Usually, in a non-equilibrium setting, a current brings mass from the highest density regions to the lowest density ones. Although rare, the opposite phenomenon (known as "uphill diffusion") has also been observed in multicomponent systems, where it appears as an artificial effect of the interaction among components. We show here that uphill diffusion can be a substantial effect, i.e. it may occur even in single component systems as a consequence of some external work. To this aim we consider the 2D ferromagnetic Ising model in contact with two reservoirs that fix, at the left and the right boundaries, magnetizations of the same magnitude but of opposite signs. We provide numerical evidence that a class of non-equilibrium steady states exists in which, by tuning the reservoir magnetizations, the current in the system changes from "downhill" to "uphill". Moreover, we also show that, in such non-equilibrium set-up, the current vanishes precisely when the reservoir magnetizations equal the magnetization of the corresponding equilibrium dynamics, thus establishing a novel relation between equilibrium and non-equilibrium properties.
We investigate the dynamics of a 2D Ising model on a square lattice with conservative Kawasaki dynamics in the bulk, coupled with two external reservoirs that pull the dynamics out of equilibrium. Two different mechanisms for the action of the reservoirs are considered. In the first, called ISF, the condition of local equilibrium between reservoir and the lattice is not satisfied. The second mechanism, called DB, implements a detailed balance condition, thus satisfying the local equilibrium property. We provide numerical evidence that, for a suitable choice of the temperature (i.e. below the c…
Uphill currents are observed when mass diffuses in the direction of the density gradient. We study this phenomenon in stationary conditions in the framework of locally perturbed 1D Zero Range Processes (ZRP). We show that the onset of currents flowing from the reservoir with smaller density to the one with larger density can be caused by a local asymmetry in the hopping rates on a single site at the center of the lattice. For fixed injection rates at the boundaries, we prove that a suitable tuning of the asymmetry in the bulk may induce uphill diffusion at arbitrarily large, finite volumes. We…
We consider point particles in a table made of two circular cavities connected by two rectangular channels, forming a closed loop under periodic boundary conditions. In the first channel, a bounce--back mechanism acts when the number of particles flowing in one direction exceeds a given threshold $T$. In that case, the particles invert their horizontal velocity, as if colliding with vertical walls. The second channel is divided in two halves parallel to the first, but located in the opposite sides of the cavities. In the second channel, motion is free. We show that, suitably tuning the sizes o…
We study a system of particles which jump on the sites of the interval $[1,L]$ of $\mathbb Z$. The density at the boundaries is kept fixed to simulate the action of mass reservoirs. The evolution depends on two parameters $λ'\ge 0$ and $λ"\ge 0$ which are the strength of an external potential and respectively of an attractive potential among the particles. When $λ'=λ"= 0$ the system behaves diffusively and the density profile of the final stationary state is linear, Fick's law is satisfied. When $λ'> 0$ and $λ"= 0$ the system models the diffusion of carbon in the presence of silicon as in the …
We introduce a new variational approach to the stationary state of kinetic Ising-like models. The approach is based on the cluster expansion of the entropy term appearing in a functional which is minimized by the system history. We rederive a known mean-field theory and propose a new method, here called diamond approximation, which turns out to be more accurate and faster than other methods of comparable computational complexity.
We consider the asymptotic state after a sudden quench of the magnetic field in the transverse field quantum Ising chain starting from excited states of the pre-quench Hamiltonian. We compute the thermodynamic entropies of the generalised Gibbs and the diagonal ensembles and we find that the generalised Gibbs entropy is always twice the diagonal one. We show that particular care should be taken in extracting the thermodynamic limit since different averages of equivalent microstates give different results for the entropies.
We consider the non-conserved dynamics of the Ising model on the two-dimensional square lattice, where each spin is influenced preferentially by its East and North neighbours. The single-spin flip rates are such that the stationary state is Gibbsian with respect to the usual ferromagnetic Ising Hamiltonian. We show the existence, in the paramagnetic phase, of a dynamical transition between two regimes of violation of the fluctuation-dissipation theorem in the nonequilibrium stationary state: a regime of weak violation where the stationary fluctuation-dissipation ratio is finite, when the asymm…
We have examined the stationary state solutions of a bond diluted kinetic Ising model under a time dependent oscillating magnetic field within the effective-field theory (EFT) for a honeycomb lattice $(q=3)$. Time evolution of the system has been modeled with a formalism of master equation. The effects of the bond dilution, as well as the frequency $(ω)$ and amplitude $(h/J)$ of the external field on the dynamic phase diagrams have been discussed in detail. We have found that the system exhibits the first order phase transition with a dynamic tricritical point (DTCP) at low temperature and hig…
Fluctuation relations for the entropy production in non equilibrium stationary states of Ising models are investigated by Monte Carlo simulations. Systems in contact with heat baths at two different temperatures or subject to external driving will be studied. In the first case, by considering different kinetic rules and couplings with the baths, the behavior of the probability distributions of the heat exchanged in a time $τ$ with the thermostats, both in the disordered and in the low temperature phase, are discussed. The fluctuation relation is always verified in the large $τ$ limit and devia…
Nonequilibrium behavior and dynamic phase transition properties of a kinetic Ising model under the influence of periodically oscillating random-fields have been analyzed within the framework of effective field theory (EFT) based on a decoupling approximation (DA). Dynamic equation of motion has been solved for a simple cubic lattice ($q=6$) by utilizing a Glauber type stochastic process. Amplitude of the sinusoidally oscillating magnetic field is randomly distributed on the lattice sites according to bimodal and trimodal distribution functions. For a bimodal type of amplitude distribution, it …
We study the nonequilibrium properties of directed Ising models with non conserved dynamics, in which each spin is influenced by only a subset of its nearest neighbours. We treat the following models: (i) the one-dimensional chain; (ii) the two-dimensional square lattice; (iii) the two-dimensional triangular lattice; (iv) the three-dimensional cubic lattice. We raise and answer the question: (a) Under what conditions is the stationary state described by the equilibrium Boltzmann-Gibbs distribution? We show that for models (i), (ii), and (iii), in which each spin "sees" only half of its neighbo…
We consider the modified Ising model introduced by de Oliveira et al. [J.Phys.A {\bf 26}, 2317 (1993)], where the temperature depends locally on the spin configuration and detailed balance and local equilibrium are not obeyed. We derive a relation between the linear response function and correlation functions which generalizes the fluctuation-dissipation theorem. In the stationary states of the model, which are the counterparts of the Ising equilibrium states, the fluctuation-dissipation theorem breaks down due to the lack of time reversal invariance. In the non-stationary phase ordering kinet…
Dynamics under which a system of Ising spins relaxes to a stationary state with Bolzmann-Gibbs measure and which do not fulfil the condition of detailed balance are irreversible and asymmetric. We revisit the problem of the determination of rates yielding such a stationary state for models with single-spin flip dynamics. We add some supplementary material to this study and confirm that Gibbsian irreversible Ising models exist for one and two-dimensional lattices but not for the three-dimensional cubic lattice. We also analyze asymmetric Gibbsian dynamics in the limit of infinite temperature. W…
In this paper we present and discuss results of Monte Carlo numerical simulations of the two-dimensional Ising ferromagnet in contact with a heat bath that intrinsically has a thermal gradient. The extremes of the magnet are at temperatures $T_1<T_c<T_2$, where $T_c$ is the Onsager critical temperature. In this way one can observe a phase transition between an ordered phase ($T<T_c$) and a disordered one ($T>T_c$) by means of a single simulation. By starting the simulations with fully disordered initial configurations with magnetization $m\equiv 0$ corresponding to $T=\infty$, which are then s…
A kinetic one-dimensional Ising model on a ring evolves according to a generalization of Glauber rates, such that spins at even (odd) lattice sites experience a temperature $T_{e}$ ($T_{o}$). Detailed balance is violated so that the spin chain settles into a non-equilibrium stationary state, characterized by multiple interactions of increasing range and spin order. We derive the equations of motion for arbitrary correlation functions and solve them to obtain an exact representation of the steady state. Two nontrivial amplitudes reflect the sublattice symmetries; otherwise, correlations decay e…
We investigate the maximum caliber variational principle as an inference algorithm used to predict dynamical properties of complex nonequilibrium, stationary, statistical systems in the presence of incomplete information. Specifically, we maximize the path entropy over discrete time step trajectories subject to normalization, stationarity, and detailed balance constraints together with a path-dependent dynamical information constraint reflecting a given average global behavior of the complex system. A general expression for the transition probability values associated with the stationary rando…
In this paper, we present a general derivation of a modified fluctuation-dissipation theorem (MFDT) valid near an arbitrary non-stationary state for a system obeying markovian dynamics. We show that the method to derive modified fluctuation-dissipation theorems near non-equilibrium stationary states used by J. Prost et al., PRL 103, 090601 (2009), is generalizable to non-stationary states. This result follows from both standard linear response theory and from a transient fluctuation theorem, analogous to the Hatano-Sasa relation. We show that this modified fluctuation-dissipation theorem can b…
We consider the stationary state properties of the reduced density matrix as well as spin-spin correlation functions after a sudden quantum quench of the magnetic field in the transverse field Ising chain. We demonstrate that stationary state properties are described by a generalized Gibbs ensemble. We discuss the approach to the stationary state at late times.
We consider the behavior of an Ising ferromagnet obeying the Glauber dynamics under the influence of a fast switching, random external field. Analytic results for the stationary state are presented in mean-field approximation, exhibiting a novel type of first order phase transition related to dynamic freezing. Monte Carlo simulations performed on a quadratic lattice indicate that many features of the mean field theory may survive the presence of fluctuations.
We study the stationary properties of the Ising model that, while evolving towards its equilibrium state at temperature $T$ according to the Glauber dynamics, is stochastically reset to its fixed initial configuration with magnetisation $m_0$ at a constant rate $r$. Resetting breaks detailed balance and drives the system to a non-equilibrium stationary state where the magnetisation acquires a nontrivial distribution, leading to a rich phase diagram in the $(T,r)$ plane. We establish these results exactly in one-dimension and present scaling arguments supported by numerical simulations in two-d…
We study a 1D-Quantum Ising Model in transverse field driven out of equilibrium by performing a composite quantum quench to deduce the asymptotic properties of the transverse magnetization stationary state via the analysis of the spectral function. What emerges is that, in correspondence of the dynamical phase transition transition predicted for this model, the spectral function vanishes giving a hint of the criticality. This result suggests also that linear response experiment can be used to detect this kind of phase transition.
We investigate the performance of the recently proposed stationary Fokker-Planck sampling method considering a combinatorial optimization problem from statistical physics. The algorithmic procedure relies upon the numerical solution of a linear second order differential equation that depends on a diffusion-like parameter D. We apply it to the problem of finding ground states of 2d Ising spin glasses for the +-J-Model. We consider square lattices with side length up to L=24 with two different types of boundary conditions and compare the results to those obtained by exact methods. A particular v…
The critical exponent beta =0.17(1) for the three-dimensional random-field Ising model (RFIM) order parameter upon zero-field cooling (ZFC) has been determined using extinction-free magnetic x-ray scattering techniques for Fe(0.85)Zn(0.15)F2. This result is consistent with other exponents determined for the RFIM in that Rushbrooke scaling is satisfied. Nevertheless, there is poor agreement with equilibrium computer simulations, and the ZFC results do not agree with field-cooling (FC) results. We present details of hysteresis in Bragg scattering amplitudes and line shapes that help elucidate th…
While the Ising model belongs to the realm of equilibrium statistical mechanics, the voter model is an example of a nonequilibrium system. We examine an opinion formation model, which is a mixture of Ising and voter agents with concentrations $p$ and $1-p$, respectively. Although in our model for $p<1$ a detailed balance is violated, on a complete graph the average magnetization in the stationary state for any $p>0$ is shown to satisfy the same equation as for the pure Ising model ($p=1$). Numerical simulations confirm such a behavior, but the equivalence with the pure Ising model apparently h…
Fluctuation-dissipation relations, i.e., the relation between two-time correlation and linear response functions, were successfully used to search for signs of equilibration and to identify effective temperatures in the non-equilibrium behavior of a number of macroscopic classical and quantum systems in contact with thermal baths. Among the most relevant cases in which the effective temperatures thus defined were shown to have a thermodynamic meaning one finds the stationary dynamics of driven super-cooled liquids and vortex glasses, and the relaxation of glasses. Whether and under which condi…
For the two dimensional kinetic Ising model at finite temperature, the local mean magnetisation $M_t=t^{-1}\int_{0}^tσ(t')\d t'$, simply related to the fraction of time spent by a given spin in the positive direction, has a limiting distribution, singular at $\pm m_0(T)$, the Onsager spontaneous magnetization. The exponent of this singularity defines the persistence exponent $θ$. We also study first passage exponents associated to persistent large deviations of $M_t$, and their temperature dependence.
We discuss the implementation of two different truncated Generalized Gibbs Ensembles (GGE) describing the stationary state after a mass quench process in the Ising Field Theory. One truncated GGE is based on the semi-local charges of the model, the other on regularized versions of its ultra-local charges. We test the efficiency of the two different ensembles by comparing their predictions for the stationary state values of the single-particle Green's function $G(x) = \langle ψ^{\dagger}(x) ψ(0) \rangle$ of the complex fermion field $ψ(x)$. We find that both truncated GGEs are able to recover $…
We study the out-of-equilibrium probability distribution function of the local order parameter in the transverse field Ising quantum chain. Starting from a fully polarised state, the relaxation of the ferromagnetic order is analysed: we obtain a full analytical description of the late-time stationary distribution by means of a remarkable relation to the partition function of a 3-states classical model. Accordingly, depending on the phase whereto the post-quench Hamiltonian belongs, the probability distribution may locally retain memories of the initial long-range order. When quenching deep in …
A kinetic one-dimensional Ising model is coupled to two heat baths, such that spins at even (odd) lattice sites experience a temperature $T_{e}$ ($% T_{o}$). Spin flips occur with Glauber-type rates generalised to the case of two temperatures. Driven by the temperature differential, the spin chain settles into a non-equilibrium steady state which corresponds to the stationary solution of a master equation. We construct a perturbation expansion of this master equation in terms of the temperature difference and compute explicitly the first two corrections to the equilibrium Boltzmann distributio…
In this study, the temperature variations of the equilibrium and the non-equilibrium antiferromagnetic and ferromagnetic susceptibilities of a metamagnetic system are examined near the critical point. The kinetic equations describing the time dependencies of the total and staggered magnetizations are derived by utilizing linear response theory. In order to obtain dynamic magnetic relaxation behavior of the system, the stationary solutions of the kinetic equations in existence of sinusoidal staggered and physical external magnetic fields are performed. In addition, the static and dynamical mean…
We consider the non-equilibrium dynamics after a sudden quench of the magnetic field in the transverse field Ising chain starting from excited states of the pre-quench Hamiltonian. We prove that stationary values of local correlation functions can be described by the generalised Gibbs ensemble (GGE). Then we study the full time evolution of the transverse magnetisation by means of stationary phase methods. The equal time two-point longitudinal correlation function is analytically derived for a particular class of excited states for quenches within the ferromagnetic phase, and studied numerical…
We consider the non-stationary quantum relaxation of the Ising spin chain in a transverse field of strength h. Starting from a homogeneously magnetized initial state the system approaches a stationary state by a process possessing quasi long range correlations in time and space, independent of the value of $h$. In particular the system exhibits aging (or lack of time translational invariance on intermediate time scales) although no indications of coarsening are present.
A relation between a class of stationary points of the energy landscape of continuous spin models on a lattice and the configurations of a Ising model defined on the same lattice suggests an approximate expression for the microcanonical density of states. Based on this approximation we conjecture that if a O(n) model with ferromagnetic interactions on a lattice has a phase transition, its critical energy density is equal to that of the n = 1 case, i.e., a system of Ising spins with the same interactions. The conjecture holds true in the case of long-range interactions. For nearest-neighbor int…
We consider a one-dimensional Ising model each of whose $N$ spins is in contact with two thermostats of distinct temperatures $T_1$ and $T_2$. Under Glauber dynamics the stationary state happens to coincide with the equilibrium state at an effective intermediate temperature $T(T_1,T_2)$. The system nevertheless carries a nontrivial energy current between the thermostats. By means of the fermionization technique, for a chain initially in equilibrium at an arbitrary temperature $T_0$ we calculate the Fourier transform of the probability $P({\cal Q};τ)$ for the time-integrated energy current ${\c…
Although many computational methods for rare event sampling exist, this type of calculation is not usually practical for general nonequilibrium conditions, with macroscopically irreversible dynamics and away from both stationary and metastable states. A novel method for calculating the time-series of the probability of a rare event is presented which is designed for these conditions. The method is validated for the cases of the Glauber-Ising model under time-varying shear flow, the Kawasaki-Ising model after a quench into the region between nucleation dominated and spinodal decomposition domin…
The Ising model on networks plays a fundamental role as a testing ground for understanding cooperative phenomena in complex systems. Here we solve the synchronous dynamics of the Ising model on random graphs with an arbitrary degree distribution in the high-connectivity limit. Depending on the distribution of the threshold noise that governs the microscopic dynamics, the model evolves to nonequilibrium stationary states. We obtain an exact dynamical equation for the distribution of local magnetizations, from which we find the critical line that separates the paramagnetic from the ferromagnetic…
We study stationary states in a diluted asymmetric (kinetic) Ising model. We apply the recently introduced dynamic cavity method to compute magnetizations of these stationary states. Depending on the update rule, different versions of the dynamic cavity method apply. We here study synchronous updates and random sequential updates, and compare local properties computed by the dynamic cavity method to numerical simulations. Using both types of updates, the dynamic cavity method is highly accurate at high enough temperatures. At low enough temperatures, for sequential updates the dynamic cavity m…
We study the two-dimensional kinetic Ising model below its equilibrium critical temperature, subject to a square-wave oscillating external field. We focus on the multi-droplet regime where the metastable phase decays through nucleation and growth of many droplets of the stable phase. At a critical frequency, the system undergoes a genuine non-equilibrium phase transition, in which the symmetry-broken phase corresponds to an asymmetric stationary limit cycle for the time-dependent magnetization. We investigate the universal aspects of this dynamic phase transition at various temperatures and fi…
The aim of this paper is to investigate the q -> 1/q duality in an information-entropy theory of all q-generalized entropy functionals (Tsallis, Renyi and Sharma-Mittal measures) in the light of a representation based on generalized exponential and logarithm functions subjected to Kolmogorov's and Nagumo's averaging. We show that it is precisely in this representation that the form invariance of all entropy functionals is maintained under the action of this duality. The generalized partition function also results to be a scalar invariant under the q -> 1/q transformation which can be interpret…
A century ago, the foundations of equilibrium statistical mechanics were laid. For a system in equilibrium with a thermal bath, much is understood through the Boltzmann factor, exp{-H[C]/kT}, for the probability of finding the system in any microscopic configuration C. In contrast, apart from some special cases, little is known about the corresponding probabilities, if the same system is in contact with more than one reservoir of energy, so that, even in stationary states, there is a constant energy flux through our system. These non-equilibrium steady states display many surprising properties…
We study nonequilibrium dynamical properties at a free surface after the system is quenched from the high-temperature phase into the critical point. We show that if the spatial surface correlations decay sufficiently rapidly the surface magnetization and/or the surface manifold autocorrelations has a qualitatively different universal short time behavior than the same quantities in the bulk. At a free surface cluster dissolution may take place instead of domain growth yielding stationary dynamical correlations that decay in a stretched exponential form. This phenomenon takes place in the three-…
Among the stationary configurations of the Hamiltonian of a classical O$(n)$ lattice spin model, a class can be identified which is in one-to-one correspondence with all the the configurations of an Ising model defined on the same lattice and with the same interactions. Starting from this observation it has been recently proposed that the microcanonical density of states of an O$(n)$ model could be written in terms of the density of states of the corresponding Ising model. Later, it has been shown that a relation of this kind holds exactly for two solvable models, the mean-field and the one-di…
We study the non-equilibrium time evolution of the average transverse magnetisation and end-to-end correlation functions of the random Ising quantum chain. Starting with fully magnetised states, either in the $x$ or $z$ direction, we compute numerically the average quantities. They show similar behaviour to the homogeneous chain, that is an algebraic decay in time toward a stationary state. During the time evolution, the spatial correlations, measured from one end to the other of the chain, are building up and finally at long time they reach a size-dependent constant depending on the distance …
We study the dynamics of a quantum Ising chain after the sudden introduction of a non-integrable long-range interaction. Via an exact mapping onto a fully-connected lattice of hard-core bosons, we show that a pre-thermal state emerges and we investigate its features by focusing on a class of physically relevant observables. In order to gain insight into the eventual thermalization, we outline a diagrammatic approach which complements the study of the previous quasi-stationary state and provides the basis for a self-consistent solution of the kinetic equation. This analysis suggests that both t…
We study the spectral properties of classical and quantum Markovian processes that are reset at random times to a specific configuration or state with a reset rate that is independent of the current state of the system. We demonstrate that this simple reset dynamics causes a uniform shift in the eigenvalues of the Markov generator, excluding the zero mode corresponding to the stationary state, which has the effect of accelerating or even inducing relaxation to a stationary state. Based on this result, we provide expressions for the stationary state and probability current of the reset process …
An alternative definition for the order-parameter is proposed, for a family of non-equilibrium spin models with up-down symmetry on honeycomb lattices, and which depends on two parameters. In contrast to the usual definition, our proposal takes into account that each site of the lattice can be associated with a local temperature which depends on the local environment of each site. Using the generalised voter motel as a test case, we analyse the phase diagram and the critical exponents in the stationary state and compare the results of the standard order-parameter with the ones following from o…
The distributions of work for strongly non-equilibrium processes are studied using a very general form of a large-deviation approach, which allows one to study distributions of almost arbitrary quantities of interest for equilibrium, non-equilibrium stationary and even non-stationary processes. The method is applied to varying quickly the external field in a wide range B=3 <-> 0 for critical (T=2.269) two-dimensional Ising system of size LxL=128x128. To obtain free energy differences from the work distributions, they must be studied in ranges where the probabilities are as small as 10^{-240}, …
We propose a wavelet based method for the characterization of the scaling behavior of non-stationary time series. It makes use of the built-in ability of the wavelets for capturing the trends in a data set, in variable window sizes. Discrete wavelets from the Daubechies family are used to illustrate the efficacy of this procedure. After studying binomial multifractal time series with the present and earlier approaches of detrending for comparison, we analyze the time series of averaged spin density in the 2D Ising model at the critical temperature, along with several experimental data sets pos…
Non-equilibrium time evolution in isolated many-body quantum systems generally results in thermalization. However, the relaxation process can be very slow, and quasi-stationary non-thermal plateaux are often observed at intermediate times. The paradigmatic example is a quantum quench in an integrable model with weak integrability breaking; for a long time, the state can not escape the constraints imposed by the approximate integrability. We unveil a new mechanism of prethermalization, based on the presence of a symmetry of the pre-quench Hamiltonian, which is spontaneously broken at zero tempe…
