Real-space Condensation in Stochastic Mass Transport Models
Satya N. Majumdar
备注：
Les Houches lecture notes for the summer school "Exact Methods in Low-dimensional Statistical Physics and Quantum Computing" (2008); 16 pages, 3 figures included
The phenomenon of real-space condensation is encountered in a variety of situations such as aggregation and fragmentation processes, granular clustering, phase separation, traffic and networks. Unlike traditional Bose-Einstein condensation in the momentum space, a condensate in these systems forms in real space, e.g., upon increasing the density beyond a critical value a macroscopically large mass/cluster may form at a single site on a lattice. In this brief review, I discuss some recent developments in understanding the physical and mathematical mechanism behind this real-space condensation in a class of simple stochastic mass transport models.
We study the dynamics of condensation for a stochastic continuous mass transport process defined on a one-dimensional lattice. Specifically we introduce three different variations of the truncated random average process. We generalize hereby the regular truncated process by introducing a new parameter $γ$ and derive a rich phase diagram in the $ρ-γ$ plane where several new phases next to the condensate or fluid phase can be observed. Lastly we use an extreme value approach in order to describe the conditions of a condensation transition in the thermodynamic limit. This leads us to a possible e…
We study a far-from-equilibrium system of interacting particles, hopping between sites of a 1d lattice with a rate which increases with the number of particles at interacting sites. We find that clusters of particles, which initially spontaneously form in the system, begin to move at increasing speed as they gain particles. Ultimately, they produce a moving condensate which comprises a finite fraction of the mass in the system. We show that, in contrast with previously studied models of condensation, the relaxation time to steady state decreases as an inverse power of ln L with system size L a…
Several lattice models display a condensation transition in real space when the density of a suitable order parameter exceeds a critical value. We consider one of such models with two conservation laws, in a one-dimensional open setup where the system is attached to two external reservoirs. Both reservoirs impose subcritical boundary conditions at the chain ends. When such boundary conditions are equal, the system is in equilibrium below the condensation threshold and no condensate can appear. Instead, when the system is kept out of equilibrium, localization may arise in an internal portion of…
We study the dynamics of condensation in a misanthrope process with nonlinear jump rates and factorized stationary states. For large enough density, it is known that such models have a phase separated state, with a non-zero fraction of the total mass concentrating in a single lattice site. It has been established in [B Waclaw and M R Evans, Phys. Rev. Lett., 108(7):070601, 2012] for asymmetric dynamics that such processes exhibit explosive condensation, where the time to reach the stationary state vanishes with increasing system size. This constitutes a spatially extended version of instantane…
We consider an extension of the zero-range process to the case where the hop rate depends on the state of both departure and arrival sites. We recover the misanthrope and the target process as special cases for which the probability of the steady state factorizes over sites. We discuss conditions which lead to the condensation of particles and show that although two different hop rates can lead to the same steady state, they do so with sharply contrasting dynamics. The first case resembles the dynamics of the zero-range process, whereas the second case, in which the hop rate increases with the…
Driven diffusive systems such as the zero-range process (ZRP) and the pair-factorized steady states (PFSS) stochastic transport process are versatile tools that lend themselves to the study of transport phenomena on a generic level. While their mathematical structure is simple enough to allow significant analytical treatment, they offer a variety of interesting phenomena. With appropriate dynamics, the ZRP and PFSS models feature a condensation transition where for a supercritical density the translational symmetry breaks spontaneously and excess particles form a single-site or spatially exten…
Condensation in stochastic lattice gases with size-dependent stationary weights
Institute of Mathematics, University of Augsburg（奥格斯堡大学数学研究所）；Department of Statistics, University of Warwick（华威大学统计系）；Department of Mathematics, Faculty of Science, Mahidol University（马希隆大学理学院数学系）
We study stochastic particle systems that conserve the particle density and exhibit a condensation transition due to particle interactions. We restrict our analysis to spatially homogeneous systems on finite lattices with stationary product measures, which includes previously studied zero-range or misanthrope processes. All known examples of such condensing processes are non-monotone, i.e. the dynamics do not preserve a partial ordering of the state space and the canonical measures (with a fixed number of particles) are not monotonically ordered. For our main result we prove that condensing ho…
We study condensation in one-dimensional transport models with a kinetic constraint. The kinetic constraint results in clustering of immobile vehicles; these clusters can grow to macroscopic condensates, indicating the onset of dynamic phase separation between free flowing and arrested traffic. We investigate analytically the conditions under which this occurs, and derive a necessary and sufficient criterion for phase separation. This criterion is applied to the well-known Nagel-Schreckenberg model of traffic flow to analytically investigate the existence of dynamic condensates. We find that t…
We study stochastic particle systems with stationary product measures that exhibit a condensation transition due to particle interactions or spatial inhomogeneities. We review previous work on the stationary behaviour and put it in the context of the equivalence of ensembles, providing a general characterization of the condensation transition for homogeneous and inhomogeneous systems in the thermodynamic limit. This leads to strengthened results on weak convergence for subcritical systems, and establishes the equivalence of ensembles for spatially inhomogeneous systems under very general condi…
Using numerical methods we discuss the effects of open boundary conditions on condensation phenomena in the zero-range process (ZRP) and transport processes with pair-factorized steady states (PFSS), an extended model of the ZRP with nearest-neighbor interaction. For the zero-range process we compare to analytical results in the literature with respect to criticality and condensation. For the extended model we find a similar phase structure, but observe supercritical phases with droplet formation for strong boundary drives.
We study stochastic processes in which the trajectories are constrained so that the process realises a large deviation of the unconstrained process. In particular we consider stochastic bridges and the question of inequivalence of path ensembles between the microcanonical ensemble, in which the end points of the trajectory are constrained, and the canonical or s ensemble in which a bias or tilt is introduced into the process. We show how ensemble inequivalence can be manifested by the phenomenon of temporal condensation in which the large deviation is realised in a vanishing fraction of the du…
The collective motion of self-driven particles shows interesting novel phenomena such as swarming and the emergence of patterns. We have recently proposed a model for counterflowing particles that captures this idea and exhibits clogging transitions. This model is based on a generalization of the Fermi-Dirac statistics wherein the maximal occupation of a cell is used. Here we present a detailed study comparing synchronous and asynchronous stochastic dynamics within this model. We show that an asynchronous updating scheme supports the mobile-clogging transition and eliminates some mobility anom…
We study a mass transport model, where spherical particles diffusing on a ring can stochastically exchange volume $v$, with the constraint of a fixed total volume $V=\sum_{i=1}^N v_i$, $N$ being the total number of particles. The particles, referred to as $p$-spheres, have a linear size that behaves as $v_i^{1/p}$ and our model thus represents a gas of polydisperse hard rods with variable diameters $v_i^{1/p}$. We show that our model admits a factorized steady state distribution which provides the size distribution that minimizes the free energy of a polydisperse hard rod system, under the con…
We discuss the effects of particle exchange through open boundaries and the induced drive on the phase structure and condensation phenomena of a stochastic transport process with tunable short-range interactions featuring pair-factorized steady states (PFSS) in the closed system. In this model, the steady state of the particle hopping process can be tuned to yield properties from the zero-range process (ZRP) condensation model to those of models with spa- tially extended condensates. By varying the particle exchange rates as well as the presence of a global drift, we observe a phase transition…
This third part extends the theory of Generalized Poisson-Kac (GPK) processes to nonlinear stochastic models and to a continuum of states. Nonlinearity is treated in two ways: (i) as a dependence of the parameters (intensity of the stochastic velocity, transition rates) of the stochastic perturbation on the state variable, similarly to the case of nonlinear Langevin equations, and (ii) as the dependence of the stochastic microdynamic equations of motion on the statistical description of the process itself (nonlinear Fokker-Planck-Kac models). Several numerical and physical examples illustrate …
We investigate a non-Poissonian version of the asymmetric simple exclusion process, motivated by the observation that coarse-graining the interactions between particles in complex systems generically leads to a stochastic process with a non-Markovian (history-dependent) character. We characterize a large family of one-dimensional hopping processes using a waiting-time distribution for individual particle hops. We find that when its variance is infinite, a real-space condensate forms that is complete in space (involves all particles) and time (exists at almost any given instant) in the thermody…
I study heat and norm transport in a one-dimensional lattice of linear Schrödinger oscillators with conservative stochastic perturbations. Its equilibrium properties are the same of the Discrete Nonlinear Schrödinger equation in the limit of vanishing nonlinearity. When attached to external classical reservoirs that impose nonequilibrium conditions, the chain displays diffusive transport, with finite Onsager coefficients in the thermodynamic limit and a finite Seebeck coefficient.
We study the fluctuations of the area $A(t)= \int_0^t x(τ)\, dτ$ under a self-similar Gaussian process (SGP) $x(τ)$ with Hurst exponent $H>0$ (e.g., standard or fractional Brownian motion, or the random acceleration process) that stochastically resets to the origin at rate $r$. Typical fluctuations of $A(t)$ scale as $\sim \sqrt{t}$ for large $t$ and on this scale the distribution is Gaussian, as one would expect from the central limit theorem. Here our main focus is on atypically large fluctuations of $A(t)$. In the long-time limit $t\to\infty$, we find that the full distribution of the area …
Real space condensation is known to occur in stochastic models of mass transport in the regime in which the globally conserved mass density is greater than a critical value. It has been shown within models with factorised stationary states that the condensation can be understood in terms of sums of independent and identically distributed random variables: these exhibit condensation when they are conditioned to a large deviation of their sum. It is well understood that the condensation, whereby one of the random variables contributes a finite fraction to the sum, occurs only if the underlying p…
Spontaneous Breaking of Translational Invariance and Spatial Condensation in Stationary States on a Ring: II. The Charged System and the Two-component Burgers Equations
Seifert derived an exact fluctuation relation for diffusion processes using the concept of "stochastic system entropy". In this note we extend his formalism to entropic transport. We introduce the notion of relative stochastic entropy, or "relative surprisal", and use it to generalize Seifert's system/medium decomposition of the total entropy. This result allows to apply the concepts of stochastic thermodynamics to diffusion processes in confined geometries, such as ion channels, cellular pores or nanoporous materials. It can be seen as the equivalent for diffusion processes of Esposito and Sc…
We present a stochastic approach for ion transport at the mesoscopic level. The description takes into account the self-consistent electric field generated by the fixed and mobile charges as well as the discrete nature of these latter. As an application we study the noise in the ion transport process, including the effect of the displacement current generated by the fluctuating electric field. The fluctuation theorem is shown to hold for the electric current with and without the displacement current.
