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 conditions, extending previous results which were focused on attractive and finite systems. We use relative entropy techniques which provide simple proofs, making use of general versions of local limit theorems for independent random variables.
Non-equilibrium real-space condensation is a phenomenon in which a finite fraction of some conserved quantity (mass, particles, etc.) becomes spatially localised. We review two popular stochastic models of hopping particles that lead to condensation and whose stationary states assume a factorized form: the zero-range process and the misanthrope process, and their various modifications. We also introduce a new model - a misanthrope process with parallel dynamics - that exhibits condensation and has a pair-factorized stationary state.
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 consider both theoretically and experimentally self-organization process of quasi-equilibrium steady-state condensation of sputtered substance in accumulative ion-plasma devices. The self-organization effect is shown to be caused by self-consistent variations of the condensate temperature and the supersaturation of depositing atoms. On the basis of the phase-plane method, we find two different types of the self-organization process to be possible. Experimental data related to aluminum condensates are discussed to confirm self-organization nature of quasi-equilibrium steady-state condensatio…
The mapping between genotype and phenotype is encoded in the complex web of epistatic interaction between genetic loci. In this rugged fitness landscape, recombination processes, which tend to increase variation in the population, compete with selection processes that tend to reduce genetic variation. Here we show that the Bose-Einstein distribution describe the multiple stationary states of a diploid population under this multi-loci evolutionary dynamics. Moreover, the evolutionary process might undergo an interesting condensation phase transition in the universality class of a Bose-Einstein …
Spontaneous Breaking of Translational Invariance and Spatial Condensation in Stationary States on a Ring: II. The Charged System and the Two-component Burgers Equations
We study condensation in several particle systems related to the inclusion process. For an asymmetric one-dimensional version with closed boundary conditions and drift to the right, we show that all but a finite number of particles condense on the right-most site. This is extended to a general result for independent random variables with different tails, where condensation occurs for the index (site) with the heaviest tail, generalizing also previous results for zero-range processes. For inclusion processes with homogeneous stationary measures we establish condensation in the limit of vanishin…
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…
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 i…
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…
The dynamics of zero-range processes on complex networks is expected to be influenced by the topological structure of underlying networks. A real space complete condensation phase transition in the stationary state may occur. We have studied the finite density effects of the condensation transition in both the stationary and dynamical zero-range process on scale-free networks. By means of grand canonical ensemble method, we predict analytically the scaling laws of the average occupation number with respect to the finite density for the steady state. We further explore the relaxation dynamics o…
While equilibrium phase transitions are well described by a free-energy landscape, there are few tools to describe general features of their non-equilibrium counterparts. On the other hand, near-equilibrium free-energies are easily accessible but their full geometry is only explored in non-equilibrium, e.g. after a quench. In the particular case of a non-stationary system, however, the concepts of an order parameter and free energy become ill-defined, and a comprehensive understanding of non-stationary (transient) phase transitions is still lacking. Here, we probe transient non-equilibrium dyn…
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…
We consider the set-up of stationary Zero Range models and discuss the onset of condensation induced by a local blockage on the lattice. We show that the introduction of a local feedback on the hopping rates allows to control the particle fraction in the condensed phase. This phenomenon results in a current vs. blockage parameter curve characterized by two non--analyticity points.
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…
We address the problem of constructing a non-equilibrium stationary state for a one-dimensional stochastic Klein-Gordon wave equation with non-linearity, using perturbation theory. The linear theory is reviewed, but with the linear equations of motion including an additional potential term which emerges in the renormalization of the perturbation expansion for the state corresponding to the non-linear equations of motion. The potential is the solution to a fixed point equation. Low order terms in the expansion for the two-point function are determined.
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 transition in a non-Markovian zero-range process is studied in one and higher dimensions. In the mean-field approximation, corresponding to infinite range hopping, the model exhibits condensation with a stationary condensate, as in the Markovian case, but with a modified phase diagram. In the case of nearest-neighbor hopping, the condensate is found to drift by a "slinky" motion from one site to the next. The mechanism of the drift is explored numerically in detail. A modified model with nearest-neighbor hopping which allows exact calculation of the steady state is introduced. The…
We show that it is possible to derive the stationary coverage of an adsorption-desorption process of dimers with diffusional relaxation with a very simple ansatz for the stationary distribution of the process supplemented by a hypothesis of global balance. Our approach is contrasted to the exact result and we seek to understand its validity within an instance of the model.
We recently showed that the dynamics of coarse-grained observables in systems out of thermal equilibrium are governed by the non-stationary generalized Langevin equation [J. Chem. Phys. 147, 214110 (2017), J. Chem. Phys. 150, 174118 (2019)]. The derivation we presented in these two articles was based on the assumption that the dynamics of the microscopic degrees of freedom was deterministic. Here we extend the discussion to stochastic microscopic dynamics. The fact that the non-stationary Generalized Langevin Equation also holds for stochastic processes implies that methods designed to estimat…
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…
Cold Spring Harbor Laboratory（冷泉港实验室）；University of Michigan（密歇根大学）
Many complex systems operating far from the equilibrium exhibit stochastic dynamics that can be described by a Langevin equation. Inferring Langevin equations from data can reveal how transient dynamics of such systems give rise to their function. However, dynamics are often inaccessible directly and can be only gleaned through a stochastic observation process, which makes the inference challenging. Here we present a non-parametric framework for inferring the Langevin equation, which explicitly models the stochastic observation process and non-stationary latent dynamics. The framework accounts…
