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Density large-deviations of nonconserving driven models STATPHYS 25 Conference, SNU, Seoul, Korea, July 2013 Or Cohen and David Mukamel

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Page 1: Density large-deviations of nonconserving driven models STATPHYS 25 Conference, SNU, Seoul, Korea, July 2013 Or Cohen and David Mukamel

Density large-deviations of

nonconserving driven models

STATPHYS 25 Conference, SNU, Seoul, Korea, July 2013

Or Cohen and David Mukamel

Page 2: Density large-deviations of nonconserving driven models STATPHYS 25 Conference, SNU, Seoul, Korea, July 2013 Or Cohen and David Mukamel

T , µ

Equilibrium[ ]H

Grand canonical ensemble out of equilibrium ?

Page 3: Density large-deviations of nonconserving driven models STATPHYS 25 Conference, SNU, Seoul, Korea, July 2013 Or Cohen and David Mukamel

T , µ

Equilibrium[ ]H

*.

[ ] exp [ ]

exp log [ ] ( , )cons

P H Vr

P F r Vr

Grand canonical ensemble out of equilibrium ?

( )dr d x x

conserving steady state

Helmholtzfree energy

Page 4: Density large-deviations of nonconserving driven models STATPHYS 25 Conference, SNU, Seoul, Korea, July 2013 Or Cohen and David Mukamel

T , µ

Equilibrium[ ]H

Grand canonical ensemble out of equilibrium ?

( )dr d x x

conserving steady state

Helmholtzfree energy

Driven system

pqconserving

steady state*

.[ ]consP

*

.

[ ] exp [ ]

exp log [ ] ( , )cons

P H Vr

P F r Vr

Page 5: Density large-deviations of nonconserving driven models STATPHYS 25 Conference, SNU, Seoul, Korea, July 2013 Or Cohen and David Mukamel

T , µ

Equilibrium[ ]H

Grand canonical ensemble out of equilibrium ?

( )dr d x x

conserving steady state

Helmholtzfree energy

Driven system

pq

e-βμ 1

conserving steady state

*.[ ]consP

*

.

[ ] exp [ ]

exp log [ ] ( , )cons

P H Vr

P F r Vr

Page 6: Density large-deviations of nonconserving driven models STATPHYS 25 Conference, SNU, Seoul, Korea, July 2013 Or Cohen and David Mukamel

T , µ

Equilibrium[ ]H

Grand canonical ensemble out of equilibrium ?

( )dr d x x

conserving steady state

Helmholtzfree energy

Driven system

pq

e-βμ 1

*.

0

[ ] exp log [ ] ' ( ')r

cons sP P V dr r Vr

conserving

steady state*

.[ ]consP

*.[ [ ]]s consP

Dynamics-dependentchemical potential

of conserving system

*

.

[ ] exp [ ]

exp log [ ] ( , )cons

P H Vr

P F r Vr

Page 7: Density large-deviations of nonconserving driven models STATPHYS 25 Conference, SNU, Seoul, Korea, July 2013 Or Cohen and David Mukamel

General particle-nonconserving driven modelwR

CwLC

w-NC w+

NC

L sites

Page 8: Density large-deviations of nonconserving driven models STATPHYS 25 Conference, SNU, Seoul, Korea, July 2013 Or Cohen and David Mukamel

conserving(sum over η’ with same N)

nonconserving(sum over η’ with N’≠N)

wRCwL

C

w-NC w+

NC

L sites

'

' ' ' '' ' '

( ) ( ') ( ) ( ') ( )N N

C C NC NCt

N N

P w P w P w P w P

General particle-nonconserving driven model

Page 9: Density large-deviations of nonconserving driven models STATPHYS 25 Conference, SNU, Seoul, Korea, July 2013 Or Cohen and David Mukamel

wRCwL

C

w-NC w+

NC

*.

higher order( ) ( ; ) ( )

in consP P N f N OL

Guess a steadystate of the form :

L sites

'

' ' ' '' ' '

( ) ( ') ( ) ( ') ( )N N

C C NC NCt

N N

P w P w P w P w P

conserving

(sum over η’ with same N)nonconserving

(sum over η’ with N’≠N)

General particle-nonconserving driven model

Page 10: Density large-deviations of nonconserving driven models STATPHYS 25 Conference, SNU, Seoul, Korea, July 2013 Or Cohen and David Mukamel

1' .NC

consw It is consistent if :

wRCwL

C

w-NC w+

NC

For diffusive systems

L sites

'

' ' ' '' ' '

( ) ( ') ( ) ( ') ( )N N

C C NC NCt

N N

P w P w P w P w P

2. ~cons L

*.

higher order( ) ( ; ) ( )

in consP P N f N OL

Guess a steadystate of the form :

conserving(sum over η’ with same N)

nonconserving(sum over η’ with N’≠N)

General particle-nonconserving driven model

Page 11: Density large-deviations of nonconserving driven models STATPHYS 25 Conference, SNU, Seoul, Korea, July 2013 Or Cohen and David Mukamel

Slow nonconserving dynamics

' '

* *' . ' .

' ' '

0 ( ')[ ( '; ')] ( )[ ( '; )]N N N N

NC NCcons cons

N N

f N w P N f N w P N

', , ''

0 ( ') ( )N N N NN N

f N W f N W

To leading order in L we obtain

Page 12: Density large-deviations of nonconserving driven models STATPHYS 25 Conference, SNU, Seoul, Korea, July 2013 Or Cohen and David Mukamel

Slow nonconserving dynamics

' '

* *' . ' .

' ' '

0 ( ')[ ( '; ')] ( )[ ( '; )]N N N N

NC NCcons cons

N N

f N w P N f N w P N

', , ''

0 ( ') ( )N N N NN N

f N W f N W

= 1D - Random walk in a potential

, 1N NW , 1N NW

maxNminN *N

( )V N

Page 13: Density large-deviations of nonconserving driven models STATPHYS 25 Conference, SNU, Seoul, Korea, July 2013 Or Cohen and David Mukamel

Slow nonconserving dynamics

0

', ' 1

' ' 1, '

( ) exp log( )N

N N

N N N N

Wf N

W

, 1N NW

maxNminN *N

( ) ( / )V N LG N L

' '

* *' . ' .

' ' '

0 ( ')[ ( '; ')] ( )[ ( '; )]N N N N

NC NCcons cons

N N

f N w P N f N w P N

', , ''

0 ( ') ( )N N N NN N

f N W f N W

1,N NW

Nr

L

= 1D - Random walk in a potential

Page 14: Density large-deviations of nonconserving driven models STATPHYS 25 Conference, SNU, Seoul, Korea, July 2013 Or Cohen and David Mukamel

Slow nonconserving dynamics

0

0

' ( )', ' 1 ( )

' ' 1, '

( ) exp log( ) ~

r

sL dr r L rNN N LG r

N N N N

Wf N e e

W

, 1N NW

maxNminN *N

( ) ( / )V N LG N L

' '

* *' . ' .

' ' '

0 ( ')[ ( '; ')] ( )[ ( '; )]N N N N

NC NCcons cons

N N

f N w P N f N w P N

', , ''

0 ( ') ( )N N N NN N

f N W f N W

1,N NW

Nr

L

w-NC w+

NC

NC

NC

we

w

Page 15: Density large-deviations of nonconserving driven models STATPHYS 25 Conference, SNU, Seoul, Korea, July 2013 Or Cohen and David Mukamel

Outline

1. Limit of slow nonconserving

2. Example of the ABC model

3. Corrections to the rate function using MFT

4. Conclusions

2NCw L

( )G r

*.

0

[ ] [ ]exp ' ( ')r

cons sP P L dr r Lr

Page 16: Density large-deviations of nonconserving driven models STATPHYS 25 Conference, SNU, Seoul, Korea, July 2013 Or Cohen and David Mukamel

ABC model

A B C

AB BA

BC CB

CA AC

Dynamics : q

1

q

1

q

1

Ring of size L

M R Evans, Y Kafri , H M Koduvely, D Mukamel - Phys. Rev. Lett. 80 425 (1998 )

Page 17: Density large-deviations of nonconserving driven models STATPHYS 25 Conference, SNU, Seoul, Korea, July 2013 Or Cohen and David Mukamel

ABC model

A B C

AB BA

BC CB

CA AC

Dynamics : q

1

q

1

q

1

Ring of size L

q=1 q<1L

M R Evans, Y Kafri , H M Koduvely, D Mukamel - Phys. Rev. Lett. 80 425 (1998 )

ABBCACCBACABACBAAAAABBBBBCCCCC

Page 18: Density large-deviations of nonconserving driven models STATPHYS 25 Conference, SNU, Seoul, Korea, July 2013 Or Cohen and David Mukamel

ABC model

time

site index

A B C

1 480 A B Cq L N N N

Page 19: Density large-deviations of nonconserving driven models STATPHYS 25 Conference, SNU, Seoul, Korea, July 2013 Or Cohen and David Mukamel

Conserving ABC model

0X X0 X=A,B,C1

1

A B

C 0

A Lederhendler, D Mukamel - Phys. Rev. Lett. 105 105602 (2010) A Lederhendler, OC, D Mukamel - J. Stat. Mech. 11 11016 (2010)

AB BA

BC CB

CA AC

q

1

q

1

q

1

1 2

1 2 Conserving model(canonical ensemble)

+

A B CN N Nr

L

fixed

Page 20: Density large-deviations of nonconserving driven models STATPHYS 25 Conference, SNU, Seoul, Korea, July 2013 Or Cohen and David Mukamel

Conserving ABC model

1. M Clincy, B Derrida, M R Evans - Phys. Rev. E 58 2764 (2003)

)exp(L

qWeakly asymmetric

thermodynamic limit1

Density profile

( )A i

iA

L

Page 21: Density large-deviations of nonconserving driven models STATPHYS 25 Conference, SNU, Seoul, Korea, July 2013 Or Cohen and David Mukamel

Conserving ABC model

1. M Clincy, B Derrida, M R Evans - Phys. Rev. E 58 2764 (2003)2. OC, D Mukamel - J. Phys. A 44 415004 (2011)

)exp(L

qWeakly asymmetric

thermodynamic limit1

Density profile

known2

2nd order

For low β’s

( )A i

iA

L

* ( , )x r

c

* ( , ) /x r r N L

Page 22: Density large-deviations of nonconserving driven models STATPHYS 25 Conference, SNU, Seoul, Korea, July 2013 Or Cohen and David Mukamel

Conserving ABC model

1. M Clincy, B Derrida, M R Evans - Phys. Rev. E 58 2764 (2003)2. OC, D Mukamel - J. Phys. A 44 415004 (2011)3. T Bodineau, B Derrida - Comptes Rendus Physique 8 540 (2007)

)exp(L

qWeakly asymmetric

thermodynamic limit1

Density profile

known2

2nd order

For low β’s

[ , , ; ][ , , ] A B CLF rA B CP e

( )A i

iA

L

* ( , )x r

c

* ( , ) /x r r N L

Stationarymeasure3:

Page 23: Density large-deviations of nonconserving driven models STATPHYS 25 Conference, SNU, Seoul, Korea, July 2013 Or Cohen and David Mukamel

Nonconserving ABC model

0X X0 X=A,B,C1

1

A B

C 0

AB BA

BC CB

CA AC

q

1

q

1

q

1

ABC 000pe-3βμ

p

1 2

3

1 2

1 2 3

Conserving model(canonical ensemble)

Nonconserving model(grand canonical ensemble)

+

++

A Lederhendler, D Mukamel - Phys. Rev. Lett. 105 105602 (2010) A Lederhendler, OC, D Mukamel - J. Stat. Mech. 11 11016 (2010)

Page 24: Density large-deviations of nonconserving driven models STATPHYS 25 Conference, SNU, Seoul, Korea, July 2013 Or Cohen and David Mukamel

Slow nonconserving ABC model

Slow nonconserving limit 2,~ Lp

, 3N NW , 3N NW

maxNminN *N

ABC 000pe-3βμ

p

( )V N

Page 25: Density large-deviations of nonconserving driven models STATPHYS 25 Conference, SNU, Seoul, Korea, July 2013 Or Cohen and David Mukamel

Slow nonconserving ABC model

Slow nonconserving limit

ABC 000pe-3βμ

p

saddle point approx.

3

1* * 3

, 3 ' . 0' 0

( '; ) ( ( , ))N N

NCN N cons

NW w P N dx x

L

~ , 2p L

, 3N NW

maxNminN *N

( )V N , 3N NW

[ , , ; ]A B CLF re

Page 26: Density large-deviations of nonconserving driven models STATPHYS 25 Conference, SNU, Seoul, Korea, July 2013 Or Cohen and David Mukamel

Slow nonconserving ABC model

ABC 000pe-3βμ

p

maxNminN *N

, 3N NW , 3N NW ( )V N

1* 30

, 3 01

* * *3,

0

( ( , ))1 1

( ) log( ) log[ ]3 3

( , ) ( , ) ( , )

N NS

N NA B C

dx x rW

rW

dx x r x r x r

A B CN N Nr

L

( )( ) exp[ ( ' ( ') )]r

LG rSP r L dr r r e

Page 27: Density large-deviations of nonconserving driven models STATPHYS 25 Conference, SNU, Seoul, Korea, July 2013 Or Cohen and David Mukamel

Slow nonconserving ABC model

ABC 000pe-3βμ

p

This is similar to equilibrium :

( )( ) exp[ ( ' ( ') )]r

LG rSP r L dr r r e

( ) exp [ ( , ) ]P r L f r r

maxNminN *N

, 3N NW , 3N NW ( )V N

f = Helmholtz free energy density

1* 30

, 3 01

* * *3,

0

( ( , ))1 1

( ) log( ) log[ ]3 3

( , ) ( , ) ( , )

N NS

N NA B C

dx x rW

rW

dx x r x r x r

A B CN N Nr

L

Page 28: Density large-deviations of nonconserving driven models STATPHYS 25 Conference, SNU, Seoul, Korea, July 2013 Or Cohen and David Mukamel

Rate function of r, G(r)

High µ

Low µ

First order phase transition (only in the nonconserving model)

( )G r

( )G r

OC, D Mukamel - Phys. Rev. Let. 108, 060602 (2012)

0.05

0.052

23

,3

rr

rrr CBA

0.025 40

Page 29: Density large-deviations of nonconserving driven models STATPHYS 25 Conference, SNU, Seoul, Korea, July 2013 Or Cohen and David Mukamel

Inequivalence of ensembles

Conserving (Canonical) Nonconserving (Grand canonical)

2nd order transition

ordered

1st order transition tricritical point

disordered

ordered

disordered

23

,3

rr

rrr CBA 01.0For NA=NB≠NC :

OC, D Mukamel - Phys. Rev. Let. 108, 060602 (2012)Different nonconserving ABC model: J Barton, J L Lebowitz, E R Speer - J. Phys. A 44 065005 (2011)Discussion about ensemble inequivalence: OC, D Mukamel - J. Stat. Mech. 12 12017 (2012)

Stability line

Page 30: Density large-deviations of nonconserving driven models STATPHYS 25 Conference, SNU, Seoul, Korea, July 2013 Or Cohen and David Mukamel

Corrections to G(r) using MFT

21p

L

ABC 000pe-3βμ

p

1

0 0( ( , ), ( , )) ( ( , ), ( , ))

[ ( , ), ( , )] ~T

c ncL d dx x x x k xPr x k x e

ρ j ρj

L L

cL

( , ) ( , ) ( ,3

,) ,x j B Cx x Ax k

- conserving action1

ncL - nonconserving action2,3

j - conserving current

k - nonconserving current

1. T Bodineau, B Derrida - Comptes Rendus Physique 8 540 (2007)2. G Jona-Lasinio, C Landim and M E Vares - Probability theory and related fields 97 339 (1993)3. T Bodineau, M Lagouge - J. Stat. Phys. 139 201 (2010)

Page 31: Density large-deviations of nonconserving driven models STATPHYS 25 Conference, SNU, Seoul, Korea, July 2013 Or Cohen and David Mukamel

Corrections to G(r) using MFT

21p

L

ABC 000pe-3βμ

p

τ

r

rμ0 T

*( , ) ( , ( )) ( ) , ,x x r O A B C

1

0 0( ( , ), ( , )) ( ( , ), ( , ))

[ ( , ), ( , )] ~T

c ncL d dx x x x k xPr x k x e

ρ j ρj

L L

Instanton path:

Page 32: Density large-deviations of nonconserving driven models STATPHYS 25 Conference, SNU, Seoul, Korea, July 2013 Or Cohen and David Mukamel

Conclusions

1. Nonequlibrium ‘grand canonical ensemble’ - Slow

nonconserving dynamics

2. Example to ABC model

3. 1st order phase transition for nonmonotoneous µs(r)

and inequivalence of ensembles.

( µs(r) is dynamics dependent ! )

4. Corrections to rate function of r using MFT

Thank you for listening ! Any questions ?