An introduction to phase transitions in stochastic dynamical systems

We give an introduction to phase transitions in the steady states of systems that evolve stochastically with equilibrium and nonequilibrium dynamics, the latter defined as those that do not possess a time-reversal symmetry. We try as much as possible to discuss both cases within the same conceptual framework, focussing on dynamically attractive `peaks' in state space. A quantitative characterisation of these peaks leads to expressions for the partition function and free energy that extend from equilibrium steady states to their nonequilibrium counterparts. We show that for certain classes of nonequilibrium systems that have been exactly solved, these expressions provide precise predictions of their macroscopic phase behaviour.Comment: Pedagogical talk contributed to the "Ageing and the Glass Transition" Summer School, Luxembourg, September 2005. 12 pages, 8 figures, uses the IOP 'jpconf' document clas

Exact joint density-current probability function for the asymmetric exclusion process

We study the asymmetric exclusion process with open boundaries and derive the exact form of the joint probability function for the occupation number and the current through the system. We further consider the thermodynamic limit, showing that the resulting distribution is non-Gaussian and that the density fluctuations have a discontinuity at the continuous phase transition, while the current fluctuations are continuous. The derivations are performed by using the standard operator algebraic approach, and by the introduction of new operators satisfying a modified version of the original algebra.Comment: 4 pages, 3 figure

Single microwave photon detection in the micromaser

High efficiency single photon detection is an interesting problem for many areas of physics, including low temperature measurement, quantum information science and particle physics. For optical photons, there are many examples of devices capable of detecting single photons with high efficiency. However reliable single photon detection of microwaves is very difficult, principally due to their low energy. In this paper we present the theory of a cascade amplifier operating in the microwave regime that has an optimal quantum efficiency of 93%. The device uses a microwave photon to trigger the stimulated emission of a sequence of atoms where the energy transition is readily detectable. A detailed description of the detector's operation and some discussion of the potential limitations of the detector are presented.Comment: 8 pages, 5 figure

Nonequilibrium stationary states and equilibrium models with long range interactions

It was recently suggested by Blythe and Evans that a properly defined steady state normalisation factor can be seen as a partition function of a fictitious statistical ensemble in which the transition rates of the stochastic process play the role of fugacities. In analogy with the Lee-Yang description of phase transition of equilibrium systems, they studied the zeroes in the complex plane of the normalisation factor in order to find phase transitions in nonequilibrium steady states. We show that like for equilibrium systems, the ``densities'' associated to the rates are non-decreasing functions of the rates and therefore one can obtain the location and nature of phase transitions directly from the analytical properties of the ``densities''. We illustrate this phenomenon for the asymmetric exclusion process. We actually show that its normalisation factor coincides with an equilibrium partition function of a walk model in which the ``densities'' have a simple physical interpretation.Comment: LaTeX, 23 pages, 3 EPS figure

The Grand-Canonical Asymmetric Exclusion Process and the One-Transit Walk

The one-dimensional Asymmetric Exclusion Process (ASEP) is a paradigm for nonequilibrium dynamics, in particular driven diffusive processes. It is usually considered in a canonical ensemble in which the number of sites is fixed. We observe that the grand-canonical partition function for the ASEP is remarkably simple. It allows a simple direct derivation of the asymptotics of the canonical normalization in various phases and of the correspondence with One-Transit Walks recently observed by Brak et.al.Comment: Published versio

A dynamically extending exclusion process

An extension of the totally asymmetric exclusion process, which incorporates a dynamically extending lattice is explored. Although originally inspired as a model for filamentous fungal growth, here the dynamically extending exclusion process (DEEP) is studied in its own right, as a nontrivial addition to the class of nonequilibrium exclusion process models. Here we discuss various mean-field approximation schemes and elucidate the steady state behaviour of the model and its associated phase diagram. Of particular note is that the dynamics of the extending lattice leads to a new region in the phase diagram in which a shock discontinuity in the density travels forward with a velocity that is lower than the velocity of the tip of the lattice. Thus in this region the shock recedes from both boundaries.Comment: 20 pages, 12 figure

Reversibility, heat dissipation and the importance of the thermal environment in stochastic models of nonequilibrium steady states

We examine stochastic processes that are used to model nonequilibrium processes (e.g, pulling RNA or dragging colloids) and so deliberately violate detailed balance. We argue that by combining an information-theoretic measure of irreversibility with nonequilibrium work theorems, the thermal physics implied by abstract dynamics can be determined. This measure is bounded above by thermodynamic entropy production and so may quantify how well a stochastic dynamics models reality. We also use our findings to critique various modeling approaches and notions arising in steady-state thermodynamics.Comment: 8 pages, 2 figures, easy-to-read, single-column, large-print RevTeX4 format; version with modified abstract and additional discussion, references to appear in Phys Rev Let

Dynamical Transition in the Open-boundary Totally Asymmetric Exclusion Process

We revisit the totally asymmetric simple exclusion process with open boundaries (TASEP), focussing on the recent discovery by de Gier and Essler that the model has a dynamical transition along a nontrivial line in the phase diagram. This line coincides neither with any change in the steady-state properties of the TASEP, nor the corresponding line predicted by domain wall theory. We provide numerical evidence that the TASEP indeed has a dynamical transition along the de Gier-Essler line, finding that the most convincing evidence was obtained from Density Matrix Renormalisation Group (DMRG) calculations. By contrast, we find that the dynamical transition is rather hard to see in direct Monte Carlo simulations of the TASEP. We furthermore discuss in general terms scenarios that admit a distinction between static and dynamic phase behaviour.Comment: 27 pages, 18 figures. v2 to appear in J Phys A features minor corrections and better-quality figure