arXiv subjects

Robert L. Jack

Publications and source records attributed to Robert L. Jack.

At least 73 records · Page 4Linked to original sources

arXiv2020

Ergodicity and large deviations in physical systems with stochastic dynamics

In ergodic physical systems, time-averaged quantities converge (for large times) to their ensemble-averaged values. Large deviation theory describes rare events where these time averages differ significantly from the corresponding ensemble averages. It allows estimation of the probabilities of these events, and their mechanisms. This theory has been applied to a range of physical systems, where it has yielded new insights into entropy production, current fluctuations, metastability, transport processes, and glassy behaviour. We review some of these developments, identifying general principles. We discuss a selection of dynamical phase transitions, and we highlight some connections between large-deviation theory and optimal control theory.

cond-mat.stat-mech↗

arXiv2019

Dynamical phase coexistence in the Fredrickson-Andersen model

We analyse a first-order dynamical phase transition that takes place in the Fredrickson--Andersen (FA) model. We construct a two-dimensional spin system whose thermodynamic properties reproduce the dynamical large deviations of the FA model and we analyse this system numerically, comparing our results with finite-size scaling theory. This allows us to rationalise recent results for the FA model, including the exponential divergence of its susceptibility at phase coexistence. We also discuss a simple interfacial model that reproduces quantitatively the behaviour of the FA model at coexistence.

cond-mat.stat-mech↗

arXiv2019

Accelerated relaxation and suppressed dynamic heterogeneity in a kinetically constrained (East) model with swaps

We introduce a kinetically constrained spin model with a local softness parameter, such that spin flips can violate the kinetic constraint with an (annealed) site-dependent rate. We show that adding MC swap moves to this model can dramatically accelerate structural relaxation. We discuss the connection of this observation with the fact that swap moves are also able to accelerate relaxation in structural glasses. We analyse the rates of relaxation in the model. We also show that the extent of dynamical heterogeneity is strongly suppressed by the swap moves.

cond-mat.stat-mech↗

arXiv2019

Large deviations and optimal control forces for hard particles in one dimension

We analyse large deviations of the dynamical activity in one-dimensional systems of diffusing hard particles. Using an optimal-control representation of the large-deviation problem, we analyse effective interaction forces which can be added to the system, to aid sampling of biased ensembles of trajectories. We find several distinct regimes, as a function of the activity and the system size: we present approximate analytical calculations that characterise the effective interactions in several of these regimes. For high activity the system is hyperuniform and the interactions are long-ranged and repulsive. For low activity, there is a near-equilibrium regime described by macroscopic fluctuation theory, characterised by long-ranged attractive forces. There is also a far-from-equilibrium regime in which one of the interparticle gaps becomes macroscopic and the interactions depend strongly on the size of this gap. We discuss the extent to which transition path sampling of these ensembles is improved by adding suitable control forces.

cond-mat.stat-mech↗

arXiv2019

Large deviations in models of growing clusters with symmetry-breaking transitions

We analyse large deviations of the magnetisation in two models of growing clusters. The models have symmetry-breaking transitions, so the typical magnetisation of a growing cluster may be either positive or negative, with equal probability. For large clusters, the magnetisation obeys a large deviation principle. We show that the corresponding rate function is zero for values of the magnetisation that are intermediate between the two steady state values, which means that fluctuations with these values of the magnetisation are much less unlikely than previously thought. We show that their probabilities decay as power laws in the cluster size, instead of the exponential scaling that would be expected from the large deviation principle. We discuss how this observation is related to dynamical phase coexistence phenomena. We also comment on the typical size of magnetisation fluctuations.

cond-mat.stat-mech↗

arXiv2019

Correction of coarse-graining errors by a two-level method: application to the Asakura-Oosawa model

We present a method that exploits self-consistent simulation of coarse-grained and fine-grained models, in order to analyse properties of physical systems. The method uses the coarse-grained model to obtain a first estimate of the quantity of interest, before computing a correction by analysing properties of the fine system. We illustrate the method by applying it to the Asakura-Oosawa (AO) model of colloid-polymer mixtures. We show that the liquid-vapour critical point in that system is affected by three-body interactions which are neglected in the corresponding coarse-grained model. We analyse the size of this effect and the nature of the three-body interactions. We also analyse the accuracy of the method, as a function of the associated computational effort.

cond-mat.stat-mech↗

arXiv2019

Microscopic analysis of thermo-orientation in systems of off-centre Lennard-Jones particles

When fluids of anisotropic molecules are placed in temperature gradients, the molecules may align themselves along the gradient: this is called thermo-orientation. We discuss the theory of this effect in a fluid of particles that interact by a spherically symmetric potential, where the particles' centres of mass do not coincide with their interaction centres. Starting from the equations of motion of the molecules, we show how a simple assumption of local equipartition of energy can be used to predict the thermo-orientation effect, recovering the result of Wirnsberger et al. [Phys. Rev. Lett. 120, 226001 (2018)]. Within this approach, we show that for particles with a single interaction centre, the thermal centre of the molecule must coincide with the interaction centre. The theory also explains the coupling between orientation and kinetic energy that is associated with this non-Boltzmann distribution. We discuss deviations from this local equipartition assumption, showing that these can occur in linear response to a temperature gradient. We also present numerical simulations showing significant deviations from the local equipartition predictions, which increase as the centre of mass of the molecule is displaced further from its interaction centre.

cond-mat.stat-mech↗

arXiv2019

Optimizing active work: Dynamical phase transitions, collective motion, and jamming

Active work measures how far the local self-forcing of active particles translates into real motion. Using Population Monte Carlo methods, we investigate large deviations in the active work for repulsive active Brownian disks. Minimizing the active work generically results in dynamical arrest; in contrast, despite the lack of aligning interactions, trajectories of high active work correspond to a collectively moving, aligned state. We use heuristic and analytic arguments to explain the origin of dynamical phase transitions separating the arrested, typical, and aligned regimes.

cond-mat.stat-mech↗

arXiv2018

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↗

arXiv2018

Unravelling the large deviation statistics of Markovian open quantum systems

We analyse dynamical large deviations of quantum trajectories in Markovian open quantum systems in their full generality. We derive a {\em quantum level-2.5 large deviation principle} for these systems, which describes the joint fluctuations of time-averaged quantum jump rates and of the time-averaged quantum state for long times. Like its level-2.5 counterpart for classical continuous-time Markov chains (which it contains as a special case) this description is both {\em explicit and complete}, as the statistics of arbitrary time-extensive dynamical observables can be obtained by contraction from the explicit level-2.5 rate functional we derive. Our approach uses an unravelled representation of the quantum dynamics which allows these statistics to be obtained by analysing a classical stochastic process in the space of pure states. For quantum reset processes we show that the unravelled dynamics is semi-Markov, and derive bounds on the asymptotic variance of the number of quantum jumps which generalise classical thermodynamic uncertainty relations. We finish by discussing how our level-2.5 approach can be used to study large deviations of non-linear functions of the state such as measures of entanglement.

cond-mat.stat-mech↗

arXiv2018

Efficient characterisation of large deviations using population dynamics

We consider population dynamics as implemented by the cloning algorithm for analysis of large deviations of time-averaged quantities. Using the simple symmetric exclusion process as a prototypical example, we investigate the convergence of the results with respect to the algorithmic parameters, focussing on the dynamical phase transition between homogeneous and inhomogeneous states, where convergence is relatively difficult to achieve. We discuss how the performance of the algorithm can be optimised, and how it can be efficiently exploited on parallel computing platforms.

cond-mat.stat-mech↗

arXiv2018

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↗

arXiv2017

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↗

arXiv2017

Emergence of particle clusters in a one-dimensional model: connection to condensation processes

We discuss a simple model of particles hopping in one dimension with attractive interactions. Taking a hydrodynamic limit in which the interaction strength increases with the system size, we observe the formation of multiple clusters of particles, each containing a finite fraction of the all the particles in the system. These clusters are correlated in space, and the system has a self-similar (fractal) structure. These results are related to condensation phenomena in mass transport models and to a recent mathematical analysis of the hydrodynamic limit in a related model.

cond-mat.stat-mech↗

arXiv2017

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↗

arXiv2017

Finite-Size Scaling of a First-Order Dynamical Phase Transition: Adaptive Population Dynamics and an Effective Model

We analyze large deviations of the time-averaged activity in the one dimensional Fredrickson-Andersen model, both numerically and analytically. The model exhibits a dynamical phase transition, which appears as a singularity in the large deviation function. We analyze the finite-size scaling of this phase transition numerically, by generalizing an existing cloning algorithm to include a multi-canonical feedback control: this significantly improves the computational efficiency. Motivated by these numerical results, we formulate an effective theory for the model in the vicinity of the phase transition, which accounts quantitatively for the observed behavior. We discuss potential applications of the numerical method and the effective theory in a range of more general contexts.

cond-mat.stat-mech↗

arXiv2017

Effects of vertical confinement on gelation and sedimentation of colloids

We consider the sedimentation of a colloidal gel under confinement in the direction of gravity. The confinement allows us to compare directly experiments and computer simulations, for the same system size in the vertical direction. The confinement also leads to qualitatively different behaviour compared to bulk systems: in large systems gelation suppresses sedimentation, but for small systems sedimentation is enhanced relative to non-gelling suspensions, although the rate of sedimentation is reduced when the strength of the attraction between the colloids is strong. We map interaction parameters between a model experimental system (observed in real space) and computer simulations. Remarkably, we find that when simulating the system using Brownian dynamics in which hydrodynamic interactions between the particles are neglected, we find that sedimentation occurs on the same timescale as the experiments, however the thickness of the "arms" of the gel is rather larger in the experiments, compared with the simulations. An analysis of local structure in the simulations showed similar behaviour to gelation in the absence of gravity.

cond-mat.soft↗

arXiv2016

Stochastic level-set method for shape optimisation

We present a new method for stochastic shape optimisation of engineering structures. The method generalises an existing deterministic scheme, in which the structure is represented and evolved by a level-set method coupled with mathematical programming. The stochastic element of the algorithm is built on the methods of statistical mechanics and is designed so that the system explores a Boltzmann-Gibbs distribution of structures. In non-convex optimisation problems, the deterministic algorithm can get trapped in local optima: the stochastic generalisation enables sampling of multiple local optima, which aids the search for the globally-optimal structure. The method is demonstrated for several simple geometrical problems, and a proof-of-principle calculation is shown for a simple engineering structure.

cond-mat.stat-mech↗