We show how to apply the macroscopic fluctuation theory (MFT) of Bertini, De Sole, Gabrielli, Jona-Lasinio, and Landim to study the current fluctuations of diffusive systems with a step initial condition. We argue that one has to distinguish between two ways of averaging (the annealed and the quenched cases) depending on whether we let the initial condition fluctuate or not. Although the initial condition is not a steady state, the distribution of the current satisfies a symmetry very reminiscent of the fluctuation theorem. We show how the equations of the MFT can be solved in the case of non-interacting particles. The symmetry of these equations can be used to deduce the distribution of the current for several other models, from its knowledge for the symmetric simple exclusion process. In the range where the integrated current $Q_t \sim \sqrt{t}$, we show that the non-Gaussian decay $\exp [- Q_t^3/t]$ of the distribution of $Q_t$ is generic.
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's 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.
We formulate a simple additivity principle allowing to calculate the whole distribution of current fluctuations through a large one dimensional system in contact with two reservoirs at unequal densities from the knowledge of its first two cumulants. This distribution (which in general is non-Gaussian) satisfies the Gallavotti-Cohen symmetry and generalizes the one predicted recently for the symmetric simple exclusion process. The additivity principle can be used to study more complex diffusive networks including loops.
Thermal fluctuations in non-equilibrium steady states generically lead to power law decay of correlations for conserved quantities. Embedded bodies which constrain fluctuations in turn experience fluctuation induced forces. We compute these forces for the simple case of parallel slabs in a driven diffusive system. The force falls off with slab separation $d$ as $k_B T/d$ (at temperature $T$, and in all spatial dimensions), but can be attractive or repulsive. Unlike the equilibrium Casimir force, the force amplitude is non-universal and explicitly depends on dynamics. The techniques introduced …
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…
In order to illuminate the properties of current fluctuations in more than one dimension, we use a lattice-based Markov process driven into a non-equilibrium steady state. Specifically, we perform a detailed study of the particle current fluctuations in a two-dimensional zero-range process with open boundary conditions and probe the influence of the underlying geometry by comparing results from a square and a triangular lattice. Moreover, we examine the structure of local currents corresponding to a given global current fluctuation and comment on the role of spatial inhomogeneities for the dis…
We study a gas of hard rods on a ring, driven by an external thermostat, with either elastic or inelastic collisions, which exhibits sub-diffusive behavior $<x^2 > \sim t^{1/2}$. We show the validity of the usual Fluctuation-Dissipation (FD) relation, i.e. the proportionality between the response function and the correlation function, when the gas is elastic or diluted. On the contrary, in strongly inelastic or dense cases, when the tracer velocity is no more independent of the other degrees of freedom, the Einstein formula fails and must be replaced by a more general FD relation.
We employ the macroscopic fluctuation theory to study fluctuations of integrated current in one-dimensional lattice gases with a step-like initial density profile. We analytically determine the variance of the current fluctuations for a class of diffusive processes with a density-independent diffusion coefficient, but otherwise arbitrary. 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 …
We use kinetic Monte Carlo simulations to investigate current fluctuations in boundary driven generalized exclusion processes, in different dimensions. Simulation results are in full agreement with predictions based on the additivity principle and the macroscopic fluctuation theory. The current statistics are independent of the shape of the contacts with the reservoirs, provided they are macroscopic in size. In general, the current distribution depends on the spatial dimension. For the special cases of the symmetric simple exclusion process and the zero-range process, the current statistics ar…
We point out that the "additivity principle" and "scaling hypothesis" postulated by Bodineau and Derrida in Phys. Rev. Lett 92, 180601 (2004), follow naturally from the saddle point evaluation of a diffusive field theory.
We consider fluctuations of the dissipated energy in nonlinear driven diffusive systems subject to bulk dissipation and boundary driving. With this aim, we extend the recently-introduced macroscopic fluctuation theory to nonlinear driven dissipative media, starting from the fluctuating hydrodynamic equations describing the system mesoscopic evolution. Interestingly, the action associated to a path in mesoscopic phase-space, from which large-deviation functions for macroscopic observables can be derived, has the same simple form as in non-dissipative systems. This is a consequence of the quasi-…
We analyse the long-lasting effects of initial conditions on fluctuations in one-dimensional diffusive systems. We consider both the fluctuations of current for non-interacting diffusive particles starting from a step-like initial density profile, and the mean-square displacement of tracers in homogeneous systems with single-file diffusion. For these two cases, we show analytically (via the propagator and Macroscopic Fluctuation Theory, respectively) that the long-term memory of initial conditions is mediated by a single static quantity: a generalized compressibility that quantifies the densit…
We consider diffusive lattice gases on a ring and analyze the stability of their density profiles conditionally to a current deviation. Depending on the current, one observes a phase transition between a regime where the density remains constant and another regime where the density becomes time dependent. Numerical data confirm this phase transition. This time dependent profile persists in the large drift limit and allows one to understand on physical grounds the results obtained earlier for the totally asymmetric exclusion process on a ring.
Current fluctuations of diffusive systems with a battery
Aix Marseille Univ, Université de Toulon, CNRS, CPT（艾克斯-马赛大学，土伦大学，法国国家科学研究中心，理论物理中心）；Collège de France（法兰西公学院）；Laboratoire de Physique de l’Ecole Normale Supérieure, ENS, Université PSL, CNRS, Sorbonne Université, Université de Paris（巴黎高等师范学院物理实验室，巴黎高等师范学院，巴黎文理研究大学，法国国家科学研究中心，索邦大学，巴黎大学）
We present a stochastic model for amplifying, diffusive media like, for instance, random lasers. Starting from a simple random-walk model, we derive a stochastic partial differential equation for the energy field with contains a multiplicative random-advection term yielding intermittency and power-law distributions of the field itself. Dimensional analysis indicate that such features are more likely to be observed for small enough samples and in lower spatial dimensions.
We show, using the macroscopic fluctuation theory of Bertini, De Sole, Gabrielli, Jona-Lasinio, and Landim, that the statistics of the current of the symmetric simple exclusion process (SSEP) connected to two reservoirs are the same on an arbitrary large finite domain in dimension $d$ as in the one dimensional case. Numerical results on squares support this claim while results on cubes exhibit some discrepancy. We argue that the results of the macroscopic fluctuation theory should be recovered by increasing the size of the contacts. The generalization to other diffusive systems is straightforw…
Recent experimental and theoretical works have shown that giant fluctuations are present during diffusion in liquid systems. We use linearized fluctuating hydrodynamics to calculate the net mass transfer due to these non equilibrium fluctuations. Surprisingly the mass flow turns out to coincide with the usual Fick's one. The renormalization of the hydrodynamic equations allows us to quantify the gravitational modifications of the diffusion coefficient induced by the gravitational stabilization of long wavelength fluctuations.
We analyse 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 transtions into `hyperuniform' states, where large-wavelength density fluctuations are strongly suppressed. We illustrate this behaviour 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 non-zero bias, so that homogeneous states with "…
The recently developed effective field theory of fluctuations around thermal equilibrium is used to compute late-time correlation functions of conserved densities. Specializing to systems with a single conservation law, we find that the diffusive pole is shifted in the presence of non-linear hydrodynamic self-interactions, and that the density-density Green's function acquires a branch point half way to the diffusive pole, at frequency $ω= -\frac{i}{2}Dk^2$. We discuss the relevance of diffusive fluctuations for strongly correlated transport in condensed matter and cold atomic systems.
We present a general formalism for computing the largest Lyapunov exponent and its fluctuations in spatially extended systems described by diffusive fluctuating hydrodynamics, thus extending the concepts of dynamical system theory to a broad range of non-equilibrium systems. Our analytical results compare favourably with simulations of a lattice model of heat conduction. We further show how the computation of the Lyapunov exponent for the Symmetric Simple Exclusion Process relates to damage spreading and to a two-species pair annihilation process, for which our formalism yields new finite size…
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…
We investigate the long time behavior of a passive particle evolving in a one-dimensional diffusive random environment, with diffusion constant $D$. We consider two cases: (a) The particle is pulled forward by a small external constant force, and (b) there is no systematic bias. Theoretical arguments and numerical simulations provide evidence that the particle is eventually trapped by the environment. This is diagnosed in two ways: The asymptotic speed of the particle scales quadratically with the external force as it goes to zero, and the fluctuations scale diffusively in the unbiased environ…
We study the behaviour of a Symmetric Exclusion Process (SEP) in presence of stochastic resetting where the configuration of the system is reset to a step-like profile with a fixed rate $r.$ We show that the presence of resetting affects both the stationary and dynamical properties of SEP strongly. We compute the exact time-dependent density profile and show that the stationary state is characterized by a non-trivial inhomogeneous profile in contrast to the flat one for $r=0.$ We also show that for $r>0$ the average diffusive current grows linearly with time $t,$ in stark contrast to the $\sqr…
Diffusion processes are studied theoretically for the case where the diffusion coefficient is itself a time and position dependent random function. We investigate how inhomogeneities and fluctuations of the diffusion coefficient affect the transport using a perturbative approach, with a special attention to the time scaling of the second moment. We show that correlated disorder can lead to anomalous transport and superdiffusion.
The macroscopic fluctuation theory provides a complete hydrodynamic description of non-equilibrium classical diffusive systems. As a first step towards a diffusive theory of open quantum systems, we show how to construct a microscopic open quantum system that exhibits genuine quantum diffusive scaling. Namely, the dynamics is diffusive and the density matrix is entangled in the hydrodynamic length and time scales.
We analyze high-field current fluctuations in degenerate conductors by mapping the electronic Fermi-liquid correlations at equilibrium to their semiclassical non-equilibrium form. Our resulting Boltzmann description is applicable to diffusive mesoscopic wires. We derive a non-equilibrium connection between thermal fluctuations of the current and resistive dissipation. In the weak-field limit this is the canonical fluctuation- dissipation theorem. Away from equilibrium, the connection enables explicit calculation of the excess ``hot-electron'' contribution to the thermal spectrum. We show that …
This Letter studies a weakly and asymmetrically coupled three-lane driven diffusive system. A non-monotonically changing density profile in the middle lane has been observed. When the extreme value of the density profile reaches $ρ=0.5$, a bulk induced phase transition occurs which exhibits a shock and a continuously and smoothly decreasing density profile which crosses $ρ=0.5$ upstream or downstream of the shock. The existence of double shocks has also been observed. A mean-field approach has been used to interpret the numerical results obtained by Monte Carlo simulations. The current minimiz…
We study the time correlation function of a density field in two-dimensional driven diffusive systems within the framework of fluctuating hydrodynamics. It is found that the time correlation exhibits power-law behavior in an intermediate time regime in the case that the fluctuation-dissipation relation is violated and that the power-law exponent depends on the extent of this violation. We obtain this result by employing a renormalization group method to treat a logarithmic divergence in time.
We study a moving boundary model of non-conserved interface growth that implements the interplay between diffusive matter transport and aggregation kinetics at the interface. Conspicuous examples are found in thin film production by chemical vapor deposition and electrochemical deposition. The model also incorporates noise terms that account for fluctuations in the diffusive and in the attachment processes. A small slope approximation allows us to derive effective interface evolution equations (IEE) in which parameters are related to those of the full moving boundary problem. In particular, th…
We apply tensor networks to counting statistics for the stochastic particle transport in an out-of-equilibrium diffusive system. This system is composed of a one-dimensional channel in contact with two particle reservoirs at the ends. Two tensor-network algorithms, namely, Density Matrix Renormalization Group (DMRG) and Time Evolving Block Decimation (TEBD), are respectively implemented. The cumulant generating function for the current is numerically calculated and then compared with the analytical solution. Excellent agreement is found, manifesting the validity of these approaches in such an …
We study fluctuations of spin-polarized currents in a three-terminal spin-valve system consisting of a diffusive normal metal wire connected by tunnel junctions to three ferromagnetic terminals. Based on a spin-dependent Boltzmann-Langevin equation, we develop a semiclassical theory of charge and spin currents and the correlations of the currents fluctuations. In the three terminal system, we show that current fluctuations are strongly affected by the spin-flip scattering in the normal metal and the spin polarizations of the terminals, which may point in different directions. We analyze the de…
We study the formation of localized shocks in one-dimensional driven diffusive systems with spacially homogeneous creation and annihilation of particles (Langmuir kinetics).We show how to obtain hydrodynamic equations which describe the density profile in systems with uncorrelated steady state as well as in those exhibiting correlations. As a special example of the latter case the Katz-Lebowitz-Spohn model is considered. The existence of a localized double density shock is demonstrated for the first time in one-dimensional driven diffusive systems. This corresponds to phase separation into reg…
We study the probability of arbitrary density profiles in conserving diffusive fields which are driven by the boundaries. We demonstrate the existence of singularities in the large-deviation functional, the direct analog of the free-energy in non-equilibrium systems. These singularities are unique to non-equilibrium systems and are a direct consequence of the breaking of time-reversal symmetry. This is demonstrated in an exactly-solvable model and also in numerical simulations on a boundary-driven Ising model. We argue that this singular behavior is expected to occur in models where the compre…
Using field theoretic renormalization group methods we study the critical behavior of a driven diffusive system near a boundary perpendicular to the driving force. The boundary acts as a particle reservoir which is necessary to maintain the critical particle density in the bulk. The scaling behavior of correlation and response functions is governed by a new exponent eta_1 which is related to the anomalous scaling dimension of the chemical potential of the boundary. The new exponent and a universal amplitude ratio for the density profile are calculated at first order in epsilon = 5-d. Some of o…
We discuss application of methods from the Kraichnan model of turbulent advection to the study of non-equilibrium concentration fluctuations arising during diffusion in liquid mixtures at high Schmidt numbers. This approach treats nonlinear advection of concentration fluctuations exactly, without linearization. Remarkably, we find that static and dynamic structure functions obtained by this method reproduce precisely the predictions of linearized fluctuating hydrodynamics. It is argued that this agreement is an analogue of anomaly non-renormalization which does not, however, protect higher-ord…
We study the probability distribution of a current flowing through a diffusive system connected to a pair of reservoirs at its two ends. Sufficient conditions for the occurrence of a host of possible phase transitions both in and out of equilibrium are derived. These transitions manifest themselves as singularities in the large deviation function, resulting in enhanced current fluctuations. Microscopic models which implement each of the scenarios are presented, with possible experimental realizations. Depending on the model, the singularity is associated either with a particle-hole symmetry br…
We study reversible deterministic dynamics of classical charged particles on a lattice with hard-core interaction. It is rigorously shown that the system exhibits three types of transport phenomena, ranging from ballistic, through diffusive to insulating. By obtaining an exact expressions for the current time-autocorrelation function we are able to calculate the linear response transport coefficients, such as the diffusion constant and the Drude weight. Additionally, we calculate the long- time charge profile after an inhomogeneous quench and obtain diffusive profile with the Green-Kubo diffus…
Using the large-deviation formalism, we study the statistics of current fluctuations in a diffusive nonequilibrium quantum spin chain. The boundary-driven XX chain with dephasing consists of a coherent bulk hopping and a local dissipative dephasing. We analytically calculate the exact expression for the second current moment in a system of any length and then numerically demonstrate that in the thermodynamic limit higher-order cumulants and the large-deviation function can be calculated using the additivity principle or macroscopic hydrodynamic theory. This shows that the additivity principle …
We consider fluctuations of the time-averaged current in the one-dimensional weakly-asymmetric exclusion process on a ring. The optimal density profile which sustains a given fluctuation exhibits an instability for low enough currents, where it becomes time-dependent. This instability corresponds to a dynamical phase transition in the system fluctuation behavior: while typical current fluctuations result from the sum of weakly-correlated local events and are still associated with the flat, steady-state density profile, for currents below a critical threshold the system self-organizes into a ma…
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…
Understanding the physics of non-equilibrium systems remains as one of the major open questions in statistical physics. This problem can be partially handled by investigating macroscopic fluctuations of key magnitudes that characterise the non-equilibrium behaviour of the system of interest; their statistics, associated structures and microscopic origin. During the last years, some new general and powerful methods have appeared to delve into fluctuating behaviour that have drastically changed the way to address this problem in the realm of diffusive systems: macroscopic fluctuation theory (MFT…
We study the time until first occurrence, the first-passage time, of rare density fluctuations in diffusive systems. We approach the problem using a model consisting of many independent random walkers on a lattice. The existence of spatial correlations makes this problem analytically intractable. However, for a mean-field approximation in which the walkers can jump anywhere in the system, we obtain a simple asymptotic form for the mean first-passage time to have a given number k of particles at a distinguished site. We show numerically, and argue heuristically, that for large enough k, the mea…
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.
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 …
We study diffusive mixing in the presence of thermal fluctuations under the assumption of large Schmidt number. In this regime we obtain a limiting equation that contains a diffusive thermal drift term with diffusion coefficient obeying a Stokes-Einstein relation, in addition to the expected advection by a random velocity. The overdamped limit correctly reproduces both the enhanced diffusion in the ensemble-averaged mean and the long-range correlated giant fluctuations in individual realizations of the mixing process, and is amenable to efficient numerical solution. Through a combination of Eu…
