A numerical approach to large deviations in continuous-time

We present an algorithm to evaluate the large deviation functions associated to history-dependent observables. Instead of relying on a time discretisation procedure to approximate the dynamics, we provide a direct continuous-time algorithm, valuable for systems with multiple time scales, thus extending the work of Giardin\`a, Kurchan and Peliti (PRL 96, 120603 (2006)). The procedure is supplemented with a thermodynamic-integration scheme, which improves its efficiency. We also show how the method can be used to probe large deviation functions in systems with a dynamical phase transition -- revealed in our context through the appearance of a non-analyticity in the large deviation functions.Comment: Submitted to J. Stat. Mec

Irreversibility in a simple reversible model

This paper studies a parametrized family of familiar generalized baker maps, viewed as simple models of time-reversible evolution. Mapping the unit square onto itself, the maps are partly contracting and partly expanding, but they preserve the global measure of the definition domain. They possess periodic orbits of any period, and all maps of the set have attractors with well defined structure. The explicit construction of the attractors is described and their structure is studied in detail. There is a precise sense in which one can speak about absolute age of a state, regardless of whether the latter is applied to a single point, a set of points, or a distribution function. One can then view the whole trajectory as a set of past, present and future states. This viewpoint is then applied to show that it is impossible to define a priori states with very large "negative age". Such states can be defined only a posteriori. This gives precise sense to irreversibility -- or the "arrow of time" -- in these time-reversible maps, and is suggested as an explanation of the second law of thermodynamics also for some realistic physical systems.Comment: 15 pages, 12 Postscript figure

An Extension of the Fluctuation Theorem

Heat fluctuations are studied in a dissipative system with both mechanical and stochastic components for a simple model: a Brownian particle dragged through water by a moving potential. An extended stationary state fluctuation theorem is derived. For infinite time, this reduces to the conventional fluctuation theorem only for small fluctuations; for large fluctuations, it gives a much larger ratio of the probabilities of the particle to absorb rather than supply heat. This persists for finite times and should be observable in experiments similar to a recent one of Wang et al.Comment: 12 pages, 1 eps figure in color (though intelligible in black and white

Fluctuations of the heat flux of a one-dimensional hard particle gas

Momentum-conserving one-dimensional models are known to exhibit anomalous Fourier's law, with a thermal conductivity varying as a power law of the system size. Here we measure, by numerical simulations, several cumulants of the heat flux of a one-dimensional hard particle gas. We find that the cumulants, like the conductivity, vary as power laws of the system size. Our results also indicate that cumulants higher than the second follow different power laws when one compares the ring geometry at equilibrium and the linear case in contact with two heat baths (at equal or unequal temperatures). keywords: current fluctuations, anomalous Fourier law, hard particle gasComment: 5 figure

Free Energy Functional for Nonequilibrium Systems: An Exactly Solvable Case

We consider the steady state of an open system in which there is a flux of matter between two reservoirs at different chemical potentials. For a large system of size $N$, the probability of any macroscopic density profile $\rho(x)$ is $\exp[-N{\cal F}(\{\rho\})]$; ${\cal F}$ thus generalizes to nonequilibrium systems the notion of free energy density for equilibrium systems. Our exact expression for $\cal F$ is a nonlocal functional of $\rho$, which yields the macroscopically long range correlations in the nonequilibrium steady state previously predicted by fluctuating hydrodynamics and observed experimentally.Comment: 4 pages, RevTeX. Changes: correct minor errors, add reference, minor rewriting requested by editors and refere

Domino tilings and the six-vertex model at its free fermion point

At the free-fermion point, the six-vertex model with domain wall boundary conditions (DWBC) can be related to the Aztec diamond, a domino tiling problem. We study the mapping on the level of complete statistics for general domains and boundary conditions. This is obtained by associating to both models a set of non-intersecting lines in the Lindstroem-Gessel-Viennot (LGV) scheme. One of the consequence for DWBC is that the boundaries of the ordered phases are described by the Airy process in the thermodynamic limit.Comment: 14 pages, 8 figure

On the Fibonacci universality classes in nonlinear fluctuating hydrodynamics

We present a lattice gas model that without fine tuning of parameters is expected to exhibit the so far elusive modified Kardar-Parisi-Zhang (KPZ) universality class. To this end, we review briefly how non-linear fluctuating hydrodynamics in one dimension predicts that all dynamical universality classes in its range of applicability belong to an infinite discrete family which we call Fibonacci family since their dynamical exponents are the Kepler ratios $z_i = F_{i+1}/F_{i}$ of neighbouring Fibonacci numbers $F_i$, including diffusion ($z_2=2$), KPZ ($z_3=3/2$), and the limiting ratio which is the golden mean $z_\infty=(1+\sqrt{5})/2$. Then we revisit the case of two conservation laws to which the modified KPZ model belongs. We also derive criteria on the macroscopic currents to lead to other non-KPZ universality classes.Comment: 17 page

On the master equation approach to kinetic theory: linear and nonlinear Fokker--Planck equations

We discuss the relationship between kinetic equations of the Fokker-Planck type (two linear and one non-linear) and the Kolmogorov (a.k.a. master) equations of certain N-body diffusion processes, in the context of Kac's "propagation of chaos" limit. The linear Fokker-Planck equations are well-known, but here they are derived as a limit N->infty of a simple linear diffusion equation on (3N-C)-dimensional N-velocity spheres of radius sqrt(N) (with C=1 or 4 depending on whether the system conserves energy only or energy and momentum). In this case, a spectral gap separating the zero eigenvalue from the positive spectrum of the Laplacian remains as N->infty,so that the exponential approach to equilibrium of the master evolution is passed on to the limiting Fokker-Planck evolution in R^3. The non-linear Fokker-Planck equation is known as Landau's equation in the plasma physics literature. Its N-particle master equation, originally introduced (in the 1950s) by Balescu and Prigogine (BP), is studied here on the (3N-4)-dimensional N-velocity sphere. It is shown that the BP master equation represents a superposition of diffusion processes on certain two-dimensional sub-manifolds of R^{3N} determined by the conservation laws for two-particle collisions. The initial value problem for the BP master equation is proved to be well-posed and its solutions are shown to decay exponentially fast to equilibrium. However, the first non-zero eigenvalue of the BP operator is shown to vanish in the limit N->infty. This indicates that the exponentially fast approach to equilibrium may not be passed from the finite-N master equation on to Landau's nonlinear kinetic equation.Comment: 20 pages; based on talk at the 18th ICTT Conference. Some typos and a few minor technical fixes. Modified title slightl

Dynamical large deviations for a boundary driven stochastic lattice gas model with many conserved quantities

We prove the dynamical large deviations for a particle system in which particles may have different velocities. We assume that we have two infinite reservoirs of particles at the boundary: this is the so-called boundary driven process. The dynamics we considered consists of a weakly asymmetric simple exclusion process with collision among particles having different velocities