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Izaak Neri

Publications and source records attributed to Izaak Neri.

At least 19 recordsLinked to original sources

Metastable phase separation and information retrieval in multicomponent mixtures

Liquid mixtures can separate into phases with distinct composition. This phenomenon has recently come back to prominence due to its role in complex biological liquids, such as the cytoplasm, which contain thousands of components. For simple two-component mixtures phase-separated states are global free energy minima. However, local free energy minima, i.e. metastable states, are known to play a dominant role in complex systems with many components. For example, Hopfield neural networks can retrieve information from partial cues via relaxation to metastable states. Under what conditions can phase separated states be metastable, and what are the implications for information processing in multicomponent liquids? In this work we develop the general thermodynamic formalism of metastable phase separation. We then apply this formalism to an illustrative toy example inspired by recent experiments, binary mixtures with high-order interactions. Finally, as core application of the formalism, we study metastability in Hopfield liquids, a class of multicomponent mixtures capable of storing information on the composition of phases. We show that these phases can be retrieved from partial cues via metastable phase separation. Spatial simulations of liquids with a large number of components match our analytical solution. Our work suggests that complex biological mixtures can perform information retrieval through metastable phase separation.

cond-mat.stat-mech

Eigenvalue spectral tails and localization properties of asymmetric networks

In contrast to the neatly bounded spectra of densely populated large random matrices, sparse random matrices often exhibit unbounded eigenvalue tails on the real and imaginary axis, called Lifshitz tails. In the case of asymmetric matrices, concise mathematical results have proved elusive. In this work, we present an analytical approach to characterising these tails. We exploit the fact that eigenvalues in the tail region have corresponding eigenvectors that are exponentially localised on highly-connected hubs of the network associated to the random matrix. We approximate these eigenvectors using a series expansion in the inverse connectivity of the hub, where successive terms in the series take into account further sets of next-nearest neighbours. By considering the ensemble of such hubs, we are able to characterise the eigenvalue density and the extent of localisation in the tails of the spectrum in a general fashion. As such, we classify a number of different asymptotic behaviours in the Lifshitz tails, as well as the leading eigenvalue and the inverse participation ratio. We demonstrate how an interplay between matrix asymmetry, network structure, and the edge-weight distribution leads to the variety of observed behaviours.

cond-mat.dis-nn

Thermodynamic bounds and symmetries in first-passage problems of fluctuating currents

We develop a method for deriving thermodynamic bounds for first-passage problems of currents with two boundaries in Markov chains. Using this method, we derive a thermodynamic bound on the rate of dissipation in terms of the splitting probability and the first-passage time statistics of a fluctuating current, which is a refinement of a previously derived inequality. We also show that the concept of effective affinity, originally developed for continuous-time Markov chains, naturally extends to discrete-time Markov chains. Furthermore, we analyse symmetries in first-passage problems of fluctuating currents with two boundaries. We show that optimal currents -- those for which the effective affinity fully accounts for the dissipation -- satisfy a symmetry property: the current's average speed to reach the positive threshold equals the current's speed to reach the negative threshold. The developed approach uses a coarse-graining procedure for the average entropy production at random times and uses martingale methods to perform time-reversal of first-passage quantities.

cond-mat.stat-mech

Thermodynamic Cost of Random-Time Protocols

Systems that are driven by a randomly timed, external protocol can seemingly violate the second law of thermodynamics. We show that this thermodynamic paradox is resolved if the outcome of the random time is stored in a memory device. Specifically, we show that the average work required to erase the memory is at least as large as the average work gained from the protocol. We also discuss concrete setups that measure random times directly without continuous monitoring. Taken together, this paper discusses the relationship between temporal information and thermodynamics. This framework is relevant for external protocols employing random times, such as stochastic resetting protocols and cyclically driven heat engines that use randomly timed protocols.

cond-mat.stat-mech

Effective Affinity for Generic Currents in Markov Processes

In nonequilibrium systems with uncoupled currents, the thermodynamic affinity determines the direction of currents, quantifies dissipation, and constrains current fluctuations. However, these properties of the thermodynamic affinity do not hold in complex systems with multiple coupled currents. For this reason, there has been an ongoing search in nonequilibrium thermodynamics for an affinity-like quantity, known as the effective affinity, which applies to a single current in a system with multiple coupled currents. Here, we introduce an effective affinity that applies to generic currents in time-homogeneous Markov processes. We show that the effective affinity is a single number encapsulating several dissipative and fluctuation properties of fluctuating currents: the effective affinity determines the direction of flow of the current; the effective affinity multiplied by the current is a lower bound for the rate of dissipation; for systems with uncoupled currents the effective affinity equals the standard thermodynamic affinity; and the effective affinity constrains negative fluctuations of currents, namely, it is the exponential decay constant of the distribution of current infima. We derive the above properties with large deviation theory and martingale theory, and one particular interesting finding is a class of martingales associated with generic currents. Furthermore, we make a study of the relation between effective affinities and stalling forces in a biomechanical model of motor proteins, and we find that both quantities are approximately equal when this particular model is thermodynamically consistent. This brings interesting perspectives on the use of stalling forces for the estimation of dissipation.

cond-mat.stat-mech

Martingale approach for first-passage problems of time-additive observables in Markov processes

We develop a method based on martingales to study first-passage problems of time-additive observables exiting an interval of finite width in a Markov process. In the limit that the interval width is large, we derive generic expressions for the splitting probability and the cumulants of the first-passage time. These expressions relate first-passage quantities to the large deviation properties of the time-additive observable. We find that there are three qualitatively different regimes depending on the properties of the large deviation rate function of the time-additive observable. These regimes correspond to exponential, super-exponential, or sub-exponential suppression of events at the unlikely boundary of the interval. Furthermore, we show that the statistics of first-passage times at both interval boundaries are in general different, even for symmetric thresholds and in the limit of large interval widths. While the statistics of the times to reach the likely boundary are determined by the cumulants of the time-additive observables in the original process, those at the unlikely boundary are determined by a dual process. We obtain these results from a one-parameter family of positive martingales that we call Perron martingales, as these are related to the Perron root of a tilted version of the transition rate matrix defining the Markov process. Furthermore, we show that each eigenpair of the tilted matrix has a one-parameter family of martingales. To solve first-passage problems at finite thresholds, we generally require all one-parameter families of martingales, including the non-positive ones. We illustrate this by solving the first-passage problem for run-and-tumble particles exiting an interval of finite width.

cond-mat.stat-mech

Connected components in networks with higher-order interactions

We address the problem of defining connected components in hypergraphs, which are models for systems with higher-order interactions. For graphs with dyadic interactions, connected components are defined in terms of paths connecting nodes along the graph. However, defining connected components in hypergraphs is a more involved problem, as one needs to consider the higher-order nature of the interactions associated with the hyperedge. Higher-order interactions can be taken into consideration through a logic associated with the hyperedges, two examples being OR-logic and AND-logic; these logical operations can be considered two limiting cases corresponding to non-cooperative and fully cooperative interactions, respectively. In this paper we show how connected components can be defined in hypergraphs with OR or AND logic. While OR-logic and AND-logic provide the same connected components for nondirected hypergraphs, for directed hypergraphs the strongly connected component of AND-logic is a subset of the OR-logic strongly connected component. Interestingly, higher-order interactions change the general topological properties of connected components in directed hypergraphs. Notably, while for directed graphs the strongly connected component is the intersection of its in- and out-component, in hypergraphs with AND-logic the intersection of in- and out-component does not equal the strongly connected component. We develop a theory for the fraction of nodes that are part of the largest connected component and through comparison with real-world data we show that degree-cardinality correlations play a significant role.

physics.soc-ph

Dynamical systems on large networks with predator-prey interactions are stable and exhibit oscillations

We analyse the stability of linear dynamical systems defined on sparse, random graphs with predator-prey, competitive, and mutualistic interactions. These systems are aimed at modelling the stability of fixed points in large systems defined on complex networks, such as, ecosystems consisting of a large number of species that interact through a food-web. We develop an exact theory for the spectral distribution and the leading eigenvalue of the corresponding sparse Jacobian matrices. This theory reveals that the nature of local interactions have a strong influence on system's stability. We show that, in general, linear dynamical systems defined on random graphs with a prescribed degree distribution of unbounded support are unstable if they are large enough, implying a tradeoff between stability and diversity. Remarkably, in contrast to the generic case, antagonistic systems that only contain interactions of the predator-prey type can be stable in the infinite size limit. This qualitatively feature for antagonistic systems is accompanied by a peculiar oscillatory behaviour of the dynamical response of the system after a perturbation, when the mean degree of the graph is small enough. Moreover, for antagonistic systems we also find that there exist a dynamical phase transition and critical mean degree above which the response becomes non-oscillatory.

cond-mat.stat-mech

Liquid Hopfield model: retrieval and localization in multicomponent liquid mixtures

Biological mixtures, such as the cellular cytoplasm, are composed of a large number of different components. From this heterogeneity, ordered mesoscopic structures emerge, such as liquid phases with controlled composition. These structures compete with each other for the same components. This raises several questions, such as what types of interactions allow the retrieval of multiple ordered mesoscopic structures, and what are the physical limitations for the retrieval of said structures. In this work, we develop an analytically tractable model for liquids capable of retrieving states with target compositions. We name this model the liquid Hopfield model in reference to corresponding work in the theory of associative neural networks. By solving this model, we show that non-linear repulsive interactions are necessary for retrieval of target structures. We demonstrate that this is because liquid mixtures at low temperatures tend to transition to phases with few components, a phenomenon that we term localization. Taken together, our results demonstrate a trade-off between retrieval and localization phenomena in liquid mixtures.

physics.bio-ph

Spectral Theory of Sparse Non-Hermitian Random Matrices

Sparse non-Hermitian random matrices arise in the study of disordered physical systems with asymmetric local interactions, and have applications ranging from neural networks to ecosystem dynamics. The spectral characteristics of these matrices provide crucial information on system stability and susceptibility, however, their study is greatly complicated by the twin challenges of a lack of symmetry and a sparse interaction structure. In this review we provide a concise and systematic introduction to the main tools and results in this field. We show how the spectra of sparse non-Hermitian matrices can be computed via an analogy with infinite dimensional operators obeying certain recursion relations. With reference to three illustrative examples -- adjacency matrices of regular oriented graphs, adjacency matrices of oriented Erdős-Rényi graphs, and adjacency matrices of weighted oriented Erdős-Rényi graphs -- we demonstrate the use of these methods to obtain both analytic and numerical results for the spectrum, the spectral distribution, the location of outlier eigenvalues, and the statistical properties of eigenvectors.

cond-mat.stat-mech

Clustering coefficients for networks with higher order interactions

We introduce a clustering coefficient for nondirected and directed hypergraphs, which we call the quad clustering coefficient. We determine the average quad clustering coefficient and its distribution in real-world hypergraphs and compare its value with those of random hypergraphs drawn from the configuration model. We find that real-world hypergraphs exhibit a nonnegligible fraction of nodes with a maximal value of the quad clustering coefficient, while we do not find such nodes in random hypergraphs. Interestingly, these highly clustered nodes can have large degrees and can be incident to hyperedges of large cardinality. Moreover, highly clustered nodes are not observed in an analysis based on the pairwise clustering coefficient of the associated projected graph that has binary interactions, and hence higher order interactions are required to identify nodes with a large quad clustering coefficient.

physics.soc-ph

Methods and Conversations in (Post)Modern Thermodynamics

Lecture notes after the doctoral school (Post)Modern Thermodynamics held at the University of Luxembourg, December 2022, 5-7, covering and advancing continuous-time Markov chains, network theory, stochastic thermodynamics, large deviations, deterministic and stochastic chemical reaction networks, metastability, martingales, quantum thermodynamics, and foundational issues.

cond-mat.stat-mech

Universal transient behavior in large dynamical systems on networks

We analyze how the transient dynamics of large dynamical systems in the vicinity of a stationary point, modeled by a set of randomly coupled linear differential equations, depends on the network topology. We characterize the transient response of a system through the evolution in time of the squared norm of the state vector, which is averaged over different realizations of the initial perturbation. We develop a mathematical formalism that computes this quantity for graphs that are locally tree-like. We show that for unidirectional networks the theory simplifies and general analytical results can be derived. For example, we derive analytical expressions for the average squared norm for random directed graphs with a prescribed degree distribution. These analytical results reveal that unidirectional systems exhibit a high degree of universality in the sense that the average squared norm only depends on a single parameter encoding the average interaction strength between the individual constituents. In addition, we derive analytical expressions for the average squared norm for unidirectional systems with fixed diagonal disorder and with bimodal diagonal disorder. We illustrate these results with numerical experiments on large random graphs and on real-world networks.

nlin.AO

Multicyclic norias: a first-transition approach to extreme values of the currents

For continuous-time Markov chains we prove that, depending on the notion of effective affinity $F$, the probability of an edge current to ever become negative is either $1$ if $F< 0$ else $\sim \exp - F$. The result generalizes a ``noria'' formula to multicyclic networks. We give operational insights on the effective affinity and compare several estimators, arguing that stopping problems may be more accurate in assessing the nonequilibrium nature of a system according to a local observer. Finally we elaborate on the similarity with the Boltzmann formula. The results are based on a constructive first-transition approach.

cond-mat.stat-mech

Local sign stability and its implications for spectra of sparse random graphs and stability of ecosystems

We study the spectral properties of sparse random graphs with different topologies and type of interactions, and their implications on the stability of complex systems, with particular attention to ecosystems. Specifically, we focus on the behaviour of the leading eigenvalue in different type of random matrices (including interaction matrices and Jacobian-like matrices), relevant for the assessment of different types of dynamical stability. By comparing the results on Erdos-Renyi and Husimi graphs with sign-antisymmetric interactions or mixed sign patterns, we introduce a sufficient criterion, called strong local sign stability, for stability not to be affected by system size, as traditionally implied by the complexity-stability trade-off in conventional models of random matrices. The criterion requires sign-antisymmetric or unidirectional interactions and a local structure of the graph such that the number of cycles of finite length do not increase with the system size. Note that the last requirement is stronger than the classical local tree-like condition, which we associate to the less stringent definition of local sign stability, also defined in the paper. In addition, for strong local sign stable graphs which show stability to linear perturbations irrespectively of system size, we observe that the leading eigenvalue can undergo a transition from being real to acquiring a nonnull imaginary part, which implies a dynamical transition from nonoscillatory to oscillatory linear response to perturbations. Lastly, we ascertain the discontinuous nature of this transition.

cond-mat.dis-nn

Extreme value statistics of edge currents in Markov jump processes and their use for entropy production estimation

The infimum of an integrated current is its extreme value against the direction of its average flow. Using martingale theory, we show that the infima of integrated edge currents in time-homogeneous Markov jump processes are geometrically distributed, with a mean value determined by the effective affinity measured by a marginal observer that only sees the integrated edge current. In addition, we show that a marginal observer can estimate a finite fraction of the average entropy production rate in the underlying nonequilibrium process from the extreme value statistics in the integrated edge current. The estimated average rate of dissipation obtained in this way equals the above mentioned effective affinity times the average edge current. Moreover, we show that estimates of dissipation based on extreme value statistics can be significantly more accurate than those based on thermodynamic uncertainty ratios, as well as those based on a naive estimator obtained by neglecting nonMarkovian correlations in the Kullback-Leibler divergence of the trajectories of the integrated edge current.

cond-mat.stat-mech

Estimating Entropy Production Rates with First-Passage Processes

We consider the problem of estimating the mean entropy production rate in a nonequilibrium process from the measurements of first-passage quantities associated with a single current. For first-passage processes with large thresholds, Refs. [1, 2] identified a ratio of first-passage observables - involving the mean first-passage time, the splitting probability, and the first-passage thresholds - that lower bounds the entropy production rate and is an unbiased estimator of the entropy production rate when applied to a current that is proportional to the stochastic entropy production. Here, we show that also at finite thresholds, a finite number of realisations of the nonequilibrium process, and for currents that are not proportional to the stochastic entropy production, first-passage ratios can accurately estimate the rate of dissipation. In particular, first-passage ratios capture a finite fraction of the total entropy production rate in regimes far from thermal equilibrium where thermodynamic uncertainty ratios capture a negligible fraction of the total entropy production rate. Moreover, we show that first-passage ratios incorporate nonMarkovian statistics in the estimated value of the dissipation rate, which are difficult to include in estimates based on Kullback-Leibler divergences. Taken together, we show that entropy production estimation with first-passage ratios is complementary to estimation methods based on thermodynamic uncertainty ratios and Kullback-Leibler divergences.

cond-mat.stat-mech