Variational formula for experimental determination of high-order correlations of current fluctuations in driven systems

For Brownian motion of a single particle subject to a tilted periodic potential on a ring, we propose a formula for experimentally determining the cumulant generating function of time-averaged current without measurements of current fluctuations. We first derive this formula phenomenologically on the basis of two key relations: a fluctuation relation associated with Onsager's principle of the least energy dissipation in a sufficiently local region and an additivity relation by which spatially inhomogeneous fluctuations can be properly considered. We then derive the formula without any phenomenological assumptions. We also demonstrate its practical advantage by numerical experiments.Comment: 4 pages, 1 figure; In ver. 2, the organization of the paper has been revised. In ver. 3, substantial revisions have been don

Finite-Size Scaling of a First-Order Dynamical Phase Transition: Adaptive Population Dynamics and an Effective Model

We analyze large deviations of the time-averaged activity in the one dimensional Fredrickson-Andersen model, both numerically and analytically. The model exhibits a dynamical phase transition, which appears as a singularity in the large deviation function. We analyze the finite-size scaling of this phase transition numerically, by generalizing an existing cloning algorithm to include a multi-canonical feedback control: this significantly improves the computational efficiency. Motivated by these numerical results, we formulate an effective theory for the model in the vicinity of the phase transition, which accounts quantitatively for the observed behavior. We discuss potential applications of the numerical method and the effective theory in a range of more general contexts.Comment: 20 pages, 10 figure

Finite-time and finite-size scalings in the evaluation of large-deviation functions: Analytical study using a birth-death process

The Giardin\`a-Kurchan-Peliti algorithm is a numerical procedure that uses population dynamics in order to calculate large deviation functions associated to the distribution of time-averaged observables. To study the numerical errors of this algorithm, we explicitly devise a stochastic birth-death process that describes the time evolution of the population probability. From this formulation, we derive that systematic errors of the algorithm decrease proportionally to the inverse of the population size. Based on this observation, we propose a simple interpolation technique for the better estimation of large deviation functions. The approach we present is detailed explicitly in a two-state model.Comment: 13 pages, 1 figure. First part of pair of companion papers, Part II being arXiv:1607.0880

Rare transitions to thin-layer turbulent condensates

Turbulent flows in a thin layer can develop an inverse energy cascade leading to spectral condensation of energy when the layer height is smaller than a certain threshold. These spectral condensates take the form of large-scale vortices in physical space. Recently, evidence for bistability was found in this system close to the critical height: depending on the initial conditions, the flow is either in a condensate state with most of the energy in the two-dimensional (2-D) large-scale modes, or in a three-dimensional (3-D) flow state with most of the energy in the small-scale modes. This bistable regime is characterised by the statistical properties of random and rare transitions between these two locally stable states. Here, we examine these statistical properties in thin-layer turbulent flows, where the energy is injected by either stochastic or deterministic forcing. To this end, by using a large number of direct numerical simulations (DNS), we measure the decay time $\tau_d$ of the 2-D condensate to 3-D flow state and the build-up time $\tau_b$ of the 2-D condensate. We show that both of these times $\tau_d,\tau_b$ follow an exponential distribution with mean values increasing faster than exponentially as the layer height approaches the threshold. We further show that the dynamics of large-scale kinetic energy may be modeled by a stochastic Langevin equation. From time-series analysis of DNS data, we determine the effective potential that shows two minima corresponding to the 2-D and 3-D states when the layer height is close to the threshold

How dissipation constrains fluctuations in nonequilibrium liquids: Diffusion, structure and biased interactions

The dynamics and structure of nonequilibrium liquids, driven by non-conservative forces which can be either external or internal, generically hold the signature of the net dissipation of energy in the thermostat. Yet, disentangling precisely how dissipation changes collective effects remains challenging in many-body systems due to the complex interplay between driving and particle interactions. First, we combine explicit coarse-graining and stochastic calculus to obtain simple relations between diffusion, density correlations and dissipation in nonequilibrium liquids. Based on these results, we consider large-deviation biased ensembles where trajectories mimic the effect of an external drive. The choice of the biasing function is informed by the connection between dissipation and structure derived in the first part. Using analytical and computational techniques, we show that biasing trajectories effectively renormalizes interactions in a controlled manner, thus providing intuition on how driving forces can lead to spatial organization and collective dynamics. Altogether, our results show how tuning dissipation provides a route to alter the structure and dynamics of liquids and soft materials.Comment: 21 pages, 7 figure