Towards a nonequilibrium thermodynamics: a self-contained macroscopic description of driven diffusive systems

In this paper we present a self-contained macroscopic description of diffusive systems interacting with boundary reservoirs and under the action of external fields. The approach is based on simple postulates which are suggested by a wide class of microscopic stochastic models where they are satisfied. The description however does not refer in any way to an underlying microscopic dynamics: the only input required are transport coefficients as functions of thermodynamic variables, which are experimentally accessible. The basic postulates are local equilibrium which allows a hydrodynamic description of the evolution, the Einstein relation among the transport coefficients, and a variational principle defining the out of equilibrium free energy. Associated to the variational principle there is a Hamilton-Jacobi equation satisfied by the free energy, very useful for concrete calculations. Correlations over a macroscopic scale are, in our scheme, a generic property of nonequilibrium states. Correlation functions of any order can be calculated from the free energy functional which is generically a non local functional of thermodynamic variables. Special attention is given to the notion of equilibrium state from the standpoint of nonequilibrium.Comment: 21 page

Clausius inequality and optimality of quasi static transformations for nonequilibrium stationary states

Nonequilibrium stationary states of thermodynamic systems dissipate a positive amount of energy per unit of time. If we consider transformations of such states that are realized by letting the driving depend on time, the amount of energy dissipated in an unbounded time window becomes then infinite. Following the general proposal by Oono and Paniconi and using results of the macroscopic fluctuation theory, we give a natural definition of a renormalized work performed along any given transformation. We then show that the renormalized work satisfies a Clausius inequality and prove that equality is achieved for very slow transformations, that is in the quasi static limit. We finally connect the renormalized work to the quasi potential of the macroscopic fluctuation theory, that gives the probability of fluctuations in the stationary nonequilibrium ensemble

A perturbative approach to the Bak-Sneppen Model

We study the Bak-Sneppen model in the probabilistic framework of the Run Time Statistics (RTS). This model has attracted a large interest for its simplicity being a prototype for the whole class of models showing Self-Organized Criticality. The dynamics is characterized by a self-organization of almost all the species fitnesses above a non-trivial threshold value, and by a lack of spatial and temporal characteristic scales. This results in {\em avalanches} of activity power law distributed. In this letter we use the RTS approach to compute the value of $x_c$, the value of the avalanche exponent $\tau$ and the asymptotic distribution of minimal fitnesses.Comment: 4 pages, 3 figures, to be published on Physical Review Letter

A perturbation theory for large deviation functionals in fluctuating hydrodynamics

We study a large deviation functional of density fluctuation by analyzing stochastic non-linear diffusion equations driven by the difference between the densities fixed at the boundaries. By using a fundamental equality that yields the fluctuation theorem, we first relate the large deviation functional with a minimization problem. We then develop a perturbation method for solving the problem. In particular, by performing an expansion with respect to the average current, we derive the lowest order expression for the deviation from the local equilibrium part. This expression implies that the deviation is written as the space-time integration of the excess entropy production rate during the most probable process of generating the fluctuation that corresponds to the argument of the large deviation functional.Comment: 12page

Surface Hardening and Self-Organized Fractality Through Etching of Random Solids

When a finite volume of etching solution is in contact with a disordered solid, complex dynamics of the solid-solution interface develop. If the etchant is consumed in the chemical reaction, the dynamics stop spontaneously on a self-similar fractal surface. As only the weakest sites are corroded, the solid surface gets progressively harder and harder. At the same time it becomes rougher and rougher uncovering the critical spatial correlations typical of percolation. From this, the chemical process reveals the latent percolation criticality hidden in any random system. Recently, a simple minimal model has been introduced by Sapoval et al. to describe this phenomenon. Through analytic and numerical study, we obtain a detailed description of the process. The time evolution of the solution corroding power and of the distribution of resistance of surface sites is studied in detail. This study explains the progressive hardening of the solid surface. Finally, this dynamical model appears to belong to the universality class of Gra dient Percolation.Comment: 14 pages, 15 figures (1457 Kb

Percolation in real Wildfires

This paper focuses on the statistical properties of wild-land fires and, in particular, investigates if spread dynamics relates to simple invasion model. The fractal dimension and lacunarity of three fire scars classified from satellite imagery are analysed. Results indicate that the burned clusters behave similarly to percolation clusters on boundaries and look more dense in their core. We show that Dynamical Percolation reproduces this behaviour and can help to describe the fire evolution. By mapping fire dynamics onto the percolation models the strategies for fire control might be improved.Comment: 8 pages, 3 figures, epl sytle (epl.cls included

Stochastic interacting particle systems out of equilibrium

This paper provides an introduction to some stochastic models of lattice gases out of equilibrium and a discussion of results of various kinds obtained in recent years. Although these models are different in their microscopic features, a unified picture is emerging at the macroscopic level, applicable, in our view, to real phenomena where diffusion is the dominating physical mechanism. We rely mainly on an approach developed by the authors based on the study of dynamical large fluctuations in stationary states of open systems. The outcome of this approach is a theory connecting the non equilibrium thermodynamics to the transport coefficients via a variational principle. This leads ultimately to a functional derivative equation of Hamilton-Jacobi type for the non equilibrium free energy in which local thermodynamic variables are the independent arguments. In the first part of the paper we give a detailed introduction to the microscopic dynamics considered, while the second part, devoted to the macroscopic properties, illustrates many consequences of the Hamilton-Jacobi equation. In both parts several novelties are included.Comment: 36 page

Modeling Heterogeneous Materials via Two-Point Correlation Functions: II. Algorithmic Details and Applications

In the first part of this series of two papers, we proposed a theoretical formalism that enables one to model and categorize heterogeneous materials (media) via two-point correlation functions S2 and introduced an efficient heterogeneous-medium (re)construction algorithm called the "lattice-point" algorithm. Here we discuss the algorithmic details of the lattice-point procedure and an algorithm modification using surface optimization to further speed up the (re)construction process. The importance of the error tolerance, which indicates to what accuracy the media are (re)constructed, is also emphasized and discussed. We apply the algorithm to generate three-dimensional digitized realizations of a Fontainebleau sandstone and a boron carbide/aluminum composite from the two- dimensional tomographic images of their slices through the materials. To ascertain whether the information contained in S2 is sufficient to capture the salient structural features, we compute the two-point cluster functions of the media, which are superior signatures of the micro-structure because they incorporate the connectedness information. We also study the reconstruction of a binary laser-speckle pattern in two dimensions, in which the algorithm fails to reproduce the pattern accurately. We conclude that in general reconstructions using S2 only work well for heterogeneous materials with single-scale structures. However, two-point information via S2 is not sufficient to accurately model multi-scale media. Moreover, we construct realizations of hypothetical materials with desired structural characteristics obtained by manipulating their two-point correlation functions.Comment: 35 pages, 19 figure

Invasion percolation and critical transient in the Barabási Model of human dynamics

We introduce an exact probabilistic description for L=2 of the Barabási model for the dynamics of a list of L tasks. This permits us to study the problem out of the stationary state and to solve explicitly the extremal limit case where a critical behavior for the waiting time distribution is observed. This behavior deviates at any finite time from that of the stationary state. We study also the characteristic relaxation time for finite time deviations from stationarity in all cases showing that it diverges in the extremal limit, confirming that these deviations are important at all time