Free energy landscapes, dynamics and the edge of chaos in mean-field models of spin glasses

Metastable states in Ising spin-glass models are studied by finding iterative solutions of mean-field equations for the local magnetizations. Two different equations are studied: the TAP equations which are exact for the SK model, and the simpler `naive-mean-field' (NMF) equations. The free-energy landscapes that emerge are very different. For the TAP equations, the numerical studies confirm the analytical results of Aspelmeier et al., which predict that TAP states consist of close pairs of minima and index-one (one unstable direction) saddle points, while for the NMF equations saddle points with large indices are found. For TAP the barrier height between a minimum and its nearby saddle point scales as (f-f_0)^{-1/3} where f is the free energy per spin of the solution and f_0 is the equilibrium free energy per spin. This means that for `pure states', for which f-f_0 is of order 1/N, the barriers scale as N^{1/3}, but between states for which f-f_0 is of order one the barriers are finite and also small so such metastable states will be of limited physical significance. For the NMF equations there are saddles of index K and we can demonstrate that their complexity Sigma_K scales as a function of K/N. We have also employed an iterative scheme with a free parameter that can be adjusted to bring the system of equations close to the `edge of chaos'. Both for the TAP and NME equations it is possible with this approach to find metastable states whose free energy per spin is close to f_0. As N increases, it becomes harder and harder to find solutions near the edge of chaos, but nevertheless the results which can be obtained are competitive with those achieved by more time-consuming computing methods and suggest that this method may be of general utility.Comment: 13 page

Spatiotemporally Complete Condensation in a Non-Poissonian Exclusion Process

We investigate a non-Poissonian version of the asymmetric simple exclusion process, motivated by the observation that coarse-graining the interactions between particles in complex systems generically leads to a stochastic process with a non-Markovian (history-dependent) character. We characterize a large family of one-dimensional hopping processes using a waiting-time distribution for individual particle hops. We find that when its variance is infinite, a real-space condensate forms that is complete in space (involves all particles) and time (exists at almost any given instant) in the thermodynamic limit. The mechanism for the onset and stability of the condensate are both rather subtle, and depends on the microscopic dynamics subsequent to a failed particle hop attempts.Comment: 5 pages, 5 figures. Version 2 to appear in PR

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

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

Dyck Paths, Motzkin Paths and Traffic Jams

It has recently been observed that the normalization of a one-dimensional out-of-equilibrium model, the Asymmetric Exclusion Process (ASEP) with random sequential dynamics, is exactly equivalent to the partition function of a two-dimensional lattice path model of one-transit walks, or equivalently Dyck paths. This explains the applicability of the Lee-Yang theory of partition function zeros to the ASEP normalization. In this paper we consider the exact solution of the parallel-update ASEP, a special case of the Nagel-Schreckenberg model for traffic flow, in which the ASEP phase transitions can be intepreted as jamming transitions, and find that Lee-Yang theory still applies. We show that the parallel-update ASEP normalization can be expressed as one of several equivalent two-dimensional lattice path problems involving weighted Dyck or Motzkin paths. We introduce the notion of thermodynamic equivalence for such paths and show that the robustness of the general form of the ASEP phase diagram under various update dynamics is a consequence of this thermodynamic equivalence.Comment: Version accepted for publicatio

Discontinuous Phase Transition in an Exactly Solvable One-Dimensional Creation-Annihilation System

An exactly solvable reaction-diffusion model consisting of first-class particles in the presence of a single second-class particle is introduced on a one-dimensional lattice with periodic boundary condition. The number of first-class particles can be changed due to creation and annihilation reactions. It is shown that the system undergoes a discontinuous phase transition in contrast to the case where the density of the second-class particles is finite and the phase transition is continuous.Comment: Revised, 8 pages, 1 EPS figure. Accepted for publication in Journal of Statistical Mechanics: theory and experimen

Perturbation theory for the one-dimensional trapping reaction

We consider the survival probability of a particle in the presence of a finite number of diffusing traps in one dimension. Since the general solution for this quantity is not known when the number of traps is greater than two, we devise a perturbation series expansion in the diffusion constant of the particle. We calculate the persistence exponent associated with the particle's survival probability to second order and find that it is characterised by the asymmetry in the number of traps initially positioned on each side of the particle.Comment: 18 pages, no figures. Uses IOP Latex clas

Continued Fractions and the Partially Asymmetric Exclusion Process

We note that a tridiagonal matrix representation of the algebra of the partially asymmetric exclusion process (PASEP) lends itself to interpretation as the transfer matrix for weighted Motzkin lattice paths. A continued fraction ("J-Fraction") representation of the lattice path generating function is particularly well suited to discussing the PASEP, for which the paths have height dependent weights. We show that this not only allows a succinct derivation of the normalisation and correlation lengths of the PASEP, but also reveals how finite-dimensional representations of the PASEP algebra, valid only along special lines in the phase diagram, relate to the general solution that requires an infinite-dimensional representation

Ordering in voter models on networks: Exact reduction to a single-coordinate diffusion

We study the voter model and related random-copying processes on arbitrarily complex network structures. Through a representation of the dynamics as a particle reaction process, we show that a quantity measuring the degree of order in a finite system is, under certain conditions, exactly governed by a universal diffusion equation. Whenever this reduction occurs, the details of the network structure and random-copying process affect only a single parameter in the diffusion equation. The validity of the reduction can be established with considerably less information than one might expect: it suffices to know just two characteristic timescales within the dynamics of a single pair of reacting particles. We develop methods to identify these timescales, and apply them to deterministic and random network structures. We focus in particular on how the ordering time is affected by degree correlations, since such effects are hard to access by existing theoretical approaches.Comment: 37 pages, 10 figures. Revised version with additional discussion and simulation results to appear in J Phys

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