We demonstrate the power of 2D tensor networks for obtaining large deviation functions of dynamical observables in a classical nonequilibrium setting. Using these methods, we analyze the previously unstudied dynamical phase behavior of the fully 2D asymmetric simple exclusion process with biases in both the x and y directions. We identify a dynamical phase transition, from a jammed to a flowing phase, and characterize the phases and the transition, with an estimate of the critical point and exponents.
We propose a tensor-network algorithm for discrete-time stochastic dynamics of a homogeneous system in the thermodynamic limit. We map a $d$-dimensional nonequilibrium Markov process to a $(d+1)$-dimensional infinite tensor network by using a higher-order singular-value decomposition. As an application of the algorithm, we compute the nonequilibrium relaxation from a fully magnetized state to equilibrium of the one- and two- dimensional Ising models with periodic boundary conditions. Utilizing the translational invariance of the systems, we analyze the behavior in the thermodynamic limit direc…
Using a tensor renormalization group method with oblique projectors for an anisotropic tensor network, we confirm that the rescaled spectrum of transfer matrices at nonequilibrium critical points in the (1+1)-dimensional directed percolation, a canonical model of nonequilibrium critical phenomena, is scale-invariant and its structure is universal.
The study of stochastic systems has received considerable interest over the years. Their dynamics can describe many equilibrium and nonequilibrium fluctuating systems. At the same time, nonequilibrium constraints interact with the time evolution in various ways. Here we review the dynamics of stochastic systems from the viewpoint of nonequilibrium thermodynamics. We explore the effect of external thermodynamic forces on the possible dynamical regimes and show that the time evolution can become intrinsically different under nonequilibrium conditions. For example, nonequilibrium systems with rea…
Sampling the collective, dynamical fluctuations that lead to nonequilibrium pattern formation requires probing rare regions of trajectory space. Recent approaches to this problem based on importance sampling, cloning, and spectral approximations, have yielded significant insight into nonequilibrium systems, but tend to scale poorly with the size of the system, especially near dynamical phase transitions. Here we propose a machine learning algorithm that samples rare trajectories and estimates the associated large deviation functions using a many-body control force by leveraging the flexible fu…
Various notions of fluctuations exist depending on the way one chooses to measure them. We discuss two extreme cases (continuous measurement versus long inter-measurement times) and we see their relation with entropy production and with escape rates. A simple explanation of why the relative entropy satisfies a Hamilton-Jacobi equation is added.
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…
We introduce the Fisher information in the basis of decay modes of Markovian dynamics, arguing that it encodes important information about the behavior of nonequilibrium systems. In particular we generalize an orthonormality relation between decay eigenmodes of detailed balanced systems to normal generators that commute with their time-reversal. Viewing such modes as tangent vectors to the manifold of statistical distributions, we relate the result to the choice of a coordinate patch that makes the Fisher-Rao metric Euclidean at the steady distribution, realizing a sort of statistical equivale…
The time-reversal symmetry of nonequilibrium fluctuations is experimentally investigated in two out-of-equilibrium systems namely, a Brownian particle in a trap moving at constant speed and an electric circuit with an imposed mean current. The dynamical randomness of their nonequilibrium fluctuations is characterized in terms of the standard and time-reversed entropies per unit time of dynamical systems theory. We present experimental results showing that their difference equals the thermodynamic entropy production in units of Boltzmann's constant.
The autonomous heat engine is a model system of autonomous nonequilibrium systems like biological cells, exploiting nonequilibrium flow for operations. As the Carnot engine has essentially contributed to the equilibrium thermodynamics, autonomous heat engine is expected to play a critical role in the challenge of constructing nonequilibrium thermodynamics. However, the high complexity of the engine involving an intricate coupling among heat, gas flow, and mechanics has prevented simple modeling. Here, we experimentally characterized the nonequilibrium dynamics and thermodynamics of a low-tempe…
We here present the complete analysis of experiments on driven Brownian motion and electric noise in a $RC$ circuit, showing that thermodynamic entropy production can be related to the breaking of time-reversal symmetry in the statistical description of these nonequilibrium systems. The symmetry breaking can be expressed in terms of dynamical entropies per unit time, one for the forward process and the other for the time-reversed process. These entropies per unit time characterize dynamical randomness, i.e., temporal disorder, in time series of the nonequilibrium fluctuations. Their difference…
Aspects of the modern dynamical systems approach to thermodynamics of stationary states out of equilibrium with attention to the original conceptions which arose at the beginnings of Statistical Mechanics
The unique fluctuation-dissipation theorem for equilibrium stands in contrast with the wide variety of nonequilibrium linear response formulae. Their most traditional approach is "analytic", which, in the absence of detailed balance, introduces the logarithm of the stationary probability density as observable. The theory of dynamical systems offers an alternative with a formula that continues to work when the stationary distribution is not smooth. We show that this method works equally well for stochastic dynamics, and we illustrate it with a numerical example for the perturbation of circadian…
Nonequilibrium sampling is potentially much more versatile than its equilibrium counterpart, but it comes with challenges because the invariant distribution is not typically known when the dynamics breaks detailed balance. Here, we derive a generic importance sampling technique that leverages the statistical power of configurations transported by nonequilibrium trajectories, and can be used to compute averages with respect to arbitrary target distributions. As a dissipative reweighting scheme, the method can be viewed in relation to the annealed importance sampling (AIS) method and the related…
Formation of the nonequilibrium subsystem in dynamical processes during defect generation is simulated by means of molecular dynamics. A particular process of dissipation of the low-frequency acoustic emission into high-frequency equilibrium vibrations of lattice is studied numerically. Clear heuristic reasons are used to introduce different temperatures and entropies for equilibrium and nonequilibrium subsystems. Simple relaxation equation is proposed to describe time behavior of the nonequilibrium entropy.
We discuss research done in two important areas of nonequilibrium statistical mechanics: fluctuation dissipation relations and dynamical fluctuations. In equilibrium systems the fluctuation-dissipation theorem gives a simple relation between the response of observables to a perturation and correlation functions in the unperturbed system. Our contribution here is an investigation of the form of the response function for systems out of equilibrium. Furthermore, we use the theory of large deviations to examine dynamical fluctuations in systems out of equilibrium. In dynamical fluctuation theory w…
The many-body formalism for dynamical mean-field theory is extended to treat nonequilibrium problems. We illustrate how the formalism works by examining the transient decay of the oscillating current that is driven by a large electric field turned on at time t=0. We show how the Bloch oscillations are quenched by the electron-electron interactions, and how their character changes dramatically for a Mott insulator.
Chaos is usually referred to the sensitivity to initial conditions in which the nonlinearity plays a crucial role. Beyond such a mathematical description, the understanding of the underlying physical origin of the chaos is still not very clear. Here we study the dissipative chaos from the perspective of the nonequilibrium dynamics. This was not fully investigated in the traditional chaos theory, despite of the Lorenz's original discovery of chaos from the nonequilibrium atmosphere. We found that the nonequilibriumness as the degree of detailed balance breaking can be quantified by the appearan…
An overview is given of recent advances in nonequilibrium statistical mechanics on the basis of the theory of Hamiltonian dynamical systems and in the perspective provided by the nanosciences. It is shown how the properties of relaxation toward a state of equilibrium can be derived from Liouville's equation for Hamiltonian dynamical systems. The relaxation rates can be conceived in terms of the so-called Pollicott-Ruelle resonances. In spatially extended systems, the transport coefficients can also be obtained from the Pollicott-Ruelle resonances. The Liouvillian eigenstates associated with th…
We study nonequilibrium dynamical models with two absorbing states: interacting monomer-dimer models, probabilistic cellular automata models, nonequilibrium kinetic Ising models. These models exhibit a continuous phase transition from an active phase into an absorbing phase which belongs to the universality class of the models with the parity conservation. However, when we break the symmetry between the absorbing states by introducing a symmetry-breaking field, Monte Carlo simulations show that the system goes back to the conventional directed percolation universality class. In terms of domain…
We present the results of analytical and numerical studies of a one-dimensional nonlocal and nonlinear diffusion equation describing non-equilibrium processes ranging from aggregation phenomena to cooperation of individuals. We study a dynamical phase transition that is obtained on tuning the initial conditions and demonstrate universality and characterize the critical behavior. The critical state is shown to be reached in a self-organized manner on dynamically evolving the diffusion equation subjected to a mirror symmmetry transformation.
A one-dimensional driven two-species model with parallel sublattice update and open boundaries is considered. Although the microscopic many-body dynamics is symmetric with respect to the two species and interactions are short-ranged, there is a region in parameter space with broken symmetry in the steady state. The sublattice update is deterministic in the bulk and allows for a detailed analysis of the relaxation dynamics, so that symmetry breaking can be shown to be the result of an amplification mechanism of fluctuations. In contrast to previously considered models, this leads to a proof for…
A model for nonequilibrium wetting in 1+1 dimensions is introduced. It comprises adsorption and desorption processes with a dynamics which generically does not obey detailed balance. Depending on the rates of the dynamical processes the wetting transition is either of first or second order. It is found that the wet (unbound) and the non-wet (pinned) states coexist and are both thermodynamically stable in a domain of the dynamical parameters which define the model. This is in contrast with equilibrium transitions where coexistence of thermodynamically stable states takes place only on the trans…
Dynamical urn models, such as the Ehrenfest model, have played an important role in the early days of statistical mechanics. Dynamical many-urn models generalize the former models in two respects: the number of urns is macroscopic, and thermal effects are included. These many-urn models are exactly solvable in the mean-field geometry. They allow analytical investigations of the characteristic features of nonequilibrium dynamics referred to as aging, including the scaling of correlation and response functions in the two-time plane and the violation of the fluctuation-dissipation theorem. This r…
We study nonequilibrium dynamical properties of inhomogeneous systems, in particular at a free surface or at a defect plane. Thereby we consider nonconserved (model-A) dynamics of a system which is prepared in the high-temperature phase and quenched into the critical point. Using Monte Carlo simulations we measure single spin relaxation and autocorrelations, as well as manifold autocorrelations and persistence. We show that, depending on the decay of critical static correlations, the short time dynamics can be of two kinds. For slow decay of local correlations the usual domain growth process t…
A property of dynamical correlation functions for nonequilibrium states is discussed. We consider arbitrary dimensional quantum spin systems with local interaction and translationally invariant states with nonvanishing current over them. A correlation function between local charge and local Hamiltonian at different spacetime points is shown to exhibit slow decay.
The mapping of steady-state nonequilibrium dynamical mean-field theory from the lattice to the impurity is described in detail. Our focus is on the case with current flow under a constant dc electric field of arbitrary magnitude. In addition to formulating the problem via path integrals and functional derivatives, we also describe the distribution function dependence of the retarded and advanced Green's functions. Our formal developments are exact for the Falicov-Kimball model. We also show how these formal developments are modified for more complicated models (like the Hubbard model).
Dynamic behaviour of an isotropic Ashkin-Teller model in the presence of a periodically oscillating magnetic field has been analysed by means of the mean field approximation. The dynamic equation of motion has been constructed with the help of a Glauber type stochastic process and solved for a square lattice. After defining the possible dynamical phases of the system, phase diagrams have been given and the behaviour of the hysteresis loops has been investigated in detail. The hysteresis loop for specific order parameter of isotropic Ashkin-Teller model has been defined and characteristics of t…
The dynamical responses of Blume-Capel (S=1) ferromagnet to the plane propagating (with fixed frequency and wavelength) and standing magnetic field waves are studied sepa- rately in two dimensions by extensive Monte Carlo simulation. Depending on the values of temperature, amplitude of the propagating magnetic field and the strength of anisotropy, two different dynamical phases are observed. For a fixed value of anisotropy and the amplitude of the propagating magnetic field, the system undergoes a dynamical phase transition from a driven spin wave propagating phase to a pinned or spin frozen s…
We give an introduction to phase transitions in the steady states of systems that evolve stochastically with equilibrium and nonequilibrium dynamics, the latter defined as those that do not possess a time-reversal symmetry. We try as much as possible to discuss both cases within the same conceptual framework, focussing on dynamically attractive `peaks' in state space. A quantitative characterisation of these peaks leads to expressions for the partition function and free energy that extend from equilibrium steady states to their nonequilibrium counterparts. We show that for certain classes of n…
We study the dynamical properties of the ordered phases obtained in a coupled nonequilibrium system describing advection of two species of particles by a stochastically evolving landscape. The local dynamics of the landscape also gets affected by the particles. In a companion paper we have presented static properties of different phases that arise as the two-way coupling parameters are varied. In this paper we discuss the dynamics. We show that in the ordered phases macroscopic particle clusters move over an ergodic time-scale growing exponentially with system size but the ordered landscape sh…
We give the explicit structure of the functional governing the dynamical density and current fluctuations for a mesoscopic system in a nonequilibrium steady state. Its canonical form determines a generalised Onsager-Machlup theory. We assume that the system is described as a Markov jump process satisfying a local detailed balance condition such as typical for stochastic lattice gases and for chemical networks. We identify the entropy current and the traffic between the mesoscopic states as extra terms in the fluctuation functional with respect to the equilibrium dynamics. The density and curre…
The dynamical steady state behaviour of the random field Ising ferromagnet swept by a propagating magnetic field wave is studied at zero temperature by Monte Carlo simulation in two dimensions. The distribution of the random field is bimodal type. For a fixed set of values of the frequency and wavelength of propagating magnetic field wave and the strength of the random field, four distinct dynamical steady states or nonequilibrium phases were identified. These four nonequilibrium phases are characterised by different values of structure factors. State of first kind, where all spins are paralle…
We derive the formalism for steady state nonequilibrium dynamical mean-field theory in a real-time formalism along the Kadanoff-Baym contour. The resulting equations of motion are first transformed to Wigner coordinates (average and relative time), and then re-expressed in terms of differential operators. Finally, we perform a Fourier transform with respect to the relative time, and take the first-order limit in the electric field to produce the quantum Boltzmann equation for dynamical mean-field theory. We next discuss the structure of the equations and their solutions, describing how these e…
The dynamical responses of a rodlike anisotropic Heisenberg ferromagnet, irradiated by the propagating magnetic field wave, have been studied by Monte Carlo simulation using Metropolis single spin-flip algorithm. A nonequilibrium dynamical phase transition has been observed. The transition temperature has been obtained from the peak position of the variance of the dynamic order parameter plotted as a function of the temperature. The transition has been found to occur at a lower temperature for the higher value of the amplitude of the propagating magnetic field wave. A comprehensive phase bound…
The dynamical responses of XY ferromagnet driven by linearly polarised propagating and standing magnetic field wave have been studied by Monte Carlo simulation in three dimensions. In the case of propagating magnetic field wave (with specified amplitude, frequency and the wavelength), the low temperature dynamical mode is a propagating spin wave and the system becomes structureless (or random) in the high temperature. A dynamical symmetry breaking phase transition is observed at a finite (nonzero) temperature. This symmetry breaking is confirmed by studying the statistical distribution of the …
The Fluctuation Theorem gives an analytical expression for the probability of observing second law violating dynamical fluctuations, in nonequilibrium systems. At equilibrium statistical mechanical fluctuations are known to be ensemble dependent. In this paper we generalise the Transient and Steady State Fluctuation Theorems to various nonequilibrium dynamical ensembles. The Transient and Steady State Fluctuation Theorem for an isokinetic ensemble of isokinetic trajectories is tested using nonequilibrium molecular dynamics simulations of shear flow.
Nonequilibrium phase transitions are discussed with emphasis on general features such as the role of detailed balance violation in generating effective (long-range) interactions, the importance of dynamical anisotropies, the connection between various mechanisms generating power-law correlations, and the emergence of universal distribution functions for macroscopic quantities. Quantum spin chains are also discussed in order to demonstrate how to construct steady-states carrying fluxes in quantum systems, and to explain how the fluxes may generate power-law correlations.
We present extensive numerical simulations of the Axelrod's model for social influence, aimed at understanding the formation of cultural domains. This is a nonequilibrium model with short range interactions and a remarkably rich dynamical behavior. We study the phase diagram of the model and uncover a nonequilibrium phase transition separating an ordered (culturally polarized) phase from a disordered (culturally fragmented) one. The nature of the phase transition can be continuous or discontinuous depending on the model parameters. At the transition, the size of cultural regions is power-law d…
Emergent universal statistics in nonequilibrium systems with dynamical scale selection
Massachusetts Institute of Technology（麻省理工学院）；University of Helsinki（赫尔辛基大学）；University of North Carolina at Chapel Hill（北卡罗来纳大学教堂山分校）；ETH Zurich（苏黎世联邦理工学院）
We propose a thermodynamically consistent minimal model to study synchronization which is made of driven and interacting three-state units. This system exhibits at the mean-field level two bifurcations separating three dynamical phases: a single stable fixed point, a stable limit cycle indicative of synchronization, and multiple stable fixed points. These complex emergent dynamical behaviors are understood at the level of the underlying linear Markovian dynamics in terms of metastability, i.e. the appearance of gaps in the upper real part of the spectrum of the Markov generator. Stochastic the…
A limited mobility nonequilibrium solid-on-solid dynamical model for kinetic surface growth is introduced as a simple description for the morphological evolution of a growing interface under random vapor deposition and surface diffusion bias conditions. Large scale stochastic Monte Carlo simulations using a local coordination dependent instantaneous relaxation of the deposited atoms produce complex surface morphologies whose dynamical evolution is not consistent with any of the existing continuum dynamical surface growth equations. Critical exponents for coarsening and roughening dynamics of t…
This paper presents an introduction to phase transitions and critical phenomena on the one hand, and nonequilibrium patterns on the other, using the Ginzburg-Landau theory as a unified language. In the first part, mean-field theory is presented, for both statics and dynamics, and its validity tested self-consistently. As is well known, the mean-field approximation breaks down below four spatial dimensions, where it can be replaced by a scaling phenomenology. The Ginzburg-Landau formalism can then be used to justify the phenomenological theory using the renormalization group, which elucidates t…
The aim of this article is to give a pedagogical introduction to the exact equilibrium and nonequilibrium properties of free fermionic quantum spin chains. In a first part we present in full details the canonical diagonalisation procedure and review quickly the equilibrium dynamical properties. The phase diagram is analysed and possible phase transitions are discussed. The two next chapters are concerned with the effect of aperiodicity and quenched disorder on the critical properties of the quantum chain. The remaining part is devoted to the nonequilibrium dynamical behaviour of such quantum c…
When a flexible polymer is sucked into a localized small hole, the chain can initially respond only locally and the sequential nonequilibrium processes follow in line with the propagation of the tensile force along the chain backbone. We analyze this dynamical process by taking the nonuniform stretching of the polymer into account both with and without hydrodynamics interactions. Earlier conjectures on the absorption time are criticized and new formulae are proposed together with time evolutions of relevant dynamical variables.
The nonequilibrium reweighting technique, which was recently developed by the present authors, is used for the study of the nonequilibrium steady states. The renewed formulation of the nonequlibrium reweighting enables us to use the very efficient multi-spin coding. We apply the nonequilibrium reweighting to the driven diffusive lattice gas model. Combining with the dynamical finite-size scaling theory, we estimate the critical temperature Tc and the dynamical exponent z. We also argue that this technique has an interesting feature that enables explicit calculation of derivatives of thermodyna…
In this work we formulate the nonequilibrium dynamical renormalization group (ndRG). The ndRG represents a general renormalization-group scheme for the analytical description of the real-time dynamics of complex quantum many-body systems. In particular, the ndRG incorporates time as an additional scale which turns out to be important for the description of the long-time dynamics. It can be applied to both translational invariant and disordered systems. As a concrete application we study the real-time dynamics after a quench between two quantum critical points of different universality classes.…
We show that the interplay between geometric criticality and dynamical fluctuations leads to a novel universality class of the contact process on a randomly diluted lattice. The nonequilibrium phase transition across the percolation threshold of the lattice is characterized by unconventional activated (exponential) dynamical scaling and strong Griffiths effects. We calculate the critical behavior in two and three space dimensions, and we also relate our results to the recently found infinite-randomness fixed point in the disordered one-dimensional contact process.
We study dynamical phase transitions from antiferromagnetic to paramagnetic states driven by an interaction quench in the fermionic Hubbard model using the nonequilibrium dynamical mean-field theory. We identify two dynamical transition points where the relaxation behavior qualitatively changes: one corresponds to the thermal phase transition at which the order parameter decays critically slowly in a power law $\propto t^{-1/2}$, and the other is connected to the existence of nonthermal antiferromagnetic order in systems with effective temperature above the thermal critical temperature. The fr…
We introduce the concept of dark space phase transition, which may occur in open many-body quantum systems where irreversible decay, interactions and quantum interference compete. Our study is based on a quantum many-body model, that is inspired by classical nonequilibrium processes which feature phase transitions into an absorbing state, such as epidemic spreading. The possibility for different dynamical paths to interfere quantum mechanically results in collective dynamical behavior without classical counterpart. We identify two competing dark states, a trivial one corresponding to a classic…
A limited mobility nonequilibrium solid-on-solid dynamical model for kinetic surface growth is introduced as a simple description for the morphological evolution of a growing interface under random vapor deposition and surface diffusion bias conditions. Simulations using a local coordination dependent instantaneous relaxation of the deposited atoms produce complex surface mound morphologies whose dynamical evolution is inconsistent with all the proposed continuum surface growth equations. For any finite bias, mound coarsening is found to be only an initial transient which vanishes asymptotical…
Recent works unraveled an intriguing finite-time dynamical phase transition in the thermal relaxation of the mean field Curie-Weiss model. The phase transition reflects a sudden switch in the dynamics. Its existence in systems with a finite range of interaction, however, remained unclear. Here we demonstrate the dynamical phase transition for nearest-neighbor Ising systems on the square and Bethe lattices through extensive computer simulations and by analytical results. Combining large-deviation techniques and Bethe-Guggenheim theory we prove the existence of the dynamical phase transition for…
