We study the dynamics of an asymmetric simple exclusion process with open boundaries and local interactions using a pair approximation which generalizes the 2-node cluster mean field theory and the Markov chain approach to kinetics and shares with these approaches the property of reproducing exact results for the bulk current-density relation and the steady state phase diagrams. We find that the relaxation rate exhibits a dynamical transition, with no static counterpart, analogous to that found without interactions. Remarkably, for some values of the model's parameters, we find 2 dynamical transitions in the same low density phase. We study the dynamics of relaxation to the steady state on both sides of these transitions and make an attempt at providing a physical interpretation for this phenomenon. Results from numerical approaches and a modified Domain Wall Theory confirm the picture provided by the pair approximation.
There exist some boundary-driven open systems with diffusive dynamics whose particle current fluctuations exhibit universal features that belong to the Edwards-Wilkinson universality class. We achieve this result by establishing a mapping, for the system's fluctuations, to an equivalent open --yet equilibrium-- diffusive system. We discuss the possibility of observing dynamic phase transitions using the particle current as a control parameter.
We introduce a real-space renormalisation group procedure for driven diffusive systems which predicts both steady state and dynamic properties. We apply the method to the boundary driven asymmetric simple exclusion process and recover exact results for the steady state phase diagram, as well as the crossovers in the relaxation dynamics for each phase.
We introduce an exactly-solvable family of one-dimensional driven-diffusive systems defined on a discrete lattice. We find the quadratic algebra of this family which has an infinite-dimensional representation. We discuss the phase diagram of the system in a couple of special cases.
We study the dynamics of shock-tracking probe particles in driven diffusive systems and also in equilibrium systems. In a driven system, they induce a diverging timescale that marks the crossover between a passive scalar regime at early times and a diffusive regime at late times; a scaling form characterises this crossover. Introduction of probes into an equilibrium system gives rise to a system-wide density gradient, and the presence of even a single probe can be felt across the entire system.
Nonequilibrium steady states in driven diffusive systems exhibit many features which are surprising or counterintuitive, given our experience with equilibrium systems. We introduce the prototype model and review its unusual behavior in different temperature regimes, from both a simulational and analytic view point. We then present some recent work, focusing on the phase diagrams of driven bi-layer systems and two-species lattice gases. Several unresolved puzzles are posed.
Motivated by the phenomenologies of dynamic roughening of strings in random media and magnetohydrodynamics, we examine the universal properties of driven diffusive system with coupled fields. We demonstrate that cross-correlations between the fields lead to amplitude-ratios and scaling exponents varying continuosly with the strength of these cross-correlations. The implications of these results for experimentally relevant systems are discussed.
We study the generalized $n$ component model of a driven diffusive system with annealed random drive in the large $n$ limit. This non-equilibrium model also describes conserved order parameter dynamics of an equilibrium model of ferromagnets with dipolar interaction. In this limit, at zero temperature a saddle point approximation becomes exact. The length scale in the direction transverse to the driving field acquires an additional logarithmic correction in this limit.
The diffusive behavior of a harmonic oscillator driven by a Mittag-Leffler noise is studied. Using Laplace analysis we derive exact expressions for the relaxation functions of the particle in terms of generalized Mittag-Leffler functions and its derivatives from a generalized Langevin equation. Our results show that the oscillator displays an anomalous diffusive behavior. In the strictly asymptotic limit, the dynamics of the harmonic oscillator corresponds to an oscillator driven by a noise with a pure power-law autocorrelation function. However, at short and intermediate times the dynamics ha…
Using dynamic renormalization group we study the transport in driven diffusive systems in the presence of quenched random drift velocity with long-range correlations along the transport direction. In dimensions $d\mathopen< 4$ we find fixed points representing novel universality classes of disorder-dominated self-organized criticality, and a continuous phase transition at a critical variance of disorder. Numerical values of the scaling exponents characterizing the distributions of relaxation clusters are in good agreement with the exponents measured in natural river networks.
We investigate the impact of non-local perturbations on driven diffusive systems. Two different problems are considered here. In one case, we introduce a non-local particle conservation along the direction of the drive and in another case, we incorporate a long-range temporal correlation in the noise present in the equation of motion. The effect of these perturbations on the anisotropy exponent or on the scaling of the two-point correlation function is studied using renormalization group analysis.
We study the time correlation function of a density field in two-dimensional driven diffusive systems within the framework of fluctuating hydrodynamics. It is found that the time correlation exhibits power-law behavior in an intermediate time regime in the case that the fluctuation-dissipation relation is violated and that the power-law exponent depends on the extent of this violation. We obtain this result by employing a renormalization group method to treat a logarithmic divergence in time.
We obtain the exact probability $\exp[-L {\cal F}(\{ρ(x)\})]$ of finding a macroscopic density profile $ρ(x)$ in the stationary nonequilibrium state of an open driven diffusive system, when the size of the system $L \to \infty$. $\cal F$, which plays the role of a nonequilibrium free energy, has a very different structure from that found in the purely diffusive case. As there, $\cal F$ is nonlocal, but the shocks and dynamic phase transitions of the driven system are reflected in non-convexity of $\cal F$, in discontinuities in its second derivatives, and in non-Gaussian fluctuations in the st…
A new class of models, generalizing Asymmetric Exclusion Process for many parallel interacting channels, is proposed. We couple the models with boundary reservoirs, study boundary-driven phase transitions and show that usually taken hydrodynamic description fails. The adequate hydrodynamic limit is then derived. We support our findings with Monte-Carlo simulations of the original stochastic system.
We investigate the stationary states of one-dimensional driven diffusive systems, coupled to boundary reservoirs with fixed particle densities. We argue that the generic phase diagram is governed by an extremal principle for the macroscopic current irrespective of the local dynamics. In particular, we predict a minimal current phase for systems with local minimum in the current--density relation. This phase is explained by a dynamical phenomenon, the branching and coalescence of shocks, Monte-Carlo simulations confirm the theoretical scenario.
We study the response of one dimensional diffusive systems, consisting of particles interacting via symmetric or asymmetric exclusion, to time-periodic driving from two reservoirs coupled to the ends. The dynamical response of the system can be characterized in terms of the structure factor. We find an interesting frequency dependent response -- the current carrying majority excitons cyclically crosses over from a short wavelength mode to a long wavelength mode with an intermediate regime of coexistence. This effect being boundary driven, decays inversely with system size. Analytic calculation…
A one-dimensional driven diffusive system with two types of particles and nearest neighbors interactions has been considered on a finite lattice with open boundaries. The particles can enter and leave the system from both ends of the lattice and there is also a probability for converting the particle type at the boundaries. We will show that on a special manifold in the parameters space multiple shocks evolve in the system for both species of particles which perform continuous time random walks on the lattice.
We study the formation of localized shocks in one-dimensional driven diffusive systems with spacially homogeneous creation and annihilation of particles (Langmuir kinetics).We show how to obtain hydrodynamic equations which describe the density profile in systems with uncorrelated steady state as well as in those exhibiting correlations. As a special example of the latter case the Katz-Lebowitz-Spohn model is considered. The existence of a localized double density shock is demonstrated for the first time in one-dimensional driven diffusive systems. This corresponds to phase separation into reg…
Using mode coupling theory and dynamical Monte-Carlo simulations we investigate the scaling behaviour of the dynamical structure function of a two-species asymmetric simple exclusion process, consisting of two coupled single-lane asymmetric simple exclusion processes. We demonstrate the appearence of a superdiffusive mode with dynamical exponent $z=5/3$ in the density fluctuations, along with a KPZ mode with $z=3/2$ and argue that this phenomenon is generic for short-ranged driven diffusive systems with more than one conserved density. When the dynamics is symmetric under the interchange of th…
Boundary driven diffusive systems describe a broad range of transport phenomena. We study large deviations of the density profile in these systems, using numerical and analytical methods. We find that the large deviation may be non-differentiable, a phenomenon that is unique to non-equilibrium systems, and discuss the types of models which display such singularities.\ The structure of these singularities is found to generically be a cusp, which can be described by a Landau free energy or, equivalently, by catastrophe theory. Connections with analogous results in systems with finite-dimensional…
We study the probability of arbitrary density profiles in conserving diffusive fields which are driven by the boundaries. We demonstrate the existence of singularities in the large-deviation functional, the direct analog of the free-energy in non-equilibrium systems. These singularities are unique to non-equilibrium systems and are a direct consequence of the breaking of time-reversal symmetry. This is demonstrated in an exactly-solvable model and also in numerical simulations on a boundary-driven Ising model. We argue that this singular behavior is expected to occur in models where the compre…
We study the shock structures in three-states one-dimensional driven-diffusive systems with nearest neighbors interactions using a matrix product formalism. We consider the cases in which the stationary probability distribution function of the system can be written in terms of superposition of product shock measures. We show that only three families of three-states systems have this property. In each case the shock performs a random walk provided that some constraints are fulfilled. We calculate the diffusion coefficient and drift velocity of shock for each family.
We introduce a two-state non-conserving driven-diffusive system in one-dimension under a discrete-time updating scheme. We show that the steady-state of the system can be obtained using a matrix product approach. On the other hand, the steady-state of the system can be expressed in terms of a linear superposition Bernoulli shock measures with random walk dynamics. The dynamics of a shock position is studied in detail. The spectrum of the transfer matrix and the relaxation times to the steady-state have also been studied in the large-system-size limit.
A driven diffusive model of three types of particles that exhibits phase separation on a ring is introduced. The dynamics is local and comprises nearest neighbor exchanges that conserve each of the three species. For the case in which the three densities are equal, it is shown that the model obeys detailed balance. The Hamiltonian governing the steady state distribution in this case is given and is found to have long range asymmetric interactions. The partition sum and bounds on some correlation functions are calculated analytically demonstrating phase separation.
We consider the steady state of a one dimensional diffusive system, such as the symmetric simple exclusion process (SSEP) on a ring, driven by a battery at the origin or by a smoothly varying field along the ring. The battery appears as the limiting case of a smoothly varying field, when the field becomes a delta function at the origin. We find that in the scaling limit, the long range pair correlation functions of the system driven by a battery turn out to be very different from the ones known in the steady state of the SSEP maintained out of equilibrium by contact with two reservoirs, even w…
We study transport properties in a slowly driven diffusive system where the transport is externally controlled by a parameter $p$. Three types of behavior are found: For $p<p'$ the system is not conducting at all. For intermediate $p$ a finite fraction of the external excitations propagate through the system. Third, in the regime $p>p_c$ the system becomes completely conducting. For all $p>p'$ the system exhibits self-organized critical behavior. In the middle of this regime, at $p_c$, the system undergoes a continuous phase transition described by critical exponents.
Interaction of a domain wall with boundaries of a system is studied for a class of stochastic driven particle models. Reflection maps are introduced for the description of this process. We show that, generically, a domain wall reflects infinitely many times from the boundaries before a stationary state can be reached. This is in an evident contrast with one-species models where the stationary density is attained after just one reflection.
Using field theoretic renormalization group methods we study the critical behavior of a driven diffusive system near a boundary perpendicular to the driving force. The boundary acts as a particle reservoir which is necessary to maintain the critical particle density in the bulk. The scaling behavior of correlation and response functions is governed by a new exponent eta_1 which is related to the anomalous scaling dimension of the chemical potential of the boundary. The new exponent and a universal amplitude ratio for the density profile are calculated at first order in epsilon = 5-d. Some of o…
Dynamical mean-field approximations are performed to study the phase transition of a pair contact process with diffusion in different spatial dimensions. The level of approximation is extended up to 18-site clusters for the one-dimensional model. The application of coherent anomaly method shows that the critical $β$ exponent does not depend on the strength of diffusion rate. The extension of the mean-field approximation to higher dimensions also suggests that the critical behavior may be described by a unique set of exponents.
We consider networks made of parallel lanes along which particles hop according to driven diffusive dynamics. The particles also hop transversely from lane to lane, hence indirectly coupling their longitudinal dynamics. We present a general method for constructing the phase diagram of these systems which reveals that in many cases their physics reduce to that of single-lane systems. The reduction to an effective single-lane description legitimizes, for instance, the use of a single TASEP to model the hopping of molecular motors along the many tracks of a single microtubule. Then, we show how, …
Deterministic coarse-grained descriptions of driven diffusive systems (DDS) have been hampered by apparent inconsistencies with kinetic Ising models of DDS. In the evolution towards the driven steady-state, ``triangular'' anisotropies in the two systems point in opposite directions with respect to the drive field. We show that this is non-universal behavior in the sense that the triangular anisotropy ``flips'' with local modifications of the Ising interactions. The sign and magnitude of the triangular anisotropy also vary with temperature. We have also flipped the anisotropy of coarse-grained …
We apply tensor networks to counting statistics for the stochastic particle transport in an out-of-equilibrium diffusive system. This system is composed of a one-dimensional channel in contact with two particle reservoirs at the ends. Two tensor-network algorithms, namely, Density Matrix Renormalization Group (DMRG) and Time Evolving Block Decimation (TEBD), are respectively implemented. The cumulant generating function for the current is numerically calculated and then compared with the analytical solution. Excellent agreement is found, manifesting the validity of these approaches in such an …
We consider a large class of two-lane driven diffusive systems in contact with reservoirs at their boundaries and develop a stability analysis as a method to derive the phase diagrams of such systems. We illustrate the method by deriving phase diagrams for the asymmetric exclusion process coupled to various second lanes: a diffusive lane; an asymmetric exclusion process with advection in the same direction as the first lane, and an asymmetric exclusion process with advection in the opposite direction. The competing currents on the two lanes naturally lead to a very rich phenomenology and we fi…
We present a field theoretic renormalization group study for the critical behaviour of a uniformly driven diffusive system with quenched disorder, which is modelled by different kinds of potential barriers between sites. Due to their symmetry properties, these different realizations of the random potential barriers lead to three different models for the phase transition to transverse order and to one model for the phase transition to longitudinal order all belonging to distinct universality classes. In these four models that have different upper critical dimensions d_{c} we find the critical s…
We study singularities in the large deviation function of the time-averaged current of diffusive systems connected to two reservoirs. A set of conditions for the occurrence of phase transitions, both first and second order, are obtained by deriving Landau theories. First-order transitions occur in the absence of a particle-hole symmetry, while second-order occur in its presence and are associated with a symmetry breaking. The analysis is done in two distinct statistical ensembles, shedding light on previous results. In addition, we also provide an exact solution of a model exhibiting a second-…
We develop n-cluster mean-field theories (0 < n < 5) for calculating the flow properties of the non-equilibrium steady-states of the Katz-Lebowitz-Spohn model of the driven diffusive lattice gas, with attractive and repulsive inter-particle interactions, in both one and two dimensions for arbitrary particle densities, temperature as well as the driving field. We compare our theoretical results with the corresponding numerical data we have obtained from the computer simulations to demonstrate the level of accuracy of our theoretical predictions. We also compare our results with those for some o…
We use kinetic Monte Carlo simulations to investigate current fluctuations in boundary driven generalized exclusion processes, in different dimensions. Simulation results are in full agreement with predictions based on the additivity principle and the macroscopic fluctuation theory. The current statistics are independent of the shape of the contacts with the reservoirs, provided they are macroscopic in size. In general, the current distribution depends on the spatial dimension. For the special cases of the symmetric simple exclusion process and the zero-range process, the current statistics ar…
In this work we study a two species driven diffusive system with open boundaries that exhibits spontaneous symmetry breaking in one dimension. In a symmetry broken state the currents of the two species are not equal, although the dynamics is symmetric. A mean field theory predicts a sequence of two transitions from a strongly symmetry broken state through an intermediate symmetry broken state to a symmetric state. However, a recent numerical study has questioned the existence of the intermediate state and instead suggested a single discontinuous transition. In this work we present an extensive…
In contrast to equilibrium systems, non-equilibrium steady states depend explicitly on the underlying dynamics. Using Monte Carlo simulations with Metropolis, Glauber and heat bath rates, we illustrate this expectation for an Ising lattice gas, driven far from equilibrium by an `electric' field. While heat bath and Glauber rates generate essentially identical data for structure factors and two-point correlations, Metropolis rates give noticeably weaker correlations, as if the `effective' temperature were higher in the latter case. We also measure energy histograms and define a simple ratio whi…
An asymmetric exclusion process comprising positive particles, negative particles and vacancies is introduced. The model is defined on a ring and the dynamics does not conserve the number of particles. We solve the steady state exactly and show that it can exhibit a continuous phase transition in which the density of vacancies decreases to zero. The model has no absorbing state and furnishes an example of a one-dimensional phase transition in a homogeneous non-conserving system which does not belong to the absorbing state universality classes.
We study driven 1d lattice gas models with two types of particles and nearest neighbor hopping. We find the most general case when there is a shock solution with a product measure which has a density-profile of a step function for both densities. The position of the shock performs a biased random walk. We calculate the microscopic hopping rates of the shock. We also construct the hydrodynamic limit of the model and solve the resulting hyperbolic system of conservation laws. In case of open boundaries the selected steady state is given in terms of the boundary densities.
We study the probability distribution of a current flowing through a diffusive system connected to a pair of reservoirs at its two ends. Sufficient conditions for the occurrence of a host of possible phase transitions both in and out of equilibrium are derived. These transitions manifest themselves as singularities in the large deviation function, resulting in enhanced current fluctuations. Microscopic models which implement each of the scenarios are presented, with possible experimental realizations. Depending on the model, the singularity is associated either with a particle-hole symmetry br…
We study time-dependent density fluctuations in the stationary state of driven diffusive systems with two conserved densities $ρ_λ$. Using Monte-Carlo simulations of two coupled single-lane asymmetric simple exclusion processes we present numerical evidence for universality classes with dynamical exponents $z=(1+\sqrt{5})/2$ and $z=3/2$ (but different from the Kardar-Parisi-Zhang (KPZ) universality class), which have not been reported yet for driven diffusive systems. The numerical asymmetry of the dynamical structure functions converges slowly for some of the non-KPZ superdiffusive modes for …
The cytoskeleton is an important subsystem of cells that is involved for example in cell division and locomotion. It consists of filaments that are cross-linked by molecular motors that can induce relative sliding between filaments and generate stresses in the network. In order to study the effects of fluctuations on the dynamics of such a system we introduce here a new class of driven diffusive systems mimicking the dynamics of active filament bundles where the filaments are aligned with respect to a common axis. After introducing the model class we first analyze an exactly solvable case and …
Recently, we pointed out that on a class on non exactly decimable fractals two different parameters are required to describe diffusive and vibrational dynamics. This phenomenon we call dynamical dimension splitting is related to the lack of exact decimation invariance for these structures, which turn out to be invariant under a more complex cutting-decimation transform. In this paper we study in details the dynamical dimension splitting on these fractals analyzing the mathematical properties of the cutting-decimation transform. Our results clarify how the splitting arises from the cutting tran…
The recently introduced correspondence between one-dimensional two-species driven models and the Zero-Range Process is extended to study the case where the densities of the two species need not be equal. The correspondence is formulated through the length dependence of the current emitted from a particle domain. A direct numerical method for evaluating this current is introduced, and used to test the assumptions underlying this approach. In addition, a model for isolated domain dynamics is introduced, which provides a simple way to calculate the current also for the non-equal density case. Thi…
We study the standard three-dimensional driven diffusive system on a simple cubic lattice where particle jumps along a given lattice direction are biased by an infinitely strong field, while those along other directions follow the usual Kawasaki dynamics. Our goal is to determine which of the several existing theories for critical behavior is valid. We analyze finite-size scaling properties using a range of system shapes and sizes far exceeding previous studies. Four different analytic predictions are tested against the numerical data. Binder and Wang's prediction does not fit the data well. A…
We consider a disordered asymmetric exclusion process in which randomly chosen sites do not conserve particle number. The model is motivated by features of many interacting molecular motors such as RNA polymerases. We solve the steady state exactly in the two limits of infinite and vanishing non-conserving rates. The first limit is used as an approximation to large but finite rates and allows the study of Griffiths singularities in a nonequilibrium steady state despite the absence of any transition in the pure model. The disorder is also shown to induce a stretched exponential decay of system …
Evaluating the linear response of a driven system to a change in environment temperature(s) is essential for understanding thermal properties of nonequilibrium systems. The system is kept in weak contact with possibly different fast relaxing mechanical, chemical or thermal equilibrium reservoirs. Modifying one of the temperatures creates both entropy fluxes and changes in dynamical activity. That is not unlike mechanical response of nonequilibrium systems but the extra difficulty for perturbation theory via path-integration is that for a Langevin dynamics temperature also affects the noise amp…
We consider classical hard-core particles hopping stochastically on two parallel chains in the same or opposite directions with an inter- and intra-chain interaction. We discuss general questions concerning elementary excitations in these systems, shocks and rarefaction waves. From microscopical considerations we derive the collective velocities and shock stability conditions. The findings are confirmed by comparison to Monte Carlo data of a multi-parameter class of simple two-lane driven diffusion models, which have the stationary state of a product form on a ring. Going to the hydrodynamic l…
We discuss recent work on the static and dynamical properties of the asymmetric exclusion process, generalized to include the effect of disorder. We study in turn: random disorder in the properties of particles; disorder in the spatial distribution of transition rates, both with a single easy direction and with random reversals of the easy direction; dynamical disorder, where particles move in a disordered landscape which itself evolves in time. In every case, the system exhibits phase separation; in some cases, it is of an unusual sort. The time-dependent properties of density fluctuations ar…
This paper introduces a position-space renormalization-group approach for nonequilibrium systems and applies the method to a driven stochastic one-dimensional gas with open boundaries. The dynamics are characterized by three parameters: the probability $α$ that a particle will flow into the chain to the leftmost site, the probability $β$ that a particle will flow out from the rightmost site, and the probability $p$ that a particle will jump to the right if the site to the right is empty. The renormalization-group procedure is conducted within the space of these transition probabilities, which …
We consider classical hard-core particles moving on two parallel chains in the same direction. An interaction between the channels is included via the hopping rates. For a ring, the stationary state has a product form. For the case of coupling to two reservoirs, it is investigated analytically and numerically. In addition to the known one-channel phases, two new regions are found, in particular the one, where the total density is fixed, but the filling of the individual chains changes back and forth, with a preference for strongly different densities. The corresponding probability distribution…
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 $ε_N$.
One-dimensional directed driven stochastic flow with competing nonlocal and local hopping events has an instability threshold from a populated phase into an empty-road (ER) phase. We implement this in the context of the asymmetric exclusion process. The nonlocal skids promote strong clustering in the stationary populated phase. Such clusters drive the dynamic phase transition and determine its scaling properties. We numerically establish that the instability transition into the ER phase is second order in the regime where the entry point reservoir controls the current and first order in the re…
A general criterion for the existence of phase separation in driven one-dimensional systems is proposed. It is suggested that phase separation is related to the size dependence of the steady-state currents of domains in the system. A quantitative criterion for the existence of phase separation is conjectured using a correspondence made between driven diffusive models and zero-range processes. Several driven diffusive models are discussed in light of the conjecture.
