In this paper, we follow in the footsteps of Onsager and Machlup (OM) and consider diffusion-like paths that are explored by a particle moving via a conservative force while being in thermal equilibrium with its surroundings. Instead of considering diffusion (Brownian dynamics), we use a Metropolis algorithm to derive an OM-like functional. Through the lens of the Metropolis algorithm, we are able to elucidate the errors made when using a nonzero time increment.
Of particular interest are transition paths that transverse an energy barrier that is large (but not too large) compared to the typical thermal energy. These transitions have probabilities that are only small and yet not so small as to be considered a violation of thermodynamics. As such, we turn our attention to the "double-ended" problem, where the OM functional can be interpreted as a "thermodynamic" action and employed to sample paths that start and end at predetermined points. We find that sampling the continuous-time limit of the OM functional, i.e., the Ito-Girsanov form, produces unphysical paths due to thermodynamic inconsistency arising from the singular nature of the limit. These unphysical effects are due to the correlation between the particles position and the random fluctuating noise that is introduced in the limiting process. Such a correlation is a direct consequence of the form of the Ito-Girsanov functional, does not originate from numerical inaccuracies, and is a violation of thermodynamics as embodied by Seifert's Integral Fluctuation Theorem.
We consider diffusion-like paths that are explored by a particle moving via a conservative force while being in thermal equilibrium with its surroundings. To probe rare transitions, we use the Onsager-Machlup (OM) functional as a path probability distribution function for double-ended paths that are constrained to start and stop at predesignated points after a fixed time. We explore the continuous-time limit where the OM functional has been commonly regularized by using the Ito-Girsanov change of measure. When used as a path measure, the Ito-Girsanov expression generates an ensemble of double-…
Using the replica-symmetric mean-field theory approach the thermodynamic and retrieval properties of extremely diluted {\it symmetric} $Q$-Ising neural networks are studied. In particular, capacity-gain parameter and capacity-temperature phase diagrams are derived for $Q=3, 4$ and $Q=\infty$. The zero-temperature results are compared with those obtained from a study of the dynamics of the model. Furthermore, the de Almeida-Thouless line is determined. Where appropriate, the difference with other $Q$-Ising architectures is outlined.
We study the distribution of the minimum free energy (MFE) for the Turner model of pseudoknot free RNA secondary structures over ensembles of random RNA sequences. In particular, we are interested in those rare and intermediate events of unexpected low MFEs. Generalized ensemble Markov-chain Monte Carlo methods allow us to explore the rare-event tail of the MFE distribution down to probabilities like $10^{-70}$ and to study the relationship between the sequence entropy and structural properties for sequence ensembles with fixed MFEs. Entropic and structural properties of those ensembles are co…
Statistical mechanics descriptions of the second law of thermodynamics generally imply point-like particles driven by a dissipative overall mechanism for their simultaneous time-evolution. As the number of involved particles grows larger, it becomes more and more unlikely that they by itself adopt an off-equilibrium state with lower entropy. We present a macroscopic counterexample of the second law that repeatedly and spontaneously produces an entropy sink, thus recurrently enables us to harvest energy that sidesteps all the compensation interactions with the surroundings. Hence, this mechanis…
It is shown that the laws of thermodynamics are extremely robust under generalizations of the form of entropy. Using the Bregman-type relative entropy, the Clausius inequality is proved to be always valid. This implies that thermodynamics is highly universal and does not rule out consistent generalization of the maximum entropy method.
We apply the large-deviation method to study trajectories in dissipative quantum systems. We show that in the long time limit the statistics of quantum jumps can be understood from thermodynamic arguments by exploiting the analogy between large-deviation and free-energy functions. This approach is particularly useful for uncovering properties of rare dissipative trajectories. We also prove, via an explicit quantum mapping, that rare trajectories of one system can be realized as typical trajectories of an alternative system.
Due to intermittency and conservation, the Abelian sandpile in 2D obeys multifractal, rather than finite size scaling. In the thermodynamic limit, a vanishingly small fraction of large avalanches dominates the statistics and a constant gap scaling is recovered in higher moments of the toppling distribution. Thus, rare events shape most of the scaling pattern and preserve a meaning for effective exponents, which can be determined on the basis of numerical and exact results.
We study numerically the behavior of RNA secondary structures under influence of a varying external force. This allows to measure the work $W$ during the resulting fast unfolding and refolding processes. Here, we investigate a medium-size hairpin structure. Using a sophisticated large-deviation algorithm, we are able to measure work distributions with high precision down to probabilities as small as $10^{-46}$. Due to this precision and by comparison with exact free-energy calculations we are able to verify the theorems of Crooks and Jarzynski. Furthermore, we analyze force-extension curves an…
Limiting structure of thermodynamic functions of gaseous plasmas is under consideration in the limit of zero temperature and density. Remarkable tendency, which was claimed previously (Iosilevskiy and Gryaznov, 1985) is carried to extreme. Both equations of state, thermal and caloric ones obtain in this limit identical stepped structure ("ionization stairs") for plasma of any single element when this limit (T -> 0, n -> 0) is carried out at fixed value of chemical potential for electrons (or atoms). The same stepped structure is valid for plasma of mixtures or compounds. This structure appears…
The past twenty years have seen a resurgence of interest in nonequilibrium thermodynamics, thanks to advances in the theory of stochastic processes and in their thermodynamic interpretation. Fluctuation theorems provide fundamental constraints on the dynamics of systems arbitrarily far from thermal equilibrium. Thermodynamic uncertainty relations bound the dissipative cost of precision in a wide variety of processes. Concepts of excess work and excess heat provide the basis for a complete thermodynamics of nonequilibrium steady states, including generalized Clausius relations and thermodynamic…
Despite its historical importance, a perfect gas enclosed by a pistons and in contact with a thermal reservoirs is a system still largely under study. Its thermodynamic properties are not yet well understood when driven under non-equilibrium conditions. In particular, analytic formulas that describe the heat exchanged with the reservoir are rare. In this paper we prove a power series expansions for the heat when both the external force and the reservoir temperature are slowly varying over time but the overall process is not quasi-static. To do so, we use the dynamical equations from [Cerino \e…
We study the speed of fluctuation of a quantum system around its thermodynamic equilibrium state, and show that the speed will be extremely small for almost all times in typical thermodynamic cases. The setting considered here is that of a quantum system couples to a bath, both jointly described as a closed system. This setting, is the same as the one considered in [N. Linden et al., Phys. Rev. E 79:061103 (2009)] and the ``thermodynamic equilibrium state'' refers to a situation that includes the usual thermodynamic equilibrium case, as well as far more general situations.
We consider a macroscopic system in contact with boundary reservoirs and/or under the action of an external field. We discuss the case in which the external forcing depends explicitly on time and drives the system from a nonequilibrium state to another one. In this case the amount of energy dissipated along the transformation becomes infinite when an unbounded time window is considered. Following the general proposal by Oono and Paniconi and using results of the macroscopic fluctuation theory, we give a natural definition of a renormalized work. We then discuss its thermodynamic relevance by s…
This letter reports experimental and numerical results on particle dynamics in an out-of-equilibrium granular medium. We observed two distinct types of grain motion: the well known cage motion, during which a grain is always surrounded by the same neighbors, and low probability "jumps", during which a grain moves significantly more relative to the others. These observations are similar to the results obtained for other out-of-equilibrium systems (glasses, colloidal systems, etc.). Although such jumps are extremely rare, by inhibiting them in numerical simulations we demonstrate that they play …
This paper is the second in a series devoted to the study of Langevin systems subjected to a continuous time-delayed feedback control. The goal of our previous paper [Phys. Rev. E 91, 042114 (2015)] was to derive second-law-like inequalities that provide bounds to the average extracted work. Here we study stochastic fluctuations of time-integrated observables such as the heat exchanged with the environment, the extracted work, or the (apparent) entropy production. We use a path-integral formalism and focus on the long-time behavior in the stationary cooling regime, stressing the role of rare e…
Many turbulent flows undergo drastic and abrupt configuration changes with huge impacts. As a paradigmatic example we study the multistability of jet dynamics in a barotropic beta plane model of atmosphere dynamics. It is considered as the Ising model for Jupiter troposphere dynamics. Using the adaptive multilevel splitting, a rare event algorithm, we are able to get a very large statistics of transition paths, the extremely rare transitions from one state of the system to another. This new approach opens the way for addressing a set of questions that are out of reach through direct numerical …
Finding and sampling rare trajectories in dynamical systems is a difficult computational task underlying numerous problems and applications. In this paper we show how to construct Metropolis- Hastings Monte Carlo methods that can efficiently sample rare trajectories in the (extremely rough) phase space of chaotic systems. As examples of our general framework we compute the distribution of finite-time Lyapunov exponents (in different chaotic maps) and the distribution of escape times (in transient-chaos problems). Our methods sample exponentially rare states in polynomial number of samples (in …
We consider the influence of quenched spatial disorder on phase transitions in classical and quantum systems. We show that rare strong disorder fluctuations can have dramatic effects on critical points. In classical systems with sufficiently correlated disorder or in quantum systems with overdamped dynamics they can completely destroy the sharp phase transition by smearing. This is caused by effects similar to but stronger than Griffiths phenomena: True static order can develop on a rare region while the bulk system is still in the disordered phase. We discuss the thermodynamic behavior in the…
To directly simulate rare events using atomistic molecular dynamics is a significant challenge in computational biophysics. Well-established enhanced-sampling techniques do exist to obtain the thermodynamic functions for such systems. But developing methods for obtaining the kinetics of long timescale processes from simulation at atomic detail is comparatively less developed an area. Milestoning and the weighted ensemble (WE) method are two different stratification strategies; both have shown promise for computing long timescales of complex biomolecular processes. Nevertheless, both require a …
Active matter represents a broad class of systems that evolve far from equilibrium due to the local injection of energy. Like their passive analogues, transformations between distinct metastable states in active matter proceed through rare fluctuations, however their detailed balance violating dynamics renders these events difficult to study. Here, we present a simulation method for evaluating the rate and mechanism of rare events in generic nonequilibrium systems and apply it to study the conformational changes of a passive solute in an active fluid. The method employs a variational optimizat…
We introduce a method for elucidating and modifying the functionality of systems dominated by rare events that relies on the automated tuning of their underlying free energy surface. The proposed approach seeks to construct collective variables (CVs) that encode the essential information regarding the rare events of the system of interest. The appropriate CVs are identified using Harmonic Linear Discriminant Analysis (HLDA), a machine-learning based method that is trained solely on data collected from short ordinary simulations in the relevant metastable states of the system. Utilizing the int…
The average time between two occurrences of the same event, referred to as its return time (or return period), is a useful statistical concept for practical applications. For instance insurances or public agency may be interested by the return time of a 10m flood of the Seine river in Paris. However, due to their scarcity, reliably estimating return times for rare events is very difficult using either observational data or direct numerical simulations. For rare events, an estimator for return times can be built from the extrema of the observable on trajectory blocks. Here, we show that this es…
We connect the rare fluctuations of an Equilibrium (EQ) process and the typical fluctuations of a nonequilibrium (NE) stationary process. In the framework of large deviation theory, this observation allows us to introduce NE thermodynamic potentials. For continuous-time Markov chains, we identify the relevant pairs of conjugated variables and propose two NE ensembles: one with fixed dynamics and fluctuating time-averaged variables, and another with fixed time-averaged variables, but a fluctuating dynamics. Accordingly, we show that NE processes are equivalent to conditioned EQ processes ensuri…
We study the nature of the phase transition in the multifractal formalism of the harmonic measure of Diffusion Limited Aggregates (DLA). Contrary to previous work that relied on random walk simulations or ad-hoc models to estimate the low probability events of deep fjord penetration, we employ the method of iterated conformal maps to obtain an accurate computation of the probability of the rarest events. We resolve probabilities as small as $10^{-70}$. We show that the generalized dimensions $D_q$ are infinite for $q<q^*$, where $q^*= -0.17\pm 0.02$. In the language of $f(α)$ this means that $…
Thermodynamic uncertainty principles make up one of the few rare anchors in the largely uncharted waters of nonequilibrium systems, the fluctuation theorems being the more familiar. In this work we aim to trace the uncertainties of thermodynamic quantities in nonequilibrium systems to their quantum origins, namely, to the quantum uncertainty principles. Our results enable us to make this categorical statement: For Gaussian systems, thermodynamic functions are functionals of the Robertson-Schrodinger uncertainty function, which is always non-negative for quantum systems, but not necessarily so …
Rare events play a crucial role in many physics, chemistry, and biology phenomena, when they change the structure of the system, for instance in the case of multistability, or when they have a huge impact. Rare event algorithms have been devised to simulate them efficiently, avoiding the computation of long periods of typical fluctuations. We consider here the family of splitting or cloning algorithms, which are versatile and specifically suited for far-from-equilibrium dynamics. To be efficient, these algorithms need to use a smart score function during the selection stage. Committor function…
