Large fluctuations of the macroscopic current in diffusive systems: a numerical test of the additivity principle

Sampling rare events across dynamical phase transitions

Interacting particle systems with many degrees of freedom may undergo phase transitions to sustain atypical fluctuations of dynamical observables such as the current or the activity. In some cases, this leads to symmetry-broken space-time trajectories which enhance the probability of such events due to the emergence of ordered structures. Despite their conceptual and practical importance, these dynamical phase transitions (DPTs) at the trajectory level are difficult to characterize due to the low probability of their occurrence. However, during the last decade, advanced computational techniques have been developed to measure rare events in simulations of many-particle systems that allow the direct observation and characterization of these DPTs. Here we review the application of a particular rare-event simulation technique, based on cloning Monte Carlo methods, to characterize DPTs in paradigmatic stochastic lattice gases. In particular, we describe in detail some tricks and tips of the trade, paying special attention to the measurement of order parameters capturing the physics of the different DPTs, as well as to the finite-size effects (both in the system size and in the number of clones) that affect the measurements. Overall, we provide a consistent picture of the phenomenology associated with DPTs and their measurement.

Infinite family of universal profiles for heat current statistics in Fourier's law

Using tools from large deviation theory, we study fluctuations of the heat current in a model of d-dimensional incompressible fluid driven out of equilibrium by a temperature gradient. We find that the most probable temperature fields sustaining atypical values of the global current can be naturally classified in an infinite set of curves, allowing us to exhaustively analyze their topological properties and to define universal profiles onto which all optimal fields collapse. We also compute the statistics of empirical heat current, where we find remarkable logarithmic tails for large current fluctuations orthogonal to the thermal gradient. Finally, we determine explicitly a number of cumulants of the current distribution, finding interesting relations between them.

Structure of the optimal path to a fluctuation

Macroscopic fluctuations have become an essential tool to understand physics far from equilibrium due to the link between their statistics and nonequilibrium ensembles. The optimal path leading to a fluctuation encodes key information on this problem, shedding light on, e.g., the physics behind the enhanced probability of rare events out of equilibrium, the possibility of dynamic phase transitions, and new symmetries. This makes the understanding of the properties of these optimal paths a central issue. Here we derive a fundamental relation which strongly constrains the architecture of these optimal paths for general d-dimensional nonequilibrium diffusive systems, and implies a nontrivial structure for the dominant current vector fields. Interestingly, this general relation (which encompasses and explains previous results) makes manifest the spatiotemporal nonlocality of the current statistics and the associated optimal trajectories.

Numerical study of continuous and discontinuous dynamical phase transitions for boundary-driven systems

The existence and search for thermodynamic phase transitions is of unfading interest. In this paper, we present numerical evidence of dynamical phase transitions occurring in boundary-driven systems with a constrained integrated current. It is shown that certain models exhibit a discontinuous transition between two different density profiles and a continuous transition between a time-independent and a time-dependent profile. We also verified that the Kipnis-Marchioro-Presutti model exhibits no phase transitions in a range much larger than previously explored.

Finite-time and finite-size scalings in the evaluation of large-deviation functions: Analytical study using a birth-death process

The Giardinà-Kurchan-Peliti algorithm is a numerical procedure that uses population dynamics in order to calculate large deviation functions associated to the distribution of time-averaged observables. To study the numerical errors of this algorithm, we explicitly devise a stochastic birth-death process that describes the time evolution of the population probability. From this formulation, we derive that systematic errors of the algorithm decrease proportionally to the inverse of the population size. Based on this observation, we propose a simple interpolation technique for the better estimation of large deviation functions. The approach we present is detailed explicitly in a two-state model.

Universal bounds on current fluctuations

For current fluctuations in nonequilibrium steady states of Markovian processes, we derive four different universal bounds valid beyond the Gaussian regime. Different variants of these bounds apply to either the entropy change or any individual current, e.g., the rate of substrate consumption in a chemical reaction or the electron current in an electronic device. The bounds vary with respect to their degree of universality and tightness. A universal parabolic bound on the generating function of an arbitrary current depends solely on the average entropy production. A second, stronger bound requires knowledge both of the thermodynamic forces that drive the system and of the topology of the network of states. These two bounds are conjectures based on extensive numerics. An exponential bound that depends only on the average entropy production and the average number of transitions per time is rigorously proved. This bound has no obvious relation to the parabolic bound but it is typically tighter further away from equilibrium. An asymptotic bound that depends on the specific transition rates and becomes tight for large fluctuations is also derived. This bound allows for the prediction of the asymptotic growth of the generating function. Even though our results are restricted to networks with a finite number of states, we show that the parabolic bound is also valid for three paradigmatic examples of driven diffusive systems for which the generating function can be calculated using the additivity principle. Our bounds provide a general class of constraints for nonequilibrium systems.

Weak additivity principle for current statistics in d dimensions

The additivity principle (AP) allows one to compute the current distribution in many one-dimensional nonequilibrium systems. Here we extend this conjecture to general d-dimensional driven diffusive systems, and validate its predictions against both numerical simulations of rare events and microscopic exact calculations of three paradigmatic models of diffusive transport in d=2. Crucially, the existence of a structured current vector field at the fluctuating level, coupled to the local mobility, turns out to be essential to understand current statistics in d>1. We prove that, when compared to the straightforward extension of the AP to high d, the so-called weak AP always yields a better minimizer of the macroscopic fluctuation theory action for current statistics.

Statistics of the dissipated energy in driven diffusive systems

Understanding the physics of non-equilibrium systems remains one of the major open questions in statistical physics. This problem can be partially handled by investigating macroscopic fluctuations of key magnitudes that characterise the non-equilibrium behaviour of the system of interest; their statistics, associated structures and microscopic origin. During the last years, some new general and powerful methods have appeared to delve into fluctuating behaviour that have drastically changed the way to address this problem in the realm of diffusive systems: macroscopic fluctuation theory (MFT) and a set of advanced computational techniques that make it possible to measure the probability of rare events. Notwithstanding, a satisfactory theory is still lacking in a particular case of intrinsically non-equilibrium systems, namely those in which energy is not conserved but dissipated continuously in the bulk of the system (e.g. granular media). In this work, we put forward the dissipated energy as a relevant quantity in this case and analyse in a pedagogical way its fluctuations, by making use of a suitable generalisation of macroscopic fluctuation theory to driven dissipative media.

Probing local equilibrium in nonequilibrium fluids

We use extensive computer simulations to probe local thermodynamic equilibrium (LTE) in a quintessential model fluid, the two-dimensional hard-disks system. We show that macroscopic LTE is a property much stronger than previously anticipated, even in the presence of important finite-size effects, revealing a remarkable bulk-boundary decoupling phenomenon in fluids out of equilibrium. This allows us to measure the fluid's equation of state in simulations far from equilibrium, with an excellent accuracy comparable to the best equilibrium simulations. Subtle corrections to LTE are found in the fluctuations of the total energy which strongly point to the nonlocality of the nonequilibrium potential governing the fluid's macroscopic behavior out of equilibrium.

Scaling laws and bulk-boundary decoupling in heat flow

When driven out of equilibrium by a temperature gradient, fluids respond by developing a nontrivial, inhomogeneous structure according to the governing macroscopic laws. Here we show that such structure obeys strikingly simple scaling laws arbitrarily far from equilibrium, provided that both macroscopic local equilibrium and Fourier's law hold. Extensive simulations of hard disk fluids confirm the scaling laws even under strong temperature gradients, implying that Fourier's law remains valid in this highly nonlinear regime, with putative corrections absorbed into a nonlinear conductivity functional. In addition, our results show that the scaling laws are robust in the presence of strong finite-size effects, hinting at a subtle bulk-boundary decoupling mechanism which enforces the macroscopic laws on the bulk of the finite-sized fluid. This allows one to measure the marginal anomaly of the heat conductivity predicted for hard disks.

Typical and rare fluctuations in nonlinear driven diffusive systems with dissipation

We consider fluctuations of the dissipated energy in nonlinear driven diffusive systems subject to bulk dissipation and boundary driving. With this aim, we extend the recently introduced macroscopic fluctuation theory to nonlinear driven dissipative media, starting from the fluctuating hydrodynamic equations describing the system mesoscopic evolution. Interestingly, the action associated with a path in mesoscopic phase space, from which large-deviation functions for macroscopic observables can be derived, has the same simple form as in nondissipative systems. This is a consequence of the quasielasticity of microscopic dynamics, required in order to have a nontrivial competition between diffusion and dissipation at the mesoscale. Euler-Lagrange equations for the optimal density and current fields that sustain an arbitrary dissipation fluctuation are also derived. A perturbative solution thereof shows that the probability distribution of small fluctuations is always Gaussian, as expected from the central limit theorem. On the other hand, strong separation from the Gaussian behavior is observed for large fluctuations, with a distribution which shows no negative branch, thus violating the Gallavotti-Cohen fluctuation theorem, as expected from the irreversibility of the dynamics. The dissipation large-deviation function exhibits simple and general scaling forms for weakly and strongly dissipative systems, with large fluctuations favored in the former case but heavily suppressed in the latter. We apply our results to a general class of diffusive lattice models for which dissipation, nonlinear diffusion, and driving are the key ingredients. The theoretical predictions are compared to extensive numerical simulations of the microscopic models, and excellent agreement is found. Interestingly, the large-deviation function is in some cases nonconvex beyond some dissipation. These results show that a suitable generalization of macroscopic fluctuation theory is capable of describing in detail the fluctuating behavior of nonlinear driven dissipative media.

Current fluctuations in the weakly asymmetric exclusion process with open boundaries

The additivity principle allows a calculation of current fluctuations and associated density profiles in large diffusive systems. We apply this principle to the weakly asymmetric exclusion process (WASEP). We also calculate the cumulant generating function of the current and the density profiles associated with rare currents in finite systems using a numerical approach based on the density matrix renormalization group. Comparison of the two approaches allows us to verify the validity of the additivity principle and to get insight into the finite size scaling theory for current fluctuations in the WASEP. No evidence for a dynamical phase transition is found.

Nonlinear driven diffusive systems with dissipation: fluctuating hydrodynamics

We consider a general class of nonlinear diffusive models with bulk dissipation and boundary driving and derive its hydrodynamic description in the large size limit. Both the average macroscopic behavior and the fluctuating properties of the hydrodynamic fields are obtained from the microscopic dynamics. This analysis yields a fluctuating balance equation for the local energy density at the mesoscopic level, characterized by two terms: (i) a diffusive term, with a current that fluctuates around its average behavior given by nonlinear Fourier's law, and (ii) a dissipation term which is a general function of the local energy density. The quasielasticity of microscopic dynamics, required in order to have a nontrivial competition between diffusion and dissipation in the macroscopic limit, implies a noiseless dissipation term in the balance equation, so dissipation fluctuations are enslaved to those of the density field. The microscopic complexity is thus condensed in just three transport coefficients-the diffusivity, the mobility, and a new dissipation coefficient-which are explicitly calculated within a local equilibrium approximation. Interestingly, the diffusivity and mobility coefficients obey an Einstein relation despite the fully nonequilibrium character of the problem. The general theory here presented is applied to a particular albeit broad family of systems, the simplest nonlinear dissipative variant of the so-called KMP model for heat transport. The theoretical predictions are compared to extensive numerical simulations, and an excellent agreement is found.

Compact waves in microscopic nonlinear diffusion

We analyze the spread of a localized peak of energy into vacuum for nonlinear diffusive processes. In contrast with standard diffusion, the nonlinearity results in a compact wave with a sharp front separating the perturbed region from vacuum. In d spatial dimensions, the front advances as t^{1/(2+da)} according to hydrodynamics, with a the nonlinearity exponent. We show that fluctuations in the front position grow as ∼t^{μ}η, where μ<1/2+da is an exponent that we measure and η is a random variable whose distribution we characterize. Fluctuating corrections to hydrodynamic profiles give rise to an excess penetration into vacuum, revealing scaling behaviors and robust features. We also examine the discharge of a nonlinear rarefaction wave into vacuum. Our results suggest the existence of universal scaling behaviors at the fluctuating level in nonlinear diffusion.

Additivity principle in high-dimensional deterministic systems

The additivity principle (AP), conjectured by Bodineau and Derrida [Phys. Rev. Lett. 92, 180601 (2004)], is discussed for the case of heat conduction in three-dimensional disordered harmonic lattices to consider the effects of deterministic dynamics, higher dimensionality, and different transport regimes, i.e., ballistic, diffusive, and anomalous transport. The cumulant generating function (CGF) for heat transfer is accurately calculated and compared with the one given by the AP. In the diffusive regime, we find a clear agreement with the conjecture even if the system is high dimensional. Surprisingly, even in the anomalous regime the CGF is also well fitted by the AP. Lower-dimensional systems are also studied and the importance of three dimensionality for the validity is stressed.

Spontaneous symmetry breaking at the fluctuating level

Phase transitions not allowed in equilibrium steady states may happen, however, at the fluctuating level. We observe for the first time this striking and general phenomenon measuring current fluctuations in an isolated diffusive system. While small fluctuations result from the sum of weakly correlated local events, for currents above a critical threshold the system self-organizes into a coherent traveling wave which facilitates the current deviation by gathering energy in a localized packet, thus breaking translation invariance. This results in Gaussian statistics for small fluctuations but non-Gaussian tails above the critical current. Our observations, which agree with predictions derived from hydrodynamic fluctuation theory, strongly suggest that rare events are generically associated with coherent, self-organized patterns which enhance their probability.

Large fluctuations in driven dissipative media

We analyze the fluctuations of the dissipated energy in a simple and general model where dissipation, diffusion, and driving are the key ingredients. The full dissipation distribution, which follows from hydrodynamic fluctuation theory, shows non-Gaussian tails and no negative branch, thus violating the fluctuation theorem as expected from the irreversibility of the dynamics. It exhibits simple scaling forms in the weak- and strong-dissipation limits, with large fluctuations favored in the former case but strongly suppressed in the latter. The typical path associated with a given dissipation fluctuation is also analyzed in detail. Our results, confirmed in extensive simulations, strongly support the validity of hydrodynamic fluctuation theory to describe fluctuating behavior in driven dissipative media.

Symmetries in fluctuations far from equilibrium

Fluctuations arise universally in nature as a reflection of the discrete microscopic world at the macroscopic level. Despite their apparent noisy origin, fluctuations encode fundamental aspects of the physics of the system at hand, crucial to understand irreversibility and nonequilibrium behavior. To sustain a given fluctuation, a system traverses a precise optimal path in phase space. Here we show that by demanding invariance of optimal paths under symmetry transformations, new and general fluctuation relations valid arbitrarily far from equilibrium are unveiled. This opens an unexplored route toward a deeper understanding of nonequilibrium physics by bringing symmetry principles to the realm of fluctuations. We illustrate this concept studying symmetries of the current distribution out of equilibrium. In particular we derive an isometric fluctuation relation that links in a strikingly simple manner the probabilities of any pair of isometric current fluctuations. This relation, which results from the time-reversibility of the dynamics, includes as a particular instance the Gallavotti-Cohen fluctuation theorem in this context but adds a completely new perspective on the high level of symmetry imposed by time-reversibility on the statistics of nonequilibrium fluctuations. The new symmetry implies remarkable hierarchies of equations for the current cumulants and the nonlinear response coefficients, going far beyond Onsager's reciprocity relations and Green-Kubo formulas. We confirm the validity of the new symmetry relation in extensive numerical simulations, and suggest that the idea of symmetry in fluctuations as invariance of optimal paths has far-reaching consequences in diverse fields.