Oscillations in feedback-driven systems: Thermodynamics and noise

Discontinuous phase transition from ferromagnetic to oscillating states in a nonequilibrium mean-field spin model

We study a nonequilibrium ferromagnetic mean-field spin model exhibiting a phase with spontaneous temporal oscillations of the magnetization, on top of the usual paramagnetic and ferromagnetic phases. This behavior is obtained by introducing dynamic field variables coupled to the spins through nonreciprocal couplings. We determine a nonequilibrium generalization of the Landau free energy in terms of the large deviation function of the magnetization and of an appropriately defined smoothed stochastic time derivative of the magnetization. While the transition between paramagnetic and oscillating phase is continuous, the transition between ferromagnetic and oscillating phases is found to be discontinuous, with a coexistence of both phases, one being stable and the other one metastable. Depending on parameter values, the ferromagnetic points may either be inside or outside the limit cycle, leading to different transition scenarios. The stability of these steady states is determined from the large deviation function. We also show that in the coexistence region, the entropy production has a pronounced maximum as a function of system size.

Emergence of collective self-oscillations in minimal lattice models with feedback

The emergence of collective oscillations and synchronization is a widespread phenomenon in complex systems. While widely studied in the setting of dynamical systems, this phenomenon is not well understood in the context of out-of-equilibrium phase transitions in many-body systems. Here we consider three classical lattice models, namely the Ising, the Blume-Capel, and the Potts models, provided with a feedback among the order and control parameters. With the help of the linear response theory we derive low-dimensional nonlinear dynamical systems for mean-field cases. These dynamical systems quantitatively reproduce many-body stochastic simulations. In general, we find that the usual equilibrium phase transitions are taken over by more complex bifurcations where nonlinear collective self-oscillations emerge, a behavior that we illustrate by the feedback Landau theory. For the case of the Ising model, we obtain that the bifurcation that takes over the critical point is nontrivial in finite dimensions. Namely, we provide numerical evidence that in two dimensions the most probable value of a cycle's amplitude follows the Onsager law for slow feedback. We illustrate multistability for the case of discontinuously emerging oscillations in the Blume-Capel model, whose tricritical point is substituted by the Bautin bifurcation. For the Potts model with q=3 colors we highlight the appearance of two mirror stable limit cycles at a bifurcation line and characterize the onset of chaotic oscillations that emerge at low temperature through either the Feigenbaum cascade of period doubling or the Afraimovich-Shilnikov scenario of a torus destruction. We also demonstrate that entropy production singularities as a function of the temperature correspond to qualitative change in the spectrum of Lyapunov exponents. Our results show that mean-field collective behavior can be described by the bifurcation theory of low-dimensional dynamical systems, which paves the way for the definition of universality classes of collective oscillations.

Nonequilibrium Phase Transition to Temporal Oscillations in Mean-Field Spin Models

We propose a mean-field theory to describe the nonequilibrium phase transition to a spontaneously oscillating state in spin models. A nonequilibrium generalization of the Landau free energy is obtained from the joint distribution of the magnetization and its smoothed stochastic time derivative. The order parameter of the transition is a Hamiltonian, whose nonzero value signals the onset of oscillations. The Hamiltonian and the nonequilibrium Landau free energy are determined explicitly from the stochastic spin dynamics. The oscillating phase is also characterized by a nontrivial overlap distribution reminiscent of a continuous replica symmetry breaking, in spite of the absence of disorder. An illustration is given on an explicit kinetic mean-field spin model.