Lyapunov functionals for boundary-driven nonlinear drift-diffusions

We exhibit a large class of Lyapunov functionals for nonlinear drift-diffusion equations with non-homogeneous Dirichlet boundary conditions. These are generalizations of large deviation functionals for underlying stochastic many-particle systems, the zero range process and the Ginzburg-Landau dynamics, which we describe briefly. As an application, we prove linear inequalities between such an entropy-like functional and its entropy production functional for the boundary-driven porous medium equation in a bounded domain with positive Dirichlet conditions: this implies exponential rates of relaxation related to the first Dirichlet eigenvalue of the domain. We also derive Lyapunov functions for systems of nonlinear diffusion equations, and for nonlinear Markov processes with non-reversible stationary measures

Vortices in the two-dimensional Simple Exclusion Process

We show that the fluctuations of the partial current in two dimensional diffusive systems are dominated by vortices leading to a different scaling from the one predicted by the hydrodynamic large deviation theory. This is supported by exact computations of the variance of partial current fluctuations for the symmetric simple exclusion process on general graphs. On a two-dimensional torus, our exact expressions are compared to the results of numerical simulations. They confirm the logarithmic dependence on the system size of the fluctuations of the partialflux. The impact of the vortices on the validity of the fluctuation relation for partial currents is also discussed.Comment: Revised version to appear in Journal of Statistical Physics. Minor correction

A diffusive system driven by a battery or by a smoothly varying field

We consider the steady state of a one dimensional diffusive system, such as the symmetric simple exclusion process (SSEP) on a ring, driven by a battery at the origin or by a smoothly varying field along the ring. The battery appears as the limiting case of a smoothly varying field, when the field becomes a delta function at the origin. We find that in the scaling limit, the long range pair correlation functions of the system driven by a battery turn out to be very different from the ones known in the steady state of the SSEP maintained out of equilibrium by contact with two reservoirs, even when the steady state density profiles are identical in both models

Current reservoirs in the simple exclusion process

We consider the symmetric simple exclusion process in the interval $[-N,N]$ with additional birth and death processes respectively on $(N-K,N]$, $K>0$, and $[-N,-N+K)$. The exclusion is speeded up by a factor $N^2$, births and deaths by a factor $N$. Assuming propagation of chaos (a property proved in a companion paper "Truncated correlations in the stirring process with births and deaths") we prove convergence in the limit $N\to \infty$ to the linear heat equation with Dirichlet condition on the boundaries; the boundary conditions however are not known a priori, they are obtained by solving a non linear equation. The model simulates mass transport with current reservoirs at the boundaries and the Fourier law is proved to hold

Current large deviations in a driven dissipative model

We consider lattice gas diffusive dynamics with creation-annihilation in the bulk and maintained out of equilibrium by two reservoirs at the boundaries. This stochastic particle system can be viewed as a toy model for granular gases where the energy is injected at the boundary and dissipated in the bulk. The large deviation functional for the particle currents flowing through the system is computed and some physical consequences are discussed: the mechanism for local current fluctuations, dynamical phase transitions, the fluctuation-relation

Long range correlations and phase transition in non-equilibrium diffusive systems

We obtain explicit expressions for the long range correlations in the ABC model and in diffusive models conditioned to produce an atypical current of particles.In both cases, the two-point correlation functions allow to detect the occurrence of a phase transition as they become singular when the system approaches the transition

Slow dynamics for the dilute Ising model in the phase coexistence region

In this paper we consider the Glauber dynamics for a disordered ferromagnetic Ising model, in the region of phase coexistence. It was conjectured several decades ago that the spin autocorrelation decays as a negative power of time [Huse and Fisher, Phys. Rev. B, 1987]. We confirm this behavior by establishing a corresponding lower bound in any dimensions $d \geqslant 2$, together with an upper bound when $d=2$. Our approach is deeply connected to the Wulff construction for the dilute Ising model. We consider initial phase profiles with a reduced surface tension on their boundary and prove that, under mild conditions, those profiles are separated from the (equilibrium) pure plus phase by an energy barrier.Comment: 44 pages, 6 figure

Bethe Ansatz for the Weakly Asymmetric Simple Exclusion Process and phase transition in the current distribution

The probability distribution of the current in the asymmetric simple exclusion process is expected to undergo a phase transition in the regime of weak asymmetry of the jumping rates. This transition was first predicted by Bodineau and Derrida using a linear stability analysis of the hydrodynamical limit of the process and further arguments have been given by Mallick and Prolhac. However it has been impossible so far to study what happens after the transition. The present paper presents an analysis of the large deviation function of the current on both sides of the transition from a Bethe ansatz approach of the weak asymmetry regime of the exclusion process.Comment: accepted to J.Stat.Phys, 1 figure, 1 reference, 2 paragraphs adde

Metastability in the dilute Ising model

Consider Glauber dynamics for the Ising model on the hypercubic lattice with a positive magnetic field. Starting from the minus configuration, the system initially settles into a metastable state with negative magnetization. Slowly the system relaxes to a stable state with positive magnetization. Schonmann and Shlosman showed that in the two dimensional case the relaxation time is a simple function of the energy required to create a critical Wulff droplet. The dilute Ising model is obtained from the regular Ising model by deleting a fraction of the edges of the underlying graph. In this paper we show that even an arbitrarily small dilution can dramatically reduce the relaxation time. This is because of a catalyst effect---rare regions of high dilution speed up the transition from minus phase to plus phase.Comment: 49 page

Large deviations of lattice Hamiltonian dynamics coupled to stochastic thermostats

We discuss the Donsker-Varadhan theory of large deviations in the framework of Hamiltonian systems thermostated by a Gaussian stochastic coupling. We derive a general formula for the Donsker-Varadhan large deviation functional for dynamics which satisfy natural properties under time reversal. Next, we discuss the characterization of the stationary state as the solution of a variational principle and its relation to the minimum entropy production principle. Finally, we compute the large deviation functional of the current in the case of a harmonic chain thermostated by a Gaussian stochastic coupling.Comment: Revised version, published in Journal of Statistical Physic