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Johannes Zimmer

Publications and source records attributed to Johannes Zimmer.

At least 37 records · Page 2Linked to original sources

A Variational Structure for Interacting Particle Systems and their Hydrodynamic Scaling Limits

We consider hydrodynamic scaling limits for a class of reversible interacting particle systems, which includes the symmetric simple exclusion process and certain zero-range processes. We study a (non-quadratic) microscopic action functional for these systems. We analyse the behaviour of this functional in the hydrodynamic limit and we establish conditions under which it converges to the (quadratic) action functional of Macroscopic Fluctuation Theory. We discuss the implications of these results for rigorous analysis of hydrodynamic limits.

math-ph↗

How to find the evolution operator of dissipative PDEs from particle fluctuations?

Dissipative processes abound in most areas of sciences and can often be abstractly written as $\partial_t z = K(z) δS(z)/δz$, which is a gradient flow of the entropy $S$. Although various techniques have been developed to compute the entropy, the calculation of the operator $K$ from underlying particle models is a major long-standing challenge. Here, we show that discretizations of diffusion operators $K$ can be numerically computed from particle fluctuations via an infinite-dimensional fluctuation-dissipation relation, provided the particles are in local equilibrium with Gaussian fluctuations. A salient feature of the method is that $K$ can be fully pre-computed, enabling macroscopic simulations of arbitrary admissible initial data, without any need of further particle simulations. We test this coarse-graining procedure for a zero-range process in one space dimension and obtain an excellent agreement with the analytical solution for the macroscopic density evolution. This example serves as a blueprint for a new multiscale paradigm, where full dissipative evolution equations --- and not only parameters --- can be numerically computed from particles.

math-ph↗

Travelling heteroclinic waves in a Frenkel-Kontorova chain with anharmonic on-site potential

The Frenkel-Kontorova model for dislocation dynamics from 1938 is given by a chain of atoms, where neighbouring atoms interact through a linear spring and are exposed to a smooth periodic on-site potential. A dislocation moving with constant speed corresponds to a heteroclinic travelling wave, making a transition from one well of the on-site potential to another. The ensuing system is nonlocal, nonlinear and nonconvex. We present an existence result for a class of smooth nonconvex on-site potentials. Previous results in mathematics and mechanics have been limited to on-site potentials with harmonic wells. To overcome this restriction, we first develop a global centre manifold theory for anharmonic wave trains, then parametrise the centre manifold to obtain asymptotically correct approximations to the solution sought, and finally obtain the heteroclinic wave via a fixed point argument.

math-ph↗

Effective Hamiltonian Dynamics via the Maupertuis Principle

We consider the dynamics of a Hamiltonian particle forced by a rapidly oscillating potential in $\dim$-dimensional space. As alternative to the established approach of averaging Hamiltonian dynamics by reformulating the system as Hamilton-Jacobi equation, we propose an averaging technique via reformulation using the Maupertuis principle. We analyse the result of these two approaches for one space dimension. For the initial value problem the solutions converge uniformly when the total energy is fixed. If the initial velocity is fixed independently of the microscopic scale, then the limit solution depends on the choice of subsequence. We show similar results hold for the one-dimensional boundary value problem. In the higher dimensional case we show a novel connection between the Hamilton-Jacobi and Maupertuis approaches, namely that the sets of minimisers and saddle points coincide for these functionals.

math.DS↗

Computing diffusivities from particle models out of equilibrium

A new method is proposed to numerically extract the diffusivity of a (typically nonlinear) diffusion equation from underlying stochastic particle systems. The proposed strategy requires the system to be in local equilibrium and have Gaussian fluctuations but is otherwise allowed to undergo arbitrary out of equilibrium evolutions. This could be potentially relevant for particle data obtained from experimental applications. The key idea underlying the method is that finite, yet large, particle systems formally obey stochastic partial differential equations of gradient flow type satisfying a fluctuation-dissipation relation. The strategy is here applied to three classic particle models, namely independent random walkers, a zero range process and a symmetric simple exclusion process in one space dimension, to allow the comparison with analytic solutions.

cond-mat.stat-mech↗

Canonical structure and orthogonality of forces and currents in irreversible Markov chains

We discuss a canonical structure that provides a unifying description of dynamical large deviations for irreversible finite state Markov chains (continuous time), Onsager theory, and Macroscopic Fluctuation Theory. For Markov chains, this theory involves a non-linear relation between probability currents and their conjugate forces. Within this framework, we show how the forces can be split into two components, which are orthogonal to each other, in a generalised sense. This splitting allows a decomposition of the pathwise rate function into three terms, which have physical interpretations in terms of dissipation and convergence to equilibrium. Similar decompositions hold for rate functions at level 2 and level 2.5. These results clarify how bounds on entropy production and fluctuation theorems emerge from the underlying dynamical rules. We discuss how these results for Markov chains are related to similar structures within Macroscopic Fluctuation Theory, which describes hydrodynamic limits of such microscopic models.c Fluctuation Theory, which describes hydrodynamic limits of such microscopic models.

cond-mat.stat-mech↗

Symmetries and Geometrical Properties of Dynamical Fluctuations in Molecular Dynamics

We describe some general results that constrain the dynamical fluctuations that can occur in non-equilibrium steady states, with a focus on molecular dynamics. That is, we consider Hamiltonian systems, coupled to external heat baths, and driven out of equilibrium by non-conservative forces. We focus on the probabilities of rare events (large deviations). First, we discuss a PT (parity-time) symmetry that appears in ensembles of trajectories where a current is constrained to have a large (non-typical) value. We analyse the heat flow in such ensembles, and compare it with non-equilibrium steady states. Second, we consider pathwise large deviations that are defined by considering many copies of a system. We show how the probability currents in such systems can be decomposed into orthogonal contributions, that are related to convergence to equilibrium and to dissipation. We discuss the implications of these results for modelling non-equilibrium steady states.

cond-mat.stat-mech↗

The Semi-Infinite Asymmetric Exclusion Process: Large Deviations via Matrix Products

We study the totally asymmetric exclusion process on the positive integers with a single particle source at the origin. Liggett (1975) has shown that the long term behaviour of this process has a phase transition: If the particle production rate at the source is below a critical value, the stationary measure is a product measure, otherwise the stationary measure is spatially correlated. Following the approach of Derrida et al. (1993) it was shown by Großkinsky (2004) that these correlations can be described by means of a matrix product representation. In this paper we derive a large deviation principle with explicit rate function for the particle density in a macroscopic box based on this representation. The novel and rigorous technique we develop for this problem combines spectral theoretical and combinatorial ideas and has the potential to be applicable to other models described by matrix products.

math-ph↗

Hydrodynamic limit of condensing two-species zero range processes with sub-critical initial profiles

Two-species condensing zero range processes (ZRPs) are interacting particle systems with two species of particles and zero range interaction exhibiting phase separation outside a domain of sub-critical densities. We prove the hydrodynamic limit of nearest neighbour mean zero two-species condensing zero range processes with bounded local jump rate for sub-critical initial profiles, i.e., for initial profiles whose image is contained in the region of sub-critical densities. The proof is based on H. T. Yau's relative entropy method, which relies on the existence of sufficiently regular solutions to the hydrodynamic equation. In the particular case of the species-blind ZRP, we prove that the solutions of the hydrodynamic equation exist globally in time and thus the hydrodynamic limit is valid for all times.

math-ph↗

Acceleration of convergence to equilibrium in Markov chains by breaking detailed balance

We analyse and interpret the effects of breaking detailed balance on the convergence to equilibrium of conservative interacting particle systems and their hydrodynamic scaling limits. For finite systems of interacting particles, we review existing results showing that irreversible processes converge faster to their steady state than reversible ones. We show how this behaviour appears in the hydrodynamic limit of such processes, as described by macroscopic fluctuation theory, and we provide a quantitative expression for the acceleration of convergence in this setting. We give a geometrical interpretation of this acceleration, in terms of currents that are \emph{antisymmetric} under time-reversal and orthogonal to the free energy gradient, which act to drive the system away from states where (reversible) gradient-descent dynamics result in slow convergence to equilibrium.

cond-mat.stat-mech↗

Entropic and gradient flow formulations for nonlinear diffusion

Nonlinear diffusion $\partial_t ρ= Δ(Φ(ρ))$ is considered for a class of nonlinearities $Φ$. It is shown that for suitable choices of $Φ$, an associated Lyapunov functional can be interpreted as thermodynamics entropy. This information is used to derive an associated metric, here called thermodynamic metric. The analysis is confined to nonlinear diffusion obtainable as hydrodynamic limit of a zero range process. The thermodynamic setting is linked to a large deviation principle for the underlying zero range process and the corresponding equation of fluctuating hydrodynamics. For the latter connections, the thermodynamic metric plays a central role.

math-ph↗

Minimising movements for oscillating energies: the critical regime

Minimising movements are investigated for an energy which is the superposition of a convex functional and fast small oscillations. Thus a minimising movement scheme involves a temporal parameter $τ$ and a spatial parameter $ε$, with $τ$ describing the time step and the frequency of the oscillations being proportional to $\frac 1 ε$. The extreme cases of fast time scales $τ<< ε$ and slow time scales $ε<< τ$ have been investigated in Braides, Springer Lecture Notes 2094 (2014). In this article, the intermediate (critical) case of finite ratio $ε/τ>0$ is studied. It is shown that a pinning threshold exists, with initial data below the threshold being a fixed point of the dynamics. A characterisation of the pinning threshold is given. For initial data above the pinning threshold, the equation and velocity describing the homogenised motion are determined.

math.AP↗

A convergent string method: Existence and approximation for the Hamiltonian boundary-value problem

This article studies the existence of long-time solutions to the Hamiltonian boundary value problem, and their consistent numerical approximation. Such a boundary value problem is, for example, common in Molecular Dynamics, where one aims at finding a dynamic trajectory that joins a given initial state with a final one, with the evolution being governed by classical (Hamiltonian) dynamics. The setting considered here is sufficiently general so that long time transition trajectories connecting two configurations can be included, provided the total energy $E$ is chosen suitably. In particular, the formulation presented here can be used to detect transition paths between two stable basins and thus to prove the existence of long-time trajectories. The starting point is the formulation of the equation of motion of classical mechanics in the framework of Jacobi's principle; a curve shortening procedure inspired by Birkhoff's method is then developed to find geodesic solutions. This approach can be viewed as a string method.

math.DS↗

Entropy production and the geometry of dissipative evolution equations

Purely dissipative evolution equations are often cast as gradient flow structures, $\dot{\mathbf{z}}=K(\mathbf{z})DS(\mathbf{z})$, where the variable $\mathbf{z}$ of interest evolves towards the maximum of a functional $S$ according to a metric defined by an operator $K$. While the functional often follows immediately from physical considerations (e.g., the thermodynamic entropy), the operator $K$ and the associated geometry does not necessarily so (e.g., Wasserstein geometry for diffusion). In this paper, we present a variational statement in the sense of maximum entropy production that directly delivers a relationship between the operator $K$ and the constraints of the system. In particular, the Wasserstein metric naturally arises here from the conservation of mass or energy, and depends on the Onsager resistivity tensor, which, itself, may be understood as another metric, as in the Steepest Entropy Ascent formalism. This new variational principle is exemplified here for the simultaneous evolution of conserved and non-conserved quantities in open systems. It thus extends the classical Onsager flux-force relationships and the associated variational statement to variables that do not have a flux associated to them. We further show that the metric structure $K$ is intimately linked to the celebrated Freidlin-Wentzell theory of stochastically perturbed gradient flows, and that the proposed variational principle encloses an infinite-dimensional fluctuation-dissipation statement.

math-ph↗

Travelling waves for a Frenkel-Kontorova chain

In this article, the Frenkel-Kontorova model for dislocation dynamics is considered, where the on-site potential consists of quadratic wells joined by small arcs, which can be spinodal (concave) as commonly assumed in physics. The existence of heteroclinic waves ---making a transition from one well of the on-site potential to another--- is proved by means of a Schauder fixed point argument. The setting developed here is general enough to treat such a Frenkel-Kontorova chain with smooth ($C^2$) on-site potential. It is shown that the method can also establish the existence of two-transition waves for a piecewise quadratic on-site potential.

math.DS↗

Stability of traveling wavefronts in discrete reaction-diffusion equations with nonlocal delay effects

This paper deals with traveling wavefronts for temporally delayed, spatially discrete reaction-diffusion equations. Using a combination of the weighted energy method and the Green function technique, we prove that all noncritical wavefronts are globally exponentially stable, and critical wavefronts are globally algebraically stable when the initial perturbations around the wavefront decay to zero exponentially near minus infinity regardless of the magnitude of time delay.

math.DS↗

Geometrical interpretation of fluctuating hydrodynamics in diffusive systems

We discuss geometric formulations of hydrodynamic limits in diffusive systems. Specifically, we describe a geometrical construction in the space of density profiles --- the Wasserstein geometry --- which allows the deterministic hydrodynamic evolution of the systems to be related to steepest descent of the free energy, and show how this formulation can be related to most probable paths of mesoscopic dissipative systems. The geometric viewpoint is also linked to fluctuating hydrodynamics of these systems via a saddle point argument.

cond-mat.stat-mech↗