Searcharxiv⌕ Search

arXiv subjects

G. Tarjus

Publications and source records attributed to G. Tarjus.

At least 19 recordsLinked to original sources
arXiv2024

Fluctuations of dynamical observables in linear diffusions with time delay: a Riccati-based approach

Our current understanding of fluctuations of dynamical (time-integrated) observables in non- Markovian processes is still very limited. A major obstacle is the lack of an appropriate theoretical framework to evaluate the associated large deviation functions. In this paper we bypass this difficulty in the case of linear diffusions with time delay by using a Markovian embedding procedure that introduces an infinite set of coupled differential equations. We then show that the generating functions of current-type observables can be computed at arbitrary finite time by solving matrix Riccati differential equations (RDEs) somewhat similar to those encountered in optimal control and filtering problems. By exploring in detail the properties of these RDEs and of the corresponding continuous-time algebraic Riccati equations (CAREs), we identify the generic fixed point towards which the solutions converge in the long-time limit. This allows us to derive the explicit expressions of the scaled cumulant generating function (SCGF), of the pre-exponential factors, and of the effective (or driven) process that describes how fluctuations are created dynamically. Finally, we describe the special behavior occurring at the limits of the domain of existence of the SCGF, in connection with fluctuation relations for the heat and the entropy production.

cond-mat.stat-mech↗
arXiv2019

Information thermodynamics for interacting stochastic systems without bipartite structure

Fluctuations in biochemical networks, e.g., in a living cell, have a complex origin that precludes a description of such systems in terms of bipartite or multipartite processes, as is usually done in the framework of stochastic and/or information thermodynamics. This means that fluctuations in each subsystem are not independent: subsystems jump simultaneously if the dynamics is modeled as a Markov jump process, or noises are correlated for diffusion processes. In this paper, we consider information and thermodynamic exchanges between a pair of coupled systems that do not satisfy the bipartite property. The generalization of information-theoretic measures, such as learning rates and transfer entropy rates, to this situation is non-trivial and also involves introducing several additional rates. We describe how this can be achieved in the framework of general continuous-time Markov processes, without restricting the study to the steady-state regime. We illustrate our general formalism on the case of diffusion processes and derive an extension of the second law of information thermodynamics in which the difference of transfer entropy rates in the forward and backward time directions replaces the learning rate. As a side result, we also generalize an important relation linking information theory and estimation theory. To further obtain analytical expressions we treat in detail the case of Ornstein-Uhlenbeck processes, and discuss the ability of the various information measures to detect a directional coupling in the presence of correlated noises. Finally, we apply our formalism to the analysis of the directional influence between cellular processes in a concrete example, which also requires considering the case of a non-bipartite and non-Markovian process.

cond-mat.stat-mech↗
arXiv2018

Random-Field Ising like effective theory of the glass transition: I Mean-Field Models

In this paper and in the companion one we address the problem of identifying the effective theory that describes the statistics of the fluctuations of what is thought to be the relevant order parameter for glassy systems---the overlap field with an equilibrium reference configuration---close to the putative thermodynamic glass transition. Our starting point is the mean-field theory of glass formation which relies on the existence of a complex free-energy landscape with a multitude of metastable states. In this paper, we focus on archetypal mean-field models possessing this type of free-energy landscape and set up the framework to determine the exact effective theory. We show that the effective theory at the mean-field level is generically of the random-field + random-bond Ising type. We also discuss what are the main issues concerning the extension of our result to finite-dimensional systems. This extension is addressed in detail in the companion paper.

cond-mat.stat-mech↗
arXiv2018

Random Field Ising-like effective theory of the glass transition II: Finite Dimensional Models

As in the preceding paper we aim at identifying the effective theory that describes the fluctuations of the local overlap with an equilibrium reference configuration close to a putative thermodynamic glass transition. We focus here on the case of finite-dimensional glass-forming systems, in particular supercooled liquids. The main difficulty for going beyond the mean-field treatment comes from the presence of diverging point-to-set spatial correlations. We introduce a variational low-temperature approximation scheme that allows us to account, at least in part, for the effect of these correlations. The outcome is an effective theory for the overlap fluctuations in terms of a random-field + random-bond Ising model with additional, power-law decaying, pair and multi-body interactions generated by the point-to-set correlations. This theory is much more tractable than the original problem. We check the robustness of the approximation scheme by applying it to a fully connected model already studied in the companion paper. We discuss the physical implications of this mapping for glass-forming liquids and the possibility it offers to determine the presence or not of a finite-temperature thermodynamic glass transition.

cond-mat.stat-mech↗
arXiv2018

Influence of time delay on information exchanges between coupled linear stochastic systems

Time lags are ubiquitous in biophysiological processes and more generally in real-world complex networks. It has been recently proposed to use information-theoretic tools such as transfer entropy to detect and estimate a possible delay in the couplings. In this work, we focus on stationary linear stochastic processes in continuous time and compute the transfer entropy in the presence of delay and correlated noises, using an approximate but numerically effective solution to the relevant Wiener-Hopf factorization problem. Our results rectify and complete the recent study of [1].

cond-mat.stat-mech↗
arXiv2016

Stochastic thermodynamics of Langevin systems under time-delayed feedback control: II. Nonequilibrium steady-state fluctuations

This paper is the second in a series devoted to the study of Langevin systems subjected to a continuous time-delayed feedback control. The goal of our previous paper [Phys. Rev. E 91, 042114 (2015)] was to derive second-law-like inequalities that provide bounds to the average extracted work. Here we study stochastic fluctuations of time-integrated observables such as the heat exchanged with the environment, the extracted work, or the (apparent) entropy production. We use a path-integral formalism and focus on the long-time behavior in the stationary cooling regime, stressing the role of rare events. This is illustrated by a detailed analytical and numerical study of a Langevin harmonic oscillator driven by a linear feedback.

cond-mat.stat-mech↗
arXiv2016

The random anisotropy model revisited

We revisit the thermodynamic behavior of the random-anisotropy O($N$) model by investigating its large-$N$ limit. We focus on the system at zero temperature where the mean-field-like artifacts of the large-$N$ limit are less severe. We analyze the connection between the description in terms of self-consistent Schwinger-Dyson equations and the functional renormalization group. We provide a unified description of the phase diagram and critical behavior of the model and clarify the nature of the possible "glassy" phases. Finally we discuss the implications of our findings for the finite-$N$ and finite-temperature systems.

cond-mat.dis-nn↗
arXiv2016

Heat fluctuations for underdamped Langevin dynamics

Fluctuation theorems play a central role in nonequilibrium physics and stochastic thermodynamics. Here we derive an integral fluctuation theorem for the dissipated heat in systems governed by an underdamped Langevin dynamics. We show that this identity may be used to predict the occurrence of extreme events leading to exponential tails in the probability distribution functions of the heat and related quantities.

cond-mat.stat-mech↗
arXiv2015

Stochastic thermodynamics of Langevin systems under time-delayed feedback control: I. Second-law-like inequalities

Response lags are generic to almost any physical system and often play a crucial role in the feedback loops present in artificial nanodevices and biological molecular machines. In this paper, we perform a comprehensive study of small stochastic systems governed by an underdamped Langevin equation and driven out of equilibrium by a time-delayed continuous feedback control. In their normal operating regime, these systems settle in a nonequilibrium steady state in which work is permanently extracted from the surrounding heat bath. By using the Fokker-Planck representation of the dynamics, we derive a set of second-law-like inequalities that provide bounds to the rate of extracted work. These inequalities involve additional contributions characterizing the reduction of entropy production due to the continuous measurement process. We also show that the non- Markovian nature of the dynamics requires a modification of the basic relation between dissipation and time-reversal symmetry breaking. The new relation includes a contribution arising from the acausal character of the reverse process. This in turn leads to another second-law-like inequality. We illustrate the general formalism by a detailed analytical and numerical study of a harmonic oscillator driven by a linear feedback, which describes actual experimental setups.

cond-mat.stat-mech↗
arXiv2012

On the fragility of the mean-field scenario of structural glasses for finite-dimensional disordered spin models

At the mean-field level, on fully connected lattices, several disordered spin models have been shown to belong to the universality class of "structural glasses", with a "random first-order transition" (RFOT) characterized by a discontinuous jump of the order parameter and no latent heat. However, their behavior in finite dimensions is often drastically different, displaying either no glassiness at all or a conventional spin-glass transition. We clarify the physical reasons for this phenomenon and stress the unusual fragility of the RFOT to short-range fluctuations, associated e.g. with the mere existence of a finite number of neighbors. Accordingly, the solution of fully connected models is only predictive in very high dimension whereas, despite being also mean-field in character, the Bethe approximation provides valuable information on the behavior of finite-dimensional systems. We suggest that before embarking on a full-blown account of fluctuations on all scales through computer simulation or renormalization-group approach, models for structural glasses should first be tested for the effect of short-range fluctuations and we discuss ways to do it. Our results indicate that disordered spin models do not appear to pass the test and are therefore questionable models for investigating the glass transition in three dimensions. This also highlights how nontrivial is the first step of deriving an effective theory for the RFOT phenomenology from a rigorous integration over the short-range fluctuations.

cond-mat.dis-nn↗
arXiv2011

Spontaneous imbibition in disordered porous solids: a theoretical study of helium in silica aerogels

We present a theoretical study of spontaneous imbibition of liquid 4He in silica aerogels focusing on the effect of porosity on the fluid dynamical behavior. We adopt a coarse-grained three-dimensional lattice-gas description like in previous studies of gas adsorption and capillary condensation, and use a dynamical mean-field theory, assuming that capillary disorder predominates over permeability disorder as in recent phase-field models of spontaneous imbibition. Our results reveal a remarkable connection between imbibition and adsorption as also suggested by recent experiments. The imbibition front is always preceded by a precursor film and the classical Lucas-Washburn scaling law is generally recovered, although some deviations may exist at large porosity. Moreover, the interface roughening is modified by wetting and confinement effects. Our results suggest that the interpretation of the recent experiments should be revised.

cond-mat.dis-nn↗
arXiv2010

Spontaneous imbibition in a slit pore: a lattice-gas dynamic mean field study

We present a theoretical study of spontaneous imbibition in a slit pore using a lattice-gas model and a dynamic mean-field theory. Emphasis is put on the influence of the precursor films on the speed of the imbibition front due to liquid mass conservation. This work is dedicated to Bob Evans for his 65th birthday in recognition of his seminal contributions to the theory of fluids in confining geometries.

cond-mat.mes-hall↗
arXiv2010

A statistical mechanical description of metastable states and hysteresis in the 3D soft-spin random-field model at T=0

We present a formalism for computing the complexity of metastable states and the zero-temperature magnetic hysteresis loop in the soft-spin random-field model in finite dimensions. The complexity is obtained as the Legendre transform of the free-energy associated to a certain action in replica space and the hysteresis loop above the critical disorder is defined as the curve in the field-magnetization plane where the complexity vanishes; the nonequilibrium magnetization is therefore obtained without having to follow the dynamical evolution. We use approximations borrowed from condensed-matter theory and based on assumptions on the structure of the direct correlation functions (or proper vertices), such as a local approximation for the self-energies, to calculate the hysteresis loop in three dimensions, the correlation functions along the loop, and the second moment of the avalanche-size distribution.

cond-mat.dis-nn↗
arXiv2009

Spontaneous versus explicit replica symmetry breaking in the theory of disordered systems

We investigate the relation between spontaneous and explicit replica symmetry breaking in the theory of disordered systems. On general ground, we prove the equivalence between the replicon operator associated with the stability of the replica symmetric solution in the standard replica scheme and the operator signaling a breakdown of the solution with analytic field dependence in a scheme in which replica symmetry is explicitly broken by applied sources. This opens the possibility to study, via the recently developed functional renormalization group, unresolved questions related to spontaneous replica symmetry breaking and spin-glass behavior in finite-dimensional disordered systems.

cond-mat.dis-nn↗
arXiv2008

The T=0 random-field Ising model on a Bethe lattice with large coordination number: hysteresis and metastable states

In order to elucidate the relationship between rate-independent hysteresis and metastability in disordered systems driven by an external field, we study the Gaussian RFIM at T=0 on regular random graphs (Bethe lattice) of finite connectivity z and compute to O(1/z) (i.e. beyond mean-field) the quenched complexity associated with the one-spin-flip stable states with magnetization m as a function of the magnetic field H. When the saturation hysteresis loop is smooth in the thermodynamic limit, we find that it coincides with the envelope of the typical metastable states (the quenched complexity vanishes exactly along the loop and is positive everywhere inside). On the other hand, the occurence of a jump discontinuity in the loop (associated with an infinite avalanche) can be traced back to the existence of a gap in the magnetization of the metastable states for a range of applied field, and the envelope of the typical metastable states is then reentrant. These findings confirm and complete earlier analytical and numerical studies.

cond-mat.dis-nn↗
arXiv2008

Stable, metastable and unstable states in the mean-field RFIM at T=0

We compute the probability of finding metastable states at a given field in the mean-field random field Ising model at T=0. Remarkably, this probability is finite in the thermodynamic limit, even on the so-called ``unstable'' branch of the magnetization curve. This implies that the branch is reachable when the magnetization is controlled instead of the magnetic field, in contrast with the situation in the pure system.

cond-mat.dis-nn↗