bistable potential admits a richer dynamics where the ordering of the particles can alternate during the walking. The transitions between the two stable states on the bistable potential correspond to a walking with alternating particles. We distinguish between two main walking styles: alter…
Random walkers characterized by random positions and random velocities lead to normal diffusion. A random walk was originally proposed by Einstein to model Brownian motion and to demonstrate the existence of atoms and molecules. Such a walker represents an inanimate particle driven by environmental fluctuations. On the other hand, there are many examples of so-called "persistent random walkers", including self-propelled particles that are able to move with almost constant speed while randomly changing their direction of motion. Examples include living entities (ranging from flagellated unicell…
Self-interacting random walks are endowed with long range memory effects that emerge from the interaction of the random walker at time $t$ with the territory that it has visited at earlier times $t'<t$. This class of non Markovian random walks has applications in a broad range of examples, ranging from insects to living cells, where a random walker modifies locally its environment -- leaving behind footprints along its path, and in turn responds to its own footprints. Because of their inherent non Markovian nature, the exploration properties of self-interacting random walks have remained elusi…
We use renormalization group to calculate the reunion and survival exponents of a set of random walkers interacting with a long range $1/r^2$ and a short range interaction. These exponents are used to study the binding-unbinding transition of polymers and the behavior of several quantum problems.
The behavior of dynamical system interacting with non-equilibrium medium is investigated. Formally exact kinetic equations are derived for the statistical operator of the dynamical system and the macroscopic parameters of the medium. In the second order of perturbation with respect of interaction of the system with the medium, expression for the scattering integral is presented. The simplest applications of the obtained equations are considered.
We discuss that the thermodynamics of composite systems with non-additive entropies and additive energies can be equivalently derived considering additive entropies and non-additive energies. The general discussion is illustrated by a particular example.
Long-range interacting Hamiltonian systems are believed to relax generically towards non-equilibrium states called "quasi-stationary" because they evolve towards thermodynamic equilibrium very slowly, on a time-scale diverging with particle number. We show here that, by applying a suitable perturbation operator for a finite time interval, we obtain, in a family of long-range systems, non-equilibrium states which appear to be strictly stationary. They exist even in the case of a harmonic potential, and are characterised by an ordered microscopic phase space structure. We give some simple heuris…
We investigate a simplified model of two fully connected magnetic systems maintained at different temperatures by virtue of being connected to two independent thermal baths while simultaneously being inter-connected with each other. Using generating functional analysis, commonly used in statistical mechanics, we find exactly soluble expressions for their individual magnetisations that define a two-dimensional non-linear map, the equations of which have the same form as those obtained for densely connected equilibrium systems. Steady states correspond to the fixed points of this map, separating…
We derive an exact formula for the scaled cumulant generating function of the time-integrated current associated to an arbitrary ballistically transported conserved charge. Our results rely on the Euler-scale description of interacting, many-body, integrable models out of equilibrium given by the generalized hydrodynamics, and on the large deviation theory. Crucially, our findings extend previous studies by accounting for inhomogeneous and dynamical initial states in interacting systems. We present exact expressions for the first three cumulants of the time-integrated current. Considering the …
What is the probability that a macroscopic void will spontaneously arise, at a specified time T, in an initially homogeneous gas? We address this question for diffusive lattice gases, and also determine the most probable density history leading to the void formation. We employ the macroscopic fluctuation theory by Bertini et al and consider both annealed and quenched averaging procedures (the initial condition is allowed to fluctuate in the annealed setting). We show that in the annealed case the void formation probability is given by the equilibrium Boltzmann-Gibbs formula, so the probability…
We argue that a particle language provides a conceptually simple framework for the description of anomalous equilibration in isolated quantum systems. We address this paradigm in the context of integrable models, which are those with particles that are stable against decay. In particular, we demonstrate that a complete description of equilibrium ensembles for interacting integrable models requires a formulation built from the mode occupation numbers of the underlying particle content, mirroring the case of non-interacting particles. This yields an intuitive physical interpretation of generaliz…
We use a Hamiltonian dynamics to discuss the statistical mechanics of long-lasting quasi-stationary states particularly relevant for long-range interacting systems. Despite the presence of an anomalous single-particle velocity distribution, we find that the Central Limit Theorem implies the Boltzmann expression in Gibbs' $Γ$-space. We identify the nonequilibrium sub-manifold of $Γ$-space characterizing the anomalous behavior and show that by restricting the Boltzmann-Gibbs approach to this sub-manifold we obtain the statistical mechanics of the quasi-stationary states.
After the rejection of their comment [arXiv:cond-mat/0609399v1] to our Phys. Rev. Lett. {\bf 97}, 100601 (2006), the Authors informed us that an extended version of their comment is going to be published in a different journal under the direct editorial responsibility of one of them. We then decided to make publicly available our formal reply, originally prepared for publication in Phys. Rev. Lett.
We consider a system of one-dimensional non-interacting fermions in external harmonic confinement. Using an efficient Green's function method we evaluate the exact profiles and the pair correlation function, showing a direct signature of the Fermi statistics and of the single quantum-level occupancy. We also study the dynamical properties of the gas, obtaining the spectrum both in the collisionless and in the collisional regime. Our results apply as well to describe a one-dimensional Bose gas with point-like hard-core interactions.
Entropy production is one of the most important characteristics of non-equilibrium steady states. We study here the steady-state entropy production, both at short times as well as in the long-time limit, of two important classes of non-equilibrium systems: transport systems and reaction-diffusion systems. The usefulness of the mean entropy production rate and of the large deviation function of the entropy production for characterizing non-equilibrium steady states of interacting many-body systems is discussed. We show that the large deviation function displays a kink-like feature at zero entro…
We consider two statistically independent systems described by the same entropy belonging to the two-parameter family of Sharma-Mittal. Assuming a weak interaction among the systems, allowing in this way an exchange of heat and work, we analyze, both in the entropy representation and in the energy representation, the evolution toward the equilibrium. The thermodynamics evolution is controlled by two scalar quantities identified with the temperature and the pressure of the system. The thermodynamical stability conditions of the equilibrium state are analyzed in both representations. Their relat…
We study diffusive lattice gases with local injection of particles, namely we assume that whenever the origin becomes empty, a new particle is immediately injected into the origin. We consider two lattice gases: a symmetric simple exclusion process and random walkers. The interplay between the injection events and the positions of the particles already present implies an effective collective interaction even for the ostensibly non-interacting random walkers. We determine the average total number of particles entering into the initially empty system. We also compute the average total number of …
A new method is proposed to numerically extract the diffusivity of a (typically nonlinear) diffusion equation from underlying stochastic particle systems. The proposed strategy requires the system to be in local equilibrium and have Gaussian fluctuations but is otherwise allowed to undergo arbitrary out of equilibrium evolutions. This could be potentially relevant for particle data obtained from experimental applications. The key idea underlying the method is that finite, yet large, particle systems formally obey stochastic partial differential equations of gradient flow type satisfying a fluc…
In recent years statistical physicists have developed {\it discrete} "particle-hopping" models of vehicular traffic, usually formulated in terms of {\it cellular automata}, which are similar to the microscopic models of interacting charged particles in the presence of an external electric field. Concepts and techniques of non-equilibrium statistical mechanics are being used to understand the nature of the steady states and fluctuations in these so-called "microscopic" models. In this brief review we explain, primarily to the nonexperts, these models and the physical implications of the results…
Driven particles in presence of crowded environment, obstacles or kinetic constraints often exhibit negative differential mobility (NDM) due to their decreased dynamical activity. We propose a new mechanism for complex many-particle systems where slowing down of certain {\it non-driven} degrees of freedom by the external field can give rise to NDM. This phenomenon, resulting from inter-particle interactions, is illustrated in a pedagogical example of two interacting random walkers, one of which is biased by an external field while the same field only slows down the other keeping it unbiased. W…
We study long-range interacting systems perturbed by external stochastic forces. Unlike the case of short-range systems, where stochastic forces usually act locally on each particle, here we consider perturbations by external stochastic fields. The system reaches stationary states where external forces balance dissipation on average. These states do not respect detailed balance and support non-vanishing fluxes of conserved quantities. We generalize the kinetic theory of isolated long-range systems to describe the dynamics of this non-equilibrium problem. The kinetic equation that we obtain app…
We study a system of interacting self-propelled particles whose walking velocity depends on the stage of the locomotion cycle. The model introduces a phase equation in the optimal velocity model for vehicular traffic. We find that the system exhibits novel types of flow: synchronized free flow, phase-anchoring free flow, orderly jam flow, and disordered jam flow. The first two flows are characterized by synchronization of the phase, while the others do not have the global synchronization. Among these, the disordered jam flow is very complex, although the underlying model is simple. This phenom…
We study systems of interacting Brownian particles in one dimension constructed as the diffusion scaling limits of Fisher's vicious walk models. We define two types of nonintersecting Brownian motions, in which we impose no condition (resp. nonintersecting condition forever) in the future for the first-type (resp. second-type). It is shown that, when all particles start from the origin, their positions at time 1 in the first-type (resp. at time 1/2 in the second-type) process are identically distributed with the eigenvalues of Gaussian orthogonal (resp.unitary) random matrices. The second-type…
Random walks are the simplest way to explore or search a graph, and have revealed a very useful tool to investigate and characterize the structural properties of complex networks from the real world, e.g. they have been used to identify the modules of a given network, its most central nodes and paths, or to determine the typical times to reach a target. Although various types of random walks whose motion is node biased have been proposed, which are still amenable to analytical solution, most if not all of them rely on the assumption of linearity and independence of the walkers. We introduce a …
We conjecture that non-equilibrium boundary conditions generically trigger long range order in non-equilibrium steady states of locally interacting quantum chains. Our result is based on large scale density matrix renormalization group simulations of several models of quantum spin 1/2 chains which are driven far from equilibrium by coupling to a pair of unequal Lindblad reservoirs attached locally to the ends of the chain. In particular, we find a phase transition from exponentially decaying to long range spin-spin correlations in integrable Heisenberg XXZ chain by changing the anisotropy para…
A Hamiltonian-based model of many harmonically interacting massive particles that are subject to linear friction and coupled to heat baths at different temperatures is used to study the dynamic approach to equilibrium and non-equilibrium stationary states. Based on the exactly calculated dynamic approach to the stationary distribution, the functional that governs this approach, which is called the free entropy, is constructed. For the stationary distribution the free entropy becomes maximal and its time derivative is minimal and vanishes. Thus, the free entropy characterizes equilibrium as wel…
We consider a discrete time random walk in one dimension. At each time step the walker jumps by a random distance, independent from step to step, drawn from an arbitrary symmetric density function. We show that the expected positive maximum E[M_n] of the walk up to n steps behaves asymptotically for large n as, E[M_n]/σ=\sqrt{2n/π}+ γ+O(n^{-1/2}), where σ^2 is the variance of the step lengths. While the leading \sqrt{n} behavior is universal and easy to derive, the leading correction term turns out to be a nontrivial constant γ. For the special case of uniform distribution over [-1,1], Coffman…
Non-equilibrium steady states (NESS) describe particularly simple and stationary non-equilibrium situations. A possibility to obtain such states is to consider the asymptotic evolution of two infinite heat baths brought into thermal contact. In this work we generalise corresponding results of Doyon~et.~al. (J.\ Phys.\ A 18 (2015) no.9) for free Klein-Gordon fields in several directions. Our analysis is carried out directly at the level of correlation functions and in the algebraic approach to QFT. We discuss non-trivial chemical potentials, condensates, inhomogeneous linear models and homogene…
The non-equilibrium dynamics of a gas of cold atoms in which Rydberg states are off-resonantly excited is studied in the presence of noise. The interplay between interaction and off-resonant excitation leads to an initial dynamics where aggregates of excited Rydberg atoms slowly nucleate and grow, eventually reaching long-lived meta-stable arrangements which then relax further on much longer timescales. This growth dynamics is governed by an effective Master equation which permits a transparent and largely analytical understanding of the underlying physics. By means of extensive numerical simu…
We obtain the large scale limit of the fluctuations around its hydrodynamic limit of the density of particles of a weakly asymmetric exclusion process in dimension up to three. The proof is based upon a sharp estimate on the relative entropy of the law of the process with respect to product reference measures associated to the hydrodynamic limit profile, which holds in any dimension and is of independent interest. As a corollary of this entropy estimate, we obtain some quantitative bounds on the speed of convergence of the aforementioned hydrodynamic limit.
This paper is a follow-up of the work initiated in [3], where it has been investigated the hydrodynamic limit of symmetric independent random walkers with birth at the origin and death at the rightmost occupied site. Here we obtain two further results: first we characterize the stationary states on the hydrodynamic time scale and show that they are given by a family of linear macroscopic profiles whose parameters are determined by the current reservoirs and the system mass. Then we prove the existence of a super-hyrdrodynamic time scale, beyond the hydrodynamic one. On this larger time scale t…
