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 straightforward.
One-dimensional asymmetric simple exclusion processes (ASEPs) which are coupled to external reservoirs via diffusive transport are studied. These ASEPs consist of active compartments characterized by directed movements of the particles and diffusive compartments in which the particles undergo unbiased diffusion. Phase diagrams are obtained by a self-consistent mean field approach and by Monte Carlo simulations. The diffusive compartments act as diffusive bottlenecks if the velocity of the driven compartments or ASEPs is sufficiently large. A diffusive bottleneck at the boundary of the system l…
We consider a one-dimensional, weakly asymmetric, boundary driven exclusion process on the interval $[0,N]\cap Z$ in the super-diffusive time scale $N^2 ε^{-1}_N$, where $1\ll ε^{-1}_N \ll N^{1/4}$. We assume that the external field and the chemical potentials, which fix the density at the boundaries, evolve smoothly in the macroscopic time scale. We derive an equation which describes the evolution of the density up to the order $ε_N$.
We study the evolution of a system of free fermions in one dimension under the simultaneous effects of coherent tunneling and stochastic Markovian noise. We identify a class of noise terms where a hierarchy of decoupled equations for the correlation functions emerges. In the special case of incoherent, nearest-neighbour hopping the equation for the two-point functions is solved explicitly. The Green's function for the particle density is obtained analytically and a timescale is identified where a crossover from ballistic to diffusive behaviour takes place. The result can be interpreted as a co…
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…
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 consider a large class of two-lane driven diffusive systems in contact with reservoirs at their boundaries and develop a stability analysis as a method to derive the phase diagrams of such systems. We illustrate the method by deriving phase diagrams for the asymmetric exclusion process coupled to various second lanes: a diffusive lane; an asymmetric exclusion process with advection in the same direction as the first lane, and an asymmetric exclusion process with advection in the opposite direction. The competing currents on the two lanes naturally lead to a very rich phenomenology and we fi…
We consider the asymmetric exclusion process (ASEP) in one dimension on sites $i = 1,..., N$, in contact at sites $i=1$ and $i=N$ with infinite particle reservoirs at densities $ρ_a$ and $ρ_b$. As $ρ_a$ and $ρ_b$ are varied, the typical macroscopic steady state density profile $\bar ρ(x)$, $x\in[a,b]$, obtained in the limit $N=L(b-a)\to\infty$, exhibits shocks and phase transitions. Here we derive an exact asymptotic expression for the probability of observing an arbitrary macroscopic profile $ρ(x)$: $P_N(\{ρ(x)\})\sim\exp[-L{\cal F}_{[a,b]}(\{ρ(x)\});ρ_a,ρ_b]$, so that ${\cal F}$ is the large…
We study one-dimensional exclusion processes in two coupled closed rings consisting of a common diffusive channel and two parallel active (driven) channels. Our model displays bulk-driven phase transition and phase coexistence in the form of a localised domain wall (DW) in one of the active channels in a limit where the diffusive and driven dynamics compete. By controlling a splitting parameter which tunes the in-coming currents into the active channels, the system can be brought to a delocalisation transition, when delocalised DWs are formed in both the active channels. We characterise the DW…
Using mode coupling theory and dynamical Monte-Carlo simulations we investigate the scaling behaviour of the dynamical structure function of a two-species asymmetric simple exclusion process, consisting of two coupled single-lane asymmetric simple exclusion processes. We demonstrate the appearence of a superdiffusive mode with dynamical exponent $z=5/3$ in the density fluctuations, along with a KPZ mode with $z=3/2$ and argue that this phenomenon is generic for short-ranged driven diffusive systems with more than one conserved density. When the dynamics is symmetric under the interchange of th…
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 calculate the distribution of current fluctuations in two simple exclusion models. Although these models are classical, we recover even for small systems such as a simple or a double barrier, the same distibution of current as given by traditionnal formalisms for quantum mesoscopic conductors. Due to their simplicity, the full counting statistics in exclusion models can be reduced to the calculation of the largest eigenvalue of a matrix, the size of which is the number of internal configurations of the system. As examples, we derive the shot noise power and higher order statistics of curren…
In this article, we consider a one-dimensional symmetric exclusion process in weak contact with reservoirs at the boundary. In the diffusive time-scaling the empirical measure evolves according to the heat equation with Robin boundary conditions. We prove the associated dynamical large deviations principle.
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 derive the Bethe ansatz equations describing the complete spectrum of the transition matrix of the partially asymmetric exclusion process with the most general open boundary conditions. For totally asymmetric diffusion we calculate the spectral gap, which characterizes the approach to stationarity at large times. We observe boundary induced crossovers in and between massive, diffusive and KPZ scaling regimes.
We briefly review data analysis of the Island order book, part of NASDAQ, which suggests a framework to which all limit order markets should comply. Using a simple exclusion particle model, we argue that short-time price over-diffusion in limit order markets is due to the non-equilibrium of order placement, cancellation and execution rates, which is an inherent feature of real limit order markets.
A new class of models, generalizing Asymmetric Exclusion Process for many parallel interacting channels, is proposed. We couple the models with boundary reservoirs, study boundary-driven phase transitions and show that usually taken hydrodynamic description fails. The adequate hydrodynamic limit is then derived. We support our findings with Monte-Carlo simulations of the original stochastic system.
The one-dimensional Asymmetric Exclusion Process (ASEP) is a paradigm for nonequilibrium dynamics, in particular driven diffusive processes. It is usually considered in a canonical ensemble in which the number of sites is fixed. We observe that the grand-canonical partition function for the ASEP is remarkably simple. It allows a simple direct derivation of the asymptotics of the canonical normalization in various phases and of the correspondence with One-Transit Walks recently observed by Brak et.al.
We consider the asymmetric simple exclusion process with Langmuir kinetics in the closed boundary condition. We analytically obtain the exact stationary state and a series of excited states of the system in the limit where Langmuir kinetics is infinitesimally small. Based on this result, we propose an analytical formula for the time evolutions of physical quantities of the system.
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.
The additivity principle allows a calculation of current fluctuations and associated density profiles in large diffusive systems. In order to test its validity in the weakly asymmetric exclusion process with open boundaries, we use a numerical approach based on the density matrix renormalisation. With this technique, we determine the cumulant generating function of the current and the density profile corresponding to atypical currents in finite systems. We find that these converge to those predicted by the additivity principle. No evidence for dynamical phase transitions is found.
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.
Driven diffusive systems are often used as simple discrete models of collective transport phenomena in physics, biology or social sciences. Restricting attention to one-dimensional geometries, the asymmetric simple exclusion process (ASEP) plays a paradigmatic role to describe noise-activated driven motion of entities subject to an excluded volume interaction and many variants have been studied in recent years. While in the standard ASEP the noise is Poissonian and the process is therefore Markovian, in many applications the statistics of the activating noise has non-standard distribution with…
We develop the hydrodynamic theory for number conserving asymmetric exclusion processes with short-range random quenched disordered hopping rates, which is one-dimensional Kardar-Parisi- Zhang (KPZ) equation with quenched columnar disorder. We show that when the system is away from half-filling, the universal spatio-temporal scaling of the density fluctuations is indistinguishable from its pure counterpart, with the model belonging to the one-dimensional Kardar-Parisi-Zhang universality class. In contrast, close to half-filling, the quenched disorder is relevant, leading to a new universality …
In the universality class of the one dimensional Kardar-Parisi-Zhang surface growth, Derrida and Lebowitz conjectured the universality of not only the scaling exponents, but of an entire scaling function. Since Derrida and Lebowitz's original publication [PRL 80 209 (1998)] this universality has been verified for a variety of continuous time, periodic boundary systems in the KPZ universality class. Here, we present a numerical method for directly examining the entire particle flux of the asymmetric exclusion process (ASEP), thus providing an alternative to more difficult cumulant ratios studie…
A class of generalized exclusion processes parametrized by the maximal occupancy, $k\geq 1$, is investigated. For these processes with symmetric nearest-neighbor hopping, we compute the diffusion coefficient and show that it is independent on the spatial dimension. In the extreme cases of $k=1$ (simple symmetric exclusion process) and $k=\infty$ (non-interacting symmetric random walks) the diffusion coefficient is constant; for $2\leq k<\infty$, the diffusion coefficient depends on the density and the maximal occupancy $k$. We also study the evolution of a tagged particle. It exhibits a diffus…
We show that the fluctuations of the partial current in two dimensional diffusive systems are dominated by vortices leading to a different scaling from the one predicted by the hydrodynamic large deviation theory. This is supported by exact computations of the variance of partial current fluctuations for the symmetric simple exclusion process on general graphs. On a two-dimensional torus, our exact expressions are compared to the results of numerical simulations. They confirm the logarithmic dependence on the system size of the fluctuations of the partialflux. The impact of the vortices on the…
We introduce a two-dimensional, distribution-valued field which we call the quadratic field associated to the one-dimensional Ornstein-Uhlenbeck process. We show that the stationary quadratic fluctuations of the simple exclusion process, when rescaled in the diffusive scaling, converge to this quadratic field. We show that this quadratic field evaluated at the diagonal corresponds to the Wick-renormalized square of the Ornstein-Uhlenbeck process, and we use this new representation in order to prove some small and large-time properties of it.
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 "…
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…
The large deviation function obtained recently by Derrida and Lebowitz for the totally asymmetric exclusion process is generalized to the partially asymmetric case in the scaling limit. The asymmetry parameter rescales the scaling variable in a simple way. The finite-size corrections to the universal scaling function and the universal cumulant ratio are also obtained to the leading order.
A directed percolation process with two symmetric particle species exhibiting exclusion in one dimension is investigated numerically. It is shown that if the species are coupled by branching ($A\to AB$, $B\to BA$) a continuous phase transition will appear at zero branching rate limit belonging to the same universality class as that of the dynamical two-offspring (2-BARW2) model. This class persists even if the branching is biased towards one of the species. If the two systems are not coupled by branching but hard-core interaction is allowed only the transition will occur at finite branching ra…
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…
We consider the asymmetric simple exclusion process (ASEP) on a semi-infinite chain which is coupled at the end to a reservoir with a particle density that changes periodically in time. It is shown that the density profile assumes a time-periodic sawtooth-like shape. This shape does not depend on initial conditions and is found analytically in the hydrodynamic limit. In a finite system, the stationary state is shown to be governed by effective boundary densities and the extremal flux principle. Effective boundary densities are determined numerically via Monte Carlo simulations and compared wit…
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 …
We show that the presence of a driven bond in an otherwise diffusive lattice gas with simple exclusion interaction results in long-range density-density correlation in its stationary state. In dimensions $d>1$ we show that in the thermodynamic limit this correlation decays as $C(r,s)\sim (r^2+s^2)^{-d}$ at large distances $r$ and $s$ away from the drive with $|r-s|>>1$. This is derived using an electrostatic analogy whereby $C(r,s)$ is expressed as the potential due to a configuration of electrostatic charges distributed in $2d$-dimension. At bulk density $ρ=1/2$ we show that the potential is …
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 calculate exactly the first cumulants of the integrated current and of the activity (which is the total number of changes of configurations) of the symmetric simple exclusion process (SSEP) on a ring with periodic boundary conditions. Our results indicate that for large system sizes the large deviation functions of the current and of the activity take a universal scaling form, with the same scaling function for both quantities. This scaling function can be understood either by an analysis of Bethe ansatz equations or in terms of a theory based on fluctuating hydrodynamics or on the macrosco…
A two-lane exclusion process is studied where particles move in the two lanes in opposite directions and are able to change lanes. The focus is on the steady state behavior in situations where a positive current is constrained to an extended subsystem (either by appropriate boundary conditions or by the embedding environment) where, in the absence of the constraint, the current would be negative. We have found two qualitatively different types of steady states and formulated the conditions of them in terms of the transition rates. In the first type of steady state, a localized cluster of parti…
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 …
We apply a semiclassical approach to express finite temperature dynamical correlation functions of gapped spin models analytically. We show that the approach of [A. Rapp, G. Zarand, Phys. Rev. B 74, 014433 (2006)] can also be used for the S=1 antiferromagnetic Heisenberg chain, whose lineshape can be measured experimentally. We generalize our calculations to O(N) quantum spin models and the sine-Gordon model in one dimension, and show that in all these models, the finite temperature decay of certain correlation functions is characterized by the same universal semiclassical relaxation function.
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 use fluctuating hydrodynamics to analyze the dynamical properties in the non-equilibrium steady state of a diffusive system coupled with reservoirs. We derive the two-time correlations of the density and of the current in the hydrodynamic limit in terms of the diffusivity and the mobility. Within this hydrodynamic framework we discuss a generalization of the fluctuation dissipation relation in a non-equilibrium steady state where the response function is expressed in terms of the two-time correlations. We compare our results to an exact solution of the symmetric exclusion process. This exac…
We derive the Bethe ansatz equations describing the complete spectrum of the transition matrix of the partially asymmetric exclusion process with the most general open boundary conditions. By analysing these equations in detail for the cases of totally asymmetric and symmetric diffusion, we calculate the finite-size scaling of the spectral gap, which characterizes the approach to stationarity at large times. In the totally asymmetric case we observe boundary induced crossovers between massive, diffusive and KPZ scaling regimes. We further study higher excitations, and demonstrate the absence o…
The studies of fluctuations of the one-dimensional Kardar-Parisi-Zhang universality class using the techniques from random matrix theory are reviewed from the point of view of the asymmetric simple exclusion process. We explain the basics of random matrix techniques, the connections to the polynuclear growth models and a method using the Green's function.
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 study an exclusion process with 4 segments, which was recently introduced by T Banerjee, N Sarkar and A Basu [J. Stat. Mech. (2015) P01024]. The segments have hopping rates 1, r(<1), 1 and r, respectively. In a certain parameter region, two shocks appear, which are not static but synchronized. We explore dynamical properties of each shock and correlation of shocks, by means of the so-called second-class particle. The mean-squared displacement of shocks has three diffusive regimes, and the asymptotic diffusion coefficient is different from the known formula. In some time interval, it also ex…
We study steady state of the totally asymmetric simple exclusion process with inhomogeneous hopping rates associated with sites (site-wise disorder). Using the fact that the non-normalized steady-state weights which solve the master equation are polynomials in all the hopping rates, we propose a general method for calculating their first few lowest coefficients exactly. In case of binary disorder where all slow sites share the same hopping rate r<1, we apply this method to calculate steady-state current up to the quadratic term in r for some particular disorder configurations. For the most gen…
Extending a Boltzmann-Langevin theory to magnons, we show a universality of current-noise suppression in diffusive systems against the difference of quantum-statistical properties of bosons and fermions. To this end, starting from a quantum kinetic equation for magnons subjected to thermal gradient in dilute impurities, we derive a bosonic counterpart of the semiclassical Boltzmann-Langevin equation for electrons and evaluate a magnonic current-noise in the diffusive insulating magnet. We theoretically discover that compared with a Poissonian shot noise of magnons in an insulating ferromagneti…
We verify the finite time fluctuation theorem for a linear Ising chain at its ends in contact with heat reservoirs. Analytic results are derived for a chain consisting of only two spins. The system can be mapped onto a model for particle transport, namely the symmetric exclusion process, in contact with thermal and particle reservoirs. We modify the symmetric exclusion process to represent a thermal engine and reproduce universal features of the efficiency at maximum power.
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-…
Generic inhomogeneous steady states in an asymmetric exclusion process on a ring with a pair of point bottlenecks are studied. We show that, due to an underlying universal feature, measurements of coarse-grained steady-state densities in this model resolve the bottleneck structures only partially. Unexpectedly, it displays localization-delocalization transitions and confinement of delocalized domain walls, controlled by the interplay between particle number conservation and bottleneck competition for moderate particle densities.
We examine the asymmetric simple exclusion process with open boundaries, a paradigm of driven diffusive systems, having a nonequilibrium steady state transition. We provide a full derivation and expanded discussion and digression on results previously reported briefly in M. Depken and R. Stinchcombe, Phys. Rev. Lett. {\bf 93}, 040602, (2004). In particular we derive an exact form for the joint probability function for the bulk density and current, both for finite systems, and also in the thermodynamic limit. The resulting distribution is non-Gaussian, and while the fluctuations in the current …
We consider a gas of point particles moving in a one-dimensional channel with a hard-core inter-particle interaction that prevents particle crossings --- this is called single-file motion. Starting from equilibrium initial conditions we observe the motion of a tagged particle. It is well known that if the individual particle dynamics is diffusive, then the tagged particle motion is sub-diffusive, while for ballistic particle dynamics, the tagged particle motion is diffusive. Here we compute exactly the large deviation function for the tagged particle displacement and show that this is universa…
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）
