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Dario Lucente

Publications and source records attributed to Dario Lucente.

At least 19 recordsLinked to original sources

Ideal Bose-Einstein condensation in the canonical ensemble: exact asymptotic estimates from large deviations

In this work we present a large-deviations approach to the calculation of the canonical partition function for free bosons. Three-dimensional Bose-Einstein condensation is studied in the fixed-density ensemble as a function of the dimensionless density $\varrho = \rho \lambda_T^3$, with $\rho=N/L^3$ the standard particle density, $\lambda_T$ the thermal wavelength, $L$ the linear size of the box and $N$ the total number of particles. A large-deviations approach in terms of the dimensionless parameter $\ell=L/\lambda_T$ allows us to provide exact asymptotic estimates of the canonical partition function both above and below the critical density $\varrho_c$ for Bose-Einstein condensation. We show how this approach allows to explicitly account for finite-size effects and how it fully captures the first-order aspects of the transition, allowing us to explicitate its driving mechanism in terms of the competing probabilities of normal and condensed phases. The proposed large-deviations approach allows then to obtain in all regimes explicit and simple analytical expressions, at the leading order in the large parameter $\ell$, for both the average fraction of particles in the ground state, the condensate fraction $\langle n_0(\varrho) \rangle = \langle N_0(\varrho) \rangle/N$, and for its fluctuations, $\sigma_0(\varrho) = \sqrt{\langle N_0^2(\varrho)\rangle - \langle N_0(\varrho)\rangle^2}/N$, retrieving for instance the anomalous scaling $\sigma_0(\varrho)\sim 1/V^{1/3}$ in the condensed regime, $\varrho > \varrho_c$. Our large-deviations asymptotic estimate, by analytically clarifying the mixed-order nature of Bose-Einstein condensation, allows then to reveal the similarity between this transition and other mixed-order transitions, as for instance the localization transition in the Discrete Non-Linear Schr\"odinger Equation.

cond-mat.stat-mech

Thermalization in high-dimensional systems: the (weak) role of chaos

In their seminal work, Fermi, Pasta, Ulam and Tsingou explored the connection between statistical mechanics and dynamical properties, such as chaos and ergodicity. Even today, seventy years later, the topic is not fully understood: while most results of statistical mechanics require the ergodic hypothesis to be rigorously proved, there are many indications that these predictions, both in and out of equilibrium, hold even in the absence of a rigorous form of ergodicity. Motivated by the above considerations, in this work we reconsider the point of view that the relevant ingredients for the validity of statistical mechanics are the large number of degrees of freedom and the choice of extensive observables, while the details of the dynamics do not play an essential role. This is the idea behind Khinchin's famous proof of the typicality of macroscopic observables at equilibrium. We extend this perspective to the context of non equilibrium, by investigating the thermalization properties of both harmonic (integrable) and nonharmonic (chaotic) oscillator chains initially prepared in out-of-equilibrium conditions. In integrable systems, thermalization occurs, or not, depending on the observable. In the chaotic regime, instead, thermalization is reached by any observable, although the relaxation timescale might be larger than the observation time.

cond-mat.stat-mech

Novel Kuramoto model with inhibition dynamics modeling scale-free avalanches and synchronization in neuronal cultures

Neuronal cultures exhibit a complex activity, bursts, or avalanches, characterized by the coexistence of scale invariance and synchronization, quite stable with the percentage of inhibitory neurons. While this bistable behavior has been already observed in the past, the characterization of the statistical properties of avalanche activity and their temporal organization is still lacking, as well as a model able to reproduce these dynamics. Here, we analyze experimental data of human neuronal cultures with controlled percentage of inhibitory neurons and characterize their statistical properties and dynamical organization. In order to model the experimental data, we propose a novel version of the Kuramoto model for two populations of oscillators, excitatory and inhibitory, implementing successfully the inhibition dynamics. The model can fully reproduce the experimental results, confirming the existence of correlations in the temporal organization of avalanche activity and the presence of an amplification - attenuation regime, as found in the human brain.

q-bio.NC

Entropy production and irreversibility in the linearized stochastic Amari neural model

One among the most intriguing results coming from the application of statistical mechanics to the study of brain is the understanding that it, as a dynamical system, is inherently out of equilibrium. In the realm of non-equilibrium statistical mechanics and stochastic processes the standard observable computed to discriminate whether a system is at equilibrium or not is the entropy produced along the dynamics. For this reason we present here a detailed calculation of the entropy production in the Amari model, a coarse-grained model of the brain neural network, consisting in an integro-differential equation for the neural activity field, when stochasticity is added to the original dynamics. Since the way to add stochasticity is always to some extent arbitrary, i.e., in particular for coarse-grained models, there is no general prescription to do it, we precisely investigate the interplay between the noise properties and the original model features, discussing in which cases the stationary state is of thermal equilibrium and which cases is out of equilibrium, providing explicit and simple formulas. We also show how, following for the derivation the particular case considered, how the entropy production rate is related to the variation in time of the Shannon entropy of the system.

cond-mat.dis-nn

Thermalization is typical in large classical and quantum harmonic systems

We establish an analytical criterion for dynamical thermalization within harmonic systems, applicable to both classical and quantum models. Specifically, we prove that thermalization of various observables, such as particle energies in physically relevant random quadratic Hamiltonians, is typical for large systems ($N \gg 1$) with initial conditions drawn from the microcanonical distribution. Moreover, we show that thermalization can also arise from non-typical initial conditions, where only a finite fraction of the normal modes is excited. A different choice of initial conditions, such as all the initial energy localized in a single particle, instead leads to energy equipartition without thermalization. Since the models we consider are integrable, our findings provide a general dynamical basis for an approach to thermalization that bypasses chaos and ergodicity, focusing instead on the physical requirement that thermodynamic observables depend on a large number of normal modes, and build a bridge between the classical and quantum theories of thermalization.

cond-mat.stat-mech

H-theorem at negative temperature: the random exchange model with bounds

Random exchange kinetic models are widely employed to describe the conservative dynamics of large interacting systems. Due to their simplicity and generality, they are quite popular in several fields, from statistical mechanics to biophysics and economics. Here we study a version where bounds on the individual shares of the globally conserved quantity are introduced. We analytically show that this dynamics allows stationary states with population inversion, described by Boltzmann statistics at negative absolute temperature if the conserved quantity has the physical meaning of an energy. The proposed model provides therefore a privileged system for the study of thermalization toward a negative temperature state. First, the genuine equilibrium nature of the stationary state is verified by checking the detailed balance condition. Then, an H-theorem is proven, ensuring that such equilibrium condition is reached by a monotonic increase of the Boltzmann entropy. We also provide analytical and numerical evidence that a large intruder in contact with the system thermalizes, suggesting a practical way to design a thermal bath at negative temperature.

cond-mat.stat-mech

Thermal equilibrium with generalized time-reversal symmetry

In the study of stochastic processes, identifying the parity under time-reversal is essential to verify detailed balance, and to compute the entropy production rate (which is, otherwise, ambiguously defined). While in many cases the correct time-reversal symmetry is suggested by physical arguments, for generic processes the identification is not trivial: as a result, systems at thermal equilibrium may be mistakenly interpreted as non-equilibrium ones. We focus on the reversible deterministic dynamics of a slow variable coupled to many degrees of freedom acting as a thermal bath. We show that the time-reversal symmetry of the slow variable is preserved when passing to an effective stochastic description, independently of the nature of the bath. In turn, for generic 2-dimensional continuous Markov processes, we provide a criterion to identify the time-reversal parity rules under which the dynamics is at equilibrium (if any). The case of the Lotka-Volterra model is discussed as an example.

cond-mat.stat-mech

Optimal Control of an Electromechanical Energy Harvester

Many techniques originally developed in the context of deterministic control theory have been recently applied to the quest for optimal protocols in stochastic processes. Given a system subject to environmental fluctuations, one may ask what is the best way to change in time its controllable parameters in order to maximize, on average, a certain reward function, while steering the system between two pre-assigned states. In this work we study the problem of optimal control for a wide class of stochastic systems, inspired by a model of energy harvester. The stochastic noise in this system is due to the mechanical vibrations, while the reward function is the average power extracted from them. We consider the case in which the electrical resistance of the harvester can be changed in time, and we exploit the tools of control theory to work out optimal solutions in a perturbative regime, close to the stationary state. Our results show that it is possible to design protocols that perform better than any possible solution with constant resistance.

cond-mat.stat-mech

Detecting time-irreversibility in multiscale systems: correlation and response functions in the Lorenz96 model

Due to their relevance to geophysical systems, the investigation of multiscale systems through the lens of statistical mechanics has gained popularity in recent years. The aim of our work is the characterization of the nonequilibrium properties of the well-known two-scales Lorenz96 model, a dynamical system much used for testing ideas in geophysics, by studying either higher-order correlation functions or response to external perturbations of the energy. These tools in both equilibrium (inviscid) or non-equilibrium (viscous) systems provide clear evidence of their suitability for detecting time-reversal symmetry breaking and for characterizing transport properties also in this class of models. In particular, we characterize how localized energy perturbations are transported between the different scales, highlighting that perturbations of synoptic variables greatly impact advective variables but perturbations of the latter have a practically negligible effect on synoptic scales. Finally, we show that responses of global observables to finite size perturbations strongly depend on the perturbation protocol. This prevents the physical understanding of the system from observations of the relaxation process alone, a fact often overlooked.

cond-mat.stat-mech

Conceptual and practical approaches for investigating irreversible processes

Current research in statistical mechanics mostly concerns the investigation of out-of-equilibrium, irreversible processes, which are ubiquitous in nature and still far from being theoretically understood. Even the precise characterization of irreversibility is the object of an open debate: while in the context of Hamiltonian systems the one-century-old proposal by M. Smoluchowski looks still valid (a process appears irreversible when the initial state has a recurrence time that is long compared to the time of observation [1]), in dissipative systems, particularly in the case of stochastic processes, the problem is more involved, and quantifying the "degree of irreversibility" is a pragmatic need. The most employed strategies rely on the estimation of entropy production: this quantity, although mathematically well-defined, is often difficult to compute, especially when analyzing experimental data. Moreover, being a global observable, entropy production fails to capture specific aspects of irreversibility in extended systems, such as the role of different currents and their spatial development. This review aims to address various conceptual and technical challenges encountered in the analysis of irreversibility, including the role of the coarse-graining procedure and the treatment of data in the absence of complete information. The discussion will be mostly based on simple models, analytically treatable, and supplemented by examples of complex, more realistic non-equilibrium systems.

cond-mat.stat-mech

Response of Worm-like Chains to Traveling-Wave Active Forces

We present a simplified theory for semiflexible flagella under the action of a traveling-wave perturbation that emulates the organized active forces generated by molecular motors, capable of inducing beating patterns to the filament. By modeling the flagellum as a worm-like chain (WLC), we explore the interplay (competition) between the externally applied perturbation and the intrinsic bending rigidity of the filament. Our analysis aims to understand how this interplay can lead to a selection of conformations with the spatiotemporal behavior resembling the beating dynamics of axonemes such as those in sperm tails, in Chlamydomonas cilia, or eukaryotic flagella in general. Through a systematic analysis of the WLC's response to traveling-wave perturbations, we try to identify the key parameters that mostly influence the flagellar motion and shape its beating-like profiles.

cond-mat.soft

Extreme heatwave sampling and prediction with analog Markov chain and comparisons with deep learning

We present a data-driven emulator, stochastic weather generator (SWG), suitable for estimating probabilities of prolonged heatwaves in France and Scandinavia. This emulator is based on the method of analogs of circulation to which we add temperature and soil moisture as predictor fields. We train the emulator on an intermediate complexity climate model run and show that it is capable of predicting conditional probabilities (forecasting) of heatwaves out of sample. Special attention is payed that this prediction is evaluated using proper score appropriate for rare events. To accelerate the computation of analogs dimensionality reduction techniques are applied and the performance is evaluated. The probabilistic prediction achieved with SWG is compared with the one achieved with Convolutional Neural Network (CNN). With the availability of hundreds of years of training data CNNs perform better at the task of probabilistic prediction. In addition, we show that the SWG emulator trained on 80 years of data is capable of estimating extreme return times of order of thousands of years for heatwaves longer than several days more precisely than the fit based on generalised extreme value distribution. Finally, the quality of its synthetic extreme teleconnection patterns obtained with stochastic weather generator is studied. We showcase two examples of such synthetic teleconnection patterns for heatwaves in France and Scandinavia that compare favorably to the very long climate model control run.

physics.ao-ph

Statistical features of systems driven by non-Gaussian processes: theory & practice

Nowadays many tools, e.g. fluctuation relations, are available to characterize the statistical properties of non-equilibrium systems. However, most of these tools rely on the assumption that the driving noise is normally distributed. Here we consider a class of Markov processes described by Langevin equations driven by a mixture of Gaussian and Poissonian noises, focusing on their non-equilibrium properties. In particular, we prove that detailed balance does not hold even when correlation functions are symmetric under time reversal. In such cases, a breakdown of the time reversal symmetry can be highlighted by considering higher order correlation functions. Furthermore, the entropy production may be different from zero even for vanishing currents. We provide analytical expressions for the average entropy production rate in several cases. We also introduce a scale dependent estimate for entropy production, suitable for inference from experimental signals. The empirical entropy production allows us to discuss the role of spatial and temporal resolutions in characterizing non-equilibrium features. Finally, we revisit the Brownian gyrator introducing an additional Poissonian noise showing that it behaves as a two dimensional linear ratchet. It has also the property that when Onsager relations are satisfied its entropy production is positive although it is minimal. We conclude discussing estimates of entropy production for partially accessible systems, comparing our results with the lower bound provided by the thermodynamic uncertainty relations.

cond-mat.stat-mech

A Markovian approach to the Prandtl-Tomlinson frictional model

We consider the Prandtl-Tomlinson model in the case of a constant driving force and in the presence of thermal fluctuations. We show that the system dynamics is well reproduced by a simplified description obtained through a Markov process, even in the case of potentials with several minima. After estimating the chain parameters by numerical simulation, we compute the average velocity and friction at varying driving force and temperature. Then we take advantage of this approach for calculating the entropy produced by the system and, in the case of a single minimum potential, to derive its explicit relation with the external force and the mobility at low temperatures. We observe that the coefficient relating the entropy production to the force is not a monotonic function of the temperature.

cond-mat.stat-mech

Revealing the Nonequilibrium Nature of a Granular Intruder: The Crucial Role of Non-Gaussian Behavior

The characterization of the distance from equilibrium is a debated problem in particular in the treatment of experimental signals. If the signal is a 1-dimensional time-series, such a goal becomes challenging. A paradigmatic example is the angular diffusion of a rotator immersed in a vibro-fluidized granular gas. Here, we experimentally observe that the rotator's angular velocity exhibits significative differences with respect to an equilibrium process. Exploiting the presence of two relevant time-scales and non-Gaussian velocity increments, we quantify the breakdown of time-reversal asymmetry, which would vanish in the case of a 1D Gaussian process. We deduce a new model for the massive probe, with two linearly coupled variables, incorporating both Gaussian and Poissonian noise, the latter motivated by the rarefied collisions with the granular bath particles. Our model reproduces the experiment in a range of densities, from dilute to moderately dense, with a meaningful dependence of the parameters on the density. We believe the framework proposed here opens the way to a more consistent and meaningful treatment of out-of-equilibrium and dissipative systems.

cond-mat.stat-mech

Coupling rare event algorithms with data-based learned committor functions using the analogue Markov chain

Rare events play a crucial role in many physics, chemistry, and biology phenomena, when they change the structure of the system, for instance in the case of multistability, or when they have a huge impact. Rare event algorithms have been devised to simulate them efficiently, avoiding the computation of long periods of typical fluctuations. We consider here the family of splitting or cloning algorithms, which are versatile and specifically suited for far-from-equilibrium dynamics. To be efficient, these algorithms need to use a smart score function during the selection stage. Committor functions are the optimal score functions. In this work we propose a new approach, based on the analogue Markov chain, for a data-based learning of approximate committor functions. We demonstrate that such learned committor functions are extremely efficient score functions when used with the Adaptive Multilevel Splitting algorithm. We illustrate our approach for a gradient dynamics in a three-well potential, and for the Charney-DeVore model, which is a paradigmatic toy model of multistability for atmospheric dynamics. For these two dynamics, we show that having observed a few transitions is enough to have a very efficient data-based score function for the rare event algorithm. This new approach is promising for use for complex dynamics: the rare events can be simulated with a minimal prior knowledge and the results are much more precise than those obtained with a user-designed score function.

math.DS

Inference in non-equilibrium systems from incomplete information: the case of linear systems and its pitfalls

Data from experiments and theoretical arguments are the two pillars sustaining the job of modelling physical systems through inference. In order to solve the inference problem, the data should satisfy certain conditions that depend also upon the particular questions addressed in a research. Here we focus on the characterization of systems in terms of a distance from equilibrium, typically the entropy production (time-reversal asymmetry) or the violation of the Kubo fluctuation-dissipation relation. We show how general, counter-intuitive and negative for inference, is the problem of the impossibility to estimate the distance from equilibrium using a series of scalar data which have a Gaussian statistics. This impossibility occurs also when the data are correlated in time, and that is the most interesting case because it usually stems from a multi-dimensional linear Markovian system where there are many time-scales associated to different variables and, possibly, thermal baths. Observing a single variable (or a linear combination of variables) results in a one-dimensional process which is always indistinguishable from an equilibrium one (unless a perturbation-response experiment is available). In a setting where only data analysis (and not new experiments) is allowed, we propose - as a way out - the combined use of different series of data acquired with different parameters. This strategy works when there is a sufficient knowledge of the connection between experimental parameters and model parameters. We also briefly discuss how such results emerge, similarly, in the context of Markov chains within certain coarse-graining schemes. Our conclusion is that the distance from equilibrium is related to quite a fine knowledge of the full phase space, and therefore typically hard to approximate in real experiments.

cond-mat.stat-mech

Committor Functions for Climate Phenomena at the Predictability Margin: The example of El Niño Southern Oscillation in the Jin and Timmerman model

Many phenomena in the climate system lie in the gray zone between weather and climate: they are not amenable to deterministic forecast, but they still depend on the initial condition. A natural example is medium-range forecasting, which is inherently probabilistic because it lies beyond the deterministic predictability time of the atmosphere, but for which statistically significant prediction can be made which depend on the current state of the system. Similarly, one may ask the probability of occurrence of an El Niño event several months ahead of time. In this paper, we introduce a quantity which corresponds precisely to this type of prediction problem: the committor function is the probability that an event takes place within a given time window, as a function of the initial condition. We explain the main mathematical properties of this probabilistic concept, and compute it in the case of a low-dimensional stochastic model for El-Niño, the Jin and Timmerman model. In this context, we show that the ability to predict the probability of occurrence of the event of interest may differ strongly depending on the initial state. The main result is the new distinction between intrinsic probabilistic predictability (when the committor function is smooth and probability can be computed which does not depend sensitively on the initial condition) and intrinsic probabilistic unpredictability (when the committor function depends sensitively on the initial condition). We also demonstrate that the Jin and Timmerman model might be the first example of a stochastic differential equation with weak noise for which transition between attractors do not follow the Arrhenius law, which is expected based on large deviation theory and generic hypothesis.

physics.ao-ph