This manuscript contains the lecture notes of the short courses given by one of us (F.Z.) at the summer school "Fundamental Problems in Statistical Physics XV", held in Brunico, Italy, in July 2021, and, just before that, at the summer school "Glassy Systems and Inter-Disciplinary Applications", held in Cargese, France, in June 2021. The course was a short introductory overview of the dynamics of disordered systems, focused in particular on the equilibrium dynamics (with the associated glass transition), and on the simplest case of off-equilibrium dynamics, namely the gradient descent dynamics. A few selected topics (and references) are chosen, based on the authors' own taste and competences, and on pedagogical reasons, without aiming at a complete review of the subject.
We study the interplay between hysteresis and equilibrium behavior in capillary condensation of fluids in mesoporous disordered materials via a mean-field density functional theory of a disordered lattice-gas model. The approach reproduces all major features observed experimentally. We show that the simple van der Waals picture of metastability fails due to the appearance of a complex free-energy landscape with a large number of metastable states. In particular, hysteresis can occur both with and without an underlying equilibrium transition, thermodynamic consistency is not satisfied along the…
The equilibrium and non--equilibrium disorder induced phase transitions are compared in the random-field Ising model (RFIM). We identify in the demagnetized state (DS) the correct non-equilibrium hysteretic counterpart of the T=0 ground state (GS), and present evidence of universality. Numerical simulations in d=3 indicate that exponents and scaling functions coincide, while the location of the critical point differs, as corroborated by exact results for the Bethe lattice. These results are of relevance for optimization, and for the generic question of universality in the presence of disorder.
Relations between the off thermal equilibrium dynamical process of on-line learning and the thermally equilibrated off-line learning are studied for potential gradient descent learning. The approach of Opper to study on-line Bayesian algorithms is extended to potential based or maximum likelihood learning. We look at the on-line learning algorithm that best approximates the off-line algorithm in the sense of least Kullback-Leibler information loss. It works by updating the weights along the gradient of an effective potential different from the parent off-line potential. The interpretation of t…
Methods for understanding classical disordered spin systems with interactions conforming to some idealized graphical structure are well developed. The equilibrium properties of the Sherrington-Kirkpatrick model, which has a densely connected structure, have become well understood. Many features generalize to sparse Erdos-Renyi graph structures above the percolation threshold, and to Bethe lattices when appropriate boundary conditions apply. In this paper we consider spin states subject to a combination of sparse strong interactions with weak dense interactions, which we term a composite model.…
Rare regions, i.e., rare large spatial disorder fluctuations, can dramatically change the properties of a phase transition in a quenched disordered system. In generic classical equilibrium systems, they lead to an essential singularity, the so-called Griffiths singularity, of the free energy in the vicinity of the phase transition. Stronger effects can be observed at zero-temperature quantum phase transitions, at nonequilibrium phase transitions, and in systems with correlated disorder. In some cases, rare regions can actually completely destroy the sharp phase transition by smearing. This top…
Mean-field models of glasses that present a random first order transition exhibit highly non-trivial fluctuations. Building on previous studies that focused on the critical scaling regime, we here obtain a fully quantitative framework for all equilibrium conditions. By means of the replica method we evaluate Gaussian fluctuations of the overlaps around the thermodynamic limit, decomposing them in thermal fluctuations inside each state and heterogeneous fluctuations between different states. We first test and compare our analytical results with numerical simulation results for the p-spin spheri…
We present a theoretical study of capillary condensation of fluids adsorbed in mesoporous disordered media. Combining mean-field density functional theory with a coarse-grained description in terms of a lattice-gas model allows us to investigate both the out-of-equilibrium (hysteresis) and the equilibrium behavior. We show that the main features of capillary condensation in disordered solids result from the appearance of a complex free-energy landscape with a large number of metastable states. We detail the numerical procedures for finding these states, and the presence or absence of transitio…
We consider a chain of one-dimensional dipole moments connected to two thermal baths with different temperatures. The system is in nonequilibrium steady state and heat flows through it. Assuming that fluctuation of the dipole moment is a small parameter, we develop an analytically solvable model for the problem. The effect of disorder is introduced by randomizing the positions of the dipole moments. We show that the disorder leads to Anderson-like transition from conducting to a thermal insulating state of the chain. It is shown that considered chain supports both ballistic and diffusive heat …
We study the low temperature out of equilibrium Monte Carlo dynamics of the disordered Ising $p$-spin Model with $p=3$ and a small number of spin variables. We focus on sequences of configurations that are stable against single spin flips obtained by instantaneous gradient descent from persistent ones. We analyze the statistics of energy gaps, energy barriers and trapping times on sub-sequences such that the overlap between consecutive configurations does not overcome a threshold. We compare our results to the predictions of various trap models finding the best agreement with the step model wh…
We study the dynamics of a classical disordered macroscopic model completely isolated from the environment reproducing, in a classical setting, the "quantum quench" protocol. We show that, depending on the pre and post quench parameters the system approaches equilibrium, succeeding to act as a bath on itself, or remains out of equilibrium, in two different ways. In one of the latter, the system stays confined in a metastable state in which it undergoes stationary dynamics characterised by a single temperature. In the other, the system ages and its dynamics are characterised by two temperatures…
In this article we discuss several aspects of the stochastic dynamics of spin models. The paper has two independent parts. Firstly, we explore a few properties of the multi-point correlations and responses of generic systems evolving in equilibrium with a thermal bath. We propose a fluctuation principle that allows us to derive fluctuation-dissipation relations for many-time correlations and linear responses. We also speculate on how these features will be modified in systems evolving slowly out of equilibrium, as finite-dimensional or dilute spin-glasses. Secondly, we present a formalism that…
The roughening behavior of a one-dimensional interface fluctuating under quenched disorder growth is examined while keeping an anchored boundary. The latter introduces detailed balance conditions which allows for a thorough analysis of equilibrium aspects at both macroscopic and microscopic scales. It is found that the interface roughens linearly with the substrate size only in the vicinity of special disorder realizations. Otherwise, it remains stiff and tilted.
We consider the dynamics of the disordered, one-dimensional, symmetric zero range process in which a particle from an occupied site $k$ hops to its nearest neighbour with a quenched rate $w(k)$. These rates are chosen randomly from the probability distribution $f(w) \sim (w-c)^{n}$, where $c$ is the lower cutoff. For $n > 0$, this model is known to exhibit a phase transition in the steady state from a low density phase with a finite number of particles at each site to a high density aggregate phase in which the site with the lowest hopping rate supports an infinite number of particles. In the …
We have considered heat conduction in a one-dimensional mass disordered harmonic chain of $N$ particles connected to two Langevin type reservoirs at different temperatures. An exact expression for the boundary heat current-current auto-correlation function in the non-equilibrium steady state (NESS) is obtained in terms of non-equilibrium phonon Green's functions. The time integral of the correlation function gives expected result, both in non-equilibrium as well as equilibrium cases. Using the form of this correlation function we show that asymptotic system size dependence of current fluctuati…
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 discuss the use of Langevin molecular dynamics in the investigation of the non-equilibrium properties of disordered vortex matter. Our special focus is set on values of system parameters that are realistic for disordered high-$T_c$ superconductors such as YBCO. Using a discretized elastic line model, we study different aspects of vortices far from thermal equilibrium. On the one hand we investigate steady-state properties of driven magnetic flux lines in a disordered environment, namely the current-voltage characteristics, the gyration radius, and the pinning time statistics. On the other h…
We study spectral properties and the dynamics after a quench of one-dimensional spinless fermions with short-range interactions and long-range random hopping. We show that a sufficiently fast decay of the hopping term promotes localization effects at finite temperature, which prevents thermalization even if the classical motion is chaotic. For slower decays, we find that thermalization does occur. However, within this model, the latter regime falls in an unexpected universality class, namely, observables exhibit a power-law (as opposed to an exponential) approach to their thermal expectation v…
The non-equilibrium dynamics of three paradigmatic models for two-dimensional systems with quenched disorder is studied with a focus on the existence and analysis of a growing length scale during aging at low temperatures: 1) The random bond Ising ferromagnet, 2) the Edwards-Anderson model for a spin glas, 3) the solid-on-solid model on a disordered substrate (equivalent to the sine-Gordon model with random phase shifts). Interestingly, we find in all three models a length scale that grows algebraically with time (up to the system size in cases 1 and 3, up to the finite equilibrium length in c…
The theory of large deviations is already the natural language for the statistical physics of equilibrium and non-equilibrium. In the field of disordered systems, the analysis via large deviations is even more useful to describe within a unified perspective the typical events and the rare events that occur on various scales. In the present pedagogical introduction, we revisit various emblematic classical and quantum disordered systems in order to highlight the common underlying mechanisms from the point of view of large deviations.
In equilibrium, disorder conspires with topological defects to redefine the ordered states of matter in systems as diverse as crystals, superconductors and liquid crystals. Far from equilibrium, however, the consequences of quenched disorder on active condensed matter remain virtually uncharted. Here, we reveal a state of strongly disordered active matter with no counterparts in equilibrium: a dynamical vortex glass. Combining high-content microfluidic experiments and theory, we show how colloidal flocks collectively cruise through disorder without relaxing the topological singularities of the…
We analyze the statistics of daily price change of stock market in the framework of a statistical physics model for the collective fluctuation of stock portfolio. In this model the time series of price changes are coded into the sequences of up and down spins, and the Hamiltonian of the system is expressed by spin-spin interactions as in spin glass models of disordered magnetic systems. Through the analysis of Dow-Jones industrial portfolio consisting of 30 stock issues by this model, we find a non-equilibrium fluctuation mode on the point slightly below the boundary between ordered and disord…
This thesis is an attempt to provide a new outlook on complex systems, as well as some physical answers for certain models, taking a computational approach. We have focused on disordered systems, addressing two traditional problems in three spatial dimensions: the Edwards-Anderson spin glass and the Diluted Antiferromagnet in a Field (the physical realisation of the random-field Ising model). These systems have been studied by means of large-scale Monte Carlo simulations, exploiting a variety of platforms, which include the Janus special-purpose supercomputer. Two main themes are explored thro…
For disordered elastic manifolds in the ground state (equilibrium) we obtain the critical exponents for the roughness and the correction-to-scaling up to 3-loop order, i.e. third order in $ε=4-d$, where $d$ is the internal dimension $d$. We also give the full 2-point function up to order $ε^{2}$, i.e. at 2-loop order.
The so-called 'Level 2.5' general result for the large deviations of the joint probability of the density and of the currents for Markov Jump processes is applied to the case of $N$ independent particles on a ring with random transition rates. We first focus on the Directed Trap model, where the contractions needed to obtain the large deviations properties of the density alone and of the current alone can be explicitly written in each disordered sample, and where the deformed Markov operator needed to evaluate the generating function of the current can be also explicitly analyzed via its highe…
The connection between the out of equilibrium linear response function and static properties established by Franz, Mezard, Parisi and Peliti for slowly relaxing systems is analyzed in the context of phase ordering processes. Separating the response in the bulk of domains from interface response, we find that in order for the connection to hold the interface contribution must be asymptotically negligible. How fast this happens depends on the competition between interface curvature and the perturbing external field in driving domain growth. This competition depends on space dimensionality and th…
We introduce a new microcanonical dynamics for a large class of Ising systems isolated or maintained out of equilibrium by contact with thermostats at different temperatures. Such a dynamics is very general and can be used in a wide range of situations, including disordered and topologically inhomogenous systems. Focusing on the two-dimensional ferromagnetic case, we show that the equilibrium temperature is naturally defined, and it can be consistently extended as a local temperature when far from equilibrium. This holds for homogeneous as well as for disordered systems. In particular, we will…
We study the dynamics of 2d spin-ice following a quench from a fully disordered initial condition (equilibrium at infinite temperature) into its disordered, ferromagnetic and antiferromagnetic phases. We analyze the evolution of the density of topological defects and we show that these take finite density over very long periods of time in all kinds of quenches. We identify the leading mechanisms for the growth of domains in the ordered phases and we evaluate the (anisotropically) growing lengths involved in dynamic scaling.
The rupture of a medium under stress typifies breakdown phenomena. More generally, the latter encompass the dynamics of systems of many interacting elements governed by the interplay of a driving force with a pinning disorder, resulting in a macroscopic transition. A simple mean-field formalism incorporating these features is presented and applied to systems representative of fracture phenomena, social dilemmas, and magnets out of equilibrium. The similarities and differences in the corresponding mathematical structures are emphasized. The solutions are best obtained from a graphical method, f…
We investigate the equilibrium and off-equilibrium behaviors of systems at thermal first-order transitions (FOTs) when the boundary conditions favor one of the two phases. As a theoretical laboratory we consider the two-dimensional Potts model. We show that an anomalous finite-size scaling emerges in systems with open boundary conditions favoring the disordered phase, associated with a mixed regime where the two phases are spatially separated. Correspondingly, if the system is slowly heated across the transition, the characteristic times of the off-equilibrium dynamics scale with a power of th…
The dynamics of an impurity (or tracer particle) immersed in a dilute granular gas under uniform shear flow is investigated. A non-equilibrium phase transition is identified from an exact solution of the inelastic Boltzmann equation for a granular binary mixture in the tracer limit, where the impurity carries either a vanishing (disordered phase) or a finite (ordered phase) fraction of the total kinetic energy of the system. In the disordered phase, the granular temperature ratio (impurity "temperature" over that of the host fluid) is finite, while it diverges in the ordered phase. To correctl…
Recent advances in microscopy techniques make it possible to study the growth, dynamics, and response of complex biophysical systems at single-cell resolution, from bacterial communities to tissues and organoids. In contrast to ordered crystals, it is less obvious how one can reliably distinguish two amorphous yet structurally different cellular materials. Here, we introduce a topological earth mover's (TEM) distance between disordered structures that compares local graph neighborhoods of the microscopic cell-centroid networks. Leveraging structural information contained in the neighborhood mo…
We propose a stochastic order parameter equation for describing phase coexistence in steady heat conduction near equilibrium. By analyzing the stochastic dynamics with a non-equilibrium adiabatic boundary condition, where total energy is conserved over time, we derive a variational principle that determines thermodynamic properties in non-equilibrium steady states. The resulting variational principle indicates that the temperature of the interface between the ordered region and the disordered region becomes greater (less) than the equilibrium transition temperature in the linear response regim…
Entropy production plays a fundamental role in the study of non-equilibrium systems by offering a quantitative handle on the degree of time-reversal symmetry breaking. It depends crucially on the degree of freedom considered as well as on the scale of description. It was hitherto unknown how the entropy production at one resolution of the degrees of freedom is related to the entropy production at another resolution. This relationship is of particular relevance to coarse grained and continuum descriptions of a given phenomenon. In this work, we derive the scaling of the entropy production under…
A 1D model of interacting particles moving over a periodic substrate and in a position dependent temperature profile is considered. When the substrate and the temperature profile are spatially asymmetric a center-of-mass velocity develops, corresponding to a directed transport of the chain. This autonomous system can thus transform heath currents into motion. The model parameters can be tuned such that the particles exhibit a crossover from an ordered configuration on the substrate to a disordered one, the maximal motor effect being reached in such a disordered phase. In this case the manybody…
For classical discrete systems under constant composition, statistical mechanics tells us that a set of microscopic state dominantly contributing to thermodynamically equilibrium state should depend on temperature as well as on many-body interaction (i.e. thermodynamic information), through Boltzamann factor of exp(-bE). Despite this fact, our recent study reveals that a single (and a few additional) microscopic state (called projection state: PS), whose structure can be known a priori without r equiring thermodynamic information, can universally characterize equiibrium properties for disorder…
We consider the one-dimensional Glauber dynamics with coupling disorder in terms of bilinear fermion Hamiltonians. Dynamic exponents embodied in the spectrum gap of these latter are evaluated numerically by averaging over both binary and Gaussian disorder realizations. In the first case, these exponents are found to follow the non-universal values of those of plain dimerized chains. In the second situation their values are still non-universal and sub-diffusive below a critical variance above which, however, the relaxation time is suggested to grow as a stretched exponential of the equilibrium …
Dynamical scaling and ageing in disordered systems far from equilibrium is reviewed. Particular attention is devoted to the question to what extent a recently introduced generalization of dynamical scaling to local scale-invariance can describe data for either non-glassy systems quenched to below $T_c$ or else for spin glasses at criticality. The dependence of the scaling behaviour on the distribution of the random couplings is discussed. It is shown that finite-time corrections to scaling can become quite sizable in these systems. Numerically determined ageing quantities are confronted with a…
We study the Gierer-Meinhardt model of reaction-diffusion on a site-disordered square lattice. Let $p$ be the site occupation probability of the square lattice. For $p$ greater than a critical value $p_c$, the steady state consists of stripe-like patterns with long-range connectivity. For $p < p_c$, the connectivity is lost. The value of $p_c$ is found to be much greater than that of the site percolation threshold for the square lattice. In the vicinity of $p_c$, the cluster-related quantities exhibit power-law scaling behaviour. The method of finite-size scaling is used to determine the value…
Although most studies of strongly correlated systems away from equilibrium have focused on clean systems, it is well known that disorder may significantly modify observed properties in various nontrivial ways. The nonequilibrium interplay of interaction and disorder in these systems thus requires further investigation. In the present paper, we use the recently developed nonequilibrium DMFT+CPA embedding scheme, that combines both the dynamical mean field theory (DMFT) and the coherent potential approximation (CPA) nonequilibrium extensions, to characterize the relaxation and the thermalization…
We investigate real-space localization in the few-particle regime of the XXZ spin-$1/2$ chain with a random magnetic field. Our investigation focuses on the time evolution of the spatial variance of non-equilibrium densities, as resulting for a specific class of initial states, namely, pure product states of densely packed particles. Varying the strength of both particle-particle interactions and disorder, we numerically calculate the long-time evolution of the spatial variance $σ(t)$. For the two-particle case, the saturation of this variance yields an increased but finite localization length…
Dynamical quantum phase transitions (DQPTs) represent a counterpart in non-equilibrium quantum time evolution of thermal phase transitions at equilibrium, where real time becomes analogous to a control parameter such as temperature. In quenched quantum systems, recently the occurrence of DQPTs has been demonstrated, both with theory and experiment, to be intimately connected to changes of topological properties. Here, we contribute to broadening the systematic understanding of this relation between topology and DQPTs to multi-orbital and disordered systems. Specifically, we provide a detailed …
In a Ginzburg-Landau model for parametrically driven waves a transition between a state of ordered and one of disordered spatio-temporal defect chaos is found. To characterize the two different chaotic states and to get insight into the break-down of the order, the trajectories of the defects are tracked in detail. Since the defects are always created and annihilated in pairs the trajectories form loops in space time. The probability distribution functions for the size of the loops and the number of defects involved in them undergo a transition from exponential decay in the ordered regime to a…
We study the real-time dynamics of local occupation numbers in a one-dimensional model of spinless fermions with a random on-site potential for a certain class of initial states. The latter are thermal (mixed or pure) states of the model in the presence of an additional static force, but become non-equilibrium states after a sudden removal of this static force. For this class and high temperatures, we show that the induced dynamics is given by a single correlation function at equilibrium, independent of the initial expectation values being prepared close to equilibrium (by a weak static force)…
The Quantizer problem is a tessellation optimisation problem where point configurations are identified such that the Voronoi cells minimise the second moment of the volume distribution. While the ground state (optimal state) in 3D is almost certainly the body-centered cubic lattice, disordered and effectively hyperuniform states with energies very close to the ground state exist that result as stable states in an evolution through the geometric Lloyd's algorithm [Klatt et al. Nat. Commun., 10, 811 (2019)]. When considered as a statistical mechanics problem at finite temperature, the same syste…
A framework for the investigation of disordered quantum systems in thermal equilibrium is proposed. The approach is based on a dynamical model--which consists of a combination of a double-bracket gradient flow and a uniform Brownian fluctuation--that `equilibrates' the Hamiltonian into a canonical distribution. The resulting equilibrium state is used to calculate quenched and annealed averages of quantum observables.
