Searcharxiv⌕ Search

arXiv subjects

Rosemary J. Harris

Publications and source records attributed to Rosemary J. Harris.

At least 19 recordsLinked to original sources

Memory-induced active particle ratchets: Mean currents and large deviations

We analyse a continuous-time random walk model with stochastic reversals of direction. There is no external potential but the reorientation mechanism generates a non-zero current from asymmetry in the forward and backward waiting-time distributions (even when they have the same mean); the system can therefore be considered as a type of active particle ratchet. We derive an explicit expression for the mean ratchet current with exponentially distributed reorientation times and also develop a general renewal-theory framework to obtain the full large deviations, using this to comment on the possibility of dynamical phase transitions.

cond-mat.stat-mech↗

A framework for the direct evaluation of large deviations in non-Markovian processes

We propose a general framework to simulate stochastic trajectories with arbitrarily long memory dependence and efficiently evaluate large deviation functions associated to time-extensive observables. This extends the "cloning" procedure of Giardiná et al. [Phys. Rev. Lett. 96, 120603 (2006)] to non-Markovian systems. We demonstrate the validity of this method by testing non-Markovian variants of an ion-channel model and the Totally Asymmetric Exclusion Process, recovering results obtainable by other means.

cond-mat.stat-mech↗

Current fluctuations for the boundary-driven zero-range process on graphs: microscopic versus macroscopic approach and a theory of non-reversible resistor-like networks

We compute the joint large deviation rate functional in the limit of large time for the current flowing through the edges of a finite graph on which a boundary-driven system of stochastic particles evolves with zero-range dynamics.This generalizes one-dimensional results previously obtained with different approaches; our alternative techniques illuminate various connections and complementary perspectives. In particular, we here use a variational approach to derive the rate functional by contraction from a level 2.5 large deviation rate functional. We perform an exact minimization and finally obtain the rate functional as a variational problem involving a superposition of cost functions for each edge. The contributions from different edges are not independent since they are related by the values of a potential function on the nodes of the graph. The rate functional on the graph is a microscopic version of the continuous rate functional predicted by the macroscopic fluctuation theory, and we indeed show a convergence in the scaling limit. If we split the graph into two connected regions by a cutset and are interested just in the current flowing through the cutset, we find that the result is the same as that of an effective system composed of only one effective edge (as happens at macroscopic level and is expected also for other models). The characteristics of this effective edge are related to the ``capacities'' of the graph and can be obtained by a reduction using elementary transformations as in electrical networks; specifically, we treat components in parallel, in series, and in $N$-star configurations (reduced to effective complete $N$-graphs). Our reduction procedure is directly related to the reduction to the trace process and, since the dynamics is in general not reversible, it is also closely connected to the theory of non-reversible electrical networks.

cond-mat.stat-mech↗

First-Passage-Time Asymmetry for Biased Run-and-Tumble Processes

We explore first-passage phenomenology for biased active processes with a renewal-type structure, focusing in particular on paradigmatic run-and-tumble models in both discrete and continuous state spaces. In general, we show there is no equality between distributions of conditional first-passage times to symmetric barriers positioned in and against the bias direction. However, we give conditions for such a duality to be restored asymptotically (in the limit of a large barrier distance) and highlight connections to the Gallavotti-Cohen fluctuation relation and the method of images. Our general trajectory arguments of first-passage-time distributions for asymmetric run-and-tumble processes to escape from an interval of arbitrary width are supported by exact analytical results, which we derive extending Montroll's defect technique. Furthermore, we quantify the degree of violation of first-passage duality using Kullback-Leibler divergence and signal-to-noise ratios associated with the first-passage times to the two barriers. We reveal an intriguing dependence of such measures of first-passage asymmetry on the underlying often hidden tumbling dynamics which may inspire inference techniques based on first-passage-time statistics in active systems.

cond-mat.stat-mech↗

Towards neural reinforcement learning for large deviations in nonequilibrium systems with memory

We introduce a reinforcement learning method for a class of non-Markov systems; our approach extends the actor-critic framework given by Rose et al. [New J. Phys. 23 013013 (2021)] for obtaining scaled cumulant generating functions characterizing the fluctuations. The actor-critic is implemented using neural networks; a particular innovation in our method is the use of an additional neural policy for processing memory variables. We demonstrate results for current fluctuations in various memory-dependent models with special focus on semi-Markov systems where the dynamics is controlled by nonexponential interevent waiting time distributions.

cond-mat.stat-mech↗

Decision-making with distorted memory: Escaping the trap of past experience

Snapshots of "best" (or "worst") experience are known to dominate human memory and may thus also have a significant effect on future behaviour. We consider here a model of repeated decision-making where, at every time step, an agent takes one of two choices with probabilities which are functions of the maximum utilities previously experienced. Depending on the utility distributions and the level of noise in the decision process, it is possible for an agent to become "trapped" in one of the choices on the basis of their early experiences. If the utility distributions for the two choices are different, then the agent may even become trapped in the choice which is objectively worse in the sense of expected long-term returns; crucially we extend earlier work to address this case. Using tools from statistical physics and extreme-value theory, we show that for exponential utilities there is an optimal value of noise which maximizes the expected returns in the long run. We also briefly discuss the behaviour for other utility distributions.

cond-mat.stat-mech↗

Statistical Characterization of Airplane Delays

The aviation industry is of great importance for a globally connected economy. Customer satisfaction with airlines and airport performance is considerably influenced by how much flights are delayed. But how should the delay be quantified with thousands of flights for each airport and airline? Here, we present a statistical analysis of arrival delays at several UK airports between 2018 and 2020. We establish a procedure to compare both mean delay and extreme events among airlines and airports, identifying a power-law decay of large delays. Furthermore, we note drastic changes in plane delay statistics during the COVID-19 pandemic. Finally, we find that delays are described by a superposition of simple distributions, leading to a superstatistics.

physics.soc-ph↗

Giant leaps and long excursions: fluctuation mechanisms in systems with long-range memory

We analyse large deviations of time-averaged quantities in stochastic processes with long-range memory, where the dynamics at time t depends itself on the value q_t of the time-averaged quantity. First we consider the elephant random walk and a Gaussian variant of this model, identifying two mechanisms for unusual fluctuation behaviour, which differ from the Markovian case. In particular, the memory can lead to large deviation principles with reduced speeds, and to non-analytic rate functions. We then explain how the mechanisms operating in these two models are generic for memory-dependent dynamics and show other examples including a non-Markovian symmetric exclusion process.

cond-mat.stat-mech↗

A large deviation perspective on ratio observables in reset processes: robustness of rate functions

We study large deviations of a ratio observable in discrete-time reset processes. The ratio takes the form of a current divided by the number of reset steps and as such it is not extensive in time. A large deviation rate function can be derived for this observable via contraction from the joint probability density function of current and number of reset steps. The ratio rate function is differentiable and we argue that its qualitative shape is 'robust', i.e. it is generic for reset processes regardless of whether they have short- or long-range correlations. We discuss similarities and differences with the rate function of the efficiency in stochastic thermodynamics.

cond-mat.stat-mech↗

Transport fluctuations in integrable models out of equilibrium

We propose exact results for the full counting statistics, or the scaled cumulant generating function, pertaining to the transfer of arbitrary conserved quantities across an interface in homogeneous integrable models out of equilibrium. We do this by combining insights from generalised hydrodynamics with a theory of large deviations in ballistic transport. The results are applicable to a wide variety of physical systems, including the Lieb-Liniger gas and the Heisenberg chain. We confirm the predictions in non-equilibrium steady states obtained by the partitioning protocol, by comparing with Monte Carlo simulations of this protocol in the classical hard rod gas. We verify numerically that the exact results obey the correct non-equilibrium fluctuation relations with the appropriate initial conditions.

cond-mat.stat-mech↗

Effective bandwidth of non-Markovian packet traffic

We demonstrate the application of recent advances in statistical mechanics to a problem in telecommunication engineering: the assessment of the quality of a communication channel in terms of rare and extreme events. In particular, we discuss non-Markovian models for telecommunication traffic in continuous time and deploy the "cloning" procedure of non-equilibrium statistical mechanics to efficiently compute their effective bandwidths. The cloning method allows us to evaluate the performance of a traffic protocol even in the absence of analytical results, which are often hard to obtain when the dynamics are non-Markovian.

cond-mat.stat-mech↗

Thermodynamic uncertainty for run-and-tumble type processes

Thermodynamic uncertainty relations have emerged as universal bounds on current fluctuations in non-equilibrium systems. Here we derive a new bound for a particular class of run-and-tumble type processes using the mathematical framework of renewal-reward theory which can be applied to both Markovian and non-Markovian systems. We demonstrate the results for selected single-particle models as well as a variant of the asymmetric simple exclusion process with collective tumbles. Our bound is relatively tight for a broad parameter regime and only requires knowledge of the statistics of run lengths and the mean entropy production rate of tumbles.

cond-mat.stat-mech↗

Phase transitions in large deviations of reset processes

We study the large deviations of additive quantities, such as energy or current, in stochastic processes with intermittent reset. Via a mapping from a discrete-time reset process to the Poland-Scheraga model for DNA denaturation, we derive conditions for observing first-order or continuous dynamical phase transitions in the fluctuations of such quantities and confirm these conditions on simple random walk examples. These results apply to reset Markov processes, but also show more generally that subleading terms in generating functions can lead to non-analyticities in large deviation functions of 'compound processes' or 'random evolutions' switching stochastically between two or more subprocesses.

cond-mat.stat-mech↗

Defect production in quench from current-carrying non-equilibrium state

We consider the defect production of a quantum system, initially prepared in a current-carrying non-equilibrium state, during its unitary driving through a quantum critical point. At low values of the initial current, the quantum Kibble-Zurek scaling for the production of defects is recovered. However, at large values of the initial current, i.e., very far from an initial equilibrium situation, a universal scaling of the defect production is obtained which shows an algebraic dependence with respect to the initial current value. These scaling predictions are demonstrated by the exactly solvable Ising quantum chain where the current-carrying state is selected through the imposition of a Dzyaloshinskii-Moriya interaction term.

cond-mat.stat-mech↗

Local structure of current fluctuations in diffusive systems beyond one dimension

In order to illuminate the properties of current fluctuations in more than one dimension, we use a lattice-based Markov process driven into a non-equilibrium steady state. Specifically, we perform a detailed study of the particle current fluctuations in a two-dimensional zero-range process with open boundary conditions and probe the influence of the underlying geometry by comparing results from a square and a triangular lattice. Moreover, we examine the structure of local currents corresponding to a given global current fluctuation and comment on the role of spatial inhomogeneities for the discrepancies observed in testing some recent fluctuation symmetries.

cond-mat.stat-mech↗

Fluctuations in interacting particle systems with memory

We consider the effects of long-range temporal correlations in many-particle systems, focusing particularly on fluctuations about the typical behaviour. For a specific class of memory dependence we discuss the modification of the large deviation principle describing the probability of rare currents and show how superdiffusive behaviour can emerge. We illustrate the general framework with detailed calculations for a memory-dependent version of the totally asymmetric simple exclusion process as well as indicating connections to other recent work.

cond-mat.stat-mech↗

Temporally correlated zero-range process with open boundaries: Steady state and fluctuations

We study an open-boundary version of the on-off zero-range process introduced in Hirschberg et al. [Phys. Rev. Lett. 103, 090602 (2009)]. This model includes temporal correlations which can promote the condensation of particles, a situation observed in real-world dynamics. We derive the exact solution for the steady state of the one-site system, as well as a mean-field approximation for larger one-dimensional lattices, and also explore the large-deviation properties of the particle current. Analytical and numerical calculations show that, although the particle distribution is well described by an effective Markovian solution, the probability of rare currents differs from the memoryless case. In particular, we find evidence for a memory-induced dynamical phase transition.

cond-mat.stat-mech↗

Large deviation analysis of a simple information engine

Information thermodynamics provides a framework for studying the effect of feedback loops on entropy production. It has enabled the understanding of novel thermodynamic systems such as the information engine which can be seen as a modern version of `Maxwell's Daemon', whereby the feedback controller is acting as a Daemon, processing information gained about the system in order to do work. Here, we analyse a simple model of such an engine and provide a detailed analysis of its fluctuation properties, including the large deviations of information. We find an exact expression of the large deviation rate function for a two-site version of our model, and provide an approximate analysis for larger systems which is corroborated by simulation data.

cond-mat.stat-mech↗