We derive the stationary probability distribution for a non-equilibrium system composed by an arbitrary number of degrees of freedom that are subject to Gaussian colored noise and a conservative potential. This is based on a multidimensional version of the Unified Colored Noise Approximation. By comparing theory with numerical simulations we demonstrate that the theoretical probability density quantitatively describes the accumulation of active particles around repulsive obstacles. In particular, for two particles with repulsive interactions, the probability of close contact decreases when one of the two particle is pinned. Moreover, in the case of isotropic confining potentials, the radial density profile shows a non trivial scaling with radius. Finally we show that the theory well approximates the "pressure" generated by the active particles allowing to derive an equation of state for a system of non-interacting colored noise-driven particles.
A Hamiltonian-based model of many harmonically interacting massive particles that are subject to linear friction and coupled to heat baths at different temperatures is used to study the dynamic approach to equilibrium and non-equilibrium stationary states. Based on the exactly calculated dynamic approach to the stationary distribution, the functional that governs this approach, which is called the free entropy, is constructed. For the stationary distribution the free entropy becomes maximal and its time derivative is minimal and vanishes. Thus, the free entropy characterizes equilibrium as wel…
Long-range interacting Hamiltonian systems are believed to relax generically towards non-equilibrium states called "quasi-stationary" because they evolve towards thermodynamic equilibrium very slowly, on a time-scale diverging with particle number. We show here that, by applying a suitable perturbation operator for a finite time interval, we obtain, in a family of long-range systems, non-equilibrium states which appear to be strictly stationary. They exist even in the case of a harmonic potential, and are characterised by an ordered microscopic phase space structure. We give some simple heuris…
We construct explicit examples of one-dimensional driven diffusive systems for two and three species of interacting particles, defined by asymmetric dynamical rules which do not obey detailed balance, but whose nonequilibrium stationary-state measure coincides with a prescribed equilibrium Gibbs measure. For simplicity, the measures considered in this construction only involve nearest-neighbor interactions. For two species, the dynamics thus obtained generically has five free parameters, and does not obey pairwise balance in general. The latter property is satisfied only by the totally asymmet…
We study long-range interacting systems perturbed by external stochastic forces. Unlike the case of short-range systems, where stochastic forces usually act locally on each particle, here we consider perturbations by external stochastic fields. The system reaches stationary states where external forces balance dissipation on average. These states do not respect detailed balance and support non-vanishing fluxes of conserved quantities. We generalize the kinetic theory of isolated long-range systems to describe the dynamics of this non-equilibrium problem. The kinetic equation that we obtain app…
We discuss the non-Boltzmannian nature of quasi-stationary states in the Hamiltonian Mean Field (HMF) model, a paradigmatic model for long-range interacting classical many-body systems. We present a theorem excluding the Boltzmann-Gibbs exponential weight in Gibbs $Γ$-space of microscopic configurations, and comment a paper recently published by Baldovin and Orlandini (2006). On the basis of the points here discussed, the ongoing debate on the possible application, within appropriate limits, of the generalized $q$-statistics to long-range Hamiltonian systems remains open.
Multidimensional systems coupled via complex networks are widespread in nature and thus frequently invoked for a large plethora of interesting applications. From ecology to physics, individual entities in mutual interactions are grouped in families, homogeneous in kind. These latter interact selectively, through a sequence of self-consistently regulated steps, whose deeply rooted architecture is stored in the assigned matrix of connections. The asymptotic equilibrium eventually attained by the system, and its associated stability, can be assessed by employing standard nonlinear dynamics tools.…
Isolated long-range interacting particle systems appear generically to relax to non-equilibrium states ("quasi-stationary states" or QSS) which are stationary in the thermodynamic limit. A fundamental open question concerns the "robustness" of these states when the system is not isolated. In this paper we explore, using both analytical and numerical approaches to a paradigmatic one dimensional model, the effect of a simple class of perturbations. We call them "internal local perturbations" in that the particle energies are perturbed at collisions in a way which depends only on the local proper…
In this paper we study the combined mean field and homogenization limits for a system of weakly interacting diffusions moving in a two-scale, locally periodic confining potential, of the form considered in~\cite{DuncanPavliotis2016}. We show that, although the mean field and homogenization limits commute for finite times, they do not, in general, commute in the long time limit. In particular, the bifurcation diagrams for the stationary states can be different depending on the order with which we take the two limits. Furthermore, we construct the bifurcation diagram for the stationary McKean-Vl…
We use a Hamiltonian dynamics to discuss the statistical mechanics of long-lasting quasi-stationary states particularly relevant for long-range interacting systems. Despite the presence of an anomalous single-particle velocity distribution, we find that the Central Limit Theorem implies the Boltzmann expression in Gibbs' $Γ$-space. We identify the nonequilibrium sub-manifold of $Γ$-space characterizing the anomalous behavior and show that by restricting the Boltzmann-Gibbs approach to this sub-manifold we obtain the statistical mechanics of the quasi-stationary states.
A modified Gross-Pitaevskii approximation was introduced recently for bosons in dimension $d\le2$ by Kolomeisky {\it et al.} (Phys. Rev. Lett. {\bf 85} 1146 (2000)). We use the density functional approach with sixth-degree interaction energy term in the Bose field to reproduce the stationary-frame results of Kolomeisky {\it et al.} for a one-dimensional Bose-Einstein system with a repulsive interaction. We also find a soliton solution for an attractive interaction, which may be boosted to a finite velocity by a Galilean transformation. The stability of such a soliton is discussed analytically.…
On the basis of analytical results and molecular dynamics simulations we clarify the nonequilibrium dynamics of a long-range interacting system in contact with a heat bath. For small couplings with the bath, we show that the system can first be trapped in a Vlasov quasi-stationary state, then a microcanonical one follows, and finally canonical equilibrium is reached at the bath temperature. We compare a Langevin mesoscopic thermostat with Hamiltonian reservoirs microscopically coupled with the system and demonstrate the equivalence of the two descriptions. Our identification of the parameters …
We study a model of interacting run-and-tumble random walkers operating under mutual hardcore exclusion on a one-dimensional lattice with periodic boundary conditions. We incorporate a finite, Poisson-distributed, tumble duration so that a particle remains stationary whilst tumbling, thus generalising the persistent random walker model. We present the exact solution for the nonequilibrium stationary state of this system in the case of two random walkers. We find this to be characterised by two lengthscales, one arising from the jamming of approaching particles, and the other from one particle …
We study two Brownian particles in dimension $d=1$, diffusing under an interacting resetting mechanism to a fixed position. The particles are subject to a constant drift, which biases the Brownian particles toward each other. We derive the steady-state distributions and study the late time relaxation behavior to the stationary state.
We introduce a simple model which shows non-trivial self organized critical properties. The model describes a system of interacting units, modelled by Polya urns, subject to perturbations and which occasionally break down. Three equivalent formulations - stochastic, quenched and deterministic - are shown to reproduce the same dynamics. Among the novel features of the model are a non-homogeneous stationary state, the presence of a non-stationary critical phase and non-trivial exponents even in mean field. We discuss simple interpretations in term of biological evolution and earthquake dynamics …
This review is devoted to the problem of thermalization in a small isolated conglomerate of interacting constituents. A variety of physically important systems of intensive current interest belong to this category: complex atoms, molecules (including biological molecules), nuclei, small devices of condensed matter and quantum optics on nano- and micro-scale, cold atoms in optical lattices, ion traps. Physical implementations of quantum computers, where there are many interacting qubits, also fall into this group. Statistical regularities come into play through inter-particle interactions, whic…
We study the structure of stationary non equilibrium states for interacting particle systems from a microscopic viewpoint. In particular we discuss two different discrete geometric constructions. We apply both of them to determine non reversible transition rates corresponding to a fixed invariant measure. The first one uses the equivalence of this problem with the construction of divergence free flows on the transition graph. Since divergence free flows are characterized by cyclic decompositions we can generate families of models from elementary cycles on the configuration space. The second co…
The Sznajd model is a sociophysics model that mimics the propagation of opinions in a closed society, where the interactions favour groups of agreeing people. It is based in the Ising and Potts ferromagnetic models and although the original model used only linear chains, it has since been adapted to general networks. This model has a very rich transient, that has been used to model several aspects of elections, but its stationary states are always consensus states. In order to model more complex behaviours we have, in a recent work, introduced the idea of biases and prejudices to the Sznajd mo…
