Thermodynamics of currents in nonequilibrium diffusive systems: theory and simulation

Pablo I. Hurtado, Carlos P. Espigares, Jesus J. del Pozo, Pedro L. Garrido

screenshot_16Understanding the physics of nonequilibrium systems remains as one of the major challenges of theoretical physics. This problem can be cracked in part by investigating the macroscopic fluctuations of the currents characterizing nonequilibrium behavior, their statistics and associated structures. This fundamental line of research has been severely hampered by the overwhelming complexity of this problem. However, during the last years two new general methods have appeared to investigate fluctuating behavior that are changing radically our understanding of nonequilibrium physics: a powerful macroscopic fluctuation theory (MFT) and a set of advanced computational techniques to measure rare events. In this work we study the statistics of current fluctuations in nonequilibrium diffusive systems, using macroscopic fluctuation theory as theoretical framework, and advanced Monte Carlo simulations of several stochastic lattice gases as a laboratory to test the emerging picture. Our quest will bring us from (1) the confirmation of an additivity conjecture in one and two dimensions, which considerably simplifies the MFT complex variational problem to compute the thermodynamics of currents, to (2) the discovery of novel isometric fluctuation relations, which opens an unexplored route toward a deeper understanding of nonequilibrium physics by bringing symmetry principles to the realm of fluctuations, and to (3) the observation of coherent structures in fluctuations, which appear via dynamic phase transitions involving a spontaneous symmetry breaking event at the fluctuating level. The clear-cut observation, measurement and characterization of these unexpected phenomena, well described by MFT, strongly support this theoretical scheme as the natural theory to understand the thermodynamics of currents in nonequilibrium diffusive media, opening new avenues of research in nonequilibrium physics.

J. Stat. Phys. 154, 214 (2014)arXiv:1312.1246

Symmetry and the thermodynamics of currents in open quantum systems

Daniel Manzano, Pablo I. Hurtado

Symmetry is a powerful concept in physics, and its recent application to understand nonequilibrium behavior is providing deep insights and groundbreaking exact results. Here we show how to harness symmetry to control transport and statistics in open quantum systems. Such control is enabled by a first-order-type dynamic phase transition in current statistics and the associated coexistence of different transport channels (or nonequilibrium steady states) classified by symmetry. Microreversibility then ensues, via the Gallavotti-Cohen fluctuation theorem, a twin dynamic phase transition for rare current fluctuations. Interestingly, the symmetry present in the initial state is spontaneously broken at the fluctuating level, where the quantum system selects the symmetry sector that maximally facilitates a given fluctuation. We illustrate these results in a qubit network model motivated by the problem of coherent energy harvesting in photosynthetic complexes, and introduce the concept of a symmetry-controlled quantum thermal switch, suggesting symmetry-based design strategies for quantum devices with controllable transport properties.

Phys. Rev. B 90, 125138 (2014)arXiv:1310.7370

Typical and rare fluctuations in nonlinear driven diffusive systems with dissipation

P. I. Hurtado, A. Lasanta, A. Prados

screenshot_19We consider fluctuations of the dissipated energy in nonlinear driven diffusive systems subject to bulk dissipation and boundary driving. With this aim, we extend the recently-introduced macroscopic fluctuation theory to nonlinear driven dissipative media, starting from the fluctuating hydrodynamic equations describing the system mesoscopic evolution. Interestingly, the action associated to a path in mesoscopic phase-space, from which large-deviation functions for macroscopic observables can be derived, has the same simple form as in non-dissipative systems. This is a consequence of the quasi-elasticity of microscopic dynamics, required in order to have a nontrivial competition between diffusion and dissipation at the mesoscale. Euler-Lagrange equations for the optimal density and current fields that sustain an arbitrary dissipation fluctuation are also derived. A perturbative solution thereof shows that the probability distribution of small fluctuations is always gaussian, as expected from the central limit theorem. On the other hand, strong separation from the gaussian behavior is observed for large fluctuations, with a distribution which shows no negative branch, thus violating the Gallavotti-Cohen fluctuation theorem as expected from the irreversibility of the dynamics. The dissipation large-deviation function exhibits simple and general scaling forms for weakly and strongly dissipative systems, with large fluctuations favored in the former case but heavily supressed in the latter. We apply our results to a general class of diffusive lattice models for which dissipation, nonlinear diffusion and driving are the key ingredients. The theoretical predictions are compared to extensive numerical simulations of the microscopic models, and excellent agreement is found. Interestingly, the large-deviation function is in some cases non-convex beyond some dissipation. These results show that a suitable generalization of macroscopic fluctuation theory is capable of describing in detail the fluctuating behavior of nonlinear driven dissipative media.

Phys. Rev. E 88, 022110 (2013)arXiv:1302.6544

Dynamical phase transition for current statistics in a simple driven diffusive system

Carlos P. Espigares, Pedro L. Garrido, Pablo I. Hurtado

We consider fluctuations of the time-averaged current in the one-dimensional weakly-asymmetric exclusion process on a ring. The optimal density profile which sustains a given fluctuation exhibits an instability for low enough currents, where it becomes time-dependent. This instability corresponds to a dynamical phase transition in the system fluctuation behavior: while typical current fluctuations result from the sum of weakly-correlated local events and are still associated with the flat, steady-state density profile, for currents below a critical threshold the system self-organizes into a macroscopic jammed state in the form of a coherent traveling wave, that hinders transport of particles and thus facilitates a time-averaged current fluctuation well below the average current. We analyze in detail this phenomenon using advanced Monte Carlo simulations, and work out macroscopic fluctuation theory predictions, finding very good agreement in all cases. In particular, we study not only the current large deviation function, but also the critical current threshold, the associated optimal density profiles and the traveling wave velocity, analyzing in depth finite-size effects and hence providing a detailed characterization of the dynamical transition.

Phys. Rev. E 87, 032115 (2013)arXiv:1212.4640

Nonlinear driven diffusive systems with dissipation: fluctuating hydrodynamics

A. Prados, A. Lasanta, Pablo I. Hurtado

screenshot_20We consider a general class of nonlinear diffusive models with bulk dissipation and boundary driving, and derive its hydrodynamic description in the large size limit. Both the average macroscopic behavior and the fluctuating properties of the hydrodynamic fields are obtained from the microscopic dynamics. This analysis yields a fluctuating balance equation for the local energy density at the mesoscopic level, characterized by two terms: (i) a diffusive term, with a current that fluctuates around its average behavior given by nonlinear Fourier’s law, and (ii) a dissipation term which is a general function of the local energy density. The quasi-elasticity of microscopic dynamics, required in order to have a nontrivial competition between diffusion and dissipation in the macroscopic limit, implies a noiseless dissipation term in the balance equation, so dissipation fluctuations are enslaved to those of the density field. The microscopic complexity is thus condensed in just three transport coefficients, the diffusivity, the mobility and a new dissipation coefficient, which are explicitly calculated within a local equilibrium approximation. Interestingly, the diffusivity and mobility coefficients obey an Einstein relation despite the fully nonequilibrium character of the problem. The general theory here presented is applied to a particular albeit broad family of systems, the simplest nonlinear dissipative variant of the so-called KMP model for heat transport. The theoretical predictions are compared to extensive numerical simulations, and an excellent agreement is found.

Phys. Rev. E 86, 031134 (2012)arXiv:1207.5021

Compact Waves in Microscopic Nonlinear Diffusion

Pablo I. Hurtado, Paul L. Krapivsky

We analyze the spread of a localized peak of energy into vacuum for nonlinear diffusive processes. In contrast with standard diffusion, the nonlinearity results in a compact wave with a sharp front separating the perturbed region from vacuum. In spatial dimensions, the front advances as t^{1/(2+da)} according to hydrodynamics, with the nonlinearity exponent. We show that fluctuations in the front position grow as ∼ tμη, where μ<1/(2+dais a new exponent that we measure and η is a random variable whose distribution we characterize. Fluctuating corrections to hydrodynamic profiles give rise to an excess penetration into vacuum, revealing scaling behaviors and robust features. We also examine the discharge of a nonlinear rarefaction wave into vacuum. Our results suggest the existence of universal scaling behaviors at the fluctuating level in nonlinear diffusion.

Phys. Rev. E 85, 060103(R) (2012); arXiv:1112.5988

Spontaneous Symmetry Breaking at the Fluctuating Level

Pablo I. Hurtado, Pedro L. Garrido

Phase transitions not allowed in equilibrium steady states may happen however at the fluctuating level. We observe for the first time this striking and general phenomenon measuring current fluctuations in an isolated diffusive system. While small fluctuations result from the sum of weakly-correlated local events, for currents above a critical threshold the system self-organizes into a coherent traveling wave which facilitates the current deviation by gathering energy in a localized packet, thus breaking translation invariance. This results in Gaussian statistics for small fluctuations but non-Gaussian tails above the critical current. Our observations, which agree with predictions derived from hydrodynamic fluctuation theory, strongly suggest that rare events are generically associated with coherent, self-organized patterns which enhance their probability.

Phys. Rev. Lett. 107, 180601 (2011); arXiv:1106.0690