The Lee-Yang theory of equilibrium and nonequilibrium phase transitions

We present a pedagogical account of the Lee-Yang theory of equilibrium phase transitions and review recent advances in applying this theory to nonequilibrium systems. Through both general considerations and explicit studies of specific models, we show that the Lee-Yang approach can be used to locate and classify phase transitions in nonequilibrium steady states.Comment: 24 pages, 7 papers, invited paper for special issue of The Brazilian Journal of Physic

Discontinuous Transition in a Boundary Driven Contact Process

The contact process is a stochastic process which exhibits a continuous, absorbing-state phase transition in the Directed Percolation (DP) universality class. In this work, we consider a contact process with a bias in conjunction with an active wall. This model exhibits waves of activity emanating from the active wall and, when the system is supercritical, propagating indefinitely as travelling (Fisher) waves. In the subcritical phase the activity is localised near the wall. We study the phase transition numerically and show that certain properties of the system, notably the wave velocity, are discontinuous across the transition. Using a modified Fisher equation to model the system we elucidate the mechanism by which the the discontinuity arises. Furthermore we establish relations between properties of the travelling wave and DP critical exponents.Comment: 14 pages, 9 figure

Exact Solution of the Multi-Allelic Diffusion Model

We give an exact solution to the Kolmogorov equation describing genetic drift for an arbitrary number of alleles at a given locus. This is achieved by finding a change of variable which makes the equation separable, and therefore reduces the problem with an arbitrary number of alleles to the solution of a set of equations that are essentially no more complicated than that found in the two-allele case. The same change of variable also renders the Kolmogorov equation with the effect of mutations added separable, as long as the mutation matrix has equal entries in each row. Thus this case can also be solved exactly for an arbitrary number of alleles. The general solution, which is in the form of a probability distribution, is in agreement with the previously known results--which were for the cases of two and three alleles only. Results are also given for a wide range of other quantities of interest, such as the probabilities of extinction of various numbers of alleles, mean times to these extinctions, and the means and variances of the allele frequencies. To aid dissemination, these results are presented in two stages: first of all they are given without derivations and too much mathematical detail, and then subsequently derivations and a more technical discussion are provided.Comment: 56 pages. 15 figures. Requires Elsevier document clas

Spatial fluctuations of a surviving particle in the trapping reaction

We consider the trapping reaction, $A+B\to B$, where $A$ and $B$ particles have a diffusive dynamics characterized by diffusion constants $D_A$ and $D_B$. The interaction with $B$ particles can be formally incorporated in an effective dynamics for one $A$ particle as was recently shown by Bray {\it et al}. [Phys. Rev. E {\bf 67}, 060102 (2003)]. We use this method to compute, in space dimension $d=1$, the asymptotic behaviour of the spatial fluctuation, $^{1/2}$, for a surviving $A$ particle in the perturbative regime, $D_A/D_B\ll 1$, for the case of an initially uniform distribution of $B$ particles. We show that, for $t\gg 1$, $^{1/2} \propto t^{\phi}$ with $\phi=1/4$. By contrast, the fluctuations of paths constrained to return to their starting point at time $t$ grow with the larger exponent 1/3. Numerical tests are consistent with these predictions.Comment: 10 pages, 5 figure

Relaxation time in a non-conserving driven-diffusive system with parallel dynamics

We introduce a two-state non-conserving driven-diffusive system in one-dimension under a discrete-time updating scheme. We show that the steady-state of the system can be obtained using a matrix product approach. On the other hand, the steady-state of the system can be expressed in terms of a linear superposition Bernoulli shock measures with random walk dynamics. The dynamics of a shock position is studied in detail. The spectrum of the transfer matrix and the relaxation times to the steady-state have also been studied in the large-system-size limit.Comment: 10 page

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

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

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

Noise-induced dynamical transition in systems with symmetric absorbing states

We investigate the effect of noise strength on the macroscopic ordering dynamics of systems with symmetric absorbing states. Using an explicit stochastic microscopic model, we present evidence for a phase transition in the coarsening dynamics, from an Ising-like to a voter-like behavior, as the noise strength is increased past a nontrivial critical value. By mapping to a thermal diffusion process, we argue that the transition arises due to locally-absorbing states being entered more readily in the high-noise regime, which in turn prevents surface tension from driving the ordering process.Comment: v2 with improved introduction and figures, to appear in PRL. 4 pages, 4 figure

Nonequilibrium Stationary States and Phase Transitions in Directed Ising Models

We study the nonequilibrium properties of directed Ising models with non conserved dynamics, in which each spin is influenced by only a subset of its nearest neighbours. We treat the following models: (i) the one-dimensional chain; (ii) the two-dimensional square lattice; (iii) the two-dimensional triangular lattice; (iv) the three-dimensional cubic lattice. We raise and answer the question: (a) Under what conditions is the stationary state described by the equilibrium Boltzmann-Gibbs distribution? We show that for models (i), (ii), and (iii), in which each spin "sees" only half of its neighbours, there is a unique set of transition rates, namely with exponential dependence in the local field, for which this is the case. For model (iv), we find that any rates satisfying the constraints required for the stationary measure to be Gibbsian should satisfy detailed balance, ruling out the possibility of directed dynamics. We finally show that directed models on lattices of coordination number $z\ge8$ with exponential rates cannot accommodate a Gibbsian stationary state. We conjecture that this property extends to any form of the rates. We are thus led to the conclusion that directed models with Gibbsian stationary states only exist in dimension one and two. We then raise the question: (b) Do directed Ising models, augmented by Glauber dynamics, exhibit a phase transition to a ferromagnetic state? For the models considered above, the answers are open problems, to the exception of the simple cases (i) and (ii). For Cayley trees, where each spin sees only the spins further from the root, we show that there is a phase transition provided the branching ratio, $q$, satisfies $q \ge 3$