Factorized steady states in mass transport models

Phase diagram of generalized totally asymmetric simple exclusion process on an open chain: Liggett-like boundary conditions

The totally asymmetric simple exclusion process with generalized update is a version of the discrete time totally asymmetric exclusion process with an additional interparticle interaction that controls the degree of particle clustering. Though the model was shown to be integrable on the ring and on the infinite lattice, on the open chain it was studied mainly numerically, while no analytic results existed even for its phase diagram. In this paper, we introduce boundary conditions associated with the infinite translation invariant stationary states of the model, which allow us to obtain the exact phase diagram analytically. We discuss the phase diagram in detail and confirm the analytic predictions by extensive numerical simulations.

Condensation transition in the late-time position of a run-and-tumble particle

We study the position distribution P(R[over ⃗],N) of a run-and-tumble particle (RTP) in arbitrary dimension d, after N runs. We assume that the constant speed v>0 of the particle during each running phase is independently drawn from a probability distribution W(v) and that the direction of the particle is chosen isotropically after each tumbling. The position distribution is clearly isotropic, P(R[over ⃗],N)→P(R,N) where R=|R[over ⃗]|. We show that, under certain conditions on d and W(v) and for large N, a condensation transition occurs at some critical value of R=R_{c}∼O(N) located in the large-deviation regime of P(R,N). For R<R_{c} (subcritical fluid phase), all runs are roughly of the same size in a typical trajectory. In contrast, an RTP trajectory with R>R_{c} is typically dominated by a "condensate," i.e., a large single run that subsumes a finite fraction of the total displacement (supercritical condensed phase). Focusing on the family of speed distributions W(v)=α(1-v/v_{0})^{α-1}/v_{0}, parametrized by α>0, we show that, for large N, P(R,N)∼exp[-Nψ_{d,α}(R/N)], and we compute exactly the rate function ψ_{d,α}(z) for any d and α. We show that the transition manifests itself as a singularity of this rate function at R=R_{c} and that its order depends continuously on d and α. We also compute the distribution of the condensate size for R>R_{c}. Finally, we study the model when the total duration T of the RTP, instead of the total number of runs, is fixed. Our analytical predictions are confirmed by numerical simulations, performed using a constrained Markov chain Monte Carlo technique, with precision ∼10^{-100}.

Finite-size localization scenarios in condensation transitions

We consider the phenomenon of condensation of a globally conserved quantity H=∑_{i=1}^{N}ε_{i} distributed on N sites, occurring when the density h=H/N exceeds a critical density h_{c}. We numerically study the dependence of the participation ratio Y_{2}=〈ε_{i}^{2}〉/(Nh^{2}) on the size N of the system and on the control parameter δ=(h-h_{c}), for various models: (i) a model with two conservation laws, derived from the discrete nonlinear Schrödinger equation; (ii) the continuous version of the zero-range process class, for different forms of the function f(ε) defining the factorized steady state. Our results show that various localization scenarios may appear for finite N and close to the transition point. These scenarios are characterized by the presence or the absence of a minimum of Y_{2} when plotted against N and by an exponent γ≥2 defined through the relation N^{*}≃δ^{-γ}, where N^{*} separates the delocalized region (N≪N^{*}, Y_{2} vanishes with increasing N) from the localized region (N≫N^{*}, Y_{2} is approximately constant). We finally compare our results with the structure of the condensate obtained through the single-site marginal distribution.

Nonequilibrium grand-canonical ensemble built from a physical particle reservoir

We introduce a nonequilibrium grand-canonical ensemble defined by considering the stationary state of a driven system of particles put in contact with a particle reservoir. When an additivity assumption holds for the large deviation function of density, a chemical potential of the reservoir can be defined. The grand-canonical distribution then takes a form similar to the equilibrium one. At variance with equilibrium, though, the probability weight is "renormalized" by a contribution coming from the contact, with respect to the canonical probability weight of the isolated system. A formal grand-canonical potential can be introduced in terms of a scaled cumulant generating function, defined as the Legendre-Fenchel transform of the large deviation function of density. The role of the formal Legendre parameter can be played, physically, by the chemical potential of the reservoir when the latter can be defined, or by a potential energy difference applied between the system and the reservoir. Static fluctuation-response relations naturally follow from the large deviation structure. Some of the results are illustrated on two different explicit examples, a gas of noninteracting active particles and a lattice model of interacting particles.

Invariant measures of interacting particle systems: Algebraic aspects

Consider a continuous time particle system ηt = (ηt(k), k ∈ 𝕃), indexed by a lattice 𝕃 which will be either ℤ, ℤ∕nℤ, a segment {1, ⋯ , n}, or ℤd, and taking its values in the set Eκ𝕃 where Eκ = {0, ⋯ , κ − 1} for some fixed κ ∈{∞, 2, 3, ⋯ }. Assume that the Markovian evolution of the particle system (PS) is driven by some translation invariant local dynamics with bounded range, encoded by a jump rate matrix ⊤. These are standard settings, satisfied by the TASEP, the voter models, the contact processes. The aim of this paper is to provide some sufficient and/or necessary conditions on the matrix ⊤ so that this Markov process admits some simple invariant distribution, as a product measure (if 𝕃 is any of the spaces mentioned above), the law of a Markov process indexed by ℤ or [1, n] ∩ ℤ (if 𝕃 = ℤ or {1, …, n}), or a Gibbs measure if 𝕃 = ℤ/nℤ. Multiple applications follow: efficient ways to find invariant Markov laws for a given jump rate matrix or to prove that none exists. The voter models and the contact processes are shown not to possess any Markov laws as invariant distribution (for any memory m). (As usual, a random process X indexed by ℤ or ℕ is said to be a Markov chain with memory m ∈ {0, 1, 2, ⋯ } if ℙ(Xk ∈ A | Xk−i, i ≥ 1) = ℙ(Xk ∈ A | Xk−i, 1 ≤ i ≤ m), for any k.) We also prove that some models close to these models do. We exhibit PS admitting hidden Markov chains as invariant distribution and design many PS on ℤ2, with jump rates indexed by 2 × 2 squares, admitting product invariant measures.

Nonequilibrium chemical potentials of steady-state lattice gas models in contact: A large-deviation approach

We introduce a general framework to describe the stationary state of two driven systems exchanging particles or mass through a contact, in a slow exchange limit. The definition of chemical potentials for the systems in contact requires that the large-deviation function describing the repartition of mass between the two systems is additive, in the sense of being a sum of contributions from each system. We show that this additivity property does not hold for an arbitrary contact dynamics, but is satisfied on condition that a macroscopic detailed balance condition holds at contact, and that the coarse-grained contact dynamics satisfies a factorization property. However, the nonequilibrium chemical potentials of the systems in contact keep track of the contact dynamics, and thus do not obey an equation of state. These nonequilibrium chemical potentials can be related either to the equilibrium chemical potential, or to the nonequilibrium chemical potential of the isolated systems. Results are applied both to an exactly solvable driven lattice gas model and to the Katz-Lebowitz-Spohn model using a numerical procedure to evaluate the chemical potential. The breaking of the additivity property is also illustrated on the exactly solvable model.

Out-of-equilibrium stationary states, percolation, and subcritical instabilities in a fully nonconservative system

The exploration of the phase diagram of a minimal model for barchan fields leads to the description of three distinct phases for the system: stationary, percolable, and unstable. In the stationary phase the system always reaches an out-of-equilibrium, fluctuating, stationary state, independent of its initial conditions. This state has a large and continuous range of dynamics, from dilute-where dunes do not interact-to dense, where the system exhibits both spatial structuring and collective behavior leading to the selection of a particular size for the dunes. In the percolable phase, the system presents a percolation threshold when the initial density increases. This percolation is unusual, as it happens on a continuous space for moving, interacting, finite lifetime dunes. For extreme parameters, the system exhibits a subcritical instability, where some of the dunes in the field grow without bound. We discuss the nature of the asymptotic states and their relations to well-known models of statistical physics.

Matrix-product ansatz for the totally asymmetric simple exclusion process with a generalized update on a ring

We apply the matrix-product ansatz to study the totally asymmetric simple exclusion process on a ring with a generalized discrete-time dynamics depending on two hopping probabilities, p and p[over ̃]. The model contains as special cases the TASEP with parallel update, when p[over ̃]=0, and with sequential backward-ordered update, when p[over ̃]=p. We construct a quadratic algebra and its two-dimensional matrix-product representation to obtain exact finite-size expressions for the partition function, the current of particles, and the two-point correlation function. Our main new result is the derivation of the finite-size pair correlation function. Its behavior is analyzed in different regimes of effective attraction and repulsion between the particles, depending on whether p[over ̃]>p or p[over ̃]<p. In particular, we explicitly obtain an analytic expression for the pair correlation function in the limit of irreversible aggregation p[over ̃]→1, when the stationary configurations contain just one cluster.

Additivity property and emergence of power laws in nonequilibrium steady states

We show that an equilibriumlike additivity property can remarkably lead to power-law distributions observed frequently in a wide class of out-of-equilibrium systems. The additivity property can determine the full scaling form of the distribution functions and the associated exponents. The asymptotic behavior of these distributions is solely governed by branch-cut singularity in the variance of subsystem mass. To substantiate these claims, we explicitly calculate, using the additivity property, subsystem mass distributions in a wide class of previously studied mass aggregation models as well as in their variants. These results could help in the thermodynamic characterization of nonequilibrium critical phenomena.

Emergence of jams in the generalized totally asymmetric simple exclusion process

The generalized totally asymmetric exclusion process (TASEP) [J. Stat. Mech. (2012) P05014] is an integrable generalization of the TASEP equipped with an interaction, which enhances the clustering of particles. The process interpolates between two extremal cases: the TASEP with parallel update and the process with all particles irreversibly merging into a single cluster moving as an isolated particle. We are interested in the large time behavior of this process on a ring in the whole range of the parameter λ controlling the interaction. We study the stationary state correlations, the cluster size distribution, and the large-time fluctuations of integrated particle current. When λ is finite, we find the usual TASEP-like behavior: The correlation length is finite; there are only clusters of finite size in the stationary state and current fluctuations belong to the Kardar-Parisi-Zhang universality class. When λ grows with the system size, so does the correlation length. We find a nontrivial transition regime with clusters of all sizes on the lattice. We identify a crossover parameter and derive the large deviation function for particle current, which interpolates between the case considered by Derrida-Lebowitz and a single-particle diffusion.

Occupation probabilities and fluctuations in the asymmetric simple inclusion process

The asymmetric simple inclusion process (ASIP), a lattice-gas model of unidirectional transport and aggregation, was recently proposed as an "inclusion" counterpart of the asymmetric simple exclusion process. In this paper we present an exact closed-form expression for the probability that a given number of particles occupies a given set of consecutive lattice sites. Our results are expressed in terms of the entries of Catalan's trapezoids-number arrays which generalize Catalan's numbers and Catalan's triangle. We further prove that the ASIP is asymptotically governed by the following: (i) an inverse square-root law of occupation, (ii) a square-root law of fluctuation, and (iii) a Rayleigh law for the distribution of interexit times. The universality of these results is discussed.

Gammalike mass distributions and mass fluctuations in conserved-mass transport processes

We show that, in conserved-mass transport processes, the steady-state distribution of mass in a subsystem is uniquely determined from the functional dependence of variance of the subsystem mass on its mean, provided that the joint mass distribution of subsystems is factorized in the thermodynamic limit. The factorization condition is not too restrictive as it would hold in systems with short-ranged spatial correlations. To demonstrate the result, we revisit a broad class of mass transport models and its generic variants, and show that the variance of the subsystem mass in these models is proportional to the square of its mean. This particular functional form of the variance constrains the subsystem mass distribution to be a gamma distribution irrespective of the dynamical rules.

Entropy-based characterizations of the observable dependence of the fluctuation-dissipation temperature

The definition of a nonequilibrium temperature through generalized fluctuation-dissipation relations relies on the independence of the fluctuation-dissipation temperature from the observable considered. We argue that this observable independence is deeply related to the uniformity of the phase-space probability distribution on the hypersurfaces of constant energy. This property is shown explicitly on three different stochastic models, where observable dependence of the fluctuation-dissipation temperature arises only when the uniformity of the phase-space distribution is broken. The first model is an energy transport model on a ring, with biased local transfer rules. In the second model, defined on a fully connected geometry, energy is exchanged with two heat baths at different temperatures, breaking the uniformity of the phase-space distribution. Finally, in the last model, the system is connected to a zero temperature reservoir, and preserves the uniformity of the phase-space distribution in the relaxation regime, leading to an observable-independent temperature.

Dependence of the fluctuation-dissipation temperature on the choice of observable

On general grounds, a nonequilibrium temperature can be consistently defined from generalized fluctuation-dissipation relations only if it is independent of the observable considered. We argue that the dependence on the choice of observable generically occurs when the phase-space probability distribution is nonuniform on constant energy shells. We relate quantitatively this observable dependence to a fundamental characteristics of nonequilibrium systems, namely, the Shannon entropy difference with respect to the equilibrium state with the same energy. This relation is illustrated on a mean-field model in contact with two heat baths at different temperatures.

Stochastic fluctuations in metabolic pathways

Fluctuations in the abundance of molecules in the living cell may affect its growth and well being. For regulatory molecules (e.g., signaling proteins or transcription factors), fluctuations in their expression can affect the levels of downstream targets in a network. Here, we develop an analytic framework to investigate the phenomenon of noise correlation in molecular networks. Specifically, we focus on the metabolic network, which is highly interlinked, and noise properties may constrain its structure and function. Motivated by the analogy between the dynamics of a linear metabolic pathway and that of the exactly soluble linear queuing network or, alternatively, a mass transfer system, we derive a plethora of results concerning fluctuations in the abundance of intermediate metabolites in various common motifs of the metabolic network. For all but one case examined, we find the steady-state fluctuation in different nodes of the pathways to be effectively uncorrelated. Consequently, fluctuations in enzyme levels only affect local properties and do not propagate elsewhere into metabolic networks, and intermediate metabolites can be freely shared by different reactions. Our approach may be applicable to study metabolic networks with more complex topologies or protein signaling networks that are governed by similar biochemical reactions. Possible implications for bioinformatic analysis of metabolomic data are discussed.

Intensive thermodynamic parameters in nonequilibrium systems

Considering a broad class of steady-state nonequilibrium systems for which some additive quantities are conserved by the dynamics, we introduce from a statistical approach intensive thermodynamic parameters (ITPs) conjugated to the conserved quantities. This definition does not require any detailed balance relation to be fulfilled. Rather, the system must satisfy a general additivity property, which holds in most of the models usually considered in the literature, including those described by a matrix product ansatz with finite matrices. The main property of these ITPs is to take equal values in two subsystems, making them a powerful tool to describe nonequilibrium phase coexistence, as illustrated on different models. We finally discuss the issue of the equalization of ITPs when two different systems are put into contact. This issue is closely related to the possibility of measuring the ITPs using a small auxiliary system, in the same way as temperature is measured with a thermometer, and points at one of the major difficulties of nonequilibrium statistical mechanics. In addition, an efficient alternative determination, based on the measure of fluctuations, is also proposed and illustrated.

Shocks in the asymmetric exclusion process with internal degree of freedom

We determine all families of Markovian three-state lattice gases with pair interaction and a single local conservation law. One such family of models is an asymmetric exclusion process where particles exist in two different nonconserved states. We derive conditions on the transition rates between the two states such that the shock has a particularly simple structure with minimal intrinsic shock width and random walk dynamics. We calculate the drift velocity and diffusion coefficient of the shock.

Interaction-driven real-space condensation

We study real-space condensation in a broad class of stochastic mass transport models. We show that the steady state of such models has a pair-factorized form which generalizes the standard factorized steady states. The condensation in this class of models is driven by interactions which give rise to a spatially extended condensate that differs fundamentally from the previously studied examples. We present numerical results as well as a theoretical analysis of the condensation transition and show that the criterion for condensation is related to the binding-unbinding transition of solid-on-solid interfaces.

Definition and relevance of nonequilibrium intensive thermodynamic parameters

We show that intensive thermodynamic parameters associated to additive conserved quantities can be naturally defined from a statistical approach in far-from-equilibrium steady-state systems, under few assumptions, and without any detailed balance requirement. It may apply, e.g., to dissipative systems such as granular gases where volume or mass is still conserved or to systems with periodic boundary conditions where fluxes of conserved quantities are present. We emphasize the usefulness of this concept to characterize the coexistence of different nonequilibrium phases and discuss the influence of the contact between two different systems, in relation with measurement issues.

Condensation transitions in a model for a directed network with weighted links

An exactly solvable model for the rewiring dynamics of weighted, directed networks is introduced. Simulations indicate that the model exhibits two types of condensation: (i) a phase in which, for each node, a finite fraction of its total out-strength condenses onto a single link; (ii) a phase in which a finite fraction of the total weight in the system is directed into a single node. A virtue of the model is that its dynamics can be mapped onto those of a zero-range process with many species of interacting particles--an exactly solvable model of particles hopping between the sites of a lattice. This mapping, which is described in detail, guides the analysis of the steady state of the network model and leads to theoretical predictions for the conditions under which the different types of condensation may be observed. A further advantage of the mapping is that, by exploiting what is known about exactly solvable generalizations of the zero-range process, one can infer a number of generalizations of the network model and dynamics which remain exactly solvable.

Stationary and dynamical properties of a zero-range process on scale-free networks

We study the condensation phenomenon in a zero-range process on scale-free networks. We show that the stationary state property depends only on the degree distribution of underlying networks. The model displays a stationary state phase transition between a condensed phase and an uncondensed phase, and the phase diagram is obtained analytically. As for the dynamical property, we find that the relaxation dynamics depends on the global structure of underlying networks. The relaxation time follows the power law tau approximately Lz with the network size L in the condensed phase. The dynamic exponent z is found to take a different value depending on whether underlying networks have a tree structure or not.

Complete condensation in a zero range process on scale-free networks

We study a zero range process on scale-free networks in order to investigate how network structure influences particle dynamics. The zero range process is defined with the rate p(n) = n(delta) at which particles hop out of nodes with n particles. We show analytically that a complete condensation occurs when delta < or = delta(c) triple bond 1/(gamma-1) where gamma is the degree distribution exponent of the underlying networks. In the complete condensation, those nodes whose degree is higher than a threshold are occupied by macroscopic numbers of particles, while the other nodes are occupied by negligible numbers of particles. We also show numerically that the relaxation time follows a power-law scaling tau approximately L(z) with the network size L and a dynamic exponent z in the condensed phase.

Nature of the condensate in mass transport models

We study the phenomenon of real space condensation in the steady state of a class of one-dimensional mass transport models. We derive the criterion for the occurrence of a condensation transition and analyze the precise nature of the shape and the size of the condensate in the condensed phase. We find two distinct condensate regimes: one where the condensate is Gaussian distributed and the particle number fluctuations scale normally as L(1/2) where L is the system size, and the second regime where the particle number fluctuations become anomalously large and the condensate peak is non-Gaussian. We interpret these results within the framework of sums of random variables.