No Arabic abstract
Chemical reaction networks offer a natural nonlinear generalisation of linear Markov jump processes on a finite state-space. In this paper, we analyse the dynamical large deviations of such models, starting from their microscopic version, the chemical master equation. By taking a large-volume limit, we show that those systems can be described by a path integral formalism over a Lagrangian functional of concentrations and chemical fluxes. This Lagrangian is dual to a Hamiltonian, whose trajectories correspond to the most likely evolution of the system given its boundary conditions. The same can be done for a system biased on time-averaged concentrations and currents, yielding a biased Hamiltonian whose trajectories are optimal paths conditioned on those observables. The appropriate boundary conditions turn out to be mixed, so that, in the long time limit, those trajectories converge to well-defined attractors. We are then able to identify the largest value that the Hamiltonian takes over those attractors with the scaled cumulant generating function of our observables, providing a non-linear equivalent to the well-known Donsker-Varadhan formula for jump processes. On that basis, we prove that chemical reaction networks that are deterministically multistable generically undergo first-order dynamical phase transitions in the vicinity of zero bias. We illustrate that fact through a simple bistable model called the Schlogl model, as well as multistable and unstable generalisations of it, and we make a few surprising observations regarding the stability of deterministic fixed points, and the breaking of ergodicity in the large-volume limit.
We study large deviations of the time-averaged size of stochastic populations described by a continuous-time Markov jump process. When the expected population size $N$ in the steady state is large, the large deviation function (LDF) of the time-averaged population size can be evaluated by using a WKB (after Wentzel, Kramers and Brillouin) method, applied directly to the master equation for the Markov process. For a class of models that we identify, the direct WKB method predicts a giant disparity between the probabilities of observing an unusually small and an unusually large values of the time-averaged population size. The disparity results from a qualitative change in the optimal trajectory of the underlying classical mechanics problem. The direct WKB method also predicts, in the limit of $Nto infty$, a singularity of the LDF, which can be interpreted as a second-order dynamical phase transition. The transition is smoothed at finite $N$, but the giant disparity remains. The smoothing effect is captured by the van-Kampen system size expansion of the exact master equation near the attracting fixed point of the underlying deterministic model. We describe the giant disparity at finite $N$ by developing a different variant of WKB method, which is applied in conjunction with the Donsker-Varadhan large-deviation formalism and involves subleading-order calculations in $1/N$.
The typical values and fluctuations of time-integrated observables of nonequilibrium processes driven in steady states are known to be characterized by large deviation functions, generalizing the entropy and free energy to nonequilibrium systems. The definition of these functions involves a scaling limit, similar to the thermodynamic limit, in which the integration time $tau$ appears linearly, unless the process considered has long-range correlations, in which case $tau$ is generally replaced by $tau^xi$ with $xi eq 1$. Here we show that such an anomalous power-law scaling in time of large deviations can also arise without long-range correlations in Markovian processes as simple as the Langevin equation. We describe the mechanism underlying this scaling using path integrals and discuss its physical consequences for more general processes.
We show how to 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, eventually 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 models rates. This approach shows how path-extensive physics problems can be considered within a framework widely used in machine learning.
Off-lattice active Brownian particles form clusters and undergo phase separation even in the absence of attractions or velocity-alignment mechanisms. Arguments that explain this phenomenon appeal only to the ability of particles to move persistently in a direction that fluctuates, but existing lattice models of hard particles that account for this behavior do not exhibit phase separation. Here we present a lattice model of active matter that exhibits motility-induced phase separation in the absence of velocity alignment. Using direct and rare-event sampling of dynamical trajectories we show that clustering and phase separation are accompanied by pronounced fluctuations of static and dynamic order parameters. This model provides a complement to off-lattice models for the study of motility-induced phase separation.
We study the dynamics arising from a double quantum quench where the parameters of a given Hamiltonian are abruptly changed from being in an equilibrium phase A to a different phase B and back (A$to$B$to$A). As prototype models, we consider the (integrable) transverse field Ising as well as the (non-integrable) ANNNI model. The return amplitude features non-analyticities after the first quench through the equilibrium quantum critical point (A$to$B), which is routinely taken as a signature of passing through a so-called dynamical quantum phase transition. We demonstrate that non-analyticities after the second quench (B$to$A) can be avoided and reestablished in a recurring manner upon increasing the time $T$ spent in phase B. The system retains an infinite memory of its past state, and one has the intriguing opportunity to control at will whether or not dynamical quantum phase transitions appear after the second quench.