Direct evaluation of dynamical large-deviation rate functions using a variational ansatz

Thermodynamic uncertainty relation for Langevin dynamics by scaling time

The thermodynamic uncertainty relation (TUR) quantifies a relationship between current fluctuations and dissipation in out-of-equilibrium overdamped Langevin dynamics, making it a natural counterpart of the fluctuation-dissipation theorem in equilibrium statistical mechanics. For underdamped Langevin dynamics, the situation is known to be more complicated with dynamical activity also playing a role in limiting the magnitude of current fluctuations. Progress on those underdamped TUR-like bounds has largely come from applications of the information-theoretic Cramér-Rao inequality. Here, we present an alternative perspective by employing large deviation theory. The approach offers a general unified treatment of TUR-like bounds for both overdamped and underdamped Langevin dynamics built upon current fluctuations achieved by scaling time. The bounds we derive following this approach are similar to known results but with differences we discuss and rationalize.

Physics-informed graph neural networks enhance scalability of variational nonequilibrium optimal control

When a physical system is driven away from equilibrium, the statistical distribution of its dynamical trajectories informs many of its physical properties. Characterizing the nature of the distribution of dynamical observables, such as a current or entropy production rate, has become a central problem in nonequilibrium statistical mechanics. Asymptotically, for a broad class of observables, the distribution of a given observable satisfies a large deviation principle when the dynamics is Markovian, meaning that fluctuations can be characterized in the long-time limit by computing a scaled cumulant generating function. Calculating this function is not tractable analytically (nor often numerically) for complex, interacting systems, so the development of robust numerical techniques to carry out this computation is needed to probe the properties of nonequilibrium materials. Here, we describe an algorithm that recasts this task as an optimal control problem that can be solved variationally. We solve for optimal control forces using neural network ansätze that are tailored to the physical systems to which the forces are applied. We demonstrate that this approach leads to transferable and accurate solutions in two systems featuring large numbers of interacting particles.

Finite Time Large Deviations via Matrix Product States

Recent work has shown the effectiveness of tensor network methods for computing large deviation functions in constrained stochastic models in the infinite time limit. Here we show that these methods can also be used to study the statistics of dynamical observables at arbitrary finite time. This is a harder problem because, in contrast to the infinite time case, where only the extremal eigenstate of a tilted Markov generator is relevant, for finite time the whole spectrum plays a role. We show that finite time dynamical partition sums can be computed efficiently and accurately in one dimension using matrix product states and describe how to use such results to generate rare event trajectories on demand. We apply our methods to the Fredrickson-Andersen and East kinetically constrained models and to the symmetric simple exclusion process, unveiling dynamical phase diagrams in terms of counting field and trajectory time. We also discuss extensions of this method to higher dimensions.

Direct Evaluation of Rare Events in Active Matter from Variational Path Sampling

Active matter represents a broad class of systems that evolve far from equilibrium due to the local injection of energy. Like their passive analogs, transformations between distinct metastable states in active matter proceed through rare fluctuations; however, their detailed balance violating dynamics renders these events difficult to study. Here, we present a simulation method for evaluating the rate and mechanism of rare events in generic nonequilibrium systems and apply it to study the conformational changes of a passive solute in an active fluid. The method employs a variational optimization of a control force that renders the rare event a typical one, supplying an exact estimate of its rate as a ratio of path partition functions. Using this method we find that increasing activity in the active bath can enhance the rate of conformational switching of the passive solute in a manner consistent with recent bounds from stochastic thermodynamics.

Dynamical Large Deviations of Two-Dimensional Kinetically Constrained Models Using a Neural-Network State Ansatz

We use a neural-network ansatz originally designed for the variational optimization of quantum systems to study dynamical large deviations in classical ones. We use recurrent neural networks to describe the large deviations of the dynamical activity of model glasses, kinetically constrained models in two dimensions. We present the first finite size-scaling analysis of the large-deviation functions of the two-dimensional Fredrickson-Andersen model, and explore the spatial structure of the high-activity sector of the South-or-East model. These results provide a new route to the study of dynamical large-deviation functions, and highlight the broad applicability of the neural-network state ansatz across domains in physics.

Varied phenomenology of models displaying dynamical large-deviation singularities

Singularities of dynamical large-deviation functions are often interpreted as the signal of a dynamical phase transition and the coexistence of distinct dynamical phases, by analogy with the correspondence between singularities of free energies and equilibrium phase behavior. Here we study models of driven random walkers on a lattice. These models display large-deviation singularities in the limit of large lattice size, but the extent to which each model's phenomenology resembles a phase transition depends on the details of the driving. We also compare the behavior of ergodic and nonergodic models that present large-deviation singularities. We argue that dynamical large-deviation singularities indicate the divergence of a model timescale, but not necessarily one associated with cooperative behavior or the existence of distinct phases.

Collective motion in large deviations of active particles

We analyze collective motion that occurs during rare (large deviation) events in systems of active particles, both numerically and analytically. We discuss the associated dynamical phase transition to collective motion, which occurs when the active work is biased towards larger values, and is associated with alignment of particles' orientations. A finite biasing field is needed to induce spontaneous symmetry breaking, even in large systems. Particle alignment is computed exactly for a system of two particles. For many-particle systems, we analyze the symmetry breaking by an optimal-control representation of the biased dynamics, and we propose a fluctuating hydrodynamic theory that captures the emergence of polar order in the biased state.

Evolutionary reinforcement learning of dynamical large deviations

We show how to bound and calculate the likelihood of dynamical large deviations using evolutionary reinforcement learning. An agent, a stochastic model, propagates a continuous-time Monte Carlo trajectory and receives a reward conditioned upon the values of certain path-extensive quantities. Evolution produces progressively fitter agents, potentially allowing the calculation of a piece of a large-deviation rate function for a particular model and path-extensive quantity. For models with small state spaces, the evolutionary process acts directly on rates, and for models with large state spaces, the process acts on the weights of a neural network that parameterizes the model's rates. This approach shows how path-extensive physics problems can be considered within a framework widely used in machine learning.

A deep learning functional estimator of optimal dynamics for sampling large deviations

In stochastic systems, numerically sampling the relevant trajectories for the estimation of the large deviation statistics of time-extensive observables requires overcoming their exponential (in space and time) scarcity. The optimal way to access these rare events is by means of an auxiliary dynamics obtained from the original one through the so-called ‘generalised Doob transformation’. While this optimal dynamics is guaranteed to exist its use is often impractical, as to define it requires the often impossible task of diagonalising a (tilted) dynamical generator. While approximate schemes have been devised to overcome this issue they are difficult to automate as they tend to require knowledge of the systems under study. Here we address this problem from the perspective of deep learning. We devise an iterative semi-supervised learning scheme which converges to the optimal or Doob dynamics with the clear advantage of requiring no prior knowledge of the system. We test our method in a paradigmatic statistical mechanics model with non-trivial dynamical fluctuations, the fully packed classical dimer model on the square lattice, showing that it compares favourably with more traditional approaches. We discuss broader implications of our results for the study of rare dynamical trajectories.

Trajectory phase transitions in noninteracting spin systems

We show that a collection of independent Ising spins evolving stochastically can display surprisingly large fluctuations toward ordered behavior, as quantified by certain types of time-integrated plaquette observables, despite the underlying dynamics being noninteracting. In the large-deviation (LD) regime of long times and large system size, this can give rise to a phase transition in trajectory space. As a noninteracting system we consider a collection of spins undergoing single spin-flip dynamics at infinite temperature. For the dynamical observables we study, the associated tilted generators have an exact and explicit spin-plaquette duality. Such setup suggests the existence of a transition (in the large size limit) at the self-dual point of the tilted generator. The nature of the LD transition depends on the observable. We consider explicitly two situations: (i) for a pairwise bond observable the LD transition is continuous and equivalent to that of the transverse field Ising model and (ii) for a higher-order plaquette observable, in contrast, the LD transition is first order. Case (i) is easy to prove analytically, while we confirm case (ii) numerically via an efficient trajectory sampling scheme that exploits the noninteracting nature of the original dynamics.

Efficiency of one-dimensional active transport conditioned on motility

By conditioning a stochastic process on the value of an observable, one obtains a new stochastic process with different properties. We apply this idea in the context of active matter and condition interacting self-propelled particles on their individual motility. Using the effective process formalism from dynamical large deviations theory, we derive the interactions that actuate the imposed mobility against jamming interactions in two toy models-the totally asymmetric exclusion process and run-and-tumble particles, in the case of two or three particles. We provide a framework which takes into account the energy-consumption required for self-propulsion and address the question of how energy-efficient the emergent interactions are. Upon conditioning, run-and-tumble particles develop an alignment interaction and achieve a higher gain in efficiency than TASEP particles. A point of diminishing returns in efficiency is reached beyond a certain level of conditioning. With recourse to a general formula for the change in energy efficiency upon conditioning, we conclude that the most significant gains occur when there are large fluctuations in mobility to exploit. From a detailed comparison of the emergent effective interaction in a two- versus a three-body scenario, we discover evidence of a screening effect which suggests that conditioning can produce topological rather than metric interactions.