Phases fluctuations, self-similarity breaking and anomalous scalings in driven nonequilibrium critical phenomena
Weilun Yuan, Fan Zhong
备注：
38 pages, 35 figures including totally 280 subfigures. The abstract is substantially shortened to meet requirement
发表信息：
The paper has been published in J. Phys. Condens. Matter, 33, 385401 (2021) and 33, 375401 (2021) for the part without and with an external field, respectively
We study in detail the dynamic scaling of the three-dimensional (3D) Ising model driven through its critical point on finite-size lattices and show that a series of new critical exponents are needed to account for the anomalous scalings originating from breaking of self-similarity of the so-called phases fluctuations. Our results demonstrate that new exponents are generally required for scaling in the whole driven process once the lattice size or an externally applied field are taken into account. These open a new door in critical phenomena and suggest that much is yet to be explored in driven nonequilibrium critical phenomena.
Symmetry breaking plays a pivotal role in modern physics. Although self-similarity is also a symmetry and appears ubiquitously in nature, a fundamental question is whether self-similarity breaking makes sense or not. Here, by identifying the most important kind of critical fluctuations dubbed as phases fluctuations and comparing the consequences of having self-similarity with those of lacking self-similarity in the phases fluctuations, we show that self-similarity can indeed be broken with significant consequences at least in nonequilibrium situations. We find that the breaking of self-similar…
We investigate the size scaling of the entanglement entropy (EE) in nonequilibrium steady states (NESSs) of a one-dimensional open quantum system with a random potential. It models a mesoscopic conductor, composed of a long quantum wire (QWR) with impurities and two electron reservoirs at zero temperature. The EE at equilibrium obeys the logarithmic law. However, in NESSs far from equilibrium the EE grows anomalously fast, obeying the `quasi volume law,' although the conductor is driven by the zero-temperature reservoirs. This anomalous behavior arises from both the far from equilibrium condit…
The density distributions and Soret coefficient in a nonequilibrium colloidal system with nonuniform temperature are studied by the overdamped Langevin equation for Brownian motion in an inhomogeneous strong friction medium. Based on the relation between the temperature gradient, the interaction potential and the q-parameter in nonextensive statistics, We show that the colloidal particle density can be a function of the temperature and anomalously follows the noted alpha-distribution, or equivalently it can also be a function of the potential energy and follows Tsallis distribution. With the q…
We study heat transport in a chain of harmonic oscillators with random elastic collisions between nearest-neighbours. The equations of motion of the covariance matrix are numerically solved for free and fixed boundary conditions. In the thermodynamic limit, the shape of the temperature profile and the value of the stationary heat flux depend on the choice of boundary conditions. For free boundary conditions, they also depend on the coupling strength with the heat baths. Moreover, we find a strong violation of local equilibrium at the chain edges that determine two boundary layers of size $\sqr…
This Chapter contains an overview of the effects of nonlinear interactions in selected problems of non-equilibrium statistical mechanics. Most of the emphasis is put on open setups, where energy is exchanged with the environment. With reference to a few models of classical coupled anharmonic oscillators, we review anomalous but general properties such as extremely slow relaxation processes, or non-Fourier heat transport.
We study fluctuation properties of a one-dimensional anisotropic Heisenberg model out of equilibrium, focusing in particular on the gapped regime. Within the open-system setting we study large-deviation properties of the spin current. Numerically evaluating the first four current cumulants in a nonequilibrium stationary state at high energies, we find that the first two cumulants scale with the system size in a diffusive way, while the 3rd and the 4th cumulants do not. This means that the model is not an ordinary diffusive spin conductor.
We study the dynamics of covariances in a chain of harmonic oscillators with conservative noise in contact with two stochastic Langevin heat baths. The noise amounts to random collisions between nearest-neighbour oscillators that exchange their momenta. In a recent paper, [S Lepri et al. J. Phys. A: Math. Theor. 42 (2009) 025001], we have studied the stationary state of this system with fixed boundary conditions, finding analytical exact expressions for the temperature profile and the heat current in the thermodynamic (continuum) limit. In this paper we extend the analysis to the evolution of …
The typical values and fluctuations of time-integrated observables of nonequilibrium processes driven in steady states are known to be characterized by large deviation functions, generalizing the entropy and free energy to nonequilibrium systems. The definition of these functions involves a scaling limit, similar to the thermodynamic limit, in which the integration time $τ$ appears linearly, unless the process considered has long-range correlations, in which case $τ$ is generally replaced by $τ^ξ$ with $ξ\neq 1$. Here we show that such an anomalous power-law scaling in time of large deviations…
We study Fluctuation Relations (FRs) for dynamics that are anomalous, in the sense that the diffusive properties strongly deviate from the ones of standard Brownian motion. We first briefly review the concept of transient work FRs for stochastic dynamics modeled by the ordinary Langevin equation. We then introduce three generic types of dynamics generating anomalous diffusion: Lévy flights, long-time correlated Gaussian stochastic processes and time-fractional kinetics. By combining Langevin and kinetic approaches we calculate the work probability distributions in the simple nonequilibrium sit…
We complement and extend our work on fluctuation relations arising in nonequilibrium systems in steady states driven by Lévy noise [Phys. Rev. E 76, 020101(R) (2006)]. As a concrete example, we consider a particle subjected to a drag force and a Lévy white noise with tail index $μ\in (0,2]$, and calculate the probability distribution of the work done on the particle by the drag force, as well as the probability distribution of the work dissipated by the dragged particle in a nonequilibrium steady state. For $0<μ<2$, both distributions satisfy what we call an anomalous fluctuation relation, cha…
Critical wetting transitions under nonequilibrium conditions are studied numerically and analytically by means of an interface-displacement model defined by a Kardar-Parisi-Zhang equation, plus some extra terms representing a limiting, short-ranged attractive wall. Its critical behavior is characterized in detail by providing a set of exponents for both the average height and the surface order-parameter in one dimension. The emerging picture is qualitatively and quantitatively different from recently reported mean-field predictions for the same problem. Evidence is shown that the presence of t…
We consider systems whose steady-states exhibit a nonequilibrium phase transition from an active state to one -among an infinite number- absorbing state, as some control parameter is varied across a threshold value. The pair contact process, stochastic fixed-energy sandpiles, activated random walks and many other cellular automata or reaction-diffusion processes are covered by our analysis. We argue that the upper critical dimension below which anomalous fluctuation driven scaling appears is d_c=6, in contrast to a widespread belief (see Dickman cond-mat 0110043 for an overview). We provide th…
We consider a generic system operating under non-equilibrium conditions. Explicitly, we consider an inertial classical Brownian particle dwelling a periodic structure with a spatially broken reflection symmetry. The particle is coupled to a bath at the temperature $T$ and is driven by an unbiased time-periodic force. In the asymptotic long time regime the particle operates as a Brownian motor exhibiting finite directed transport although no net biasing force acts on the system. Here we review and interpret in further detail recent own research on the peculiar transport behaviour for this setup…
We address a recently introduced model describing a system of periodically coupled nonlinear phase oscillators submitted to multiplicative white noises, wherein a ratchet-like transport mechanism arises through a symmetry-breaking noise-induced nonequilibrium phase transition. Numerical simulations of this system reveal amazing novel features such as negative zero-bias conductance and anomalous hysteresis, explained resorting to a strong-coupling analysis in the thermodynamic limit. Using an explicit mean-field approximation we explore the whole ordered phase finding a transition from anomalou…
We experimentally study anomalous diffusion of ultra-cold atoms in a one dimensional polarization optical lattice. The atomic spatial distribution is recorded at different times and its dynamics and shape are analyzed. We find that the width of the cloud exhibits a power-law time dependence with an exponent that depends on the lattice depth. Moreover, the distribution exhibits fractional self-similarity with the same characteristic exponent. The self-similar shape of the distribution is found to be well-fitted by a Lévy distribution, but with a characteristic exponent that differs from the tem…
In one and two dimensions, transport coefficients may diverge in the thermodynamic limit due to long--time correlation of the corresponding currents. The effective asymptotic behaviour is addressed with reference to the problem of heat transport in 1d crystals, modeled by chains of classical nonlinear oscillators. Extensive accurate equilibrium and nonequilibrium numerical simulations confirm that the finite-size thermal conductivity diverges with the system size $L$ as $κ\propto L^α$. However, the exponent $α$ deviates systematically from the theoretical prediction $α=1/3$ proposed in a recen…
A system of periodically coupled nonlinear phase oscillators submitted to both additive and multiplicative white noises has been recently shown to exhibit ratchetlike transport, negative zero-bias conductance, and anomalous hysteresis. These features stem from the "asymmetry" of the stationary probability distribution function, arising through a noise-induced nonequilibrium phase transition which is "reentrant" as a function of the multiplicative noise intensity. Using an explicit mean-field approximation we analyze the effect of the multiplicative noises being coloured, finding a contraction …
It is by now well established that periodically driven quantum many-body systems can realize topological nonequilibrium phases without any equilibrium counterpart. Here we show that, even in the absence of time translation symmetry, nonequilibrium topological phases of matter can exist in aperiodically driven systems for tunably parametrically long prethermal lifetimes. As a prerequisite, we first demonstrate the existence of longlived prethermal Anderson localization in two dimensions under random multipolar driving. We then show that the localization may be topologically nontrivial with a qu…
An overview of the related topics of anomalous coarsening and glassy dynamics is given. In anomalous coarsening, the typical domain size of an ordered phase grows more slowly with time than the power law dependence that is usually observed, for example, in magnetic systems. We discuss how anomlaous coarsening may arise through domain-size dependent energy barriers in the coarsening process. We also review the phenomenology of glassy dynamics and discuss how simple nonequilibrium models may be used to reproduce certain aspects of the phenomenology. In particular, models involving dynamical cons…
We present a numerical study on the ordering dynamics of a one-dimensional nonequilibrium Ising spin system with chirality. This system is characterized by a direction-dependent spin update rule. Pairs of $+-$ spins can flip to $++$ or $--$ with probability $(1-u)$ or to $-+$ with probability $u$ while $-+$ pairs are frozen. The system was found to evolve into the ferromagnetic ordered state at any $u<1$ exhibiting the power-law scaling of the characteristic length scale $ξ\sim t^{1/z}$ and the domain wall density $ρ\sim t^{-δ}$. The scaling exponents $z$ and $δ$ were found to vary continuousl…
The energy dissipation rate in a nonequilibirum reaction system can be determined by the reaction rates in the underlying reaction network. By developing a coarse-graining process in state space and a corresponding renormalization procedure for reaction rates, we find that energy dissipation rate has an inverse power-law dependence on the number of microscopic states in a coarse-grained state. The dissipation scaling law requires self-similarity of the underlying network, and the scaling exponent depends on the network structure and the flux correlation. Implications of this inverse dissipatio…
On certain self-similar substrates the time behavior of a random walk is modulated by logarithmic periodic oscillations on all time scales. We show that if disorder is introduced in a way that self-similarity holds only in average, the modulating oscillations are washed out but subdiffusion remains as in the perfect self-similar case. Also, if disorder distribution is appropriately chosen the oscillations are localized in a selected time interval. Both the overall random walk exponent and the period of the oscillations are analytically obtained and confirmed by Monte Carlo simulations.
We consider work fluctuation relations (FRs) for generic types of dynamics generating anomalous diffusion: Levy flights, long-correlated Gaussian processes and time-fractional kinetics. By combining Langevin and kinetic approaches we calculate the probability distributions of mechanical and thermodynamical work in two paradigmatic nonequilibrium situations, respectively: a particle subject to a constant force and a particle in a harmonic potential dragged by a constant force. We check the transient FR for two models exhibiting superdiffusion, where a fluctuation-dissipation relation does not e…
Heat conduction in three-dimenisional nonlinear lattice models is studied using nonequilibrium molecular dynamics simulations. We employ the FPU model, in which there exists a nonlinearity in the interaction of biquadratic form. It is confirmed that the thermal conductivity, the ratio of the energy flux to the temperature gradient, diverges in systems up to 128x128x256 lattice sites. This size corresponds to nanoscopic to mesoscopic scales of several tens of nanometers. From these results, we conjecture that the energy transport in insulators with perfect crystalline order exhibits anomalous b…
The spin 1/2 XXZ chain driven out of equilibrium by coupling with boundary reservoirs targeting perpendicular spin orientations in XY plane, is investigated. The existence of an anomaly in the nonequilibrium steady state (NESS) at the isotropic point $Δ=1$ is demonstrated both in the weak coupling and weak driving limits. The nature of the anomaly is studied analytically by calculating exact NESS for small system sizes, and investigating steady currents. The spin current at the points $Δ=\pm1$ has a singularity which leads to a current discontinuity when either driving or coupling vanish, and …
We consider the two- (2D) and three-dimensional (3D) Ising model on a square lattice at the critical temperature $T_c$, under Monte-Carlo spin flip dynamics. The bulk magnetisation and the magnetisation of a tagged line in the 2D Ising model, and the bulk magnetisation and the magnetisation of a tagged plane in the 3D Ising model exhibit anomalous diffusion. Specifically, their mean-square displacement increases as power-laws in time, collectively denoted as $\sim t^c$, where $c$ is the anomalous exponent. We argue that the anomalous diffusion in all these quantities for the Ising model stems …
Molecular dynamics simulations and nonequilibrium importance sampling are used to study the heat transport of low dimensional carbon lattices. For both carbon nanotubes and graphene sheets heat transport is found to be anomalous, violating Fourier's law of conduction with a system size dependent thermal conductivity and concomitant nonlinear temperature profiles. For carbon nanotubes, the thermal conductivity is found to increase as the square root of the length of the nanotube, while for graphene sheets the thermal conductivity is found to increase as the logarithm of the length of the sheet.…
The driven lattice gas (DLG) evolving at low temperature helps understanding the kinetics of pattern formation in unstable mixtures under anisotropic conditions. We here develop a simple theoretical description of kinetics in Monte Carlo simulations of the DLG. A Langevin continuum analog is also studied which is shown to exhibit the same behavior. We demonstrate that pattern growth is mainly a consequence of single-particle processes and that, after a short transient time, in which a surface evaporation/condensation mechanism is important, hole diffusion in the bulk becomes dominant. Conseque…
We study the nonequilibrium dynamics of random spin chains that remain integrable (i.e., solvable via Bethe ansatz): because of correlations in the disorder, these systems escape localization and feature ballistically spreading quasiparticles. We derive a generalized hydrodynamic theory for dynamics in such random integrable systems, including diffusive corrections due to disorder, and use it to study non-equilibrium energy and spin transport. We show that diffusive corrections to the ballistic propagation of quasiparticles can arise even in noninteracting settings, in sharp contrast with clea…
The thermodynamic, dynamic and structural behavior of a water-like system confined in a matrix is analyzed for increasing confining geometries. The liquid is modeled by a two dimensional associating lattice gas model that exhibits density and diffusion anomalies, in similarity to the anomalies present in liquid water. The matrix is a triangular lattice in which fixed obstacles impose restrictions to the occupation of the particles. We show that obstacules shortens all lines, including the phase coexistence, the critical and the anomalous lines. The inclusion of a very dense matrix not only sup…
On-off intermittency occurs in nonequilibrium physical systems close to bifurcation points and is characterised by an aperiodic switching between a large-amplitude "on" state and a small-amplitude "off" state. Lévy on-off intermittency is a recently introduced generalisation of on-off intermittency to multiplicative Lévy noise, which depends on a stability parameter $α$ and a skewness parameter $β$. Here, we derive two novel results on Lévy on-off intermittency by leveraging known exact results on the first-passage time statistics of Lévy flights. First, we compute anomalous critical exponents…
The one-dimensional Kardar-Parisi-Zhang (KPZ) equation is becoming an overarching paradigm for the scaling of nonequilibrium, spatially extended, classical and quantum systems with strong correlations. Recent analytical solutions have uncovered a rich structure regarding its scaling exponents and fluctuation statistics. However, the zero surface tension or zero viscosity case eludes such analytical solutions and has remained ill-understood. Using numerical simulations, we elucidate a well-defined universality class for this case that differs from that of the viscous case, featuring intrinsical…
Phase separation plays a central role in the emergence of novel functionalities of correlated electron materials. The structure of the mixed-phase states depends strongly on the nonequilibrium phase-separation dynamics, which has so far yet to be systematically investigated, especially on the theoretical side. With the aid of modern machine learning methods, we demonstrate the first-ever large-scale kinetic Monte Carlo simulations of the phase separation process for the Falicov-Kimball model, which is one of the canonical strongly correlated electron systems. We uncover an unusual phase-separa…
