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Large deviation functions contain information on the stability and response of systems driven into nonequilibrium steady states, and in such a way are similar to free energies for systems at equilibrium. As with equilibrium free energies, evaluating large deviation functions numerically for all but the simplest system...
By using conformal-field theory, we classify the possible irrelevant operators for the Ising model on the square and triangular lattices. We analyze the existing results for the free energy and its derivatives and for the correlation length, showing that they are in agreement with the conformal-field theory prediction...
We apply a functional-integral formalism for Markovian birth and death processes to determine asymptotic corrections to mean-field theory in the Malthus-Verhulst process (MVP). Expanding about the stationary mean-field solution, we identify an expansion parameter that is small in the limit of large mean population, an...
We provide numerical evidence that the low-lying part of the entanglement spectrum of a real-space block (i.e. a single interval) of a one-dimensional quantum many body system at a conformal critical point corresponds to the energy spectrum of a boundary conformal field theory (CFT). This correspondence allows to unco...
The appropriate description of fluctuations within the framework of evolutionary game theory is a fundamental unsolved problem in the case of finite populations. The Moran process recently introduced into this context [Nowak et al., Nature (London) 428, 646 (2004)] defines a promising standard model of evolutionary ga...
In this paper, we propose a Boltzmann-type kinetic description of mass-varying interacting multi-agent systems. Our agents are characterised by a microscopic state, which changes due to their mutual interactions, and by a label, which identifies a group to which they belong.
We have recently applied the second law to an isolated system, consisting of a system {\Sigma} such as a glass surrounded by an extremely large medium {\Sigma}, to show that the instantaneous temperature T(t), thermodynamic entropy S(T_0,t) and enthalpy H(T_0,t) of {\Sigma} decrease in any isothermal relaxation towards...
We derive general properties, which hold for both quantum and classical systems, of response functions of nonequilibrium steady states. We clarify differences from those of equilibrium states.
We present a renormalization group study of two dimensional arrays of oscillators, with dissipative, short range interactions. We consider the case of non-identical oscillators, with distributed intrinsic frequencies within the array and study the steady-state properties of the system.
Solutions to hydrodynamic equations, which are used for a vast variety of physical problems, are assumed to be specified by boundary conditions and initial conditions on the hydrodynamic variables only. Initial values of other variables are assumed to be irrelevant for a hydrodynamic description.
We investigate the effect of fragmentation on the homogeneous free cooling of inelastic hard spheres, using Boltzmann kinetic theory and Direct Monte Carlo simulations. We analyze in detail a model where dissipative collisions may subsequently lead to a break-up of the grains.
A model for the slow dynamics of the supercooled liquid is formulated in terms of the standard equations of fluctuating nonlinear hydrodynamics (FNH) with the inclusion of an extra diffusive mode for the collective density fluctuations. If the compressible nature of the liquid is completely ignored, this diffusive mod...
An alternative scenario for the glass transition based on the cooperative nature of nucleation processes and the role of entropic effects is presented. The new ingredient is to relate the dissipation during the relaxation process to the release of strain energy driven by the nucleation of progressively larger cooperat...
We study a system of two hardcore bosonic Hubbard models weakly coupled with each other by tunneling. Assuming that the single uncoupled model exhibits off-diagonal long-range order, we prove that the coupled system exhibits spontaneous symmetry breaking (SSB) in the infinite volume limit, in the sense that the two su...
We discuss the critical behaviour of 2D Ising and q-states Potts models coupled by their energy density. We found new tricritical points.
Using Brownian motion in periodic potentials $V(x)$ tilted by a force $f$, we provide physical insight into the thermodynamic uncertainty relation, a recently conjectured principle for statistical errors and irreversible heat dissipation in nonequilibrium steady states. According to the relation, nonequilibrium output...
We study non-canonical relaxation in a composite cold atoms system, consisting of subsystems that possess negative microcanonical specific heat. The system exhibits pre-thermalization far away from integrability due to the appearance of a single adiabatic invariant.
We discuss the non-Boltzmannian nature of quasi-stationary states in the Hamiltonian Mean Field (HMF) model, a paradigmatic model for long-range interacting classical many-body systems. We present a theorem excluding the Boltzmann-Gibbs exponential weight in Gibbs $\Gamma$-space of microscopic configurations, and comm...
We study a very simple model of a short-range attraction and an outer shell repulsion as a test system for demixing phase transition and density anomaly. The phase-diagram is obtained by applying mean field analysis and Monte Carlo simulations to a two dimensional lattice gas with nearest-neighbors attraction and next...
Thermodynamic length is a metric distance between equilibrium thermodynamic states. Among other interesting properties, this metric asymptotically bounds the dissipation induced by a finite time transformation of a thermodynamic system.
We develop a simple analytical model based on a variational method to explain the properties of trapped cylindrically symmetric Bose-Einstein condensates (BEC) of varying degrees of anisotropy well into regimes of effective one dimension (1D) and effective two dimension (2D). Our results are accurate in regimes where ...
A class of solid-on-solid growth models with short range interactions and sequential updates is studied. The models exhibit both smooth and rough phases in dimension d=1.
The latest advances of statistical physics have shown remarkable performance of machine learning in identifying phase transitions. In this paper, we apply domain adversarial neural network (DANN) based on transfer learning to studying non-equilibrium and equilibrium phase transition models, which are percolation model...
We discuss two numerical methods, based on a path integral approach described in a previous paper (I), for solving the stochastic equations underlying the financial markets: the Monte Carlo approach, and the Green function deterministic numerical method. Then, we apply the latter to some specific financial problems.
Extensive Monte Carlo folding simulations for four proteins of various structural classes are carried out, using a single atomistic potential. In all cases, collapse occurs at a very early stage, and proteins fold into their native-like conformations at appropriate temperatures.
We extend the one-body phase function upper bound on the superfluid fraction in a periodic solid (a spatially ordered supersolid) to include two-body phase correlations. The one-body current density is no longer proportional to the gradient of the one-body phase times the one-body density, but rather it depends also o...
We investigate an ideal gas in a time--dependent external trapping potential. We use the Boltzmann equation with the relaxation time ansatz to explore the time--dependent energy of an adiabatically isolated system. In particular we are interested on the dissipation during a potential change along a given protocol with...
A classic three-dimensional spin model, based upon the Baxter-Wu scheme, is presented. It is found, by entropic sampling simulations, that the behavior of the energy and magnetization fourth-order cumulants points out to a first order phase transition.
We study message transport on a $1-d$ ring of nodes and randomly distributed hubs. Messages are deposited on the network at a constant rate.
The theory of a flux steady-state (avalanche) formation is presented for the simplest model of a real sand pile within the framework of Lorenz approach. The stationary values of sand velocity and sand pile slope are derived as functions of controlling parameter (externally driven sandpile slope).
We use Monte Carlo simulation to determine the stable structures in the second-neighbour Ising model on the face-centred cubic lattice. Those structures are L1_1 for strongly antiferromagnetic second neighbour interactions and L1_0 for ferromagnetic and weakly antiferromagnetic second neighbours.
We develop an effective numerical method of studying large-time properties of reversible reaction-diffusion systems of type A + B <-> C with initially separated reactants. Using it we find that there are three types of asymptotic reaction zones.
We investigate the relation between the phase space structure of Hamiltonian and non-Hamiltonian deterministic thermostats. We show that phase space structures governing reaction dynamics in Hamiltonian systems map to the same type of phase space structures for the non-Hamiltonian isokinetic equations of motion for th...
We solve the problem of a chain, modeled as a self-avoiding walk, grafted o the wall limiting a semi-infinite Bethe lattice of arbitrary coordination number q. In particular, we determine the pressure exerted by the polymer on the wall, as a function of the distance to the grafting point.
In the theory of thermonuclear reaction rates, analytical evaluation of thermonuclear functions for non-resonant reactions, including cases with cut-off and depletion of the tail of the Maxwell-Boltzmann distribution function were considered in a series of papers by Mathai and Haubold (1988). In the present paper we s...
We consider a coupled system mimicking opinion formation under the influence of a group of $q$ neighbors ($q$-lobby) that consists of an Ising part governed by temperature-like parameter $T$ and a voter dynamics parameterized by noise probability $p$ (independence of choice). Using rigorous analytical calculations bac...
We investigate the dynamics of classical spins mapped as walkers in a virtual "spin" space using a generalised two-parameter family of spin models characterized by parameters $y$ and $z$ [M. J. de Oliveira, J. F. F. Mendes and M. A. Santos, J. Phys.
The symmetry of the interparticle interaction potential (IIP) plays a critical role in determining the thermodynamic and transport properties of solids. This study investigates the isolated effect of IIP asymmetry on thermalization.
The non-Markovian continuous-time random walk model, featuring fat-tailed waiting times and narrow distributed displacements with a non-zero mean, is a well studied model for anomalous diffusion. Using an analytical approach, we recently demonstrated how a fractional space advection diffusion asymmetry equation, usual...
Effects of the averaging over disorder realizations (samples) on the phase behavior are analyzed in terms of the mean field approximation for the random field Ising model with infinite range interactions. It is found that the averaging is equivalent to a drastic modification in the statistics of the quenched variables...
Results are presented for the dynamics arising due to a sudden quench of a boson interaction parameter with the simultaneous switching on of a commensurate periodic potential, the latter providing a source of non-linearity that can cause inelastic scattering. A quantum kinetic equation is derived perturbatively in the...
The correlation functions of the spin-1/2 XXZ spin chain in the ground state are expressed in the form of the multiple integrals. For -1< Delta <1, they were obtained by Jimbo and Miwa in 1996.
We propose different spectroscopic methods to explore the nature of the thermal excitations of a trapped Bose condensed gas: 1) a four photon process to probe the uniform region in the trap center:
The thermal dynamics of the two-dimensional Ising model and quantum dynamics of the one-dimensional transverse-field Ising model (TFIM) are mapped to one another through the transfer-matrix formalism. We show that the fermionised TFIM undergoes a Fermi-surface topology-changing Lifshitz transition at its critical poin...
We consider a finite size scaling function across a topological phase transition in 1D models. For models of non-interacting fermions it was shown to be universal for all topological symmetry classes and markedly asymmetric between trivial and topological sides of the transition (Gulden et al 2016).
Using time-series of stereoscopic particle image velocimetry data, we study the response of a turbulent von Kármán swirling flow to a continuous breaking of its forcing symmetry. Experiments are carried over a wide Reynolds number range, from laminar regime at $Re = 10^{2}$ to highly turbulent regime near $Re = 10^{6}...
A binary mixture made of heavy and light inelastic hard spheres in the free cooling state is considered. First, the regions in the parameter space where the partial granular temperature of the heavy species is larger (or smaller) than that of the light species are analyzed.
Extensive Monte Carlo study of two-dimensional Ising model is done to investigate the statistical behavior of spin clusters and interfaces as a function of temperature, $T$. We use a \emph{tie-breaking} rule to define interfaces of spin clusters on square lattice with strip geometry and show that such definition is co...
We explore the possibility of describing the main transport properties of a granular gas by means of a model consisting of elastic hard spheres under the action of a drag force that mimics the inelastic cooling of the granular gas. Direct Monte Carlo simulations of the Boltzmann equation show a good agreement between ...
We study the behaviour of a symmetric exclusion process in the presence of non-Markovian stochastic resetting, where the configuration of the system is reset to a step-like profile at power-law waiting times with an exponent $\alpha$. We find that the power-law resetting leads to a rich behaviour for the currents, as ...
In a sandpile model addition of a hole is defined as the removal of a grain from the sandpile. We show that hole avalanches can be defined very similar to particle avalanches.
We investigate the site percolation transition in two strongly correlated systems in three dimensions: the massless harmonic crystal and the voter model. In the first case we start with a Gibbs measure for the potential, $U=\frac{J}{2} \sum_{<x,y>} (\phi
Understanding the fluctuations by which phenomenological evolution equations with thermodynamic structure can be enhanced is the key to a general framework of nonequilibrium statistical mechanics. These fluctuations provide an idealized representation of microscopic details.
Several works have observed heavy-tailed behavior in the distributions of returns in different markets, which are observable indicators of underlying complex dynamics. Such prior works study return distributions that are marginalized across the individual stocks in the market, and do not track statistics about the joi...
We report experimental evidence for a crossover between a liquid-like state and a gas-like state in fluid methane (CH4). This crossover is observed in all of our experiments, up to 397 K temperature; 2.1 times the critical temperature of methane.
Recently, a thermodynamic definition of time has been introduced. This definition is useful to find approach some open problems in physics.
The information conveyed by a hierarchical attractor neural network is examined. The network learns sets of correlated patterns (the examples) in the lowest level of the hierarchical tree and can categorize them at the upper levels.
We examine the influence of quenched disorder on the flocking transition of dense polar active matter. We consider incompressible systems of active particles with aligning interactions under the effect of either quenched random forces or random dilution.
The partition function of the q-state Potts model with random ferromagnetic couplings in the large-q limit is generally dominated by the contribution of a single diagram of the high temperature expansion. Computing this dominant diagram amounts to minimizing a particular submodular function.
In the study of 1D nonlinear Hamiltonian lattices, the conserved quantities play an important role in determining the actual behavior of heat conduction. Besides the total energy, total momentum and total stretch could also be conserved quantities.
We drive a $d$-dimensional Heisenberg magnet using an anisotropic current. The continuum Langevin equation is analysed using a dynamical renormalization group and numerical simulations.
A spin system is studied, with simultaneous permutation-symmetric Potts and spin-rotation-symmetric clock interactions, in spatial dimensions d=2 and 3. The global phase diagram is calculated from the renormalizaton-group solution with the recently improved (spontaneous first-order detecting) Migdal-Kadanoff approxima...
The formation of the beam halo in charged particle accelerators is studied in the framework of a stochastic-hydrodynamic model for the collective motion of the particle beam. In such a stochastic-hydrodynamic theory the density and the phase of the charged beam obey a set of coupled nonlinear hydrodynamic equations wi...
We report the results of molecular dynamics simulations of the protein myosin carried out with an elastic network model. Quenching the system, we observe glassy behavior of a density correlation function and a density response function that are often investigated in structure glasses and spin glasses.
We present an analysis of the work performed on a system of interest that is kept thermally isolated during the switching of a control parameter. We show that there exists, for a certain class of systems, a finite-time family of switching protocols for which the work is equal to the quasistatic value.
Let Delta F be the free energy difference between two equilibrium states of a system. An established method of numerically computing Delta F involves a single, long ``switching simulation'', during which the system is driven reversibly from one state to the other (slow growth, or adiabatic switching).
We introduce the self-excited multifractal (SEMF) model, defined such that the amplitudes of the increments of the process are expressed as exponentials of a long memory of past increments. The principal novel feature of the model lies in the self-excitation mechanism combined with exponential nonlinearity, i.e. the e...
Dynamical phase transitions (DPTs) are signaled by the non-analytical time evolution of the dynamical free energy after quenching some global parameters in quantum systems. The dynamical free energy is calculated from the overlap between the initial and the time evolved states (Loschmidt amplitude).
A model kinetic equation is solved exactly for a special stationary state describing nonlinear Couette flow in a low density system of inelastic spheres. The hydrodynamic fields, heat and momentum fluxes, and the phase space distribution function are determined explicitly.
This is a comment to a letter by D. Mandal, K. Klymko and M. R. DeWeese published as Phys. Rev. Lett.
We study the heat statistics of a quantum Brownian motion described by the Caldeira-Leggett model. By using the path integral approach, we introduce a novel concept of the quantum heat functional along every pair of Feynman paths.
In the Sznajd consensus model on the square lattice, two people who agree in their opinions convince their neighbours of this opinion. We generalize it to many layers representing many age levels, and check if still a consensus among all layers is possible.
Signatures of glassy dynamics have been identified experimentally for a rich variety of materials in which molecular networks provide rigidity. Here we present a theoretical framework to study the glassy behavior of both passive and active network materials.
We propose a new perspective on Turbulence using Information Theory. We compute the entropy rate of a turbulent velocity signal and we particularly focus on its dependence on the scale.
Reaction-diffusion processes in two-dimensional percolating structures are investigated. Two different problems are addressed: reaction spreading on a percolating cluster and front propagation through a percolating channel.
We study the effective potential of three-dimensional O($N$) models. In statistical physics the effective potential represents the free-energy density as a function of the order parameter (Helmholtz free energy), and, therefore, it is related to the equation of state.
We present the first systematic observation of scaling of thermal hysteresis with the temperature scanning rate around an abrupt thermodynamic transition in correlated electron systems. We show that the depth of supercooling and superheating in vanadium sesquioxide (V2O3) shifts with the temperature quench rates.
A simplified nonlinear memory function is proposed in the ideal time-convolutionless mode-coupling theory equation to study the dynamics of glass-forming liquids. The numerical solutions are then compared with the simulation results performed on fragile liquids and strong liquids.
We report an exhaustive numerical study of the statistical properties of the potential energy landscape of TIP4P/2005, one of the most accurate rigid water models. We show that, in the region where equilibrated configurations can be generated, a Gaussian landscape description is able to properly describe the model pro...
The approach of the elastic continuum limit in small amorphous bodies formed by weakly polydisperse Lennard-Jones beads is investigated in a systematic finite-size study. We show that classical continuum elasticity breaks down when the wavelength of the sollicitation is smaller than a characteristic length of approxim...
We demonstrate the phenomenon of resonant activation in a non-adiabatically driven dissipative optical lattice with broken time-symmetry. The resonant activation results in a resonance as function of the driving frequency in the current of atoms through the periodic potential.
We report a fast, efficient and credible statistical reconstruction of any two-phase patterns of islands of miscellaneous shapes and poly-dispersed in sizes. In the proposed multi-scale approach called a weighted doubly-hybrid, two different pairs of hybrid descriptors are used.
Levy walks are random processes with an underlying spatiotemporal coupling. This coupling penalizes long jumps, and therefore Levy walks give a proper stochastic description for a particle's motion with broad jump length distribution.
We review understanding of kinetics of fluid phase separation in various space dimensions. Morphological differences, percolating or disconnected, based on overall composition in a binary liquid or density in a vapor-liquid system, have been pointed out.
Motivated by a novel bimetallic chain compound in which alternating magnetic centers are ferromagnetically coupled, we investigate thermodynamic properties of one-dimensional spin-$(S,s)$ Heisenberg ferromagnets both numerically and analytically. On the one hand, quantum Monte Carlo calculations illuminate the overall...
We investigate the impact of Hebbian learning on the contact process, a paradigmatic model for infection spreading, which has been also proposed as a simple model to capture the dynamics of inter-regional brain activity propagation as well as population spreading. Each of these contexts calls for an extension of the c...
Consider the scenario where an infinite number of players (i.e., the \textit{thermodynamic} limit) find themselves in a Prisoner's dilemma type situation, in a \textit{repeated} setting. Is it reasonable to anticipate that, in these circumstances, cooperation will emerge?
It is well-known that Brownian ratchets can exhibit current reversals, wherein the sign of the current switches as a function of the driving frequency. We introduce a spatial discretization of such a two-dimensional Brownian ratchet to enable spectral methods that efficiently compute those currents.
We present an implementation of Redelemeier's algorithm for the enumeration of lattice animals in high dimensional lattices. The implementation is lean and fast enough to allow us to extend the existing tables of animal counts, perimeter polynomials and series expansion coefficients in $d$-dimensional hypercubic l...
The dynamics of a one-dimensional stochastic model is studied in presence of an absorbing boundary. The distribution of fluctuations is analytically characterized within the generalized van Kampen expansion, accounting for higher order corrections beyond the conventional Gaussian approximation.
Information in the form of data, which can be stored and transferred between users, can be viewed as an intangible commodity, which can be traded in exchange for money. Determining the fair price at which a string of data should be traded is an important and open problem in many settings.
We analyze growing networks that are built by enhanced redirection. Nodes are sequentially added and each incoming node attaches to a randomly chosen 'target' node with probability 1-r, or to the parent of the target node with probability r.
We study the large scale behavior of a collection of hard core run and tumble particles on a one dimensional lattice with periodic boundary conditions. Each particle has persistent motion in one direction decided by an associated spin variable until the direction of spin is reversed.
The Schrödinger-Virasoro Lie algebra \mathfrak{sv} is an extension of the Virasoro Lie algebra by a nilpotent Lie algebra formed with a bosonic current of weight 3/2 and a bosonic current of weight 1. It is also a natural infinite-dimensional extension of the Schrödinger Lie algebra, which -leaving aside the invarianc...
Fundamental diagrams describing the relation between pedestrians speed and density are key points in understanding pedestrian dynamics. Experimental data evidence the onset of complex behaviors in which the velocity decreases with the density and different logistic regimes are identified.
Based on the Hellman-Feynman theorem it is shown that the average square radius of a cloud of interacting bosons in a parabolic well can be derived from their free energy. As an application, the temperature dependence of the moment of inertia of non-interacting bosons in a parabolic trap is determined as a function of...
A mixed Ising-Heisenberg spin system consisting of triangular XXZ-Heisenberg spin clusters assembled into a chain by alternating with Ising spins interacting to all three spins in the triangle is considered. The exact solution of the model is given in terms of the generalized decoration--iteration map and within the t...
The load of a node in a network is the total traffic going through it when every node pair sustains a uniform bidirectional traffic between them on shortest paths. We show that nodal load can be expressed in terms of the more elementary notion of a node's descents in breadth-first-search (BFS or shortest-path) tre...
The nonequilibrium reweighting technique, which was recently developed by the present authors, is used for the study of the nonequilibrium steady states. The renewed formulation of the nonequlibrium reweighting enables us to use the very efficient multi-spin coding.
We present results of theoretical description of ultrasonic phenomena in molecular liquids. In particular, we are interested in the development of microscopical, i.e., statistical-mechanical framework capable to explain the long living puzzle of the excess ultrasonic absorption in liquids.