Scaling ideas and renormalization group approaches proved crucial for a deep understanding and classification of critical phenomena in thermal equilibrium. Over the past decades, these powerful conceptual and mathematical tools were extended to continuous phase transitions separating distinct non-equilibrium stationary states in driven classical and quantum systems. In concordance with detailed numerical simulations and laboratory experiments, several prominent dynamical universality classes have emerged that govern large-scale, long-time scaling properties both near and far from thermal equilibrium. These pertain to genuine specific critical points as well as entire parameter space regions for steady states that display generic scale invariance. The exploration of non-stationary relaxation properties and associated physical aging scaling constitutes a complementary potent means to characterize cooperative dynamics in complex out-of-equilibrium systems. This article describes dynamic scaling features through paradigmatic examples that include near-equilibrium critical dynamics, driven lattice gases and growing interfaces, correlation-dominated reaction-diffusion systems, and basic epidemic models.
In this Letter we show that the diffusion kinetics of kinetic energy among the atoms in non- equilibrium crystalline systems follows universal scaling relation and obey Levy-walk properties. This scaling relation is found to be valid for systems no matter how far they are driven out of equilibrium.
We describe an exactly solvable model which illustrates the Fluctuation Theorem and other predictions for systems evolving far from equilibrium. Our model describes a particle dragged by a spring through a thermal environment. The rate at which the spring is pulled is arbitrary.
The forms of Euler and Gibbs-Duhem relations discussed in thermodynamics of extensive systems are shown to hold also for nonextensive systems with long-range interactions with a novel interpretation of entities appearing therein. In this way, the principles underlying Tsallis' scaling relations in equilibrium nonextensive thermostatistics are clarified.
In this work we analyze the universal scaling functions and the critical exponents at the upper critical dimension of a continuous phase transition. The consideration of the universal scaling behavior yields a decisive check of the value of the upper critical dimension. We apply our method to a non-equilibrium continuous phase transition. But focusing on the equation of state of the phase transition it is easy to extend our analysis to all equilibrium and non-equilibrium phase transitions observed numerically or experimentally.
The amount of work that is needed to change the state of a system in contact with a heat bath between specified initial and final nonequilibrium states is at least equal to the corresponding equilibrium free energy difference plus (resp. minus) temperature times the information of the final (resp. the initial) state relative to the corresponding equilibrium distributions.
We present a new approach to far-from-equilibrium statistical mechanics, based on the concept of generalized entropy, which is a microscopically-defined generalization of Onsager-Machlup functional. In the case when a set of slow (adiabatic) variables can be chosen, our formalism yields a general form of the macroscopic evolution law (Generalized Langevin Equation) and extends Fluctuation Dissipative Theorem. It also provides for a simple understanding of recently-discovered Fluctuation Theorem
We numerically exhibit strange scaling and temporal evolution of finite-size fluctuation in thermal equilibrium of a simple long-range interacting system. These phenomena are explained from the view point of existence of the Casimirs and their nonexactness in finite-size systems, where the Casimirs are invariants in the Vlasov dynamics describing the long-range systems in the limit of large population. This explanation expects appearance of the reported phenomena in a wide class of isolated long-range systems. The scaling theory is also discussed as an application of the strange scaling.
Investigation of simple far-from-equilibrium systems exhibiting phase separation leads to the conclusion that phase coexistence is not well defined in this context. This is because the properties of the coexisting nonequilibrium systems depend on how they are placed in contact, as verified in the driven lattice gas with attractive interactions, and in the two-temperature lattice gas, under (a) weak global exchange between uniform systems, and (b) phase-separated (nonuniform) systems. Thus, far from equilibrium, the notions of universality of phase coexistence (i.e., independence of how systems…
We study heat conduction in one dimensional lattice dynamical systems far from equilibrium. The Fermi-Pasta-Ulam model and the $ϕ^4$ model are numerically compared to elucidate differences between momentum-conserving and nonconserving systems. As a results, it is found that the heat flux in the $ϕ^4$ model does not increase monotonically as the temperature differences at the ends of the lattice is increased, while it does in the FPU chain.
Starting from symmetry considerations, we derive the generic hydrodynamic equation of non-equilibrium $XY$ spin systems with $N$-atic symmetry under weak fluctuations. Through a systematic treatment we demonstrate that, in two dimensions, these systems exhibit two types of scaling behaviours. For $N=1$, they have long-range order and are described by the flocking phase of dry polar active fluids. For all other values of $N$, the systems exhibit quasi long-range order, as in the equilibrium $XY$ model at low temperature.
We investigate the off-equilibrium dynamics of a classical spin system with $O(n)$ symmetry in $2< D <4$ spatial dimensions and in the limit $n\to \infty$. The system is set up in an ordered equilibrium state is and subsequently driven out of equilibrium by slowly varying the external magnetic field $h$ across the transition line $h_c=0$ at fixed temperature $T\leq T_c$. We distinguish the cases $T = T_c$ where the magnetic transition is continuous and $T<T_c$ where the transition is discontinuous. In the former case, we apply a standard Kibble-Zurek approach to describe the non-equilibrium sc…
We prove that a recently derived correlation equality between conserved charges and their associated conserved currents for quantum systems far from equilibrium [O.A. Castro-Alvaredo et al., Phys. Rev. X \textbf{6}, 041065 (2016)], is valid under more general conditions than assumed so far. Similar correlation identities, which in generalized Gibbs ensembles give rise to a current symmetry somewhat reminiscent of the Onsager relations, turn out to hold also in the absence of translation invariance, for lattice models, and in any space dimension, and to imply a symmetry of the non-equilibrium l…
We investigate the off-equilibrium dynamics of a spin system with O($N$) symmetry in $2 < d < 4$ spatial dimensions arising by the presence of a slowly varying time-dependent magnetic field $h(t,t_s) \sim t/t_s$, $t_s$ is a time scale, at the critical temperature $T = T_c$ and below it $T < T_c$. After showing the general theory, we demonstrate the off-equilibrium scaling and we formally compute the correlation functions in the limit of large $N$. We derive the off-equilibrium scaling relations for the hysteresis loop area and for the magnetic work done by the system when the magnetic field $h…
Nonequilibrium relaxation behaviors in the Ising model on a square lattice based on the Wolff algorithm are totally different from those based on local-update algorithms. In particular, the critical relaxation is described by the stretched-exponential decay. We propose a novel scaling procedure to connect nonequilibrium and equilibrium behaviors continuously, and find that the stretched-exponential scaling region in the Wolff algorithm is as wide as the power-law scaling region in local-update algorithms. We also find that relaxation to the spontaneous magnetization in the ordered phase is cha…
Thermodynamic length is a path function that generalizes the notion of length to the surface of thermodynamic states. Here, we show how to measure thermodynamic length in far-from-equilibrium single molecule experiments using the work fluctuation relations. For these microscopic systems, it proves necessary to define the thermodynamic length in terms of the Fisher information. Consequently, the thermodynamic length can be directly related to the magnitude of fluctuations about equilibrium. The work fluctuation relations link the work and the free energy change during an external perturbation o…
The Kawasaki nonlinear response relation, the transient fluctuation theorem, and the Jarzynski nonequilibrium work relation are all expressions that describe the behavior of a system that has been driven from equilibrium by an external perturbation. In contrast to linear response theory, these expressions are exact no matter the strength of the perturbation, or how far the system has been driven away from equilibrium. In this paper I show that these three relations (and several other closely related results) can all be considered special cases of a single theorem. This expression is explicitly…
By studying a nonequilibrium Langevin system, we find that a simple condition determines the decomposition of the coarse-grained force into a dissipative force, an effective driving force and noise. From this condition, we derive a new universal inequality, $D \ge γ\mud^2 T$, relating the diffusion constant $D$, the differential mobility $\mud$, the bare friction constant $γ$ and the temperature $T$. Due to the general nature of the argument we present, we believe that our idea concerning this decomposition can be applied to a wide class of systems far from equilibrium.
One of the most impressive features of continuous phase transitions is the concept of universality, that allows to group the great variety of different critical phenomena into a small number of universality classes. All systems belonging to a given universality class have the same critical exponents, and certain scaling functions become identical near the critical point. It is the aim of this work to demonstrate the usefulness of universal scaling functions for the analysis of non-equilibrium phase transitions. In order to limit the coverage of this article, we focus on a particular class of n…
In this paper, we introduce a real symmetric and positive semi-definite matrix, which we call the non-equilibrium conductance matrix, and which generalizes the Onsager response matrix for a system in a non-equilibrium stationary state. We then express the thermodynamic efficiency in terms of the coefficients of this matrix using a parametrization similar to the one used near equilibrium. This framework, then valid arbitrarily far from equilibrium allows to set bounds on the thermodynamic efficiency by a universal function depending only on the degree of coupling between input and output curren…
The BGK model kinetic equation is applied to spatially inhomogeneous states near steady uniform shear flow. The shear rate of the reference steady state can be large so the states considered include those very far from equilibrium. The single particle distribution function is calculated exactly to first order in the deviations of the hydrodynamic field gradients from their values in the reference state. The corresponding non-linear hydrodynamic equaitons are obtained and the set of transport coefficients are identified as explicit functions of the shear rate. The spectrum of the linear hydrody…
The equation which describes a particle diffusing in a logarithmic potential arises in diverse physical problems such as momentum diffusion of atoms in optical traps, condensation processes, and denaturation of DNA molecules. A detailed study of the approach of such systems to equilibrium via a scaling analysis is carried out, revealing three surprising features: (i) the solution is given by two distinct scaling forms, corresponding to a diffusive (x ~ \sqrt{t}) and a subdiffusive (x >> \sqrt{t}) length scales, respectively; (ii) the scaling exponents and scaling functions corresponding to bot…
We calculate the nonequilibrium mean-field 'temperature' of a Brownian system in contact with a heat bath. We consider two different cases: an equilibrium bath in the presence of strong external forces and a nonequilibrium bath. By proving the existence of a generalized fluctuation-dissipation relation this mean-field 'temperature' can be used to describe a nonequilibrium system as is if it were in thermal equilibrium with a thermal bath at the mean-field 'temperature' mentioned above. We apply our results to chemical reactions in the presence of external forces showing how chemical equilibriu…
Recent theoretical predictions and experimental measurements have demonstrated that equilibrium free energy differences can be obtained from exponential averages of nonequilibrium work values. These results are similar in structure, but not equivalent, to predictions derived nearly three decades ago by Bochkov and Kuzovlev, which are also formulated in terms of exponential averages but do not involve free energy differences. In the present paper the relationship between these two sets of results is elucidated, then illustrated with an undergraduate-level solvable model. The analysis also serve…
Transport phenomena in spatially periodic systems far from thermal equilibrium are considered. The main emphasize is put on directed transport in so-called Brownian motors (ratchets), i.e. a dissipative dynamics in the presence of thermal noise and some prototypical perturbation that drives the system out of equilibrium without introducing a priori an obvious bias into one or the other direction of motion. Symmetry conditions for the appearance (or not) of directed current, its inversion upon variation of certain parameters, and quantitative theoretical predictions for specific models are revi…
In this work an extremal principle driving the far from equilibrium evolution of a system of structureless particles is derived by using the stochastic quantum hydrodynamic analogy. For a classical phase (i.e., the quantum correlations decay on a distance smaller than the mean inter-molecular distance) the far from equilibrium kinetic equation can be cast in the form of a Fokker-Plank equation whose phase space velocity vector maximizes the dissipation of the energy-type function, named here, stochastic free energy. Near equilibrium the maximum stochastic free energy dissipation is shown to be…
We address, on the example of a simple solvable model, the issue of whether the stationary state of dissipative systems converges to an equilibrium state in the low dissipation limit. We study a driven dissipative Zero Range Process on a tree, in which particles are interpreted as finite amounts of energy exchanged between degrees of freedom. The tree structure mimicks the hierarchy of length scales; energy is injected at the top of the tree ('large scales'), transferred through the tree and dissipated mostly in the deepest branches of the tree ('small scales'). Varying a parameter characteriz…
The totally asymmetric simple exclusion process (TASEP) is a well studied example of far-from-equilibrium dynamics. Here, we consider a TASEP with open boundaries but impose a global constraint on the total number of particles. In other words, the boundary reservoirs and the system must share a finite supply of particles. Using simulations and analytic arguments, we obtain the average particle density and current of the system, as a function of the boundary rates and the total number of particles. Our findings are relevant to biological transport problems if the availability of molecular motor…
Many important processes at the microscale require far-from-equilibrium conditions to occur, as in the functioning of mesoscopic bioreactors, nanoscopic rotors, and nanoscale mass conveyors. Achieving such conditions, however, is typically based on energy inputs that strongly affect the thermal properties of the environment and the controllability of the system itself. Here, we present a general class of far-from-equilibrium processes that suppress the net thermal exchange with the environment by maintaining the Maxwell-Boltzmann velocity distribution intact. This new phenomenon, referred to a…
We relate progress in statistical mechanics, both at and far from equilibrium, to advances in the theory of dynamical systems. We consider computer simulations of time-reversible deterministic chaos in small systems with three- and four-dimensional phase spaces. These models provide us with a basis for understanding equilibration and thermodynamic irreversibility in terms of Lyapunov instability, fractal distributions, and thermal constraints
We consider the dynamical off-equilibrium behavior of the three-dimensional O$(N)$ vector model in the presence of a slowly-varying time-dependent spatially-uniform magnetic field ${\bm H}(t) = h(t)\,{\bm e}$, where ${\bm e}$ is a $N$-dimensional constant unit vector, $h(t)=t/t_s$, and $t_s$ is a time scale, at fixed temperature $T\le T_c$, where $T_c$ corresponds to the continuous order-disorder transition. The dynamic evolutions start from equilibrium configurations at $h_i < 0$, correspondingly $t_i < 0$, and end at time $t_f > 0$ with $h(t_f) > 0$, or vice versa. We show that the magnetiza…
A two-dimensional lattice gas of two species, driven in opposite directions by an external force, undergoes a jamming transition if the filling fraction is sufficiently high. Using Monte Carlo simulations, we investigate the growth of these jams ("clouds"), as the system approaches a non-equilibrium steady state from a disordered initial state. We monitor the dynamic structure factor $S(k_x,k_y;t)$ and find that the $k_x=0$ component exhibits dynamic scaling, of the form $S(0,k_y;t)=t^β\tilde{S}(k_yt^α)$. Over a significant range of times, we observe excellent data collapse with $α=1/2$ and $β…
We investigate the quantum dynamics of many-body systems subject to local, i.e. restricted to a limited space region, time-dependent perturbations. If the perturbation drives the system across a quantum transition, an off-equilibrium behavior is observed, even when the perturbation is very slow. We show that, close to the transition, time-dependent quantities obey scaling laws. In first-order quantum transitions, the scaling behavior is universal, and some scaling functions can be exactly computed. For continuous quantum transitions, the scaling laws are controlled by the standard critical exp…
We characterize the universal far-from-equilibrium dynamics of the two-dimensional quantum Heisenberg magnet isolated from its environment. For a broad range of initial conditions, we find a long-lived universal prethermal regime characterized by self-similar behavior of spin-spin correlations. We analytically derive the spatial-temporal scaling exponents and find excellent agreement with numerics using phase space methods. The scaling exponents are insensitive to the choice of initial conditions, which include coherent and incoherent spin states with values of total magnetization and energy i…
We summarize the recent simulation progress of micromanipulation experiments on RNAs. Our work mainly consults with two important small RNAs unfolding experiments carried out by Bustamante group. Our results show that, in contrast to protein cases, using the single polymer elastic theory and the well known RNA secondary structure free energy knowledge, we can successively simulate various behaviors of force unfolding RNAs under different experimental setups from equilibrium to far-from equilibrium. Particularly, our simulation would be helpful in understanding Jarzynski's remarkable equality, …
We study some aspects of equilibrium and off equilibrium quantum dynamics of dilute bosonic gases in the presence of a trapping potential. We consider systems with a fixed number of particles N and study their scaling behavior with increasing the trap size. We focus on one-dimensional (1D) bosonic systems, such as gases described by the Lieb-Liniger model and its Tonks-Girardeau limit of impenetrable bosons, and gases constrained in optical lattices as described by the Bose-Hubbard model. We study their quantum (zero-temperature) behavior at equilibrium and off equilibrium during the unitary t…
We consider a closed quantum system, initially at thermal equilibrium, driven by arbitrary external parameters. We derive a lower bound on the entropy production which we express in terms of the Bures angle between the nonequilibrium and the corresponding equilibrium state of the system. The Bures angle is an angle between mixed quantum states and defines a thermodynamic length valid arbitrarily far from equilibrium. As an illustration, we treat the case of a time-dependent harmonic oscillator for which we obtain analytic expressions for generic driving protocols.
Negative differential conductivity is reported for the far from equilibrium quantum spin transport in the insulating regime (J_x < J_z) of finite Heisenberg XXZ spin 1/2 chains. The phenomenon is reproduced analytically for small chains of N=4 spins and further analyzed numerically, for up to N=16, using an efficient pure-state simulation with stochastic spin baths.
The quasi-stationary nonequilibrium distribution function of an independent electron gas interacting with a medium, which is at local thermal equilibrium, can be obtained by entropy production rate minimization, subject to constraints of fixed moments. The result is not restricted to the region near equilibrium (linear response) and provides a closure of the associated generalized hydrodynamic equations of the electron gas for an arbitrary number of moments. Besides an access to far from equilibrium states, the approach provides a useful description of semi-classical transport in mesoscopic co…
A generalization of the Yang-Lee and Fisher zeros on far-from-equilibrium systems coupled with two thermal baths is proposed. The Yang-Lee zeros were obtained for minimal models which exhibit complicated behavior in the context of the partition function zeros and provide an analitycal treatment. This type of models may be considered as a simplest one and analogous to Ising model for equilibrium. The obtained distributions of generalized Yang-Lee zeros show nontrivial behavior for these simple models.
We use computer simulation to study the layer-by-layer growth of particle structures in a lattice gas, taking the number of incorporated vacancies as a measure of the quality of the grown structure. By exploiting a dynamic scaling relation between structure quality in and out of equilibrium, we determine that the best quality of structure is obtained, for fixed observation time, with strong interactions and far-from-equilibrium growth conditions. This result contrasts with the usual assumption that weak interactions and mild nonequilibrium conditions are the best way to minimize errors during …
We solve for the time-dependent finite-size scaling functions of the 1D transverse-field Ising chain during a linear-in-time ramp of the field through the quantum critical point. We then simulate Mott-insulating bosons in a tilted potential, an experimentally-studied system in the same equilibrium universality class, and demonstrate that universality holds for the dynamics as well. We find qualitatively athermal features of the scaling functions, such as negative spin correlations, and show that they should be robustly observable within present cold atom experiments.
We report the complete statistical treatment of a system of particles interacting via Newtonian forces in continuous boundary-driven flow, far from equilibrium. By numerically time-stepping the force-balance equations of a model fluid we measure occupancies and transition rates in simulation. The high-shear-rate simulation data verify the invariant quantities predicted by our statistical theory, thus demonstrating that a class of non-equilibrium steady states of matter, namely sheared complex fluids, is amenable to statistical treatment from first principles.
We study the non-equilibrium dynamics of second-order phase transitions in a simplified Ginzburg-Landau model using the Fokker-Planck formalism. In particular, we focus on deriving the Kibble-Zurek scaling laws that dictate the dependence of spatial correlations on the quench rate. In the limiting cases of overdamped and underdamped dynamics, the Fokker-Planck method confirms the theoretical predictions of the Kibble-Zurek scaling theory. The developed framework is computationally efficient, enables the prediction of finite-size scaling functions and is applicable to microscopic models as well…
Using quantization in the Fock space of operators we compute the non-equilibrium steady state in an open Heisenberg XY spin 1/2 chain of finite but large size coupled to Markovian baths at its ends. Numerical and theoretical evidence is given for a far from equilibrium quantum phase transition with spontaneous emergence of long-range order in spin-spin correlation functions, characterized by a transition from saturation to linear growth with the size of the entanglement entropy in operator space.
It is shown, that Bose-Einstein condensation can occur not only in spatially extended equilibrium systems, but also in the systems far from thermal equilibrium, which show order-disorder phase transition. The investigation is performed by solving the Complex Ginzburg-Landau equation, a universal model for nonequilibrium order-disorder phase transitions.
We study off-equilibrium behaviors at first-order transitions (FOTs) driven by a time dependence of the temperature across the transition point Tc, such as the linear behavior T(t)/Tc = 1 - t/ts where ts is a time scale. In particular, we investigate the possibility of nontrivial off-equilibrium scaling behaviors in the regime of slow changes, corresponding to large ts, analogous to those arising at continuous transitions, which lead to the so-called Kibble-Zurek mechanism. We consider the 2D Potts models which provide an ideal theoretical laboratory to investigate issues related to FOTs drive…
We explore the far-from-equilibrium dynamics of Bose gases in a universal regime associated to nonthermal fixed points. While previous investigations concentrated on scaling functions and exponents describing equal-time correlations, we compute the additional scaling functions and dynamic exponent $z$ characterizing the frequency dependence or dispersion from unequal-time correlations. This allows us to compare the characteristic condensation and correlation times from a finite-size scaling analysis depending on the system's volume.
Lagrange and Hamilton equations for thermodynamic evolution near equilibrium as well as Schrodinger-like equation for the non-equilibrium case are obtained extending the CPDQ Principle (Constancy of the product momentum-oordinate uncertainty) to a new conjugate pair where the momentum f is the extension of the mechanical f=p.δq product for the case the coordinate q is not directly observable. Applied to the case of a particle in a one dimension box, the results are in agreement with reported calculated and measured thermal conductance.
We perform a dynamical finite-size scaling analysis of a nonequilibrium Bose gas which is confined in the transverse plane. Varying the transverse size, we establish a dimensional crossover for universal scaling properties far from equilibrium. Our results suggest that some aspects of the dynamical universal behavior of anisotropic systems can be classified in terms of fractional spatial dimensions. We discuss our findings in view of recent experimental results with quasi one-dimensional setups of quenched ultracold quantum gases.
We report an experimental investigation of the transition from a hexagonally ordered solid phase to a disordered liquid in a monolayer of vibrated spheres. The transition occurs as the intensity of the vibration amplitude is increased. Measurements of the density of dislocations and the positional and orientational correlation functions show evidence for a dislocation-mediated continuous transition from a solid phase with long-range order to a liquid with only short-range order. The results show a strong similarity to simulations of melting of hard disks in equilibrium, despite the fact that t…
A framework for the non-equilibrium thermodynamics of glasses is discussed. It also explains the non-equilibrium thermodynamics of a black hole isolated from matter. The first and second laws of black dynamics and black hole thermodynamics are shown to coincide, while the third laws deal with different issues.
In an equilibrium chemical reaction mixture, the number of molecules present obeys a Poisson distribution. We ask when the same is true of the steady state of a nonequilibrium reaction network and obtain an essentially complete answer. In particular, we show that networks with certain topological features must have a Poisson distribution, whatever the reaction rates. Such driven systems also obey an analog of the fluctuation-dissipation theorem. Our results may be relevant to biological systems and to the larger question of how equilibrium concepts might apply to nonequilibrium systems.
The fluctuation-dissipation (F-D) theorem is a fundamental result for systems near thermodynamic equilibrium, and justifies studies between microscopic and macroscopic properties. It states that the nonequilibrium relaxation dynamics is related to the spontaneous fluctuation at equilibrium. Most processes in Nature are out of equilibrium, for which we have limited theory. Common wisdom believes the F-D theorem is violated in general for systems far from equilibrium. Recently we show that dynamics of a dissipative system described by stochastic differential equations can be mapped to that of a …
The rates at which energy and particle densities move to equalize arbitrarily large temperature and chemical potential differences in an isolated quantum system have an emergent thermodynamical description whenever energy or particle current commutes with the Hamiltonian. Concrete examples include the energy current in the 1D spinless fermion model with nearest-neighbor interactions (XXZ spin chain), energy current in Lorentz-invariant theories or particle current in interacting Bose gases in arbitrary dimension. Even far from equilibrium, these rates are controlled by state functions, which w…
