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 possible memory effects resulting from internal degrees of freedom or external sources. This leads to temporal correlations and can significantly affect the shape of the current-density relation as has been studied recently for a number of scenarios. In this paper we report a general framework to derive the fundamental diagram of ASEPs driven by non-Poissonian noise by using effectively only two simple quantities, viz., the mean residual lifetime of the jump distribution and a suitably defined temporal correlation length. We corroborate our results by detailed numerical studies for various noise statistics under periodic boundary conditions and discuss how our approach can be applied to more general driven diffusive systems.
We determine all families of Markovian three-states lattice gases with pair interaction and a single local conservation law. One such family of models is an asymmetric exclusion process where particles exist in two different nonconserved states. We derive conditions on the transition rates between the two states such that the shock has a particularly simple structure with minimal intrinsic shock width and random walk dynamics. We calculate the drift velocity and diffusion coefficient of the shock.
We reply to the comment of Becker, Nelissen, Cleuren, Partoens, and Van den Broeck, Phys. Rev. E 93, 046101 (2016) on our article, Phys. Rev. E 90, 052108 (2014) about transport properties of a class of generalized exclusion processes.
A family of boundary conditions corresponding to exclusion processes is introduced. This family is a generalization of the boundary conditions corresponding to the simple exclusion process, the drop-push model, and the one-parameter solvable family of pushing processes with certain rates on the continuum [1-3]. The conditional probabilities are calculated using the Bethe ansatz, and it is shown that at large times they behave like the corresponding conditional probabilities of the family of diffusion-pushing processes introduced in [1-3].
A two-parameter family of discrete-time exactly-solvable exclusion processes on a one-dimensional lattice is introduced, which contains the asymmetric simple exclusion process and the drop-push model as particular cases. The process is rewritten in terms of boundary conditions, and the conditional probabilities are calculated using the Bethe-ansatz. This is the discrete-time version of the continuous-time processes already investigated in [1-3]. The drift- and diffusion-rates of the particles are also calculated for the two-particle sector.
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 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…
For reaction-diffusion processes without exclusion, in which the particles can exist in the same site of a one-dimensional lattice, we study all the integrable models which can be obtained by imposing a boundary condition on the master equation of the asymmetric diffusion process. The annihilation process is also added. The Bethe ansatz solution and the exact N-particle conditional probabilities are obtained.
I show that cooperative exclusion processes with selective kinetic constraints exhibit fluctuation-induced forces that can be attractive or repulsive, depending on the density of boundary reservoirs, when their density-dependent diffusion coefficient exhibits a minimum. A mean-field analysis based on a nonlinear diffusion equation provides an estimation of the magnitude and sign of such a tunable Casimir-like force and suggests its occurrence in interacting particle systems with a diffusivity anomaly.
In this paper, we show how a fixed point based boundary layer analysis can be used to understand phases and phase transitions in asymmetric simple exclusion processes (ASEPs) with open boundaries. In order to illustrate this method, we choose a two-species ASEP which has interesting phase transitions not seen in the one-species case. We also apply this method to the single species problem where the analysis is simple but nevertheless quite insightful.
In this study, we analytically formulated the path integral representation of the conditional probabilities for non-Markovian kinetic processes in terms of the free energy of the thermodynamic system. We carry out analytically the time-fractional kinetic equations for these processes. Thus, in a simple way, we generalize path integral solutions of the Markovian to the non-Markovian cases. We conclude that these pedagogical results can be applied to some physical problems such as the deformed ion channels, internet networks and non-equilibrium phase transition problems.
Absorbing phase transition in restricted exclusion processes are characterized by simple integer exponents. We show that this critical behaviour flows to the directed percolation (DP) universality class when particle conservation is broken suitably. The same transition, when studied using the average density as the controlling parameter, yields critical exponents quite different from DP; we argue that these exponents are actually related to DP by a scaling factor $1/β_{DP}.$ These conclusions also apply to conserved lattice gas in one dimension.
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 consider a generalization of the model by Doering and Gadoua to non-Markovian potential-switching generated by arbitrary renewal processes. For the Markovian switching process, we extend the original results by Doering and Gadoua by giving a complete description of the absorption process. For all non-Markovian processes having the first moment of the waiting time distributions, we get qualitatively the same results as in the Markovian case. However, for distributions without the first moment, the mean first passage time curves do not exhibit the resonant activation minimum. We thus come to …
We study symmetric simple exclusion processes (SSEP) on a ring in the presence of uniformly moving multiple defects or disorders - a generalization of the model proposed earlier [Phys. Rev. E 89, 022138 (2014)]. The defects move with uniform velocity and change the particle hopping rates locally. We explore the collective effects of the defects on the spatial structure and transport properties of the system. We also introduce an SSEP with ordered sequential (sitewise) update and elucidate the close connection with our model.
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 introduce a meta-population version of models of asymmetric exclusion models, consisting of a spatial arrangement of patches. Patches are of a specific size, indicating the maximal number of particles they can hold. We use an expansion in the inverse patch size to calculate the spectral properties of fluctuations in such systems. This provides a systematic derivation from first principles of effective Langevin descriptions discussed in the literature. We apply our approach to the totally asymmetric simple exclusion process, to variants with an overall constraint on the total particle number…
We prove the Jarzynski relation for general stochastic processes including non-Markovian systems with memory. The only requirement for our proof is the existence of a stationary state, therefore excluding non-ergodic systems. We then show how the concepts of stochastic thermodynamics can be used to prove further exact non-equilibrium relations like the Crooks relation and the fluctuation theorem on entropy production for non-Markovian dynamics.
We study the generic non-equilibrium steady states in asymmetric exclusion processes on a closed network with bottlenecks. To this end we proposes and study closed simple networks with multiply-connected non-identical junctions. Depending upon the parameters that define the network junctions and the particle number density, the models display phase transitions with both static and moving density inhomogeneities. The currents in the models can be tuned by the junction parameters. Our models highlight how extended and point defects may affect the density profiles in a closed directed network. Ph…
The boundary-induced phase transitions in an asymmetric simple exclusion process with inter-particle repulsion and bulk non-conservation are analyzed through the fixed points of the boundary layers. This system is known to have phases in which particle density profiles have different kinds of shocks. We show how this boundary-layer fixed-point method allows us to gain physical insights on the nature of the phases and also to obtain several quantitative results on the density profiles especially on the nature of the boundary-layers and shocks.
We investigate the stationary state of Symmetric and Totally Asymmetric Simple Exclusion Processes with local resetting, on a one-dimensional lattice with periodic boundary conditions, using mean-field approximations, which appear to be exact in the thermodynamic limit, and kinetic Monte Carlo simulations. In both cases we find that in the thermodynamic limit the models exhibit three different regimes, depending on how the resetting rate scales with the system size. The Totally Asymmetric version of the model has a particularly rich behaviour, especially in an intermediate resetting regime whe…
In a recent paper Arita et al. [Phys. Rev. E 90, 052108 (2014)] consider the transport properties of a class of generalized exclusion processes. Analytical expressions for the transport-diffusion coefficient are derived by ignoring correlations. It is claimed that these expressions become exact in the hydrodynamic limit. In this Comment, we point out that (i) the influence of correlations upon the diffusion does not vanish in the hydrodynamic limit, and (ii) the expressions for the self- and transport diffusion derived by Arita et al. are special cases of results derived in [Phys. Rev. Lett. 1…
Using Monte Carlo simulations and a domain wall theory, we discuss the effect of coupling several totally asymmetric simple exclusion processes (TASEPs) to a finite reservoir of particles. This simple model mimics directed biological transport processes in the presence of finite resources, such as protein synthesis limited by a finite pool of ribosomes. If all TASEPs have equal length, we find behavior which is analogous to a single TASEP coupled to a finite pool. For the more generic case of chains with different lengths, several unanticipated new regimes emerge. A generalized domain wall the…
In this paper we give explicit examples of power-law correlated stationary Markovian processes y(t) where the stationary pdf shows tails which are gaussian or exponential. These processes are obtained by simply performing a coordinate transformation of a specific power-law correlated additive process x(t), already known in the literature, whose pdf shows power-law tails 1/x^a. We give analytical and numerical evidence that although the new processes (i) are Markovian and (ii) have gaussian or exponential tails their autocorrelation function still shows a power-law decay <y(t) y(t+T)>=1/T^b whe…
We introduce a new class of stochastic processes which are stationary, Markovian and characterized by an infinite range of time-scales. By transforming the Fokker-Planck equation of the process into a Schrodinger equation with an appropriate quantum potential we determine the asymptotic behavior of the autocorrelation function of the process in an analytical way. We find the conditions needed to observe a stationary long-range correlated Markovian process. In the presence of long-range correlation, for selected values of the control parameters, the process has a 1/f-like spectral density for l…
We prove the nonequilibrium fluctuations of one-dimensional, boundary driven, weakly asymmetric exclusion processes through a microscopic Cole-Hopf transformation.
We analyze some basic issues associated with Generalized Poisson-Kac (GPK) stochastic processes, starting from the extended notion of the Markovian condition. The extended Markovian nature of GPK processes is established, and the implications of this property derived: the associated adjoint formalism for GPK processes is developed essentially in an analogous way as for the Fokker-Planck operator associated with Langevin equations driven by Wiener processes. Subsequently, the regularity of trajectories is addressed: the occurrence of fractality in the realizations of GPK is a long-term emergent…
We propose a systematic method to derive the asymptotic behaviour of the persistence distribution, for a large class of stochastic processes described by a general Fokker-Planck equation in one dimension. Theoretical predictions are compared to simple solvable systems and to numerical calculations. The very good agreement attests the validity of this approach.
The relation between noise and Fick's diffusion coefficient in barrier limited transport associated with hopping or tunneling mechanisms of particles obeying the asymmetric simple exclusion processes (ASEP) is physically assessed by Monte Carlo simulations. For a closed ring consisting of a large number of barriers the diffusion coefficient is related explicitly to the current noise thus revealing the existence of a generalized Nyquist-Einstein relation. Both diffusion and noise are confirmed to decrease as the square root of the number of barriers as a consequence of the correlation induced b…
We study a system composed of two parallel totally asymmetric simple exclusion processes with open boundaries, where the particles move in the two lanes in opposite directions and are allowed to jump to the other lane with rates inversely proportional to the length of the system. Stationary density profiles are determined and the phase diagram of the model is constructed in the hydrodynamic limit, by solving the differential equations describing the steady state of the system, analytically for vanishing total current and numerically for nonzero total current. The system possesses phases with a…
Multi-particle dynamics in one-dimensional asymmetric exclusion processes with disorder is investigated theoretically by computational and analytical methods. It is argued that the general phase diagram consists of three non-equilibrium phases that are determined by the dynamic behavior at the entrance, at the exit and at the slowest defect bond in the bulk of the system. Specifically, we consider dynamics of asymmetric exclusion process with two identical defect bonds as a function of distance between them. Two approximate theoretical methods, that treat the system as a sequence of segments w…
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 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 …
We prove a law of large numbers for the empirical density of one-dimensional, boundary driven, symmetric exclusion processes with different types of non-reversible dynamics at the boundary. The proofs rely on duality techniques.
We examine the entropy of stationary nonequilibrium measures of boundary driven symmetric simple exclusion processes. In contrast with the Gibbs--Shannon entropy \cite{B, DLS2}, the entropy of nonequilibrium stationary states differs from the entropy of local equilibrium states.
We study the large deviation functional of the current for the Weakly Asymmetric Simple Exclusion Process in contact with two reservoirs.We compare this functional in the large drift limit to the one of the Totally Asymmetric Simple Exclusion Process, in particular to the Jensen-Varadhan functional. Conjectures for generalizing the Jensen-Varadhan functional to open systems are also stated.
In the boundary driven symmetric simple exclusion process consider an open set $\ms O$ of density profiles which does not contain the stationary density profile. We prove that the first time the empirical measure visits the set $\ms O$ converges to an exponential distribution.
Asymmetric exclusion processes with locally reversible kinetic constraints are introduced to investigate the effect of non-conservative driving forces in athermal systems. At high density they generally exhibit rheological-like behavior, negative differential resistance, two-step structural relaxation, dynamical heterogeneity and, possibly, a jamming transition driven by the external field.
A general formalism is introduced to allow the steady state of non-Markovian processes on networks to be reduced to equivalent Markovian processes on the same substrates. The example of an epidemic spreading process is considered in detail, where all the non-Markovian aspects are shown to be captured within a single parameter, the effective infection rate. Remarkably, this result is independent of the topology of the underlying network, as demonstrated by numerical simulations on two-dimensional lattices and various types of random networks. Furthermore, an analytic approximation for the effec…
Simple exclusion processes for particles moving along two parallel lattices and jumping between them are theoretically investigated for asymmetric rates of transition between the channels. An approximate theoretical approach, that describes the particle dynamics exactly in any vertical cluster of two parallel sites and neglects the correlations between the different vertical clusters, is applied to calculate stationary-state density profiles, currents and phase diagrams. Surprisingly, it is found that asymmetry in the coupling between the channels leads to a very complex phase behavior that is…
We prove nonequilibrium fluctuations for the boundary driven symmetric simple exclusion process. We deduce from this result the stationary fluctuations.
We give a complete classification of integrable Markovian boundary conditions for the asymmetric simple exclusion process with two species (or classes) of particles. Some of these boundary conditions lead to non-vanishing particle currents for each species. We explain how the stationary state of all these models can be expressed in a matrix product form, starting from two key components, the Zamolodchikov-Faddeev and Ghoshal-Zamolodchikov relations. This statement is illustrated by studying in detail a specific example, for which the matrix Ansatz (involving 9 generators) is explicitly constru…
We introduce driven exclusion processes with internal states that serve as generic transport models in various contexts, ranging from molecular or vehicular traffic on parallel lanes to spintronics. The ensuing non-equilibrium steady states are controllable by boundary as well as bulk rates. A striking polarization phenomenon accompanied by domain wall motion and delocalization is discovered within a mesoscopic scaling. We quantify this observation within an analytic description providing exact phase diagrams. Our results are confirmed by stochastic simulations.
The asymmetric simple exclusion process with random-force disorder is studied within the mean field approximation. The stationary current through a domain with reversed bias is analyzed and the results are found to be in accordance with earlier intuitive assumptions. On the grounds of these results, a phenomenological random barrier model is applied in order to describe quantitatively the coarsening phenomena. Predictions of the theory are compared with numerical results obtained by integrating the mean field evolution equations.
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 $ε_N$.
Totally asymmetric simple exclusion processes (TASEP) with particles which occupy more than one lattice site and with a local inhomogeneity far away from the boundaries are investigated. These non-equilibrium processes are relevant for the understanding of many biological and chemical phenomena. The steady-state phase diagrams, currents, and bulk densities are calculated using a simple approximate theory and extensive Monte Carlo computer simulations. It is found that the phase diagram for TASEP with a local inhomogeneity is qualitatively similar to homogeneous models, although the phase bound…
We study deterministic discrete time exclusion type spatially heterogeneous particle processes in continuum. A typical example of this sort is a traffic flow model with obstacles: traffic lights, speed bumps, spatially varying local velocities etc. Ergodic averages of particle velocities are obtained and their connections to other statistical quantities, in particular to particle and obstacles densities (the so called Fundamental Diagram) is analyzed rigorously. The main technical tool is a "dynamical" coupling construction applied in a nonstandard fashion: instead of proving the existence of …
Totally asymmetric simple exclusion processes, consisting of two coupled parallel lattice chains with particles interacting with hard-core exclusion and moving along the channels and between them, are considered. In the limit of strong coupling between the channels, the particle currents, density profiles and a phase diagram are calculated exactly by mapping the system into an effective one-channel totally asymmetric exclusion model. For intermediate couplings, a simple approximate theory, that describes the particle dynamics in vertical clusters of two corresponding parallel sites exactly and…
A Fokker-Planck equation approach for the treatment of non-Markovian stochastic processes is proposed. The approach is based on the introduction of fictitious trajectories sharing with the real ones their local structure and initial conditions. Different statistical quantities are generated by different construction rules for the trajectories, which coincide only in the Markovian case. The merits and limitations of the approach are discussed and applications to transport in ratchets and to anomalous diffusion are illustated.
Totally asymmetric simple exclusion processes on lattices with junctions, where particles interact with hard-core exclusion and move on parallel lattice branches that at the junction combine into a single lattice segment, are investigated. A simple approximate theory, that treats the correlations around the junction position in a mean-field fashion, is developed in order to calculate stationary particle currents, density profiles and a phase diagram. It is shown that there are three possible stationary phases depending on the state of each of the lattice branch. At first-order phase boundaries…
We study coarsening phenomena in three different simple exclusion processes with quenched disordered jump rates. In the case of the totally asymmetric process, an earlier phenomenological description is improved, yielding for the time dependence of the length scale $ξ(t)\sim t/(\ln t)^2$, which is found to be in agreement with results of Monte Carlo simulations. For the partially asymmetric process, the logarithmically slow coarsening predicted by a phenomenological theory is confirmed by Monte Carlo simulations and numerical mean-field calculations. Finally, coarsening in a bidirectional, two…
We prove a general theorem on cutoffs for symmetric simple exclusion processes on graphs with open boundaries, under the natural assumption that the graphs converge geometrically and spectrally to a compact metric measure space with Dirichlet boundary condition. Our theorem is valid on a variety of settings including, but not limited to: the $d$-dimensional grid for every integer dimension $d$; and self-similar fractal graphs and products thereof. Our method of proof is to identify a rescaled version of the density fluctuation field---the cutoff martingale---which allows us to prove the mixing…
We present a study of exclusion processes on networks as models for complex transport phenomena and in particular for active transport of motor proteins along the cytoskeleton. We argue that active transport processes on networks spontaneously develop density heterogeneities at various scales. These heterogeneities can be regulated through a variety of multi-scale factors, such as the interplay of exclusion interactions, the non-equilibrium nature of the transport process and the network topology. We show how an effective rate approach allows to develop an understanding of the stationary state…
Asymmetric exclusion processes for particles moving on parallel channels with inhomogeneous coupling are investigated theoretically. Particles interact with hard-core exclusion and move in the same direction on both lattices, while transitions between the channels is allowed at one specific location in the bulk of the system. An approximate theoretical approach that describes the dynamics in the vertical link and horizontal lattice segments exactly but neglects the correlation between the horizontal and vertical transport is developed. It allows us to calculate stationary phase diagrams, parti…
A class of exclusion processes in which particles perform history-dependent random walks is introduced, stimulated by dynamic phenomena in some biological and artificial systems. The particles locally interact with the underlying substrate by breaking and reforming lattice bonds. We determine the steady-state current on a ring, and find current-reversal as a function of particle density. This phenomenon is attributed to the non-local interaction between the walkers through their trails, which originates from strong correlations between the dynamics of the particles and the lattice. We rational…
We analyze the statistical properties of a temporal point process driven by a confined fractional Brownian motion. The event count distribution and power spectral density of this non--Markovian point process exhibit power--law scaling. We show that a nonlinear Markovian point process can reproduce the same scaling behavior. This result indicates a possible link between nonlinearity and apparent non--Markovian behavior.
Exploiting previous results on Markovian dynamics and fluctuation theorems, we study the consequences of memory effects on single realizations of nonequilibrium processes within an open system approach. The entropy production along single trajectories for forward and backward processes is obtained with the help of a recently proposed classical-like non-Markovian stochastic unravelling, which is demonstrated to lead to a correction of the standard entropic fluctuation theorem. This correction is interpreted as resulting from the interplay between the information extracted from the system throug…
