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Bernard Derrida

Publications and source records attributed to Bernard Derrida.

At least 19 recordsLinked to original sources

System driven out-of equilibrium by weak contacts with reservoirs

The non-equilibrium behavior of particle systems driven by reservoirs has been extensively studied in recent years. In one dimension, various regimes have been explored depending on the coupling strength to the reservoirs. In this paper, we investigate the role of the dimension and of the geometry of the contacts with the reservoirs. For the symmetric simple exclusion process with point contact reservoirs, we show that in dimension 2, as in one dimension, three different regimes occur depending on the coupling strength. On the other hand in dimensions 3 and higher, there exists only a weak coupling regime which is very sensitive to the microscopic structure of the contacts. We then argue that for reservoirs with mesoscopic size contacts the macroscopic fluctuation theory remains in force and we propose an extension of the additivity principle for multiple mesoscopic reservoirs.

cond-mat.stat-mech

Fixed points of Boolean networks with sparse connections

We study fixed points of cellular automata with $N$ sites on random sparse graphs. In the large $N$ limit such models are known to exhibit phase transitions, from a ``frozen'' phase, where at most a finite number of sites fluctuate at long times, to a ``fluctuating'' phase where a finite fraction of sites fluctuate. We consider several models, calculating the first and second moments of the number of fixed points, and find that these moments remain finite in the large $N$ limit, except at the transitions where they become singular. The singularities can take several forms, including divergence of the mean or variance of the number of fixed points, on one or both sides of the transition. The type of singularity is related to properties of the mean field dynamics or dynamics of the distance between copies of the system. In configuration space, we find that fixed points are organized into clusters, each consisting of sets of fixed points that agree with one another except for on a finite number of sites. In the frozen phase there is only one cluster, while in the fluctuating phase there may be multiple clusters. If there are multiple clusters, the distance between fixed points in different clusters is extensive. We show that the differences within the clusters correspond to local changes near short cycles in the directed graph of connections whose influence is eventually limited. In the frozen phase, we calculate the full distribution of the number of fixed points.

cond-mat.stat-mech

The flux of particles in a one-dimensional Fleming-Viot process

The Fleming-Viot process describes a system of $N$ particles diffusing on a graph with an absorbing site. Whenever one of the particles is absorbed, it is replaced by a new particle at the position of one of the $N-1$ remaining particles. Here we consider the case where the particles lie on the semi-infinite line with a biased diffusion towards the origin which is the absorbing site. In the large $N$ limit, the evolution of the density becomes deterministic and has a number of characteristics similar to the Fisher-KPP equation: a one-parameter family of steady state solutions, dependence of the long time asymptotics on the initial conditions, Bramson logarithmic shift, etc. One noticeable difference, however, is that in the Fleming-Viot case, the solution can be computed explicitly for arbitrary initial conditions and at an arbitrary time. By modifying the diffusion rule near the origin, one can produce a transition in the flux of absorbed particles, very similar to the pushed-pulled transition in travelling waves. Lastly, using a cut-off approximation (which is known to be correct in the theory of travelling waves), we derive a number of predictions for the leading large $N$ correction of the flux of absorbed particles.

cond-mat.stat-mech

Lecture notes on large deviations in non-equilibrium diffusive systems

These notes are a written version of lectures given in the 2024 Les Houches Summer School on {\it Large deviations and applications}. They are are based on a series of works published over the last 25 years on steady properties of non-equilibrium systems in contact with several heat baths at different temperatures or several reservoirs of particles at different densities. After recalling some classical tools to study non-equilibrium steady states, such as the use of tilted matrices, the Fluctuation theorem, the determination of transport coefficients, the Einstein relations or fluctuating hydrodynamics, they describe some of the basic ideas of the macroscopic fluctuation theory allowing to determine the large deviation functions of the density and of the current of diffusive systems.

math-ph

A perturbative approach to the macroscopic fluctuation theory

In this paper, we study the stationary states of diffusive dynamics driven out of equilibrium by reservoirs. For a small forcing, the system remains close to equilibrium and the large deviation functional of the density can be computed perturbatively by using the macroscopic fluctuation theory. This applies to general domains in $\mathbb{R}^d$ and diffusive dynamics with arbitrary transport coefficients. As a consequence, one can analyse the correlations at the first non trivial order in the forcing and show that, in general, all the long range correlation functions are not equal to 0, in contrast to the exactly solvable models previously known.

cond-mat.stat-mech

Generalizations of Parisi's replica symmetry breaking and overlaps in random energy models

The random energy model (REM) is the simplest spin glass model which exhibits replica symmetry breaking. It is well known since the 80's that its overlaps are non-selfaveraging and that their statistics satisfy the predictions of the replica theory. All these statistical properties can be understood by considering that the low energy levels are the points generated by a Poisson process with an exponential density. Here we first show how, by replacing the exponential density by a sum of two exponentials, the overlaps statistics are modified. One way to reconcile these results with the replica theory is to allow the blocks in the Parisi matrix to fluctuate. Other examples where the sizes of these blocks should fluctuate include the finite size corrections of the REM, the case of discrete energies and the overlaps between two temperatures. In all these cases, the blocks sizes not only fluctuate but need to take complex values if one wishes to reproduce the results of our replica-free calculations.

cond-mat.dis-nn

Cross-overs of Bramson's shift at the transition between pulled and pushed fronts

The Bramson logarithmic shift of the position of pulled fronts is a universal feature common to a large class of monostable traveling wave equations. As one varies the non-linearities it so happens that one can observe, at some critical non linearity, a transition from pulled fronts to pushed fronts. At this transition the Bramson shift is modified. In the limit where time goes to infinity and the non-linearity becomes critical, the position of the front exhibits a cross-over. The goal of the present note is to give the expression of this cross-over function, for a particular model which is exactly soluble, with the hope that this expression would remain valid for more general traveling wave equations at the transition between pulled and pushed fronts. Other cross-over functions are also obtained, for this particular model, to describe the dependence on initial conditions or the effect of a cut-off.

nlin.PS

The discrete random energy model and one step replica symmetry breaking

We solve the random energy model when the energies of the configurations take only integer values. In the thermodynamic limit, the average overlaps remain size dependent and oscillate as the system size increases. While the extensive part of the free energy can still be obtained by a standard replica calculation with one step replica symmetry breaking, it is no longer possible to recover the overlaps in this way. A possible way to adapt the replica approach is to allow the sizes of the blocks in the Parisi matrix to fluctuate and to take complex values.

cond-mat.dis-nn

Large deviations in the symmetric simple exclusion process with slow boundaries

We obtain the exact large deviation functions of the density profile and of the current, in the non-equilibrium steady state of a one dimensional symmetric simple exclusion process coupled to boundary reservoirs with slow rates. Compared to earlier results, where rates at the boundaries are comparable to the bulk ones, we show how macroscopic fluctuations are modified when the boundary rates are slower by an order of inverse of the system length.

cond-mat.stat-mech

One step replica symmetry breaking and overlaps between two temperatures

We obtain an exact analytic expression for the average distribution, in the thermodynamic limit, of overlaps between two copies of the same random energy model (REM) at different temperatures. We quantify the non-self averaging effects and provide an exact approach to the computation of the fluctuations in the distribution of overlaps in the thermodynamic limit. We show that the overlap probabilities satisfy recurrence relations that generalise Ghirlanda-Guerra identities to two temperatures. We also analyse the two temperature REM using the replica method. The replica expressions for the overlap probabilities satisfy the same recurrence relations as the exact form. We show how a generalisation of Parisi's replica symmetry breaking ansatz is consistent with our replica expressions. A crucial aspect to this generalisation is that we must allow for fluctuations in the replica block sizes even in the thermodynamic limit. This contrasts with the single temperature case where the extremal condition leads to a fixed block size in the thermodynamic limit. Finally, we analyse the fluctuations of the block sizes in our generalised Parisi ansatz and show that in general they may have a negative variance.

cond-mat.dis-nn

Results and conjectures on a toy model of depinning

We review recent results and conjectures for a simplified version of the depinning problem in presence of disorder which was introduced by Derrida and Retaux in 2014. For this toy model, the depinning transition has been predicted to be of the Berezinskii--Kosterlitz--Thouless type. Here we discuss under which integrability conditions this prediction can be proved and how it is modified otherwise.

math-ph

The critical behaviors and the scaling functions of a coalescence equation

We show that a coalescence equation exhibits a variety of critical behaviors, depending on the initial condition. This equation was introduced a few years ago to understand a toy model {studied by Derrida and Retaux to mimic} the depinning transition in presence of disorder. It was shown recently that this toy model exhibits the same critical behaviors as the equation studied in the present work. Here we find several families of exact solutions of this coalescence equation, in particular a family of scaling functions which are closely related to the different possible critical behaviors. These scaling functions lead to new conjectures, in particular on the shapes of the critical trees, that we have checked numerically.

math-ph

The Derrida--Retaux conjecture on recursive models

We are interested in the nearly supercritical regime in a family of max-type recursive models studied by Collet, Eckman, Glaser and Martin and by Derrida and Retaux, and prove that under a suitable integrability assumption on the initial distribution, the free energy vanishes at the transition with an essential singularity with exponent $\tfrac12$. This gives a weaker answer to a conjecture of Derrida and Retaux. Other behaviours are obtained when the integrability condition is not satisfied.

math.PR

Large deviations conditioned on large deviations II: Fluctuating hydrodynamics

For diffusive many-particle systems such as the SSEP (symmetric simple exclusion process) or independent particles coupled with reservoirs at the boundaries, we analyze the density fluctuations conditioned on current integrated over a large time. We determine the conditioned large deviation function of density by a microscopic calculation. We then show that it can be expressed in terms of the solutions of Hamilton-Jacobi equations, which can be written for general diffusive systems using a fluctuating hydrodynamics description.

cond-mat.stat-mech

Large-deviation theory for a Brownian particle on a ring: a WKB approach

We study the large deviation function of the displacement of a Brownian particle confined on a ring. In the zero noise limit this large deviation function has a cusp at zero velocity given by the Freidlin-Wentzell theory. We develop a WKB approach to analyse how this cusp is rounded in the weak noise limit.

cond-mat.stat-mech

Large deviations conditioned on large deviations I: Markov chain and Langevin equation

We present a systematic analysis of stochastic processes conditioned on an empirical measure $Q_T$ defined in a time interval $[0,T]$ for large $T$. We build our analysis starting from a discrete time Markov chain. Results for a continuous time Markov process and Langevin dynamics are derived as limiting cases. We show how conditioning on a value of $Q_T$ modifies the dynamics. For a Langevin dynamics with weak noise, we introduce conditioned large deviations functions and calculate them using either a WKB method or a variational formulation. This allows us, in particular, to calculate the typical trajectory and the fluctuations around this optimal trajectory when conditioned on a certain value of $Q_T$.

cond-mat.stat-mech

A new approach to computing the asymptotics of the position of Fisher-KPP fronts

This paper presents a novel way of computing front positions in Fisher-KPP equations. Our method is based on an exact relation between the Laplace transform of the initial condition and some integral functional of the front position. Using singularity analysis, one can obtain the asymptotics of the front position up to the O(log t/t) term. Our approach is robust and can be generalised to other front equations.

cond-mat.stat-mech

Finite size corrections to the Parisi overlap function in the GREM

We investigate the effects of finite size corrections on the overlap probabilities in the Generalized Random Energy Model (GREM) in two situations where replica symmetry is broken in the thermodynamic limit. Our calculations do not use replicas, but shed some light on what the replica method should give for finite size corrections. In the gradual freezing situation, which is known to exhibit full replica symmetry breaking, we show that the finite size corrections lead to a modification of the simple relations between the sample averages of the overlaps $ Y_k $ between $ k $ configurations predicted by replica theory. This can be interpreted as fluctuations in the replica block size with a \emph{negative} variance. The mechanism is similar to the one we found recently in the random energy model [1]. We also consider a simultaneous freezing situation, which is known to exhibit one step replica symmetry breaking. We show that finite size corrections lead to full replica symmetry breaking and give a more complete derivation of the results presented in [2] for the directed polymer on a tree.

cond-mat.dis-nn