Statistical mechanics of driven diffusive systems

Influence of hydrodynamic interactions on lane formation in oppositely charged driven colloids

The influence of hydrodynamic interactions on lane formation of oppositely charged driven colloidal suspensions is investigated using Brownian dynamics computer simulations performed on the Rotne-Prager level of the mobility tensor. Two cases are considered, namely sedimentation and electrophoresis. In the latter case the Oseen contribution to the mobility tensor is screened due to the opposite motion of counterions. The simulation results are compared to that resulting from simple Brownian dynamics where hydrodynamic interactions are neglected. For sedimentation, we find that hydrodynamic interactions strongly disfavor laning. In the steady state of lanes, a macroscopic phase separation of lanes is observed. This is in marked contrast to the simple Brownian case where a finite size of lanes was obtained in the steady state. For strong Coulomb interactions between the colloidal particles a lateral square lattice of oppositely driven lanes is stable similar to the simple Brownian dynamics. In an electric field, on the other hand, the behavior is found in qualitative and quantitative accordance with the case of neglected hydrodynamics.

Fluctuation-response relation of many Brownian particles under nonequilibrium conditions

We study many interacting Brownian particles under a tilted periodic potential. We numerically measure the linear response coefficient of the density field by applying a slowly varying potential transversal to the tilted direction. In equilibrium cases, the linear response coefficient is related to the intensity of density fluctuations in a universal manner, which is called a fluctuation-response relation. We then report numerical evidence that this relation holds even in nonequilibrium cases. This result suggests that Einstein's formula on density fluctuations can be extended to driven diffusive systems when the slowly varying potential is applied in a direction transversal to the driving force.

Reversibility, heat dissipation, and the importance of the thermal environment in stochastic models of nonequilibrium steady states

We examine stochastic processes that are used to model nonequilibrium processes (e.g., pulling RNA or dragging colloids) and so deliberately violate detailed balance. We argue that by combining an information-theoretic measure of irreversibility with nonequilibrium work theorems, the thermal physics implied by abstract dynamics can be determined. This measure is bounded above by thermodynamic entropy production and so may quantify how well a stochastic dynamics models reality. We also use our findings to critique various modeling approaches and notions arising in steady-state thermodynamics.

Colloids in a periodic potential: driven lattice gas in continuous space

Motivated by recent studies of colloidal particles in optical-tweezer arrays, we study a two-dimensional model of a colloidal suspension in a periodic potential. The particles tend to stay near potential minima, approximating a lattice gas. The interparticle interaction, a sum of Yukawa terms, features short-range repulsion and attraction at somewhat larger separations, such that two particles cannot occupy the same potential well, but occupation of adjacent cells is energetically favored. Monte Carlo simulation reveals that the equilibrium system exhibits condensation, as in the Ising model or lattice gas with conserved magnetization; the transition appears to be continuous at one-half occupancy. We study the effect of biased hopping, favoring motion along one lattice direction, as might be generated by a steady flow relative to the potential array. This system is found to exhibit features of the driven lattice gas: the interface is oriented along the drive, and appears to be smooth. A weak drive facilitates ordering of the particles into high- and low-density regions, while stronger bias tends to destroy order, and leads to very large energy fluctuations. We also study ordering in a moving periodic potential. Our results suggest possible realizations of equilibrium and driven lattice gases in a colloidal suspension subject to an optical tweezer array.

Power spectra of the total occupancy in the totally asymmetric simple exclusion process

As a solvable and broadly applicable model system, the totally asymmetric exclusion process enjoys iconic status in the theory of nonequilibrium phase transitions. Here, we focus on the time dependence of the total number of particles on a 1-dimensional open lattice and its power spectrum. Using both Monte Carlo simulations and analytic methods, we explore its behavior in different characteristic regimes. In the maximal current phase and on the coexistence line (between high and low density phases), the power spectrum displays algebraic decay, with exponents -1.62 and -2.00, respectively. Deep within the high and low density phases, we find pronounced oscillations, which damp into power laws. This behavior can be understood in terms of driven biased diffusion with conserved noise in the bulk.

Partially asymmetric exclusion processes with sitewise disorder

We study the stationary properties as well as the nonstationary dynamics of the one-dimensional partially asymmetric exclusion process with position-dependent random hop rates. Relating the hop rates to an energy landscape the stationary current J is determined by the largest barrier in a finite system of L sites and the corresponding waiting time tau approximately J{-1} is related to the waiting time of a single random walker, tau_{rw} , as tau approximately tau_{rw}{1/2} . The current is found to vanish as J approximately L{-z2} , where z is the dynamical exponent of the biased single-particle Sinai walk. Typical stationary states are phase separated: At the largest barrier almost all particles queue at one side and almost all holes are at the other side. The high-density (low-density) region is divided into approximately L{1/2} connected parts of particles (holes) which are separated by islands of holes (particles) located at the subleading barriers (valleys). We also study nonstationary processes of the system, like coarsening and invasion. Finally we discuss some related models, where particles of larger size or multiple occupation of lattice sites is considered.

Driven lattice gas of dimers coupled to a bulk reservoir

We investigate the nonequilibrium steady state of a one-dimensional (1D) lattice gas of dimers. The dynamics is described by a totally asymmetric exclusion process (TASEP) supplemented by attachment and detachment processes, mimicking chemical equilibrium of the 1D driven transport with the bulk reservoir. The steady-state phase diagram and current and density profiles are calculated using both a refined mean-field theory and extensive stochastic simulations. As a consequence of the on-off kinetics, a phase coexistence region arises intervening between low and high density phases such that the discontinuous transition line of the TASEP splits into two continuous ones. The results of the mean-field theory and simulations are found to coincide. We show that the physical picture obtained in the corresponding lattice gas model with monomers is robust, in the sense that the phase diagram changes quantitatively, but the topology remains unaltered. The mechanism for phase separation is identified as generic for a wide class of driven 1D lattice gases.

Systematic derivation of coarse-grained fluctuating hydrodynamic equations for many Brownian particles under nonequilibrium conditions

We study the statistical properties of many Brownian particles under the influence of both a spatially homogeneous driving force and a periodic potential with period l in a two-dimensional space. In particular, we focus on two asymptotic cases lint<<l and lint>>l , where lint represents the interaction length between two particles. We derive fluctuating hydrodynamic equations describing the evolution of a coarse-grained density field defined on scales much larger than l for both cases. Using the obtained equations, we calculate the equal-time correlation functions of the density field to the lowest order of the interaction strength. We find that the system exhibits long-range correlation of the type r-d (d=2) for the case lint>>l , while no such behavior is observed for the case lint<<l .

Nonequilibrium quantum phase transition in itinerant electron systems

We study the effect of the voltage bias on the ferromagnetic phase transition in a one-dimensional itinerant electron system. The applied voltage drives the system into a nonequilibrium steady state with a nonzero electric current. The bias changes the universality class of the second order ferromagnetic transition. While the equilibrium transition belongs to the universality class of the uniaxial ferroelectric, we find the mean-field behavior near the nonequilibrium critical point.

Interfacial slip in sheared polymer blends

We have developed a dynamic self-consistent field theory, without any adjustable parameters, for unentangled polymer blends under shear. Our model accounts for the interaction between polymers, and enables one to compute the evolution of the local rheology, microstructure, and the conformations of the polymer chains under shear self-consistently. We use this model to study the interfacial dynamics in sheared polymer blends and make a quantitative comparison between this model and molecular dynamics simulations. We find good agreement between the two methods.

Dynamic self-consistent field theory for unentangled homopolymer fluids

We present a lattice formulation of a dynamic self-consistent field (DSCF) theory that is capable of resolving interfacial structure, dynamics, and rheology in inhomogeneous, compressible melts and blends of unentangled homopolymer chains. The joint probability distribution of all the Kuhn segments in the fluid, interacting with adjacent segments and walls, is approximated by a product of one-body probabilities for free segments interacting solely with an external potential field that is determined self-consistently. The effect of flow on ideal chain conformations is modeled with finitely extensible, nonlinearly elastic dumbbells in the Peterlin approximation, and related to stepping probabilities in a random walk. Free segment and stepping probabilities generate statistical weights for chain conformations in a self-consistent field, and determine local volume fractions of chain segments. Flux balance across unit lattice cells yields mean field transport equations for the evolution of free segment probabilities and of momentum densities on the Kuhn length scale. Diffusive and viscous contributions to the fluxes arise from segmental hops modeled as a Markov process, with transition rates reflecting changes in segmental interaction, kinetic energy, and entropic contributions to the free energy under flow. We apply the DSCF equations to study both transient and steady-state interfacial structure, flow, and rheology in a sheared planar channel containing either a one-component melt or a phase-separated, two-component blend.

Critical phase in nonconserving zero-range processes and rewiring networks

Zero-range processes, in which particles hop between sites on a lattice, are closely related to rewiring networks, in which rewiring of links between nodes takes place. Both systems exhibit a condensation transition for appropriate choices of the dynamical rules. The transition results in a macroscopically occupied site for zero-range processes and a macroscopically connected node for networks. Criticality, characterized by a scale-free distribution, is obtained only at the transition point. This is in contrast with the widespread scale-free complex networks. Here we propose a generalization of these models whereby criticality is obtained throughout an entire phase, and the scale-free distribution does not depend on any fine-tuned parameter.

Lennard-Jones and lattice models of driven fluids

We introduce a nonequilibrium off-lattice model for anisotropic phenomena in fluids. This is a Lennard-Jones generalization of the driven lattice-gas model in which the particles' spatial coordinates vary continuously. A comparison between the two models allows us to discuss some exceptional, hardly realistic features of the original discrete system--which has been considered a prototype for nonequilibrium anisotropic phase transitions. We thus help to clarify open issues, and discuss on the implications of our observations for future investigation of anisotropic phase transitions.

Anomalous time correlation in two-dimensional driven diffusive systems

We study the time-correlation function of a density field in two-dimensional driven diffusive systems within the framework of fluctuating hydrodynamics. It is found that the time correlation exhibits power-law behavior in an intermediate time regime in the case that the fluctuation-dissipation relation is violated and that the power-law exponent depends on the extent of this violation. We obtain this result by employing a renormalization group method to treat a logarithmic divergence in time.

High-temperature expansion for nonequilibrium steady states in driven lattice gases

We develop a controlled high-temperature expansion for nonequilibrium steady states of the driven lattice gas, the "Ising model" for nonequilibrium physics. We represent the steady state as P(eta) alpha e(-betaH(eta)-psi(eta)) and evaluate the lowest order contribution to the nonequilibrium effective interaction psi(eta). We see that, in dimensions d > or = 2, all models with nonsingular transition rates yield the same summable psi(eta), suggesting the possibility of describing the state as a Gibbs state similar to equilibrium. The models with the Metropolis rule show exceptional behavior.

Anomalous nucleation far from equilibrium

We present precision Monte Carlo data and analytic arguments for an asymmetric exclusion process, involving two species of particles driven in opposite directions on a 2xL lattice. To resolve a stark discrepancy between earlier simulation data and an analytic conjecture, we argue that the presence of a single macroscopic cluster is an intermediate stage of a complex nucleation process: in smaller systems, this cluster is destabilized while larger systems form multiple clusters. Both limits lead to exponential cluster size distributions, controlled by very different length scales.

Three-state Potts model in combination with the rock-scissors-paper game

We study a three-state Potts model extended by allowing cyclic dominance between the states as exemplified in the rock-scissors-paper game. Monte Carlo simulations are performed on a square lattice while varying the temperature and the strength of cyclic dominance. It is shown that the critical phase transition from the disordered state to the ordered one is destroyed by the cyclic dominance, which yields a self-organizing pattern even at low temperatures. The differences and similarities are discussed between the present model and half-filled, driven lattice gases with repulsive interaction.

Collective effects in traffic on bi-directional ant trails

Motivated by recent experimental work of Burd et al., we propose a model of bi-directional ant traffic on pre-existing ant trails. It captures in a simple way some of the generic collective features of movements of real ants on a trail. Analysing this model, we demonstrate that there are crucial qualitative differences between vehicular- and ant-traffics. In particular, we predict some unusual features of the flow rate that can be tested experimentally. As in the uni-directional model a non-monotonic density-dependence of the average velocity can be observed in certain parameter regimes. As a consequence of the interaction between oppositely moving ants the flow rate can become approximately constant over some density interval.

Driven diffusive systems: how steady states depend on dynamics

In contrast to equilibrium systems, nonequilibrium steady states depend explicitly on the underlying dynamics. Using Monte Carlo simulations with Metropolis, Glauber, and heat bath rates, we illustrate this expectation for an Ising lattice gas, driven far from equilibrium by an "electric" field. While heat bath and Glauber rates generate essentially identical data for structure factors and two-point correlations, Metropolis rates give noticeably weaker correlations, as if the "effective" temperature were higher in the latter case. We also measure energy histograms and define a simple ratio which is exactly known and closely related to the Boltzmann factor for the equilibrium case. For the driven system, the ratio probes a thermodynamic derivative which is found to be dependent on dynamics.

Phase transitions in periodically driven macroscopic systems

We study the large-time behavior of a class of periodically driven macroscopic systems. We find, for a certain range of the parameters of either the system or the driving fields, the time-averaged asymptotic behavior effectively is that of certain other equilibrium systems. We then illustrate with a few examples how the conventional knowledge of the equilibrium systems can be made use of in choosing the driving fields to engineer new phases and to induce new phase transitions.

Lee-Yang zeros and phase transitions in nonequilibrium steady states

We consider how the Lee-Yang description of phase transitions in terms of partition function zeros applies to nonequilibrium systems. Here, one does not have a partition function; instead we consider the zeros of a steady-state normalization factor in the complex plane of the transition rates. We obtain the exact distribution of zeros in the thermodynamic limit for a specific model, the boundary-driven asymmetric simple exclusion process. We show that the distributions of zeros at the first- and the second-order nonequilibrium phase transitions of this model follow the patterns known in the Lee-Yang equilibrium theory.

Dynamic behavior of anisotropic nonequilibrium driving lattice gases

It is shown that intrinsically anisotropic nonequilibrium systems relaxing by a dynamic process exhibit universal critical behavior during their evolution toward nonequilibrium stationary states. An anisotropic scaling ansatz for the dynamics is proposed and tested numerically. Relevant critical exponents can be evaluated self-consistently using both the short- and long-time dynamics frameworks. The obtained results allow us to clarify a long-standing controversy about the theoretical description, the universality, and the origin of the anisotropy of driven diffusive systems, showing that the standard field theory does not hold and supporting a recently proposed alternative theory.

Is the particle current a relevant feature in driven lattice gases?

By performing extensive Monte Carlo simulations we show that the infinitely fast driven lattice gas (IDLG) shares its critical properties with the randomly driven lattice gas (RDLG). All the measured exponents, scaling functions, and amplitudes are the same in both cases. This strongly supports the idea that the main relevant nonequilibrium effect in driven lattice gases is the anisotropy (present in both IDLG and RDLG) and not the particle current (present only in the IDLG). This result, at odds with the predictions from the standard theory for the IDLG, supports a recently proposed alternative theory. The case of finite driving fields is also briefly discussed.

Phase transition in the takayasu model with desorption

We study a lattice model where particles carrying different masses diffuse and coalesce upon contact, and also unit masses adsorb to a site with rate q or desorb from a site with nonzero mass with rate p. In the limit p=0 (without desorption), our model reduces to the well studied Takayasu model where the steady-state single site mass distribution has a power-law tail P(m) approximately m(-tau) for large mass. We show that varying the desorption rate p induces a nonequilibrium phase transition in all dimensions. For fixed q, there is a critical p(c)(q) such that if p<p(c)(q), the steady-state mass distribution, P(m) approximately m(-tau) for large m as in the Takayasu case. For p=p(c)(q), we find P(m) approximately m(-tau(c)) where tau(c) is a new exponent, while for p>p(c)(q), P(m) approximately exp(-m/m(*)) for large m. The model is studied analytically within a mean-field theory and numerically in one dimension.

Yang-Lee theory for a nonequilibrium phase transition

To analyze phase transitions in a nonequilibrium system, we study its grand canonical partition function as a function of complex fugacity. Real and positive roots of the partition function mark phase transitions. This behavior, first found by Yang and Lee under general conditions for equilibrium systems, can also be applied to nonequilibrium phase transitions. We consider a one-dimensional diffusion model with periodic boundary conditions. Depending on the diffusion rates, we find real and positive roots and can distinguish two regions of analyticity, which can be identified with two different phases. In a region of the parameter space, both of these phases coexist. The condensation point can be computed with high accuracy.

Exactly solvable two-way traffic model with ordered sequential update

Within the formalism of the matrix product ansatz, we study a two-species asymmetric exclusion process with backward and forward site-ordered sequential updates. This model, which was originally introduced with the random sequential update [J. Phys. A 30, 8497 (1997)], describes a two-way traffic flow with a dynamic impurity and shows a phase transition between the free flow and the traffic jam. We investigate characteristics of this jamming and examine similarities and differences between our results and those with a random sequential update.